Economic Uncertainty, Instabilities and Asset Bubbles Selected Essays

Economic growth and uncertainty. 1. Asymptotic growth under uncertainty : existence and uniqueness / Fwu-Ranq Chang and A.G. Malliaris. 2. How big is the random walk in macroeconomic time series : variance ratio tests / A.G. Malliaris and Jorge L. Urrutia. 3. An empirical investigation among real, monetary and financial variables / A.G. Malliaris and Jorge L. Urrutia -- Stochastic macroeconomic models. 4. Interest rates and inflation : a continuous-time stochastic approach / A.G. Malliaris and M.E. Malliaris. 5. Decomposition of inflation and its volatility : a stochastic approach / A.G. Malliaris and M.E. Malliaris. 6. Several illustrations of the quantity theory of money : 1947-1987 and 1867-1975. 7. Money, inflation and interest rates : illustrations from twelve European economies / A.G. Malliaris and Silvana Stefani -- Randomness in asset markets. 8. Methodological issues in asset pricing : random walk or chaotic dynamics / A.G. Malliaris and Jerome L. Stein. 9. Chaotic behavior in prices of European equity markets : a comparative analysis of major economic regions / George C. Philippatos, Efi Pilarinu and A.G. Malliaris. 10. European stock market fluctuations : short and long term links / A.G. Malliaris and Jorge L. Urrutia. 11. Multi-fractality in foreign currency markets / Marco Corazza and A.G. Malliaris -- Asset bubbles. 12. Are there rational bubbles in the U.S. stock market? Overview and a new test / Ramaprasad Bhar and A.G. Malliaris. 13. Is the Federal Reserve stock market bubble-neutral? / Marc D. Hayford and A.G. Malliaris. 14. How did the fed react to the 1990s stock market bubble? Evidence from an extended Taylor rule / Marc D. Hayford and A.G. Malliaris. 15. Monetary policy and the U.S. stock market / Marc D. Hayford and A.G. Malliaris -- Crashes and instabilities. 16. The international crash of October 1987 : causality tests / A.G. Malliaris and Jorge L. Urrutia. 17. The impact of the Persian gulf crisis on national equity markets / A.G. Malliaris and Jorge L. Urrutia. 18. Oil and world stock markets' reactions to the Gulf crisis / A.G. Malliaris and Jorge L. Urrutia. 19. Equity and oil markets under external shocks / Jorge L. Urrutia and A.G. Malliaris. 20. Global monetary instability : the role of the IMF, the EU and NAFTA / A.G. Malliaris