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Issue DateTitleAuthor(s)
Jan-2006The impact of short-sale constraints on asset allocation strategies via the backward Markov chain approximation methodChiarella, C; Hsiao, C
2016Business Confidence and Macroeconomic Dynamics in a Nonlinear Two-Country Framework with Aggregate Opinion DynamicsCharpe, M; Chiarella, C; Flaschel, P; Proano, C; Bernard, L; Nyambuu, U
1-Jul-2013Isoelastic oligopolies under uncertaintyChiarella, C; Matsumoto, A; Szidarovszky, F
1-Dec-2012A macrodynamic model of real-financial interaction: Implications of budget equations and capital accumulationChiarella, C; Flaschel, P; Semmler, W
Jan-2007Intertemporal Asset Allocation when the Underlying Factors are UnobservableChiarella, C; Hsiao, C; Semmler, W
Jan-2011Exchange Options Under Jump-Diffusion DynamicsCheang, GH; Chiarella, C
Jan-2013Credit portfolio correlations with dynamic leverage ratiosChiarella, C; Huang, N; Chi-Fai Lo, E; Rösch, D; Scheule, H
Mar-2004Inferring the forward looking equity risk premium from derivative pricesBhar, R; Chiarella, C; Runggaldier, WJ
1-Nov-2016Chasing trends at the micro-level: The effect of technical trading on order book dynamicsChiarella, C; Ladley, D
1-Jan-2015Approximate hedging of options under jump-diffusion processesMina, KF; Cheang, GHL; Chiarella, C
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