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The return-volatility relation in commodity futures markets

Chiarella, Carl; Kang, Boda; Sklibosios Nikitopoulosa, … - 2013

Persistent link: https://www.econbiz.de/10009789508

Cheap TIPS or Expensive Inflation Swaps? Mispricing in Real Asset Markets

To, Thuy Duong - 2019

Inflation risks are explicit in either (i) the nominal pricing of real payoffs in which prices are denominated in dollars, or (ii) the real pricing of nominal payoffs in which prices are denominated in consumption baskets. While the former involves over-the-counter inflation-indexed contracts of...

Persistent link: https://www.econbiz.de/10012893904

An empirical test of the Brennan-Schwartz bond pricing model in the Australian context

Chiarella, Carl; Mackenzie, David; Pham, Toan M. - In: Asia Pacific journal of management : APJM ; a … 7 (1990), pp. 1-24

Persistent link: https://www.econbiz.de/10001109261

Output, financial markets and growth : an extension of the blanchard stock market approach

Chiarella, Carl (contributor) - 2001

Persistent link: https://www.econbiz.de/10001585452

Output, financial markets and growth

Chiarella, Carl (contributor) - 2000

Persistent link: https://www.econbiz.de/10001524526

Solving the price-earnings puzzle

Chiarella, Carl; Goa, Shenhuai - 2002

Persistent link: https://www.econbiz.de/10001678540

Modelling the value of the S&P 500 : a system dynamics perspective

Chiarella, Carl; Goa, Shenhuai - 2002

Persistent link: https://www.econbiz.de/10001678544

A dynamic analysis of speculation across two markets

Chiarella, Carl; Dieci, Roberto; Gardini, Laura - In: The complex dynamics of economic interaction : essays …, (pp. 197-213). 2004

Persistent link: https://www.econbiz.de/10002415047

Asset price and wealth dynamics in a financial market with heterogeneous agents

Chiarella, Carl; Dieci, Roberto; Gardini, Laura - 2004

Persistent link: https://www.econbiz.de/10002431655

Asset price dynamics with time-varying second moment

Chiarella, Carl; He, Xue-zhong; Wang, Duo - 2004

Persistent link: https://www.econbiz.de/10002554388

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