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Asset price dynamcis and diversification with heterogeneous agents
Chiarella, Carl; Dieci, Roberto; Gardini, Laura - In: Nonlinear dynamics and heterogeneous interacting agents …, (pp. 251-267). 2005
Persistent link: https://www.econbiz.de/10002775676
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An asset pricing model with adaptive heterogeneous agents and wealth effects
Chiarella, Carl; He, Xue-zhong - In: Nonlinear dynamics and heterogeneous interacting agents …, (pp. 269-285). 2005
Persistent link: https://www.econbiz.de/10002775690
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The multifactor nature of the volatility of the eurodollar futures market
Chiarella, Carl; Tô, Thuy-duong - 2005
Persistent link: https://www.econbiz.de/10002721727
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The volatility structure of the fixed income market under the HJM framework : a nonlinear filtering approach
Chiarella, Carl; Hung, Hing; Tô, Thuy-duong - 2005
Persistent link: https://www.econbiz.de/10002721773
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A dynamic analysis of speculation across two markets
Chiarella, Carl (contributor); Dieci, Roberto (contributor);  … - 2003 - [Elektronische Ressource]
Persistent link: https://www.econbiz.de/10002260577
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A class of jump-diffusion bond pricing models within the HJM framework
Chiarella, Carl; Nikitopoulos, Christina Sklibosios - 2004
Persistent link: https://www.econbiz.de/10002260625
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Learning in a generalised Dornbusch model of exchange rate dynamics
Chiarella, Carl; Khomin, Alexander - In: Economic theory and international trade : essays in …, (pp. 249-267). 2002
Persistent link: https://www.econbiz.de/10001945298
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Nonlinear Dynamics and Evolutionary Economics
Day, Richard H.; Chen, Ping; Chiarella, Carl - In: The economic record : er 71 (1995) 214, pp. 303-304
Persistent link: https://www.econbiz.de/10007328526
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Keynesian dynamics and the wage–price spiral: A baseline disequilibrium model
Asada, Toichiro; Chen, Pu; Chiarella, Carl; Flaschel, Peter - In: Journal of macroeconomics 28 (2006) 1, pp. 90-130
Persistent link: https://www.econbiz.de/10007635245
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Dynamics of beliefs and learning under aL-processes - the heterogeneous case
Chiarella, Carl; He, Xue-Zhong - In: Journal of economic dynamics & control 27 (2003) 3, pp. 503
Persistent link: https://www.econbiz.de/10006764597