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person:"Chiarella, Carl"
~person:"Nagel, Stefan"
~isPartOf:"The European journal of finance"
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Search: subject_exact:"Erwartungstheorie"
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Erwartungsbildung
3
Expectation formation
3
Theorie
3
Theory
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1996-1997
1
Australia
1
Australien
1
CAPM
1
Exchange rate
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Geldpolitik
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Interest rate derivative
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Interest rate parity
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Miller's hypothesis
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Monetary policy
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Option pricing theory
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Optionspreistheorie
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Portfolio selection
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Portfolio-Management
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Wechselkurs
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Yield curve
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Zinsderivat
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Zinsparität
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Zinsstruktur
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diversification
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exchange rate
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heterogeneous beliefs
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heterogeneous expectations
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interest rate differential
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mean-variance analysis
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Chiarella, Carl
Nagel, Stefan
He, Xue-zhong
2
Bhar, Ramaprasad
1
Dieci, Roberto
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Pavlopoulou-Lelaki, Olga-Chara
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Stålnacke, Oscar
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Zheng, Min
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The European journal of finance
Research paper / Quantitative Finance Research Centre, University of Technology Sydney
6
Journal of economic dynamics & control
3
NBER working paper series
3
Research paper / Quantitative Finance Research Group, University of Technology Sydney
3
The review of financial studies
3
Journal of economic behavior & organization : JEBO
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NBER Working Paper
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Working paper / National Bureau of Economic Research, Inc.
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CFS Working Paper
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Economic complexity : non-linear dynamics, multi-agents economies, and learning ; [...selection of communications presented at the COMPLEXITY2000 workshop held in Aix en Provence, France, 4 - 6 May 2000]
1
Journal of financial economics
1
Journal of monetary economics
1
Nonlinear dynamics and heterogeneous interacting agents : [this volume contains a selection of contributions presented ath the WEHIA 03 (Workshop on Economics with Heterogeneous Interacting Agents), which was held at the Institute of World Economics in Kiel, Germany, on May 29-31, 2003 ; WEHIA 03 has been the 8th edition of a workshop ...]
1
Nonlinear dynamics in economics, finance and social sciences : essays in honour of John Barkley Rosser Jr
1
Quantitative Finance Research Centre Research Paper
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Staff working paper / Bank of Canada
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The quarterly journal of economics
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University of Chicago, Becker Friedman Institute for Economics Working Paper
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ECONIS (ZBW)
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Heterogeneous expectations and exchange rate dynamics
Chiarella, Carl
;
He, Xue-zhong
;
Zheng, Min
- In:
The European journal of finance
19
(
2013
)
5/6
,
pp. 392-419
Persistent link: https://www.econbiz.de/10010243607
Saved in:
2
Do heterogeneous beliefs diversify market risk?
Chiarella, Carl
;
Dieci, Roberto
;
He, Xue-zhong
- In:
The European journal of finance
17
(
2011
)
3/4
,
pp. 241-258
Persistent link: https://www.econbiz.de/10009155404
Saved in:
3
Expectations of monetary policy in Australia implied by the probability distribution of interest rate derivatives
Bhar, Ramaprasad
;
Chiarella, Carl
- In:
The European journal of finance
6
(
2000
)
2
,
pp. 113-125
Persistent link: https://www.econbiz.de/10001519354
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