Showing results 96 to 115 of 161
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| Issue Date | Title | Author(s) |
| 2003-12-01 | The Jump Component of the Volatility Structure of Interest Rate Futures Markets: An International Comparison | Chiarella, C; Tô, TD |
| 2013-01 | Keynes, the dynamic stochastic general equilibrium model, and the business cycle | Chiarella, C; Flaschel, P; Semmler, W; Ryuzo Kuroki |
| 2010-01 | Keynesian disequilibrium dynamics: Estimated convergence, roads to instability and the emergence of complex business fluctuations | Chiarella, C; Hung, H; Flaschel, P |
| 2004-01 | Keynesian dynamics and the wage-price spiral: a baseline disequilibrium approach | Asada, T; Chen, P; Chiarella, C; Flaschel, P; - |
| 2006-03 | Keynesian dynamics and the wage-price spiral: A baseline disequilibrium model | Asada, T; Chen, P; Chiarella, C; Flaschel, P |
| 2006-01 | Keynesian macrodynamics and the Phillip curve: an estimated model for the US economy | Chen, P; Chiarella, C; Flaschel, P; Semmler, W; Chiarella, C; Franke, R; Flaschel, P; Semmler, W |
| 2010-12-01 | Keynesian Macrodynamics: Convergence, roads to instability and the emergence of complex business fluctuations | Chiarella, C; Hung, H; Flaschel, P |
| 1999-12-01 | Keynesian monetary growth dynamics in open economies | Chiarella, C; Flaschel, P |
| 2015-01-01 | Learning, information processing and order submission in limit order markets | Chiarella, C; He, XZ; Wei, L |
| 2010-01 | Lognormal forward market model (LFM) volatility function approximation | Chung, I; Dun, T; Schlogl, E; Chiarella, C; Novikov, A |
| 2004-09-01 | The long run outcomes and global dynamics of a duopoly game with misspecified demand functions | Bischi, GI; Chiarella, C; Kopel, M |
| 2010-01-01 | M-6-On Minimal Market Models and Minimal Martingale Measures | Hulley, H; Schweizer, M; Chiarella, C; Novikov, A |
| 2012-12-01 | A macrodynamic model of real-financial interaction: Implications of budget equations and capital accumulation | Chiarella, C; Flaschel, P; Semmler, W |
| 2012 | Macroeconomic Stabilization Policies in Intrinsically Unstable Macroeconomies | Chiarella, C; Flaschel, P; Koeper, C; Proano, C; Semmler, W |
| 2007-02-01 | A Markovian defaultable term structure model with state dependent volatilities | Chiarella, C; Sklibosios, CN; Schlögl, E |
| 2005-01 | Mean variance preferences expectations formation and the dynamics of random asset prices | Bohm, V; Chiarella, C |
| 2008-09-01 | A model of financial market dynamics with heterogeneous beliefs and state-dependent confidence | Chiarella, C; Dieci, R; Gardini, L; Sbragia, L |
| 2001-01-01 | Modelling the currency forward risk premium: A new perspective | Bhar, R; Chiarella, C; Pham, TM |
| 2011-01 | Modelling the evolution of credit spreads using the Cox process within the HJM framework: A CDS option pricing model | Chiarella, C; Fanelli, V; Musti, S |
| 2012-01 | A modern view on Merton's jump-diffusion model | Cheang, GH; Chiarella, C; Cohen, SN; Madan, D; Siu, TK; Yang, H |
