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Jual Obat Aborsi Tangerang 082244058007 Obat Penggugur Kandungan, arin najwa, Apotek Obat Aborsi Tangerang Tempat Penjual Obat Penggugur Kandungan 2018 Golden Gate University School of Law

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Jual Viagra Usa Asli Di Bandung | Pemesanan Di Wilayah Kota Bandung Bisa Cod. Cs 082221017772, Sinta wijaya 2018 Selected Works

Jual Viagra Usa Asli Di Bandung | Pemesanan Di Wilayah Kota Bandung Bisa Cod. Cs 082221017772, Sinta Wijaya

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Jual Penirum Asli Obat Pembesar Penis Herbal Original, pusat semarang 2018 Purdue University

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Quantitative Easing And The U.S. Stock Market: A Decision Tree Analysis, Anastasios G. Malliaris, Mary Malliaris, Ramaprasad Bhar 2018 Loyola University Chicago

Quantitative Easing And The U.S. Stock Market: A Decision Tree Analysis, Anastasios G. Malliaris, Mary Malliaris, Ramaprasad Bhar

A. (Tassos) Malliaris

The Financial Crisis of 2007-09 caused the U.S. economy to experience a relatively long recession from December 2007 to June 2009. Both the U.S. government and the Federal Reserve undertook expansive fiscal and monetary policies to minimize both the severity and length of the recession. Most notably, the Federal Reserve initiated three rounds of unconventional monetary policies known as Quantitative Easing. These policies were intended to reduce long-term interest rates when the short term federal funds rates had reached the zero lower bound and could not become negative. It was argued that the lowering of longer-term interest rates ...


Revisiting U.S. Stock Market Returns: Individual Retirement Accounts, Anastasios G. Malliaris 2018 Loyola University Chicago

Revisiting U.S. Stock Market Returns: Individual Retirement Accounts, Anastasios G. Malliaris

A. (Tassos) Malliaris

Numerous studies have estimated U.S. stock market returns measured by various indexes such as the S&P 500 Index over certain periods. The purpose of this paper is twofold: first we calculate, under certain scenarios, the final total accumulation of a representative individual who invests a certain amount of funds per month during a long investment horizon of say 30 or 40 years. Second, we evaluate the performance of such an investment plan of defined monthly contributions. This evaluation is based on a benefit target and working backwards we compute the necessary monthly contributions. In our calculations we use ...


Nonlinear Bivariate Comovements Of Asset Prices: Theory And Tests, Anastasios G. Malliaris, Marco Corazza, Elisa Scalco 2018 Loyola University Chicago

Nonlinear Bivariate Comovements Of Asset Prices: Theory And Tests, Anastasios G. Malliaris, Marco Corazza, Elisa Scalco

A. (Tassos) Malliaris

Comovements among asset prices have received a lot of attention for several reasons. For example, comovements are important in cross-hedging and cross-speculation; they determine capital allocation both domestically and in international mean-variance portfolios and also, they are useful in investigating the extent of integration among financial markets. In this paper we propose a new methodology for the non-linear modelling of bivariate comovements. Our approach extends the ones presented in the recent literature. In fact, our methodology, outlined in three steps, allows the evaluation and the statistical testing of non-linearly driven comovements between two given random variables. Moreover, when such a ...


The Impact Of Large-Scale Asset Purchases On The S&P 500 Index, Long-Term Interest Rates And Unemployment, Anastasios G. Malliaris, Ramaprasad Bhar 2018 Loyola University Chicago

The Impact Of Large-Scale Asset Purchases On The S&P 500 Index, Long-Term Interest Rates And Unemployment, Anastasios G. Malliaris, Ramaprasad Bhar

A. (Tassos) Malliaris

After the bankruptcy of Lehman Brothers in September 2008 and the financial panic that ensued, the Federal Reserve moved rapidly to reduce the federal funds rate to .25%. It was quickly judged that additional measures were needed to stabilize the US economy. Beginning in December 2008, the Federal Reserve Bank initiated three rounds of unconventional monetary policies known as quantitative easing (QE). These policies were intended to reduce long-term interest rates when the short-term federal funds rates had reached the zero lower bound and could not become negative. It was argued that the lowering of longer-term interest rates would help ...


Nafta: Past, Present And Future, Anastasios G. Malliaris, Alexander J. Kondonassis, Chris Paraskevopoulos 2018 Loyola University Chicago

Nafta: Past, Present And Future, Anastasios G. Malliaris, Alexander J. Kondonassis, Chris Paraskevopoulos

A. (Tassos) Malliaris

The North American Free Trade Agreement (NAFTA) – an extension of the Free Trade Agreement (FTA) between Canada and USA to include Mexico – went into effect on January 1, 1994, primarily as an agreement to eliminate restrictions on trade and investment over the course of twelve years. NAFTA is a trade agreement and after twelve years remains as such with limited prospects, if any, of widening or deepening the integration process. Despite its narrow scope, the agreement became, from the start, controversial – and continues to be so – not only for trade and investment matters but for a whole host of other ...


N-Tuple S&P 500 Index Patterns Across Decades, 1950s To 2011, Anastasios G. Malliaris, Mary Malliaris 2018 Loyola University Chicago

N-Tuple S&P 500 Index Patterns Across Decades, 1950s To 2011, Anastasios G. Malliaris, Mary Malliaris

A. (Tassos) Malliaris

Numerous studies have analyzed the movements of the S&P 500 Index using several methodologies such as technical analysis, econometric modeling, time series techniques and theories from behavioral finance. In this paper we take a novel approach. We use daily closing prices for the S&P 500 Index for a very long period from 1/3/1950 to 7/19/2011 for a total of 15,488 daily observations. We then investigate the up and down movements and their combinations for 1 to 7 days giving us multiple possible patterns for over six decades. Some patterns of each type are ...


Recent Monetary Policy In The U.S.: Risk Management Of Asset Bubbles, Anastasios G. Malliaris, Marc D. Hayford 2018 Loyola University Chicago

Recent Monetary Policy In The U.S.: Risk Management Of Asset Bubbles, Anastasios G. Malliaris, Marc D. Hayford

A. (Tassos) Malliaris

Recently Chairman Greenspan (2003 and 2004) has discussed a risk management approach to the implementation of monetary policy. This paper explores the economic environment of the 1990s and the policy dilemmas the Fed faced given the stock boom from the mid to late 1990s to after the bust in 2000-2001. Drawing on Greenspan's comments about conducting monetary policy in the real world of risk and uncertainty, the paper assesses why US monetary policy was neutral with respect to the stock market boom.


Us Inflation And Commodity Prices: Analytical And Empirical Issues, Anastasios G. Malliaris 2018 Loyola University Chicago

Us Inflation And Commodity Prices: Analytical And Empirical Issues, Anastasios G. Malliaris

A. (Tassos) Malliaris

This paper reviews both theoretical and empirical issues regarding inflation and evaluates the contribution of Kyrtsou and Labys. Analytically it is very difficult to propose a general theory of inflation because as economies evolve over time both new causes of inflation emerge and the consequences of inflation become more complex. Kyrtsou and Labys perform several tests between the Primary Commodity Price component of the PPI and the CPI and construct a noisy chaotic multivariate model that describes the relationship between these two measures of inflation.


Oil Prices And The Impact Of The Financial Crisis Of 2007-2009, Anastasios G. Malliaris, Ramaprasad Bhar 2018 Loyola University Chicago

Oil Prices And The Impact Of The Financial Crisis Of 2007-2009, Anastasios G. Malliaris, Ramaprasad Bhar

A. (Tassos) Malliaris

Oil prices increased dramatically during 2004–2006. Industry experts initially attributed these price increases to fundamental factors such as the rise in global demand, but also because of disruptions in the supply of oil. The price increases however were so substantial that additional factors are needed to explain such dramatic changes. We propose that the decline in the value of the U.S. dollar measured both by the appreciation of the Euro and of gold prices, played an important role as oil suppliers demanded compensation for the declining value of the dollar. Using a Markov switching regime methodology we find ...


What Drives Gold Returns? A Decision Tree Analysis, Anastasios G. Malliaris, Mary Malliaris 2018 Loyola University Chicago

What Drives Gold Returns? A Decision Tree Analysis, Anastasios G. Malliaris, Mary Malliaris

A. (Tassos) Malliaris

The behavior of gold as an investment asset has been researched extensively. For the very long run, that is several decades, gold does not outperform equities. However, for shorter periods, gold responds to fears of inflation, stock market corrections, currency crises, and financial instabilities very vigorously. In this paper we follow a decision tree methodology to investigate the behavior of gold prices using both traditional financial variables such as equity returns, equity volatility, oil prices, and the euro. We also use the new Cleveland Financial Stress Index to investigate its effectiveness in explaining changes in gold prices. We find that ...


Episodic Nonlinearity In Leading Global Currencies, Anastasios G. Malliaris, Apostolos Serletis, Melvin J. Hinich, Periklis Gogas 2018 Loyola University Chicago

Episodic Nonlinearity In Leading Global Currencies, Anastasios G. Malliaris, Apostolos Serletis, Melvin J. Hinich, Periklis Gogas

A. (Tassos) Malliaris

We perform non-linearity tests using daily data for leading currencies that include the Australian dollar, British pound, Brazilian real, Canadian dollar, euro, Japanese yen, Mexican peso, and the Swiss franc to resolve the issue of whether these currencies are driven by fundamentals or exogenous shocks to the global economy. In particular, we use a new method of testing for linear and nonlinear lead/lag relationships between time series, introduced by Brooks and Hinich (1999), based on the concepts of cross-correlation and crossbicorrelation. Our evidence points to a relatively rare episodic nonlinearity within and across foreign exchange rates. We also test ...


Are Foreign Currency Markets Interdependent? Evidence From Data Mining Technologies, Anastasios G. Malliaris, Mary Malliaris 2018 Loyola University Chicago

Are Foreign Currency Markets Interdependent? Evidence From Data Mining Technologies, Anastasios G. Malliaris, Mary Malliaris

A. (Tassos) Malliaris

This study uses two data mining methodologies: Classification and Regression Trees (C&RT) and Generalized Rule Induction (GRI) to uncover patterns among daily cash closing prices of eight currency markets. Data from 2000 through 2009 is used, with the last year held out to test the robustness of the rules found in the previous nine years. Results from the two methodologies are contrasted. A number of rules which perform well in both the training and testing years are discussed as empirical evidence of interdependence among foreign currency markets. The mechanical rules identified in this paper can usefully supplement other types ...


Modeling Federal Funds Rates: A Comparison Of Four Methodologies, Anastasios G. Malliaris, Mary Malliaris 2018 Loyola University Chicago

Modeling Federal Funds Rates: A Comparison Of Four Methodologies, Anastasios G. Malliaris, Mary Malliaris

A. (Tassos) Malliaris

Monthly Federal Fund interest rate values, set by the Federal Open Market Committee, have been the subject of much speculation prior to the announcement of their new values each period. In this study we use four competing methodologies to model and forecast the behavior of these short term Federal Fund interest rates. These methodologies are: time series, Taylor, econometric and neural network. The time series forecasts use only past values of Federal Funds rates. The celebrated Taylor rule methodology theorizes that the Federal Fund rate values are influenced solely by deviations from a desired level of inflation and from potential ...


Dividends, Momentum And Macroeconomic Variables As Determinants Of The U.S. Equity Premium Across Economic Regimes, Anastasios G. Malliaris, Ramaprasad Bhar 2018 Loyola University Chicago

Dividends, Momentum And Macroeconomic Variables As Determinants Of The U.S. Equity Premium Across Economic Regimes, Anastasios G. Malliaris, Ramaprasad Bhar

A. (Tassos) Malliaris

The equity premium of the S&P 500 index is explained in this paper by several variables that can be grouped into fundamental, behavioral, and macroeconomic factors. We hypothesize that the statistical significance of these variables changes across economic regimes. The three regimes we consider are the low‐volatility, medium‐volatility, and high‐volatility regimes in contrast to previous studies that do not differentiate across economic regimes. By using the three‐state Markov switching regime econometric methodology, we confirm that the statistical significance of the independent variables representing fundamentals, macroeconomic conditions, and a behavioral variable changes across economic regimes. Our ...


Energy Sector Pricing: One The Role Of Neglected Nonlinearity, Anastasios G. Malliaris, Catherine Kyrtsou, Apostolos Serletis 2018 Loyola University Chicago

Energy Sector Pricing: One The Role Of Neglected Nonlinearity, Anastasios G. Malliaris, Catherine Kyrtsou, Apostolos Serletis

A. (Tassos) Malliaris

Modern economies have been subjected to a number of shocks during the past several years such as the burst of the Internet bubble, terrorist attacks, corporate scandals, the war in Iraq, the uncertainty about energy prices, and the recent subprime mortgage crisis. In particular, during the last few years, the energy shock has caused concerns for potential stagflation for both the United States and numerous other countries. We perform numerous univariate tests for non-linearity and chaotic structure using price data from the energy sector to resolve whether the sector's fundamentals or exogenous shocks drive these prices.


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