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Year of publication
Subject
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Theorie 76 Theory 74 Keynesian economics 21 Keynesianismus 21 Business cycle 18 Konjunktur 18 Neoclassical synthesis 16 Neoklassische Synthese 16 Yield curve 14 Zinsstruktur 14 Monetary growth model 13 Monetäre Wachstumstheorie 13 Volatility 13 Volatilität 13 Konjunkturtheorie 12 Chaos theory 11 Chaostheorie 11 Macroeconomics 11 Makroökonomik 11 Business cycle theory 10 Option pricing theory 10 Optionspreistheorie 10 Portfolio-Management 10 USA 10 United States 10 Dynamische Wirtschaftstheorie 9 Economic dynamics 9 Stochastic process 9 Stochastischer Prozess 9 Phillips curve 8 Phillips-Kurve 8 Portfolio selection 8 Börsenkurs 7 Geldpolitik 7 Nichtlineare Dynamik 7 Nonlinear dynamics 7 Share price 7 CAPM 6 Dynamische Makroökonomie 6 Erwartungsbildung 6
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Online availability
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Free 50 Undetermined 3
Type of publication
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Book / Working Paper 95 Article 12
Type of publication (narrower categories)
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Working Paper 78 Arbeitspapier 77 Graue Literatur 63 Non-commercial literature 63 Article in journal 5 Aufsatz im Buch 5 Aufsatz in Zeitschrift 5 Book section 5 Bibliografie enthalten 2 Bibliography included 2 Article 1 Bibliografie 1 Collection of articles of several authors 1 Hochschulschrift 1 Mehrbändiges Werk 1 Multi-volume publication 1 Rezension 1 Sammelwerk 1 Thesis 1
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Language
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English Undetermined 25 German 1
Author
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Chiarella, Carl McAleer, Michael 278 Audretsch, David B. 186 Fritsch, Michael 183 Wagner, Joachim 183 Minford, Patrick 181 Caporale, Guglielmo Maria 165 Hayo, Bernd 159 Henrekson, Magnus 157 Härdle, Wolfgang 132 Stulz, René M. 131 Chang, Chia-Lin 128 Acs, Zoltán J. 116 Casson, Mark 115 Dosi, Giovanni 109 Kamihigashi, Takashi 108 Sunstein, Cass R. 107 Nijkamp, Peter 106 Arruñada, Benito 104 Canova, Fabio 100 Foss, Nicolai J. 100 Frey, Bruno S. 100 Galí, Jordi 99 Boysen, Nils 98 Schjelderup, Guttorm 98 Gupta, Rangan 96 Görg, Holger 96 Salvanes, Kjell G. 96 Smyth, Russell 95 Weber, Enzo 95 Torgler, Benno 94 Meenagh, David 92 Flaschel, Peter 91 Broll, Udo 90 Budzinski, Oliver 90 Estrin, Saul 90 Wen, Yi 89 Gil-Alaña, Luis A. 88 Snower, Dennis J. 88 Bebchuk, Lucian A. 86
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Institution
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Finance Discipline Group, Business School 2 Institut für Weltwirtschaft (IfW) 1 Quantitative Finance Research Centre <Sydney> 1 Springer-Verlag GmbH 1
Published in...
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Working paper / School of Finance and Economics, UTS: Business, University of Technology of Sydney 44 Research paper / Quantitative Finance Research Centre, University of Technology Sydney 23 Diskussionsarbeit 5 Research paper / Quantitative Finance Research Group, University of Technology Sydney 3 Routledge frontiers of political economy 3 Research Paper Series / Finance Discipline Group, Business School 2 [Diskussionsarbeiten der Fakultät für Wirtschaftswissenschaften der Universität Bielefeld 2 Business fluctuations and cycles 1 Discussion Paper / Universität Bilelefeld, Fakultät für Wirtschaftswissenschaften 1 Discussion paper / University of Bielefeld, Fakultät für Wirtschaftswissenschaften 1 Discussion paper / [Universität Bielefeld, Fakultät für Wirtschaftswissenschaften] 1 Dynamic modeling and econometrics in economics and finance 1 Dynamische Wirtschaftstheorie 1 Economics - The Open-Access, Open-Assessment E-Journal 1 Economics / Discussion papers : the open-access, open-assessment e-journal 1 Economics / Journal articles : the open-access, open-assessment journal 1 Economics Discussion Papers 1 Economics Discussion Papers / Institut für Weltwirtschaft (IfW) 1 Economics: The Open-Access, Open-Assessment E-Journal 1 Journal of economic behavior & organization : JEBO 1 Journal of economic surveys 1 Journal of economics 1 Keynes and modern economics 1 Lecture notes in economics and mathematical systems : LNEMS 1 Moderne Makroökonomik : eine kritische Bestandsaufnahme 1 New business and finance research developments 1 Quantitative and empirical analysis of nonlinear dynamic macromodels 1 Symposium on nonlinear econometrics and economic theory 1 The Singapore economic review : journal of the Economic Society of Singapore and the Department of Economics, National University of Singapore 1 Working paper series / School of Finance and Economics, Faculty of Business, University of Technology 1
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Source
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ECONIS (ZBW) 101 RePEc 4 EconStor 2
Showing 1 - 10 of 107
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"Animal spirits" and bank’s lending behaviour, a disequilibrium approach
Chiarella, Carl; Di Guilmi, Corrado; Zhi, Tianhao - 2020
Persistent link: https://www.econbiz.de/10012198649
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Sustainable asset accumulation and dynamic portfolio decisions
Chiarella, Carl; Semmler, Willi; Hsiao, Chih-ying; … - 2016 - 1st edition 2016
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Persistent link: https://www.econbiz.de/10011403520
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Keynes, the dynamic stochastic general equilibrium model, and the business cycle
Chiarella, Carl; Flaschel, Peter; Semmler, Willi - In: Keynes and modern economics, (pp. 85-116). 2013
Persistent link: https://www.econbiz.de/10009578690
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Particle Filters for Markov Switching Stochastic Volatility Models
Bao, Yun; Chiarella, Carl; Kang, Boda - Finance Discipline Group, Business School - 2012
This paper proposes an auxiliary particle filter algorithm for inference in regime switching stochastic volatility models in which the regime state is governed by a first-order Markov chain. We proposes an ongoing updated Dirichlet distribution to estimate the transition probabilities of the...
Persistent link: https://www.econbiz.de/10009493153
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Reconstructing Keynesian macroeconomics ; Vol. 1
Chiarella, Carl; Flaschel, Peter; Semmler, Willi - 2012
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Persistent link: https://www.econbiz.de/10009356597
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Reconstructing Keynesian macroeconomics ; Vol. 2
Chiarella, Carl; Flaschel, Peter; Semmler, Willi - 2012
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Persistent link: https://www.econbiz.de/10009685466
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Two Stochastic Volatility Processes - American Option Pricing
Chiarella, Carl; Ziveyi, Jonathan - Finance Discipline Group, Business School - 2011
In this paper we consider the pricing of an American call option whose underlying asset dynamics evolve under the influence of two independent stochastic volatility processes of the Heston (1993) type. We derive the associated partial differential equation (PDE) of the option price using hedging...
Persistent link: https://www.econbiz.de/10009357760
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Financial assets, debt, and liquidity crises : a Keynesian approach
Charpe, Matthieu; Chiarella, Carl; Flaschel, Peter; … - 2011
interaction and the business cycle, extending it in several important ways. In particular, it adopts the Keynesian view of a … interaction and the business cycle, extending it in several important ways. In particular, it adopts the Keynesian view of a …
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Persistent link: https://www.econbiz.de/10009244486
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Stock-flow interactions, disequilibrium macroeconomics and the role of economic policy
Asada, Tōichirō; Chiarella, Carl; Flaschel, Peter; … - In: Journal of economic surveys 25 (2011) 3, pp. 569-599
Persistent link: https://www.econbiz.de/10009157979
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Stabilizing an unstable economy: On the choice of proper policy measures
Asada, Toichiro; Chiarella, Carl; Flaschel, Peter; … - In: Economics: The Open-Access, Open-Assessment E-Journal 4 (2010) 2010-21, pp. 1-43
In the last months, the world's economies were confronted with the largest economic recession since the Great Depression. The occurrence of a worldwide financial market meltdown as a consequence originally stemming from of the crisis in the US subprime housing sector was only prevented by...
Persistent link: https://www.econbiz.de/10010300733
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