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Issue Date	Title	Author(s)
2001-01-01	Classes of interest rate models under the HJM framework	Chiarella, C; Kwon, OK
2011-01	Financial Assets, Debt and Liquidity Crises: A Keynesian Approach	Charpe, M; Chiarella, C; Flaschel, P; Semmler, W
2006-08	A re-evaluation of adaptive expectations in light of global nonlinear dynamic analysis	Agliari, A; Chiarella, C; Gardini, L
2007-01	Intertemporal Asset Allocation when the Underlying Factors are Unobservable	Chiarella, C; Hsiao, C; Semmler, W
2012-12-01	A macrodynamic model of real-financial interaction: Implications of budget equations and capital accumulation	Chiarella, C; Flaschel, P; Semmler, W
2013-01	The representation of American options prices under stochastic volatility and jump-diffusion dynamics	Cheang, GH; Chiarella, C; Ziogas, A
2005-03-01	The dynamic interaction of speculation and diversification	Chiarella, C; Dieci, R; Gardini, L
2004-07	A stability analysis of the perfect foresight map in nonlinear models of monetary dynamics	Agliari, A; Chiarella, C; Gardini, L
1996-12-01	An integrative approach to 2D-macromodels of growth, price and inventory dynamics	Chiarella, C; Flaschel, P
2010-12-01	Keynesian Macrodynamics: Convergence, roads to instability and the emergence of complex business fluctuations	Chiarella, C; Hung, H; Flaschel, P

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