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Carl Chiarella

(deceased)

Personal Details

This person is deceased (Date: 21 Jun 2016)
First Name:Carl
Middle Name:
Last Name:Chiarella
Suffix:
RePEc Short-ID:pch240
https://www.uts.edu.au/about/uts-business-school/news/vale-professor-carl-chiarella
PO Box 123 Broadway NSW 2007 Australia
+61 2 9514 7719
Terminal Degree:1987 School of Economics; UNSW Business School; UNSW Sydney (from RePEc Genealogy)

Research output

as
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Working papers

  1. Carl Chiarella & Christina Nikitopoulos-Sklibosios & Erik Schlogl & Hongang Yang, 2016. "Pricing American Options under Regime Switching Using Method of Lines," Research Paper Series 368, Quantitative Finance Research Centre, University of Technology, Sydney.
  2. Andreea Röthig & Andreas Röthig & Carl Chiarella, 2015. "On Candlestick-based Trading Rules Profitability Analysis via Parametric Bootstraps and Multivariate Pair-Copula based Models," Research Paper Series 362, Quantitative Finance Research Centre, University of Technology, Sydney.
  3. Carl Chiarella & Corrado Di Guilmi & Tianhao Zhi, 2015. "Modelling the "Animal Spirits" of Bank's Lending Behaviour," Working Paper Series 183, Finance Discipline Group, UTS Business School, University of Technology, Sydney.
  4. Carl Chiarella & Xue-Zhong He & Lei Shi & Lijian Wei, 2014. "A Behavioural Model of Investor Sentiment in Limit Order Markets," Research Paper Series 342, Quantitative Finance Research Centre, University of Technology, Sydney.
  5. Matthieu Charpe & Carl Chiarella & Peter Flaschel & Christian R. Proaño, 2014. "Business Confidence and Macroeconomic Dynamics in a Nonlinear Two-Country Framework with Aggregate Opinion Dynamics," Working Papers 1401, New School for Social Research, Department of Economics.
  6. Carl Chiarella & Xue-Zhong He & Remco C.J. Zwinkels, 2014. "Heterogeneous Expectations in Asset Pricing: Empirical Evidence from the S&P500," Research Paper Series 344, Quantitative Finance Research Centre, University of Technology, Sydney.
  7. Carl Chiarella & Boda Kang & Christina Sklibosios Nikitopoulos & Thuy-Duong To, 2013. "The Return-Volatility Relation in Commodity Futures Markets," Research Paper Series 336, Quantitative Finance Research Centre, University of Technology, Sydney.
  8. Carl Chiarella & Corrado Di Guilmi, 2013. "Monetary Policy and Debt Deflation: Some Computational Experiments," CAMA Working Papers 2013-42, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University.
  9. Thomas Adolfsson & Carl Chiarella & Andrew Ziogas & Jonathan Ziveyi, 2013. "Representation and Numerical Approximation of American Option Prices under Heston Stochastic Volatility Dynamics," Research Paper Series 327, Quantitative Finance Research Centre, University of Technology, Sydney.
  10. Carl Chiarella & Xue-Zhong He & Lijian Wei, 2013. "Learning and Evolution of Trading Strategies in Limit Order Markets," Research Paper Series 335, Quantitative Finance Research Centre, University of Technology, Sydney.
  11. Karl Mina & Gerald Cheang & Carl Chiarella, 2013. "Approximate Hedging of Options under Jump-Diffusion Processes," Research Paper Series 340, Quantitative Finance Research Centre, University of Technology, Sydney.
  12. Carl Chiarella & Susanne Griebsch & Boda Kang, 2013. "Investigating Time-Efficient Methods to Price Compound Options in the Heston Model," Research Paper Series 328, Quantitative Finance Research Centre, University of Technology, Sydney.
  13. Ingo Beyna & Carl Chiarella & Boda Kang, 2012. "Pricing Interest Rate Derivatives in a Multifactor HJM Model with Time," Research Paper Series 317, Quantitative Finance Research Centre, University of Technology, Sydney.
  14. Carl Chiarella & Roberto Dieci & Xue-Zhong He & Kai Li, 2012. "An Evolutionary CAPM Under Heterogeneous Beliefs," Research Paper Series 315, Quantitative Finance Research Centre, University of Technology, Sydney.
  15. Yun Bao & Carl Chiarella & Boda Kang, 2012. "Particle Filters for Markov Switching Stochastic Volatility Models," Research Paper Series 299, Quantitative Finance Research Centre, University of Technology, Sydney.
  16. Carl Chiarella & Boda Kang & Christina Nikitopoulos-Sklibosios & Thuy-Duong To, 2012. "Humps in the Volatility Structure of the Crude Oil Futures Market," Research Paper Series 308, Quantitative Finance Research Centre, University of Technology, Sydney.
  17. Carl Chiarella & Chi-Fai Lo & Ming Xi Huang, 2012. "Modelling Default Correlations in a Two-Firm Model with Dynamic Leverage Ratios," Research Paper Series 304, Quantitative Finance Research Centre, University of Technology, Sydney.
  18. Carl Chiarella & Jonathan Ziveyi, 2011. "Two Stochastic Volatility Processes - American Option Pricing," Research Paper Series 292, Quantitative Finance Research Centre, University of Technology, Sydney.
  19. Carl Chiarella & Les Clewlow & Boda Kang, 2011. "The Evaluation of Multiple Year Gas Sales Agreement with Regime Switching," Research Paper Series 288, Quantitative Finance Research Centre, University of Technology, Sydney.
  20. Carl Chiarella & Peter Flaschel & Florian Hartmann & Christian R. Proaño, 2011. "Stock market booms, endogenous credit creation and the implications of broad and narrow banking for macroeconomic stability," Working Papers 1107, New School for Social Research, Department of Economics.
  21. Carl Chiarella & Chih-Ying Hsiao & Thuy-Duong To, 2011. "Stochastic Correlation and Risk Premia in Term Structure Models," Research Paper Series 298, Quantitative Finance Research Centre, University of Technology, Sydney.
  22. Gerald Cheang & Carl Chiarella, 2011. "A Modern View on Merton's Jump-Diffusion Model," Research Paper Series 287, Quantitative Finance Research Centre, University of Technology, Sydney.
  23. Carl Chiarella & Corrado Di Guilmi, 2011. "Limit Distribution of Evolving Strategies in Financial Markets," Research Paper Series 294, Quantitative Finance Research Centre, University of Technology, Sydney.
  24. Carl Chiarella & Xue-Zhong He & Weihong Huang & Huanhuan Zheng, 2011. "Estimating Behavioural Heterogeneity Under Regime Switching," Research Paper Series 290, Quantitative Finance Research Centre, University of Technology, Sydney.
  25. Carl Chiarella & Samuel Chege Maina & Christina Nikitopoulos-Sklibosios, 2011. "Credit Derivative Pricing with Stochastic Volatility Models," Research Paper Series 293, Quantitative Finance Research Centre, University of Technology, Sydney.
  26. Carl Chiarella & Roberto Dieci & Xue-Zhong He, 2010. "Time-Varying Beta: A Boundedly Rational Equilibrium Approach," Research Paper Series 275, Quantitative Finance Research Centre, University of Technology, Sydney.
  27. Carl Chiarella & Andreas Rothig, 2010. "Small Traders in Currency Futures Markets," Research Paper Series 278, Quantitative Finance Research Centre, University of Technology, Sydney.
  28. Carl Chiarella & Chih-Ying Hsiao & Ming Xi Huang, 2010. "A Survey of Non-linear Methods for No-arbitrage Bond Pricing," Research Paper Series 277, Quantitative Finance Research Centre, University of Technology, Sydney.
  29. Carl Chiarella & Samuel Chege Maina & Christina Nikitopoulos-Sklibosios, 2010. "Markovian Defaultable HJM Term Structure Models with Unspanned Stochastic Volatility," Research Paper Series 283, Quantitative Finance Research Centre, University of Technology, Sydney.
  30. Carl Chiarella & Corrado Di Guilmi, 2010. "The Financial Instability Hypothesis: A Stochastic Microfoundation Framework," Research Paper Series 273, Quantitative Finance Research Centre, University of Technology, Sydney.
  31. Carl Chiarella & Boda Kang & Gunter H. Meyer, 2010. "The Evaluation Of Barrier Option Prices Under Stochastic Volatility," Research Paper Series 266, Quantitative Finance Research Centre, University of Technology, Sydney.
  32. Carl Chiarella & Chih-Ying Hsiao, 2010. "Optimal Investment Strategies under Stochastic Volatility - Estimation and Applications," Research Paper Series 276, Quantitative Finance Research Centre, University of Technology, Sydney.
  33. Carl Chiarella & Boda Kang, 2009. "The Evaluation of American Compound Option Prices Under Stochastic Volatility Using the Sparse Grid Approach," Research Paper Series 245, Quantitative Finance Research Centre, University of Technology, Sydney.
  34. Gerald Cheang & Carl Chiarella & Andrew Ziogas, 2009. "An Analysis of American Options Under Heston Stochastic Volatility and Jump-Diffusion Dynamics," Research Paper Series 256, Quantitative Finance Research Centre, University of Technology, Sydney.
  35. Carl Chiarella & Roberto Dieci & Xue-Zhong He, 2009. "A Framework for CAPM with Heterogenous Beliefs," Research Paper Series 254, Quantitative Finance Research Centre, University of Technology, Sydney.
  36. Carl Chiarella & Les Clewlow & Boda Kang, 2009. "Modelling and Estimating the Forward Price Curve in the Energy Market," Research Paper Series 260, Quantitative Finance Research Centre, University of Technology, Sydney.
  37. Asada, Toichiro & Chiarella, Carl & Flaschel, Peter & Mouakil, Tarik & Proaño, Christian R., 2009. "Stabilizing an unstable economy: on the choice of proper policy measures," Economics Discussion Papers 2009-50, Kiel Institute for the World Economy (IfW Kiel).
  38. Carl Chiarella & Xue-Zhong He & Paolo Pellizzari, 2009. "A Dynamic Analysis of the Microstructure of Moving Average Rules in a Double Auction Market," Research Paper Series 251, Quantitative Finance Research Centre, University of Technology, Sydney.
  39. Carl Chiarella & Xue-Zhong He & Min Zheng, 2009. "Heterogeneous Expectations and Exchange Rate Dynamics," Research Paper Series 243, Quantitative Finance Research Centre, University of Technology, Sydney.
  40. Carl Chiarella & Boda Kang & Gunter H. Meyer & Andrew Ziogas, 2008. "The Evaluation of American Option Prices Under Stochastic Volatility and Jump-Diffusion Dynamics Using the Method of Lines," Research Paper Series 219, Quantitative Finance Research Centre, University of Technology, Sydney.
  41. Carl Chiarella & Roberto Dieci & Xue-Zhong He, 2008. "Heterogeneity, Market Mechanisms, and Asset Price Dynamics," Research Paper Series 231, Quantitative Finance Research Centre, University of Technology, Sydney.
  42. Gerald H. L. Cheang & Carl Chiarella, 2008. "Exchange Options Under Jump-Diffusion Dynamics," Research Paper Series 235, Quantitative Finance Research Centre, University of Technology, Sydney.
  43. Gerald H.L. Cheang & Carl Chiarella, 2008. "Hedge Portfolios in Markets with Price Discontinuities," Research Paper Series 218, Quantitative Finance Research Centre, University of Technology, Sydney.
  44. Carl Chiarella & Viviana Fanelli & Silvana Musti, 2008. "Modelling the Evolution of Credit Spreads using the Cox Process within the HUM Framework: A CDS Option Pricing Model," Research Paper Series 232, Quantitative Finance Research Centre, University of Technology, Sydney.
  45. Carl Chiarella & Giulia Iori & Josep Perello, 2007. "The Impact of Heterogeneous Trading Rules on the Limit Order Book and Order Flows," Papers 0711.3581, arXiv.org.
  46. Carl Chiarella & Eckhard Platen, 2007. "The History of the Quantitative Methods in Finance Conference Series. 1992-2007," Research Paper Series 207, Quantitative Finance Research Centre, University of Technology, Sydney.
  47. Röthig, Andreas & Chiarella, Carl, 2007. "Investigating Nonlinear Speculation in Cattle, Corn, and Hog Futures Markets using Logistic Smooth Transition Regression Models," Publications of Darmstadt Technical University, Institute for Business Studies (BWL) 29656, Darmstadt Technical University, Department of Business Administration, Economics and Law, Institute for Business Studies (BWL).
  48. Carl Chiarella & Chih-Ying Hsiao & Willi Semmler, 2007. "Intertemporal Investment Strategies Under Inflation Risk," Research Paper Series 192, Quantitative Finance Research Centre, University of Technology, Sydney.
  49. Carl Chiarella & Xue-Zhong He & Min Zheng, 2007. "The Stochastic Dynamics of Speculative Prices," Research Paper Series 208, Quantitative Finance Research Centre, University of Technology, Sydney.
  50. Toichiro Asada & Carl Chiarella & Peter Flaschel & Christian R. Proaño, 2007. "Keynesian AD-AS, Quo Vadis?," Working Paper Series 151, Finance Discipline Group, UTS Business School, University of Technology, Sydney.
  51. Thuy Duong To & Carl Chiarella & Hing Hung, 2006. "The Volatility Structure of the Fixed Income Markets under the HJM Framework," Computing in Economics and Finance 2006 260, Society for Computational Economics.
  52. Finance, University of Technology, Sydney,; Gunter Meyer, School of Mathematics, Georgia Institute of Technology,; Andrew Ziogas, School of Economics & Gerald H. L. Cheang & Carl Chiarella & Gunter Me, 2006. "Numerical Methods for American Spread Options under Jump Diffusion Processes," Computing in Economics and Finance 2006 137, Society for Computational Economics.
  53. Carl Chiarella & Andrew Ziogas, 2006. "American Call Options on Jump-Diffusion Processes: A Fourier Transform Approach," Research Paper Series 174, Quantitative Finance Research Centre, University of Technology, Sydney.
  54. Carl Chiarella & Andrew Ziogas, 2006. "Pricing American Options under Stochastic Volatility and Jump Diffusion Dynamics," Computing in Economics and Finance 2006 44, Society for Computational Economics.
  55. Carl Chiarella & Roberto Dieci & Xue-Zhong He, 2006. "Aggregation of Heterogeneous Beliefs and Asset Pricing Theory: A Mean-Variance Analysis," Research Paper Series 186, Quantitative Finance Research Centre, University of Technology, Sydney.
  56. Pu Chen & Carl Chiarella & Peter Flaschel & Hing Hung, 2006. "Keynesian Disequilibrium Dynamics: Convergence, Roads to Instability and the Emergence of Complex Business Fluctuations," Working Paper Series 146, Finance Discipline Group, UTS Business School, University of Technology, Sydney.
  57. Carl Chiarella & Roberto Dieci & Tony He, 2006. "Aggregation of Heterogeneous Beliefs and Asset Pricing: A Mean-Variance Analysis," Computing in Economics and Finance 2006 108, Society for Computational Economics.
  58. Carl Chiarella & Xue-Zhong He & Roberto Dieci & University of Technology Sydney, 2006. "A Dynamic Heterogeneous Beliefs CAPM," Computing in Economics and Finance 2006 181, Society for Computational Economics.
  59. Röthig, Andreas & Chiarella, Carl, 2006. "Investigation nonlinear speculation in cattle, corn, and hog futures markets using logistics smooth transition regression models," Publications of Darmstadt Technical University, Institute for Business Studies (BWL) 25427, Darmstadt Technical University, Department of Business Administration, Economics and Law, Institute for Business Studies (BWL).
  60. Pu Chen & Carl Chiarella & Peter Flaschel & Willi Semmler, 2006. "Keynesian Macrodynamics and the Phillips Curve. An Estimated Baseline Macromodel for the U.S. Economy," Working Paper Series 147, Finance Discipline Group, UTS Business School, University of Technology, Sydney.
  61. Carl Chiarella & Roberto Dieci & Xue-Zhong He, 2005. "Heterogeneous Expectations and Speculative Behaviour in a Dynamic Multi-Asset Framework," Research Paper Series 166, Quantitative Finance Research Centre, University of Technology, Sydney.
  62. Carl Chiarella & Hing Hung & Thuy-Duong To, 2005. "The Volatility Structure of the Fixed Income Market under the HJM Framework: A Nonlinear Filtering Approach," Research Paper Series 151, Quantitative Finance Research Centre, University of Technology, Sydney.
  63. A. Ziogas & G. Cheang & C. Chiarella, 2005. "The Valuation of Multiple Asset American Options under Jump Diffusion Processes," Computing in Economics and Finance 2005 83, Society for Computational Economics.
  64. Gerald H. L. Cheang & Carl Chiarella & Andrew Ziogas, 2005. "The Valuation Of American Exchange Options Under," Computing in Economics and Finance 2005 483, Society for Computational Economics.
  65. Carl Chiarella & Chih-Ying Hsiao, 2005. "The Impact of Short-Sale Constraints on Asset Allocation Strategies via the Backward Markov Chain Approximation Method," Research Paper Series 171, Quantitative Finance Research Centre, University of Technology, Sydney.
  66. W. Semmler & P. Chen & C. Chiarella, 2005. "Keynesian Dynamics and the Wage-Price Spiral:Estimating and Analyzing a Baseline Disequilibrium Approach," Computing in Economics and Finance 2005 211, Society for Computational Economics.
  67. Carl Chiarella & Christina Nikitopoulos-Sklibosios & Erik Schlogl, 2005. "A Control Variate Method for Monte Carlo Simulations of Heath-Jarrow-Morton with Jumps," Research Paper Series 167, Quantitative Finance Research Centre, University of Technology, Sydney.
  68. Andrew Ziogas & Carl Chiarella, 2005. "Pricing American Options under Stochastic Volatility," Computing in Economics and Finance 2005 77, Society for Computational Economics.
  69. Carl Chiarella & Thuy-Duong To, 2005. "The Multifactor Nature of the Volatility of the Eurodollar Futures Market," Research Paper Series 150, Quantitative Finance Research Centre, University of Technology, Sydney.
  70. C. Chiarella & C. Hsiao, 2005. "Intertemporal Asset Allocation with Inflation-Indexed Bonds," Computing in Economics and Finance 2005 168, Society for Computational Economics.
  71. Carl Chiarella & Xue-Zhong He & Duo Wang, 2004. "Statistical Properties of a Heterogeneous Asset Price Model with Time-Varying Second Moment," Research Paper Series 142, Quantitative Finance Research Centre, University of Technology, Sydney.
  72. Carl Chiarella & Chih-ying Hsiao, 2004. "Stratetic Asset Allocation with an Arbitrage-Free Bond Market using Dynamic Programming," Computing in Economics and Finance 2004 73, Society for Computational Economics.
  73. Carl Chiarella & Adam Kucera & Andrew Ziogas, 2004. "A Survey of the Integral Representation of American Option Prices," Research Paper Series 118, Quantitative Finance Research Centre, University of Technology, Sydney.
  74. Carl Chiarella & Xue-Zhong He & Duo Wang, 2004. "A Behavioural Asset Pricing Model with a Time-Varying Second Moment," Research Paper Series 141, Quantitative Finance Research Centre, University of Technology, Sydney.
  75. C. Chiarella & P. Chen, 2004. "Keynesian Dynamics and the Wage-Price Spiral:Estimating a Baseline Disequilibrium Approach," Computing in Economics and Finance 2004 149, Society for Computational Economics.
  76. Andrew Ziogas & Carl Chiarella, 2004. "Pricing American Options on Jump-Diffusion Processes using Fourier-Hermite Series Expansions," Computing in Economics and Finance 2004 177, Society for Computational Economics.
  77. Carl Chiarella & Roberto Dieci, 2004. "Asset price and wealth dynamics in a financial market with heterogeneous agents," Computing in Economics and Finance 2004 261, Society for Computational Economics.
  78. Toichiro Asada & Pu Chen & Carl Chiarella & Peter Flaschel, 2004. "Keynesian Dynamics and the Wage-Price Spiral: A Baseline Disequilibrium Model," Working Paper Series 139, Finance Discipline Group, UTS Business School, University of Technology, Sydney.
  79. Carl Chiarella & Christina Nikitopoulos-Sklibosios, 2004. "A Class of Jump-Diffusion Bond Pricing Models within the HJM Framework," Research Paper Series 132, Quantitative Finance Research Centre, University of Technology, Sydney.
  80. Carl Chiarella & Nadima El-Hassan & Adam Kucera, 2004. "Evaluation of Point Barrier Options in a Path Integral Framework Using Fourier-Hermite Expansions," Research Paper Series 126, Quantitative Finance Research Centre, University of Technology, Sydney.
  81. Carl Chiarella & Erik Schlögl & Christina Nikitopoulos-Sklibosios, 2004. "A Markovian Defaultable Term Structure Model with State Dependent Volatilities," Research Paper Series 135, Quantitative Finance Research Centre, University of Technology, Sydney.
  82. Ram Bhar & Carl Chiarella & Hing Hung & Wolfgang Runggaldier, 2004. "The Volatility of the Instantaneous Spot Interest Rate Implied by Arbitrage Pricing - A Dynamic Bayesian Approach," Finance 0409002, University Library of Munich, Germany.
  83. Chiarella, C. & He, X.-Z. & Hommes, C.H., 2004. "A Dynamic Analysis of Moving Average Rules," CeNDEF Working Papers 04-14, Universiteit van Amsterdam, Center for Nonlinear Dynamics in Economics and Finance.
  84. Thuy Duong To & Carl Chiarella, 2004. "Estimation of the Volatility Structure of the Fixed Income Market," Econometric Society 2004 Australasian Meetings 219, Econometric Society.
  85. Ram Bhar & Carl Chiarella & Thuy-Duong To, 2004. "Estimating the Volatility Structure of an Arbitrage-Free Interest Rate Model Via the Futures Markets," Finance 0409003, University Library of Munich, Germany.
  86. Carl Chiarella & Shenhuai Gao, 2004. "Continuous Time Model Estimation," Working Paper Series 138, Finance Discipline Group, UTS Business School, University of Technology, Sydney.
  87. Carl Chiarella & Peter Flaschel & Peiyuan Zhu, 2003. "The Structure of Keynesian Macrodynamics: A Framework for Future Research," Working Paper Series 129, Finance Discipline Group, UTS Business School, University of Technology, Sydney.
  88. Peiyuan Zhu & Carl Chiarella & Tony He, 2003. "Fading Memory Learning in the Cobweb Model with Risk Averse Heterogeneous Producers," Computing in Economics and Finance 2003 31, Society for Computational Economics.
  89. Carl Chiarella & Peter Flaschel & Peiyuan Zhu, 2003. "Towards Applied Disequilibrium Growth Theory: IV Numerical Investigations of the Core 18D Model," Working Paper Series 96, Finance Discipline Group, UTS Business School, University of Technology, Sydney.
  90. To, Thuy Duong & Carl Chiarella, 2003. "The Jump Component of the Volatility Structure of Interest Rate Futures Markets: An International Comparison," Royal Economic Society Annual Conference 2003 205, Royal Economic Society.
  91. Andrew Ziogas & Carl Chiarella, 2003. "McKean’s Method applied to American Call Options on Jump-Diffusion Processes," Computing in Economics and Finance 2003 39, Society for Computational Economics.
  92. Carl Chiarella & Peter Flaschel & Reiner Franke & Willi Semmler, 2003. "Output and the Term Structure of Interest Rates: Ways Out of th Jump-Variable Conundrum," Working Paper Series 125, Finance Discipline Group, UTS Business School, University of Technology, Sydney.
  93. Carl Chiarella & Roberto Dieci & Laura Gardini, 2003. "A Dynamic Analysis of Speculation Across Two Markets," Research Paper Series 89, Quantitative Finance Research Centre, University of Technology, Sydney.
  94. Toichiro Asada & Carl Chiarella & Peter Flaschel, 2003. "Keynes-Metzler-Goodwin Model Building: The Closed Economy," Working Paper Series 124, Finance Discipline Group, UTS Business School, University of Technology, Sydney.
  95. Christina Nikitopoulos-Sklibosios & Carl Chiarella, 2003. "An Implementation of the Shirakawa Jump-Diffusion Term Structure Model," Computing in Economics and Finance 2003 201, Society for Computational Economics.
  96. Carl Chiarella & Peter Flaschel, 2003. "Towards Applied Disequilibrium Growth Theory: V Housing Investment Cycles, Private Debt Accumulation and Deflation," Working Paper Series 97, Finance Discipline Group, UTS Business School, University of Technology, Sydney.
  97. Carl Chiarella & Peter Flaschel & Willi Semmler, 2003. "Real-Financial Interaction: Implications of Budget Equations and Capital Accumulation," Working Paper Series 127, Finance Discipline Group, UTS Business School, University of Technology, Sydney.
  98. M. Gilli & C. Chiarella & J. Dewynne, 2003. "Issues in Evaluating Multifactor Options in a PDE Framework," Computing in Economics and Finance 2003 110, Society for Computational Economics.
  99. Carl Chiarella & Andrew Ziogas, 2002. "Evaluation of American Strangles," Computing in Economics and Finance 2002 28, Society for Computational Economics.
  100. Giulia Iori & Carl Chiarella, 2002. "A simple microstructure model of double auction markets," Computing in Economics and Finance 2002 44, Society for Computational Economics.
  101. Carl Chiarella & Shenhuai Gao, 2002. "Solving the Price-Earnings Puzzle," Working Paper Series 116, Finance Discipline Group, UTS Business School, University of Technology, Sydney.
  102. Carl Chiarella & Tony He, 2002. "An Adaptive Model on Asset Pricing and Wealth Dynamics with Heterogeneous Trading Strategies," Computing in Economics and Finance 2002 135, Society for Computational Economics.
  103. G.I. Bischi, & C. Chiarella & M. Kopel, 2002. "On Market Games with Misspecified Demand Functions : Long Run Outcomes and Global Dynamics," Computing in Economics and Finance 2002 27, Society for Computational Economics.
  104. Carl Chiarella & Shenhuai Gao, 2002. "Modelling the Value of the S&P 500 - A System Dynamics Perspective," Working Paper Series 115, Finance Discipline Group, UTS Business School, University of Technology, Sydney.
  105. Chiarella, Carl & Dieci, Roberto & Gardini, Laura, 2002. "Price Dynamics And Diversification Under Heterogeneous Expectations," Computing in Economics and Finance 2002 88, Society for Computational Economics.
  106. Carl Chiarella & Mark Craddock & Nadima El-Hassan, 2002. "A Short Time Expansion of the Volatility Function For The Calibration of Option Pricing Models," Computing in Economics and Finance 2002 261, Society for Computational Economics.
  107. Carl Chiarella & Nadima El-Hassan & Adam Kucera, 2002. "The Pricing of Multifactor Derivative Securities in a Path-Integral Framework using Multidimensional Fourier-Hermite Series Expansions," Computing in Economics and Finance 2002 292, Society for Computational Economics.
  108. Carl Chiarella & Peter Flaschel & Gang Gong & Willi Semmler, 2002. "Nonlinear Phillips Curves, Complex Dynamics and Monetary Policy in a Keynesian Macro Model," Working Paper Series 120, Finance Discipline Group, UTS Business School, University of Technology, Sydney.
  109. Carl Chiarella & Shenhuai Gao, 2002. "Type I Spurious Regression in Econometrics," Working Paper Series 114, Finance Discipline Group, UTS Business School, University of Technology, Sydney.
  110. Carl Chiarella & Peter Flaschel & Gang Gong & Willi Semmler, 2002. "Nonlinear Phillips Curves, the Emergence of Complex Dynamics and the Role of Monetary Policy Rules," Computing in Economics and Finance 2002 89, Society for Computational Economics.
  111. Carl Chiarella & Mauro Gallegati & Roberto Leombruni & Antonio Palestrini, 2002. "Asset Price Dynamics among Heterogeneous Interacting Agents," Computing in Economics and Finance 2002 222, Society for Computational Economics.
  112. Ram Bhar & Carl Chiarella & Thuy Duong To, 2002. "A Maximum Likelihood Approach to Estimation of Heath-Jarrow-Morton Models," Research Paper Series 80, Quantitative Finance Research Centre, University of Technology, Sydney.
  113. Carl Chiarella & Silvana Musti, 2002. "Numerical Investigations of the Heath Jarrow Morton Model with Forward Rate Dependent Volatility," Computing in Economics and Finance 2002 84, Society for Computational Economics.
  114. Carl Chiarella & Peter Flaschel & Reiner Franke & Willi Semmler, 2002. "Stability Analysis of a High-Dimensional Macrodynamic Model of Real-Financial Interaction: A Cascade of Matrices Approach," Working Paper Series 123, Finance Discipline Group, UTS Business School, University of Technology, Sydney.
  115. Carl Chiarella & Xue-Zhong He, 2001. "Dynamics of Beliefs and Learning Under aL Processes - The Homogeneous Case," Research Paper Series 53, Quantitative Finance Research Centre, University of Technology, Sydney.
  116. Carl Chiarella and Xue-Zhong He, 2001. "A Non-Stationary Asset Pricing Model under Heterogeneous Expectations," Computing in Economics and Finance 2001 39, Society for Computational Economics.
  117. Xue-Zhong (Tony) He & Carl Chiarella, 2001. "Asset Price and Wealth Dynamics under Heterogeneous Expectations," CeNDEF Workshop Papers, January 2001 5A.2, Universiteit van Amsterdam, Center for Nonlinear Dynamics in Economics and Finance.
  118. Ram Bhar & Carl Chiarella & Wolfgang Runggaldier, 2001. "Filtering Equity Risk Premia From Derivative Prices," Research Paper Series 69, Quantitative Finance Research Centre, University of Technology, Sydney.
  119. Ram Bhar & Carl Chiarella & Wolfgang Runggaldier, 2001. "Estimation in Models of the Instantaneous Short Term Interest Rate By Use of a Dynamic Bayesian Algorithm," Research Paper Series 68, Quantitative Finance Research Centre, University of Technology, Sydney.
  120. Carl Chiarella & Sara Pasquali & Wolfgang Runggaldier, 2001. "On Filtering in Markovian Term Structure Models (An Approximation Approach)," Research Paper Series 65, Quantitative Finance Research Centre, University of Technology, Sydney.
  121. Carl Chiarella & Xue-Zhong He, 2001. "Dynamics of Beliefs and Learning Under aL Processes - The Heterogeneous Case," Research Paper Series 55, Quantitative Finance Research Centre, University of Technology, Sydney.
  122. Peter Flaschel & Carl Chiarella & Reiner Franke & Willi Semmler, 2001. "Output and Interest Rates. Jump Variable and Phase Diagram Switching Methodologies," CeNDEF Workshop Papers, January 2001 1B.1, Universiteit van Amsterdam, Center for Nonlinear Dynamics in Economics and Finance.
  123. Carl Chiarella & Peter Flaschel & Reiner Franke & Willi Semmler, 2001. "Real-Financial Interaction: Integrating Supply Side Wage-Price Dynamics and the Stock Market," Working Paper Series 112, Finance Discipline Group, UTS Business School, University of Technology, Sydney.
  124. Carl Chiarella & Roberto Dieci & Laura Gardini, 2001. "Speculative Behaviour and Complex Asset Price Dynamics," Research Paper Series 49, Quantitative Finance Research Centre, University of Technology, Sydney.
  125. Carl Chiarella & Peter Flaschel & Willi Semmler, 2001. "Real-Financial Interaction: A Reconsideration of the Blanchard Model with a State-of-Market Dependent Reaction Coefficient," Working Paper Series 111, Finance Discipline Group, UTS Business School, University of Technology, Sydney.
  126. Carl Chiarella & Oh-Kang Kwon, 2001. "State Variables and the Affine Nature of Markovian HJM Term Structure Models," Research Paper Series 52, Quantitative Finance Research Centre, University of Technology, Sydney.
  127. Volker Bohm & Carl Chiarella, 2000. "Mean Variance Preferences, Expectations Formation, and the Dynamics of Random Asset Prices," Research Paper Series 46, Quantitative Finance Research Centre, University of Technology, Sydney.
  128. Ram Bhar & Carl Chiarella, 2000. "Approximating Heath-Jarrow-Morton Non-Markovian Term Structure of Interest Rate Models with Markovian Systems," Working Paper Series 76, Finance Discipline Group, UTS Business School, University of Technology, Sydney.
  129. Ram Bhar & Carl Chiarella & Toan Pham, 2000. "Modeling the Currency Forward Risk Premium: Theory and Evidence," Research Paper Series 41, Quantitative Finance Research Centre, University of Technology, Sydney.
  130. Carl Chiarella & Oh-Kang Kwon, 2000. "A Class of Heath-Jarrow-Morton Term Structure Models with Stochastic Volatility," Research Paper Series 34, Quantitative Finance Research Centre, University of Technology, Sydney.
  131. Ram Bhar & Carl Chiarella & Nadima El-Hassan & Xiaosu Zheng, 2000. "The Reduction of Forward Rate Dependent Volatility HJM Models to Markovian Form: Pricing European Bond Option," Research Paper Series 36, Quantitative Finance Research Centre, University of Technology, Sydney.
  132. Carl Chiarella & Peter Flaschel & Willi Semmler, 2000. "Price Flexibility and Debt Dynamics in a High Order AS-AD Model," Working Paper Series 109, Finance Discipline Group, UTS Business School, University of Technology, Sydney.
  133. Ram Bhar & Carl Chiarella, 2000. "Infering Forward Looking Financial Market Risk Premia from Derivatives Prices," Research Paper Series 42, Quantitative Finance Research Centre, University of Technology, Sydney.
  134. Carl Chiarella, Nadima El-Hassan & Adam Kucera, 2000. "The Evaluation Of Multiasset European And American Options Via Fourier Hermite Series Expansions," Computing in Economics and Finance 2000 287, Society for Computational Economics.
  135. Carl Chiarella & Xue-Zhong He, 2000. "Stability of Competitive Equilibria with Heterogeneous Beliefs and Learning," Research Paper Series 37, Quantitative Finance Research Centre, University of Technology, Sydney.
  136. Carl Chiarella & Xue-Zhong He, 2000. "Heterogeneous Beliefs, Risk and Learning in a Simple Asset Pricing Model with a Market Maker," Research Paper Series 35, Quantitative Finance Research Centre, University of Technology, Sydney.
  137. Carl Chiarella & Oh-Kang Kwon, 2000. "A Complete Stochastic Volatility Model in the HJM Framework," Research Paper Series 43, Quantitative Finance Research Centre, University of Technology, Sydney.
  138. Carl Chiarella & Peter Flaschel & Reiner Franke & Willi Semmler, 2000. "Output, Financial Markets and Growth," Working Paper Series 108, Finance Discipline Group, UTS Business School, University of Technology, Sydney.
  139. Carl Chiarella & Mark Craddock & Nadima El-Hassan, 2000. "The Calibration of Stock Option Pricing Models Using Inverse Problem Methodology," Research Paper Series 39, Quantitative Finance Research Centre, University of Technology, Sydney.
  140. Carl Chiarella & Alexander Khomin, 2000. "Learning in a Generalized Dornbusch Model of Exchange Rate Dynamics," Working Paper Series 102, Finance Discipline Group, UTS Business School, University of Technology, Sydney.
  141. Carl Chiarella & Peter Flaschel, 1999. "Towards Applied Disequilibrium Growth Theory: I The Starting Model," Working Paper Series 93, Finance Discipline Group, UTS Business School, University of Technology, Sydney.
  142. Carl Chiarella & Peter Flaschel, 1999. "Disequilibrium Growth Theory: Foundations, Synthesis, Perspectives," Working Paper Series 85, Finance Discipline Group, UTS Business School, University of Technology, Sydney.
  143. Carl Chiarella & Xue-Zhong He, 1999. "The Dynamics of the Cobweb when Producers are Risk Averse Learners," Working Paper Series 90, Finance Discipline Group, UTS Business School, University of Technology, Sydney.
  144. Carl Chiarella & Oh-Kang Kwon, 1999. "Forward Rate Dependent Markovian Transformations of the Heath-Jarrow-Morton Term Structure Model," Research Paper Series 5, Quantitative Finance Research Centre, University of Technology, Sydney.
  145. Carl Chiarella & Peter Flaschel & Gangolf Groh & Carsten Köper & Willi Semmler, 1999. "Towards Applied Disequilibrium Growth Theory: VII Intensive Form and Steady State Calculation in the Case of Substitution," Working Paper Series 99, Finance Discipline Group, UTS Business School, University of Technology, Sydney.
  146. Carl Chiarella & Peter Flaschel, 1999. "Towards Applied Disequilibrium Growth Theory: II Intensive Form and Steady State Analysis of the Model," Working Paper Series 94, Finance Discipline Group, UTS Business School, University of Technology, Sydney.
  147. Xue-Zhong He & Carl Chiarella, 1999. "Heterogeneous Beliefs, Risk and Learning in a Simple Asset-Pricing Model," Computing in Economics and Finance 1999 223, Society for Computational Economics.
  148. Carl Chiarella & Peter Flaschel, 1999. "Towards Applied Disequilibrium Growth Theory: III Basic Partial Feedback Structures and Stability Issues," Working Paper Series 95, Finance Discipline Group, UTS Business School, University of Technology, Sydney.
  149. Carl Chiarella & Oh-Kang Kwon, 1999. "Classes of Interest Rate Models Under the HJM Framework," Research Paper Series 13, Quantitative Finance Research Centre, University of Technology, Sydney.
  150. Carl Chiarella & Ferenz Szidarovszky, 1999. "The Birth of Limit Cycles in Nonlinear Oligopolies with Continuously Distributed Information Lags," Working Paper Series 87, Finance Discipline Group, UTS Business School, University of Technology, Sydney.
  151. Carl Chiarella & Peter Flaschel & Gangolf Groh & Carsten Köper & Willi Semmler, 1999. "Towards Applied Disequilibrium Growth Theory: VI Substitution, Money-Holdings, Wealth-Effects and Further Extensions," Working Paper Series 98, Finance Discipline Group, UTS Business School, University of Technology, Sydney.
  152. Carl Chiarella & Nadima El-Hassan, 1999. "Pricing American Interest Rate Options in a Heath-Jarrow-Morton Framework Using Method of Lines," Research Paper Series 12, Quantitative Finance Research Centre, University of Technology, Sydney.
  153. Carl Chiarella & Peter Flaschel & Willi Semmler, 1999. "The Macrodynamics of Debt Deflation," SCEPA working paper series. 1999-04, Schwartz Center for Economic Policy Analysis (SCEPA), The New School.
  154. Carl Chiarella & Peter Flaschel, 1999. "Applying Disequilibrium Growth Theory: Debt Effects and Debt Deflation," Computing in Economics and Finance 1999 714, Society for Computational Economics.
  155. Carl Chiarella & Nadima El-Hassan, 1997. "A Survey of Models for the Pricing of Interest Rate Derivatives," Working Paper Series 75, Finance Discipline Group, UTS Business School, University of Technology, Sydney.
  156. Carl Chiarella & Nadima El-Hassan, 1997. "Evaluation of Derivative Security Prices in the Heath-Jarrow-Morton Framework as Path Integrals Using Fast Fourier Transform Techniques," Working Paper Series 72, Finance Discipline Group, UTS Business School, University of Technology, Sydney.
  157. Carl Chiarella & Alexander Khomin, 1996. "Learning Dynamics in a Nonlinear Stochastic Model of Exchange Rates," Working Paper Series 64, Finance Discipline Group, UTS Business School, University of Technology, Sydney.
  158. Carl Chiarella & Nadima El-Hassan, 1996. "A Preference Free Partial Differential Equation for the Term Structure of Interest Rates," Working Paper Series 63, Finance Discipline Group, UTS Business School, University of Technology, Sydney.
  159. Ram Bhar & Carl Chiarella, 1996. "Bootstrap Results From the State Space From Representation of the Heath-Jarrow-Morton Model," Working Paper Series 66, Finance Discipline Group, UTS Business School, University of Technology, Sydney.
  160. Ram Bhar & Carl Chiarella, 1996. "Construction of Zero-Coupon Yield Curve From Coupon Bond Yield Using Australian Data," Working Paper Series 70, Finance Discipline Group, UTS Business School, University of Technology, Sydney.
  161. Ram Bhar & Carl Chiarella, 1995. "Transformation of Heath-Jarrow-Morton Models to Markovian Systems," Working Paper Series 53, Finance Discipline Group, UTS Business School, University of Technology, Sydney.
  162. Carl Chiarella & Peter Flaschel, 1995. "Keynesian Monetary Growth Dynamics: The Missing Prototype," Working Paper Series 52, Finance Discipline Group, UTS Business School, University of Technology, Sydney.
  163. Ram Bhar & Carl Chiarella, 1995. "Estimating the Term Structure of Volatility in Futures Yield - A Maximum Likelihood Approach," Working Paper Series 56, Finance Discipline Group, UTS Business School, University of Technology, Sydney.
  164. Ram Bhar & Carl Chiarella, 1995. "The Estimation of the Heath-Jarrow-Morton Model by Use of Kalman Filtering Techniques," Working Paper Series 54, Finance Discipline Group, UTS Business School, University of Technology, Sydney.
  165. Carl Chiarella & Koji Okuguchi, 1995. "A Dynamic Analysis of Cournot Duopoly in Imperfectly Competitive Product and Factor Markets," Working Paper Series 43, Finance Discipline Group, UTS Business School, University of Technology, Sydney.
  166. Ram Bhar & Carl Chiarella, 1995. "Interest Rate Futures: Estimation of Volatility Parameters in an Arbitrage-Free Framework," Working Paper Series 55, Finance Discipline Group, UTS Business School, University of Technology, Sydney.
  167. Carl Chiarella, 1992. "Developments in Nonlinear Economic Dynamics: Past, Present and Future," Working Paper Series 14, Finance Discipline Group, UTS Business School, University of Technology, Sydney.
  168. Carl Chiarella, 1992. "The Dynamics of Speculative Behaviour," Working Paper Series 13, Finance Discipline Group, UTS Business School, University of Technology, Sydney.
  169. Carl Chiarella, 1991. "Monetary and Fiscal Policy Under Nonlinear Exchange Rate Dynamics," Working Paper Series 6, Finance Discipline Group, UTS Business School, University of Technology, Sydney.
  170. Carl Chiarella, 1991. "The Birth of Limit Cycles in Cournot Oligopoly Models with Time Delays," Working Paper Series 11, Finance Discipline Group, UTS Business School, University of Technology, Sydney.
  171. Carl Chiarella & Toan Pham & Ah Boon Sim & Madeleine Tan, 1991. "Determinants of Corporate Capital Structure: Australian Evidence," Working Paper Series 3, Finance Discipline Group, UTS Business School, University of Technology, Sydney.
  172. Carl Chiarella & Toan Pham & Ah Boon Sim & Madeleine Tan, 1991. "The Interaction of the Financing and Investment Decisions: Preliminary Results in the Australian Context," Working Paper Series 4, Finance Discipline Group, UTS Business School, University of Technology, Sydney.
  173. Carl Chiarella & Alexander Khomin, "undated". "Visual Modeling of Endogenous Fluctuations in Economic Dynamic Systems," Computing in Economics and Finance 1997 109, Society for Computational Economics.
  174. Carl Chiarella & Alexander Khomin, "undated". "Adaptive Rational Expectations in Models of Monetary Dynamics," Computing in Economics and Finance 1997 97, Society for Computational Economics.
  175. Toichiro Asada & Carl Chiarella & Peter Flaschel & Reiner Franke, "undated". "Interacting Two-Country Business Fluctuations," Modeling, Computing, and Mastering Complexity 2003 02, Society for Computational Economics.
  176. Carl Chiarella & Peter Flaschel, "undated". "A Model of Monetary Growth for a Small Open Economy," Computing in Economics and Finance 1997 138, Society for Computational Economics.
  177. Carl Chiarella, Nadima El-Hassan, & Adam Kucera, "undated". "Option Pricing in a Path Integral Framework Using Fourier-Hermite Series Expansions," Computing in Economics and Finance 1997 132, Society for Computational Economics.

Articles

  1. Chiarella Carl & Di Guilmi Corrado & Zhi Tianhao, 2020. "“Animal spirits” and bank’s lending behaviour, a disequilibrium approach," Studies in Nonlinear Dynamics & Econometrics, De Gruyter, vol. 24(2), pages 1-21, April.
  2. Chiarella, C. & Di Guilmi, C., 2017. "Monetary Policy And Debt Deflation: Some Computational Experiments," Macroeconomic Dynamics, Cambridge University Press, vol. 21(1), pages 214-242, January.
  3. Carl Chiarella & Xue-Zhong He & Lei Shi & Lijian Wei, 2017. "A behavioural model of investor sentiment in limit order markets," Quantitative Finance, Taylor & Francis Journals, vol. 17(1), pages 71-86, January.
  4. Chiarella, Carl & Hsiao, Chih-Ying & Tô, Thuy-Duong, 2016. "Stochastic correlation and risk premia in term structure models," Journal of Empirical Finance, Elsevier, vol. 37(C), pages 59-78.
  5. Carl Chiarella & Boda Kang & Christina Sklibosios Nikitopoulos & Thuy‐Duong Tô, 2016. "The Return–Volatility Relation in Commodity Futures Markets," Journal of Futures Markets, John Wiley & Sons, Ltd., vol. 36(2), pages 127-152, February.
  6. Carl Chiarella & Les Clewlow & Boda Kang, 2016. "The Evaluation Of Multiple Year Gas Sales Agreement With Regime Switching," International Journal of Theoretical and Applied Finance (IJTAF), World Scientific Publishing Co. Pte. Ltd., vol. 19(01), pages 1-25, February.
  7. Chiarella, Carl & Ladley, Daniel, 2016. "Chasing trends at the micro-level: The effect of technical trading on order book dynamics," Journal of Banking & Finance, Elsevier, vol. 72(S), pages 119-131.
  8. Karl Friedrich Mina & Gerald H. L. Cheang & Carl Chiarella, 2015. "Approximate Hedging Of Options Under Jump-Diffusion Processes," International Journal of Theoretical and Applied Finance (IJTAF), World Scientific Publishing Co. Pte. Ltd., vol. 18(04), pages 1-26.
  9. Ruggero Caldana & Gerald H. L. Cheang & Carl Chiarella & Gianluca Fusai, 2015. "Correction: Exchange Option under Jump-diffusion Dynamics," Applied Mathematical Finance, Taylor & Francis Journals, vol. 22(1), pages 99-103, March.
  10. Chiarella, Carl & ter Ellen, Saskia & He, Xue-Zhong & Wu, Eliza, 2015. "Fear or fundamentals? Heterogeneous beliefs in the European sovereign CDS market," Journal of Empirical Finance, Elsevier, vol. 32(C), pages 19-34.
  11. Chiarella, Carl & He, Xue-Zhong & Wei, Lijian, 2015. "Learning, information processing and order submission in limit order markets," Journal of Economic Dynamics and Control, Elsevier, vol. 61(C), pages 245-268.
  12. Chiarella Carl & Di Guilmi Corrado, 2015. "The limit distribution of evolving strategies in financial markets," Studies in Nonlinear Dynamics & Econometrics, De Gruyter, vol. 19(2), pages 137-159, April.
  13. Carl Chiarella & Jonathan Ziveyi, 2014. "Pricing American options written on two underlying assets," Quantitative Finance, Taylor & Francis Journals, vol. 14(3), pages 409-426, March.
  14. Lian, Guanghua & Chiarella, Carl & Kalev, Petko S., 2014. "Volatility swaps and volatility options on discretely sampled realized variance," Journal of Economic Dynamics and Control, Elsevier, vol. 47(C), pages 239-262.
  15. Chiarella, Carl & Da Fonseca, José & Grasselli, Martino, 2014. "Pricing range notes within Wishart affine models," Insurance: Mathematics and Economics, Elsevier, vol. 58(C), pages 193-203.
  16. Carl Chiarella & Corrado Di Guilmi, 2014. "Financial instability and debt deflation dynamics in a bottom-up approach," Economics Bulletin, AccessEcon, vol. 34(1), pages 125-132.
  17. Chiarella, Carl & He, Xue-Zhong & Zwinkels, Remco C.J., 2014. "Heterogeneous expectations in asset pricing: Empirical evidence from the S&P500," Journal of Economic Behavior & Organization, Elsevier, vol. 105(C), pages 1-16.
  18. Matsumoto, Akio & Chiarella, Carl & Szidarovszky, Ferenc, 2013. "Dynamic monopoly with bounded continuously distributed delay," Chaos, Solitons & Fractals, Elsevier, vol. 47(C), pages 66-72.
  19. Carl Chiarella & Roberto Dieci & Xue-Zhong He, 2013. "Time-varying beta: a boundedly rational equilibrium approach," Journal of Evolutionary Economics, Springer, vol. 23(3), pages 609-639, July.
  20. Gerald H. L. Cheang & Carl Chiarella & Andrew Ziogas, 2013. "The representation of American options prices under stochastic volatility and jump-diffusion dynamics," Quantitative Finance, Taylor & Francis Journals, vol. 13(2), pages 241-253, January.
  21. Carl Chiarella & Roberto Dieci & Xue-Zhong He & Kai Li, 2013. "An evolutionary CAPM under heterogeneous beliefs," Annals of Finance, Springer, vol. 9(2), pages 185-215, May.
  22. Carl Chiarella & Samuel Chege Maina & Christina Nikitopoulos Sklibosios, 2013. "Credit Derivatives Pricing With Stochastic Volatility Models," International Journal of Theoretical and Applied Finance (IJTAF), World Scientific Publishing Co. Pte. Ltd., vol. 16(04), pages 1-28.
  23. Chiarella, Carl & Kang, Boda & Nikitopoulos, Christina Sklibosios & Tô, Thuy-Duong, 2013. "Humps in the volatility structure of the crude oil futures market: New evidence," Energy Economics, Elsevier, vol. 40(C), pages 989-1000.
  24. Carl Chiarella & Xue-Zhong He & Min Zheng, 2013. "Heterogeneous expectations and exchange rate dynamics," The European Journal of Finance, Taylor & Francis Journals, vol. 19(5), pages 392-419, May.
  25. Chiarella, Carl & He, Xue-Zhong & Huang, Weihong & Zheng, Huanhuan, 2012. "Estimating behavioural heterogeneity under regime switching," Journal of Economic Behavior & Organization, Elsevier, vol. 83(3), pages 446-460.
  26. Chiarella Carl & Flaschel Peter & Köper Carsten & Proaño Christian & Semmler Willi, 2012. "Macroeconomic Stabilization Policies in Intrinsically Unstable Macroeconomies," Studies in Nonlinear Dynamics & Econometrics, De Gruyter, vol. 16(2), pages 1-38, April.
  27. Chiarella, Carl & Flaschel, Peter & Hartmann, Florian & Proaño, Christian R., 2012. "Stock market booms, endogenous credit creation and the implications of broad and narrow banking for macroeconomic stability," Journal of Economic Behavior & Organization, Elsevier, vol. 83(3), pages 410-423.
  28. Chiarella, Carl & He, Xue-Zhong & Pellizzari, Paolo, 2012. "A Dynamic Analysis Of The Microstructure Of Moving Average Rules In A Double Auction Market," Macroeconomic Dynamics, Cambridge University Press, vol. 16(4), pages 556-575, September.
  29. Giansante, Simone & Chiarella, Carl & Sordi, Serena & Vercelli, Alessandro, 2012. "Structural contagion and vulnerability to unexpected liquidity shortfalls," Journal of Economic Behavior & Organization, Elsevier, vol. 83(3), pages 558-569.
  30. Chiarella Carl & Di Guilmi Corrado, 2012. "The Fiscal Cost of Financial Instability," Studies in Nonlinear Dynamics & Econometrics, De Gruyter, vol. 16(4), pages 1-29, October.
  31. Chiarella, Carl & He, Xue-Zhong & Zheng, Min, 2011. "An analysis of the effect of noise in a heterogeneous agent financial market model," Journal of Economic Dynamics and Control, Elsevier, vol. 35(1), pages 148-162, January.
  32. Gian Bischi & Carl Chiarella & Laura Gardini, 2011. "Foreword to the Special Issue of Computational Economics on Complex Dynamics in Economics and Finance," Computational Economics, Springer;Society for Computational Economics, vol. 38(3), pages 207-208, October.
  33. Andreas Röthig & Carl Chiarella, 2011. "Small traders in currency futures markets," Journal of Futures Markets, John Wiley & Sons, Ltd., vol. 31(9), pages 898-914, September.
  34. Carl Chiarella & Roberto Dieci & Xue-Zhong He, 2011. "Do heterogeneous beliefs diversify market risk?," The European Journal of Finance, Taylor & Francis Journals, vol. 17(3), pages 241-258.
  35. Carl Chiarella & Roberto Dieci & Xue-Zhong He, 2011. "The dynamic behaviour of asset prices in disequilibrium: a survey," International Journal of Behavioural Accounting and Finance, Inderscience Enterprises Ltd, vol. 2(2), pages 101-139.
  36. Toichiro Asada & Carl Chiarella & Peter Flaschel & Tarik Mouakil & Christian Proaño & Willi Semmler, 2011. "Stock‐Flow Interactions, Disequilibrium Macroeconomics And The Role Of Economic Policy," Journal of Economic Surveys, Wiley Blackwell, vol. 25(3), pages 569-599, July.
  37. Gerald Cheang & Carl Chiarella, 2011. "Exchange Options Under Jump-Diffusion Dynamics," Applied Mathematical Finance, Taylor & Francis Journals, vol. 18(3), pages 245-276.
  38. Chiarella, Carl & Di Guilmi, Corrado, 2011. "The financial instability hypothesis: A stochastic microfoundation framework," Journal of Economic Dynamics and Control, Elsevier, vol. 35(8), pages 1151-1171, August.
  39. Chiarella, Carl & Fanelli, Viviana & Musti, Silvana, 2011. "Modelling the evolution of credit spreads using the Cox process within the HJM framework: A CDS option pricing model," European Journal of Operational Research, Elsevier, vol. 208(2), pages 95-108, January.
  40. Carl Chiarella & Hing Hung & Peter Flaschel, 2010. "Keynesian Macrodynamics: Convergence, Roads to Instability and the Emergence of Complex Business Fluctuations," Czech Economic Review, Charles University Prague, Faculty of Social Sciences, Institute of Economic Studies, vol. 4(3), pages 236-262, November.
  41. Chiarella, Carl & Duan, Jin-Chuan, 2010. "Preface," Journal of Economic Dynamics and Control, Elsevier, vol. 34(11), pages 2231-2231, November.
  42. Chiarella, Carl & Flaschel, Peter, 2010. "Some Numerical Explorations of the Keynes-Metzler-Goodwin Monetary Growth Model," Indian Economic Review, Department of Economics, Delhi School of Economics, vol. 45(1), pages 1-28.
  43. Asada, Toichiro & Chiarella, Carl & Flaschel, Peter & Mouakil, Tarik & Proaño, Christian R., 2010. "Stabilizing an unstable economy: On the choice of proper policy measures," Economics - The Open-Access, Open-Assessment E-Journal (2007-2020), Kiel Institute for the World Economy (IfW Kiel), vol. 4, pages 1-43.
  44. Carl Chiarella & Andrew Ziogas, 2009. "American Call Options Under Jump-Diffusion Processes - A Fourier Transform Approach," Applied Mathematical Finance, Taylor & Francis Journals, vol. 16(1), pages 37-79.
  45. Chiarella, Carl & Iori, Giulia, 2009. "The impact of heterogeneous trading rules on the limit order book and order flows," Journal of Economic Dynamics and Control, Elsevier, vol. 33(3), pages 525-537.
  46. Zhu, Mei & Chiarella, Carl & He, Xue-Zhong & Wang, Duo, 2009. "Does the market maker stabilize the market?," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 388(15), pages 3164-3180.
  47. Chiarella, Carl & Hung, Hing & T, Thuy-Duong, 2009. "The volatility structure of the fixed income market under the HJM framework: A nonlinear filtering approach," Computational Statistics & Data Analysis, Elsevier, vol. 53(6), pages 2075-2088, April.
  48. Carl Chiarella & Boda Kang & Gunter H. Meyer & Andrew Ziogas, 2009. "The Evaluation Of American Option Prices Under Stochastic Volatility And Jump-Diffusion Dynamics Using The Method Of Lines," International Journal of Theoretical and Applied Finance (IJTAF), World Scientific Publishing Co. Pte. Ltd., vol. 12(03), pages 393-425.
  49. Ramaprasad Bhar & Carl Chiarella, 2009. "Inference on forward exchange rate risk premium: reviewing signal extraction methods," International Journal of Monetary Economics and Finance, Inderscience Enterprises Ltd, vol. 2(2), pages 115-125.
  50. Chiarella, Carl & He, Xue-Zhong & Wang, Duo & Zheng, Min, 2008. "The stochastic bifurcation behaviour of speculative financial markets," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 387(15), pages 3837-3846.
  51. Carl Chiarella & Roberto Dieci & Laura Gardini & Lucia Sbragia, 2008. "A Model of Financial Market Dynamics with Heterogeneous Beliefs and State-Dependent Confidence," Computational Economics, Springer;Society for Computational Economics, vol. 32(1), pages 55-72, September.
  52. Carl Chiarella & Christina Nikitopoulos Sklibosios & Erik Schlögl, 2007. "A Markovian Defaultable Term Structure Model With State Dependent Volatilities," International Journal of Theoretical and Applied Finance (IJTAF), World Scientific Publishing Co. Pte. Ltd., vol. 10(01), pages 155-202.
  53. Andreas Röthig & Carl Chiarella, 2007. "Investigating nonlinear speculation in cattle, corn, and hog futures markets using logistic smooth transition regression models," Journal of Futures Markets, John Wiley & Sons, Ltd., vol. 27(8), pages 719-737, August.
  54. Carl Chiarella & Christina Nikitopoulos Sklibosios & Erik Schlogl, 2007. "A Control Variate Method for Monte Carlo Simulations of Heath-Jarrow-Morton Models with Jumps," Applied Mathematical Finance, Taylor & Francis Journals, vol. 14(5), pages 365-399.
  55. Carl Chiarella & Chih-Ying Hsiao & Willi Semmler, 2007. "Intertemporal asset allocation when the underlying factors are unobservable," Computational Economics, Springer;Society for Computational Economics, vol. 29(3), pages 383-418, May.
  56. Chiarella, Carl & Dieci, Roberto & He, Xue-Zhong, 2007. "Heterogeneous expectations and speculative behavior in a dynamic multi-asset framework," Journal of Economic Behavior & Organization, Elsevier, vol. 62(3), pages 408-427, March.
  57. Agliari, Anna & Chiarella, Carl & Gardini, Laura, 2006. "A re-evaluation of adaptive expectations in light of global nonlinear dynamic analysis," Journal of Economic Behavior & Organization, Elsevier, vol. 60(4), pages 526-552, August.
  58. Chiarella, Carl & He, Xue-Zhong & Hommes, Cars, 2006. "A dynamic analysis of moving average rules," Journal of Economic Dynamics and Control, Elsevier, vol. 30(9-10), pages 1729-1753.
  59. Chiarella, Carl & He, Xue-Zhong & Wang, Duo, 2006. "A behavioral asset pricing model with a time-varying second moment," Chaos, Solitons & Fractals, Elsevier, vol. 29(3), pages 535-555.
  60. Carl Chiarella & Chih-Ying Hsiao, 2006. "The Impact of Short-Sale Constraints on Asset Allocation Strategies via the Backward Markov Chain Approximation Method," Computational Economics, Springer;Society for Computational Economics, vol. 28(2), pages 113-137, September.
  61. Carl Chiarella & Thuy-Duong Tô, 2006. "The Multifactor Nature of the Volatility of Futures Markets," Computational Economics, Springer;Society for Computational Economics, vol. 27(2), pages 163-183, May.
  62. Pu Chen & Carl Chiarella & Peter Flaschel & Willi Semmler, 2006. "The feedback channels in macroeconomics: analytical foundations for structural econometric model building," Central European Journal of Operations Research, Springer;Slovak Society for Operations Research;Hungarian Operational Research Society;Czech Society for Operations Research;Österr. Gesellschaft für Operations Research (ÖGOR);Slovenian Society Informatika - Section for Operational Research;Croatian Operational Research Society, vol. 14(3), pages 261-288, September.
  63. Carl Chiarella & Peter Flaschel & Hing Hung, 2006. "Interacting Business Cycle Fluctuations: A Two-Country Model," The Singapore Economic Review (SER), World Scientific Publishing Co. Pte. Ltd., vol. 51(03), pages 365-394.
  64. Chiarella, Carl & Dieci, Roberto & Gardini, Laura, 2006. "Asset price and wealth dynamics in a financial market with heterogeneous agents," Journal of Economic Dynamics and Control, Elsevier, vol. 30(9-10), pages 1755-1786.
  65. Chiarella, Carl & He, Xue-Zhong & Hung, Hing & Zhu, Peiyuan, 2006. "An analysis of the cobweb model with boundedly rational heterogeneous producers," Journal of Economic Behavior & Organization, Elsevier, vol. 61(4), pages 750-768, December.
  66. Chiarella, Carl & He, Xue-Zhong & Hommes, Cars, 2006. "Moving average rules as a source of market instability," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 370(1), pages 12-17.
  67. Asada, Toichiro & Chen, Pu & Chiarella, Carl & Flaschel, Peter, 2006. "Keynesian dynamics and the wage-price spiral: A baseline disequilibrium model," Journal of Macroeconomics, Elsevier, vol. 28(1), pages 90-130, March.
  68. Carl Chiarella & Eckhard Platen, 2005. "Editorials," Quantitative Finance, Taylor & Francis Journals, vol. 5(3), pages 235-235.
  69. Chiarella, Carl & Clewlow, Les & Musti, Silvana, 2005. "A volatility decomposition control variate technique for Monte Carlo simulations of Heath Jarrow Morton models," European Journal of Operational Research, Elsevier, vol. 161(2), pages 325-336, March.
  70. Chiarella, Carl & Ziogas, Andrew, 2005. "Evaluation of American strangles," Journal of Economic Dynamics and Control, Elsevier, vol. 29(1-2), pages 31-62, January.
  71. Carl Chiarella & Roberto Dieci & Laura Gardini, 2005. "The Dynamic Interaction of Speculation and Diversification," Applied Mathematical Finance, Taylor & Francis Journals, vol. 12(1), pages 17-52.
  72. Pu Chen & Carl Chiarella & Peter Flaschel & Willi Semmler, 2005. "Keynesian Dynamics and the Wage-Price Spiral: Analyzing and Estimating a Baseline Disequilibrium Model," The IUP Journal of Monetary Economics, IUP Publications, vol. 0(3), pages 6-49, August.
  73. Volker Böhm & Carl Chiarella, 2005. "Mean Variance Preferences, Expectations Formation, And The Dynamics Of Random Asset Prices," Mathematical Finance, Wiley Blackwell, vol. 15(1), pages 61-97, January.
  74. Bhar Ramaprasad & Chiarella Carl & Runggaldier Wolfgang J., 2004. "Inferring the Forward Looking Equity Risk Premium from Derivative Prices," Studies in Nonlinear Dynamics & Econometrics, De Gruyter, vol. 8(1), pages 1-26, March.
  75. Ferenc Szidarovszky & Andrew Engel & Carl Chiarella, 2004. "A Game Theoretical Model Of International Fishing With Time Delay," International Game Theory Review (IGTR), World Scientific Publishing Co. Pte. Ltd., vol. 6(03), pages 391-415.
  76. Gian-Italo Bischi & Carl Chiarella & Michael Kopel, 2004. "The Long Run Outcomes And Global Dynamics Of A Duopoly Game With Misspecified Demand Functions," International Game Theory Review (IGTR), World Scientific Publishing Co. Pte. Ltd., vol. 6(03), pages 343-379.
  77. Chiarella, Carl & Szidarovszky, Ferenc, 2004. "Dynamic oligopolies without full information and with continuously distributed time lags," Journal of Economic Behavior & Organization, Elsevier, vol. 54(4), pages 495-511, August.
  78. Chiarella, Carl & Gao, Shenhuai, 2004. "The value of the S&P 500--A macro view of the stock market adjustment process," Global Finance Journal, Elsevier, vol. 15(2), pages 171-196, August.
  79. Carl Chiarella & Mauro Gallegati & Roberto Leombruni & Antonio Palestrini, 2003. "Asset Price Dynamics among Heterogeneous Interacting Agents," Computational Economics, Springer;Society for Computational Economics, vol. 22(2), pages 213-223, October.
  80. Chiarella, Carl & He, Xue-Zhong, 2003. "Heterogeneous Beliefs, Risk, And Learning In A Simple Asset-Pricing Model With A Market Maker," Macroeconomic Dynamics, Cambridge University Press, vol. 7(4), pages 503-536, September.
  81. Carl Chiarella & Oh Kwon, 2003. "Finite Dimensional Affine Realisations of HJM Models in Terms of Forward Rates and Yields," Review of Derivatives Research, Springer, vol. 6(2), pages 129-155, May.
  82. Carl Chiarella & Thuy‐Duong Tô, 2003. "The jump component of the volatility structure of interest rate futures markets: An international comparison," Journal of Futures Markets, John Wiley & Sons, Ltd., vol. 23(12), pages 1125-1158, December.
  83. Chiarella, Carl & Flaschel, Peter & Wells, Graeme, 2003. "The Dynamics Of Keynesian Monetary Growth," Macroeconomic Dynamics, Cambridge University Press, vol. 7(3), pages 473-475, June.
  84. Chiarella, Carl & He, Xue-Zhong, 2003. "Dynamics of beliefs and learning under aL-processes -- the heterogeneous case," Journal of Economic Dynamics and Control, Elsevier, vol. 27(3), pages 503-531, January.
  85. Carl Chiarella & Mark Craddock & Nadima El-Hassan, 2003. "An Implementation of Bouchouev's Method for a Short Time Calibration of Option Pricing Models," Computational Economics, Springer;Society for Computational Economics, vol. 22(2), pages 113-138, October.
  86. C. Chiarella & P. Flaschel & G. Groh & W. Semmler, 2003. "Book Reviews," Journal of Economics, Springer, vol. 78(1), pages 96-104, January.
  87. Carl Chiarella & Christina Sklibosios, 2003. "A Class of Jump-Diffusion Bond Pricing Models within the HJM Framework," Asia-Pacific Financial Markets, Springer;Japanese Association of Financial Economics and Engineering, vol. 10(2), pages 87-127, September.
  88. C. Chiarella, 2002. "Book Reviews," Journal of Economics, Springer, vol. 75(2), pages 186-189, March.
  89. Chiarella Carl & Semmler Willi & Mittnik Stefan & Zhu Peiyuan, 2002. "Stock Market, Interest Rate and Output: A Model and Estimation for US Time Series Data," Studies in Nonlinear Dynamics & Econometrics, De Gruyter, vol. 6(1), pages 1-39, April.
  90. Carl Chiarella & Giulia Iori, 2002. "A simulation analysis of the microstructure of double auction markets," Quantitative Finance, Taylor & Francis Journals, vol. 2(5), pages 346-353.
  91. Chiarella, Carl & Dieci, Roberto & Gardini, Laura, 2002. "Speculative behaviour and complex asset price dynamics: a global analysis," Journal of Economic Behavior & Organization, Elsevier, vol. 49(2), pages 173-197, October.
  92. Chiarella, Carl & He, Xue-Zhong, 2002. "Heterogeneous Beliefs, Risk and Learning in a Simple Asset Pricing Model," Computational Economics, Springer;Society for Computational Economics, vol. 19(1), pages 95-132, February.
  93. C. Chiarella & X-Z. He, 2001. "Asset price and wealth dynamics under heterogeneous expectations," Quantitative Finance, Taylor & Francis Journals, vol. 1(5), pages 509-526.
  94. Carl Chiarella & Oh Kang Kwon, 2001. "Forward rate dependent Markovian transformations of the Heath-Jarrow-Morton term structure model," Finance and Stochastics, Springer, vol. 5(2), pages 237-257.
  95. Carl Chairella & Roberto Dieci & Laura Gardini, 2001. "Asset price dynamics in a financial market with fundamentalists and chartists," Discrete Dynamics in Nature and Society, Hindawi, vol. 6, pages 1-31, January.
  96. Ramaprasad Bhar & Carl Chiarella, 2000. "Expectations of monetary policy in Australia implied by the probability distribution of interest rate derivatives," The European Journal of Finance, Taylor & Francis Journals, vol. 6(2), pages 113-125.
  97. Chiarella, Carl & Flaschel, Peter, 2000. "High order disequilibrium growth dynamics: Theoretical aspects and numerical features," Journal of Economic Dynamics and Control, Elsevier, vol. 24(5-7), pages 935-963, June.
  98. C. Chiarella & P. Flaschel, 1999. "Keynesian monetary growth dynamicsin open economies," Annals of Operations Research, Springer, vol. 89(0), pages 35-59, January.
  99. Chiarella, Carl & El-Hassan, Nadima & Kucera, Adam, 1999. "Evaluation of American option prices in a path integral framework using Fourier-Hermite series expansions," Journal of Economic Dynamics and Control, Elsevier, vol. 23(9-10), pages 1387-1424, September.
  100. C. Chiarella & P. Khomin, 1999. "Adaptively evolving expectations in models of monetarydynamics‐ The fundamentalists forward looking," Annals of Operations Research, Springer, vol. 89(0), pages 21-34, January.
  101. Chiarella, Carl & Flaschel, Peter, 1998. "Dynamics Of Natural Rates Of Growth And Employment," Macroeconomic Dynamics, Cambridge University Press, vol. 2(3), pages 345-368, September.
  102. Ramaprasad Bhar & Carl Chiarella, 1997. "Interest rate futures: estimation of volatility parameters in an arbitrage-free framework," Applied Mathematical Finance, Taylor & Francis Journals, vol. 4(4), pages 181-199.
  103. R. Bhar & C. Chiarella, 1997. "Transformation of Heath?Jarrow?Morton models to Markovian systems," The European Journal of Finance, Taylor & Francis Journals, vol. 3(1), pages 1-26, March.
  104. Chiarella, Carl & Flaschel, Peter, 1996. "Real and monetary cycles in models of Keynes-Wicksell type," Journal of Economic Behavior & Organization, Elsevier, vol. 30(3), pages 327-351, September.
  105. M. Streit & D. Schneider & T. Tietenberg & R. Kollmann & C. Chiarella & R. Bommer & E. Plassmann & V. Valli, 1996. "Book reviews," Journal of Economics, Springer, vol. 63(2), pages 213-235, June.
  106. Chiarella, Carl, 1992. "Economic dynamics : Wei-Bin Zhang, (Lecture Notes in Economics and Mathematical Systems, Springer Verlag, 1990) vol. 350, pp. x+232, DM 45 (paper)," Journal of Economic Behavior & Organization, Elsevier, vol. 18(3), pages 443-445, August.
  107. Chiarella, Carl, 1991. "The bifurcation of probability distributions in a non-linear rational expectations model of monetary economy," European Journal of Political Economy, Elsevier, vol. 7(1), pages 65-78, April.
  108. Chiarella, C., 1991. "The birth of limit cycles in Cournot oligopoly models with time delays," Pure Mathematics and Applications, Department of Mathematics, Corvinus University of Budapest, vol. 2(2-3), pages 81-92.
  109. Chiarella, Carl, 1990. "Excessive exchange rate variability : A possible explanation using nonlinear economic dynamics," European Journal of Political Economy, Elsevier, vol. 6(3), pages 315-352, December.
  110. Chiarella, Carl & Kemp, Murray C. & van Long, Ngo, 1989. "Innovation and the transfer of technology : A leader-follower model," Economic Modelling, Elsevier, vol. 6(4), pages 452-456, October.
  111. Chiarella, Carl, 1989. "The dynamic behaviour of workers' enterprises," European Journal of Political Economy, Elsevier, vol. 5(2-3), pages 317-331.
  112. Chiarella, Carl, 1988. "The cobweb model: Its instability and the onset of chaos," Economic Modelling, Elsevier, vol. 5(4), pages 377-384, October.
  113. Chiarella, Carl, 1986. "Perfect foresight models and the dynamic instability problem from a higher viewpoint," Economic Modelling, Elsevier, vol. 3(4), pages 283-292, October.
  114. Chiarella, Carl & Sertel, Murat R., 1986. "Competitive capitalism and cooperative labor management in a dynamic nutshell," European Journal of Political Economy, Elsevier, vol. 2(4), pages 499-519.
  115. Chiarella, Carl, et al, 1984. "On the Economics of International Fisheries," International Economic Review, Department of Economics, University of Pennsylvania and Osaka University Institute of Social and Economic Research Association, vol. 25(1), pages 85-92, February.
  116. Carl Chiarella & Warren R. Hughes, 1978. "Option Valuation: Some Empirical Results," Australian Journal of Management, Australian School of Business, vol. 3(1), pages 37-48, April.
    RePEc:czx:journl:v:8:y:2001:i:13:id:95 is not listed on IDEAS

Chapters

  1. Carl Chiarella & Willi Semmler & Chih-Ying Hsiao & Lebogang Mateane, 2016. "Forecasting and Low Frequency Movements of Asset Returns," Dynamic Modeling and Econometrics in Economics and Finance, in: Sustainable Asset Accumulation and Dynamic Portfolio Decisions, chapter 0, pages 9-17, Springer.
  2. Carl Chiarella & Willi Semmler & Chih-Ying Hsiao & Lebogang Mateane, 2016. "Asset Accumulation and Portfolio Decisions Under Inflation Risk," Dynamic Modeling and Econometrics in Economics and Finance, in: Sustainable Asset Accumulation and Dynamic Portfolio Decisions, chapter 0, pages 139-177, Springer.
  3. Carl Chiarella & Willi Semmler & Chih-Ying Hsiao & Lebogang Mateane, 2016. "Continuous and Discrete Time Modeling," Dynamic Modeling and Econometrics in Economics and Finance, in: Sustainable Asset Accumulation and Dynamic Portfolio Decisions, chapter 0, pages 115-137, Springer.
  4. Carl Chiarella & Willi Semmler & Chih-Ying Hsiao & Lebogang Mateane, 2016. "Concluding Remarks," Dynamic Modeling and Econometrics in Economics and Finance, in: Sustainable Asset Accumulation and Dynamic Portfolio Decisions, chapter 0, pages 179-180, Springer.
  5. Carl Chiarella & Willi Semmler & Chih-Ying Hsiao & Lebogang Mateane, 2016. "Portfolio Modeling with Sustainability Constraints," Dynamic Modeling and Econometrics in Economics and Finance, in: Sustainable Asset Accumulation and Dynamic Portfolio Decisions, chapter 0, pages 19-51, Springer.
  6. Carl Chiarella & Willi Semmler & Chih-Ying Hsiao & Lebogang Mateane, 2016. "Dynamic Saving and Portfolio Decisions-Theory," Dynamic Modeling and Econometrics in Economics and Finance, in: Sustainable Asset Accumulation and Dynamic Portfolio Decisions, chapter 0, pages 53-79, Springer.
  7. Carl Chiarella & Willi Semmler & Chih-Ying Hsiao & Lebogang Mateane, 2016. "Asset Accumulation with Estimated Low Frequency Movements of Asset Returns," Dynamic Modeling and Econometrics in Economics and Finance, in: Sustainable Asset Accumulation and Dynamic Portfolio Decisions, chapter 0, pages 81-96, Springer.
  8. Carl Chiarella & Willi Semmler & Chih-Ying Hsiao & Lebogang Mateane, 2016. "Introduction," Dynamic Modeling and Econometrics in Economics and Finance, in: Sustainable Asset Accumulation and Dynamic Portfolio Decisions, chapter 0, pages 1-8, Springer.
  9. Carl Chiarella & Willi Semmler & Chih-Ying Hsiao & Lebogang Mateane, 2016. "Asset Accumulation and Portfolio Decisions with Time Varying Asset Returns and Labor Income," Dynamic Modeling and Econometrics in Economics and Finance, in: Sustainable Asset Accumulation and Dynamic Portfolio Decisions, chapter 0, pages 97-114, Springer.
  10. Carl Chiarella & Xue-Zhong He & Christina Sklibosios Nikitopoulos, 2015. "Partial Differential Equation Approach Under Geometric Jump-Diffusion Process," Dynamic Modeling and Econometrics in Economics and Finance, in: Derivative Security Pricing, edition 127, chapter 0, pages 295-314, Springer.
  11. Carl Chiarella & Xue-Zhong He & Christina Sklibosios Nikitopoulos, 2015. "Ito’s Lemma and Its Applications," Dynamic Modeling and Econometrics in Economics and Finance, in: Derivative Security Pricing, edition 127, chapter 0, pages 111-143, Springer.
  12. Carl Chiarella & Xue-Zhong He & Christina Sklibosios Nikitopoulos, 2015. "Allowing for Stochastic Interest Rates in the Black–Scholes Model," Dynamic Modeling and Econometrics in Economics and Finance, in: Derivative Security Pricing, edition 127, chapter 0, pages 405-417, Springer.
  13. Carl Chiarella & Xue-Zhong He & Christina Sklibosios Nikitopoulos, 2015. "Jump-Diffusion Processes," Dynamic Modeling and Econometrics in Economics and Finance, in: Derivative Security Pricing, edition 127, chapter 0, pages 251-271, Springer.
  14. Carl Chiarella & Xue-Zhong He & Christina Sklibosios Nikitopoulos, 2015. "The Paradigm Interest Rate Option Problem," Dynamic Modeling and Econometrics in Economics and Finance, in: Derivative Security Pricing, edition 127, chapter 0, pages 431-437, Springer.
  15. Carl Chiarella & Xue-Zhong He & Christina Sklibosios Nikitopoulos, 2015. "The Partial Differential Equation Approach Under Geometric Brownian Motion," Dynamic Modeling and Econometrics in Economics and Finance, in: Derivative Security Pricing, edition 127, chapter 0, pages 191-206, Springer.
  16. Carl Chiarella & Xue-Zhong He & Christina Sklibosios Nikitopoulos, 2015. "Stochastic Volatility," Dynamic Modeling and Econometrics in Economics and Finance, in: Derivative Security Pricing, edition 127, chapter 0, pages 315-347, Springer.
  17. Carl Chiarella & Xue-Zhong He & Christina Sklibosios Nikitopoulos, 2015. "The Heath–Jarrow–Morton Framework," Dynamic Modeling and Econometrics in Economics and Finance, in: Derivative Security Pricing, edition 127, chapter 0, pages 529-568, Springer.
  18. Carl Chiarella & Xue-Zhong He & Christina Sklibosios Nikitopoulos, 2015. "Applying the General Pricing Framework," Dynamic Modeling and Econometrics in Economics and Finance, in: Derivative Security Pricing, edition 127, chapter 0, pages 235-249, Springer.
  19. Carl Chiarella & Xue-Zhong He & Christina Sklibosios Nikitopoulos, 2015. "Option Pricing Under Jump-Diffusion Processes," Dynamic Modeling and Econometrics in Economics and Finance, in: Derivative Security Pricing, edition 127, chapter 0, pages 273-293, Springer.
  20. Carl Chiarella & Xue-Zhong He & Christina Sklibosios Nikitopoulos, 2015. "The Stochastic Differential Equation," Dynamic Modeling and Econometrics in Economics and Finance, in: Derivative Security Pricing, edition 127, chapter 0, pages 55-91, Springer.
  21. Carl Chiarella & Xue-Zhong He & Christina Sklibosios Nikitopoulos, 2015. "Manipulating Stochastic Differential Equations and Stochastic Integrals," Dynamic Modeling and Econometrics in Economics and Finance, in: Derivative Security Pricing, edition 127, chapter 0, pages 93-110, Springer.
  22. Carl Chiarella & Xue-Zhong He & Christina Sklibosios Nikitopoulos, 2015. "Volatility Smiles," Dynamic Modeling and Econometrics in Economics and Finance, in: Derivative Security Pricing, edition 127, chapter 0, pages 389-401, Springer.
  23. Carl Chiarella & Xue-Zhong He & Christina Sklibosios Nikitopoulos, 2015. "Pricing Options Using Binomial Trees," Dynamic Modeling and Econometrics in Economics and Finance, in: Derivative Security Pricing, edition 127, chapter 0, pages 371-387, Springer.
  24. Carl Chiarella & Xue-Zhong He & Christina Sklibosios Nikitopoulos, 2015. "Pricing Derivative Securities: A General Approach," Dynamic Modeling and Econometrics in Economics and Finance, in: Derivative Security Pricing, edition 127, chapter 0, pages 207-234, Springer.
  25. Carl Chiarella & Xue-Zhong He & Christina Sklibosios Nikitopoulos, 2015. "The LIBOR Market Model," Dynamic Modeling and Econometrics in Economics and Finance, in: Derivative Security Pricing, edition 127, chapter 0, pages 569-604, Springer.
  26. Carl Chiarella & Xue-Zhong He & Christina Sklibosios Nikitopoulos, 2015. "Interest Rate Derivatives: One Factor Spot Rate Models," Dynamic Modeling and Econometrics in Economics and Finance, in: Derivative Security Pricing, edition 127, chapter 0, pages 469-504, Springer.
  27. Carl Chiarella & Xue-Zhong He & Christina Sklibosios Nikitopoulos, 2015. "The Martingale Approach," Dynamic Modeling and Econometrics in Economics and Finance, in: Derivative Security Pricing, edition 127, chapter 0, pages 157-189, Springer.
  28. Carl Chiarella & Xue-Zhong He & Christina Sklibosios Nikitopoulos, 2015. "An Initial Attempt at Pricing an Option," Dynamic Modeling and Econometrics in Economics and Finance, in: Derivative Security Pricing, edition 127, chapter 0, pages 37-53, Springer.
  29. Carl Chiarella & Xue-Zhong He & Christina Sklibosios Nikitopoulos, 2015. "Modelling Interest Rate Dynamics," Dynamic Modeling and Econometrics in Economics and Finance, in: Derivative Security Pricing, edition 127, chapter 0, pages 439-467, Springer.
  30. Carl Chiarella & Xue-Zhong He & Christina Sklibosios Nikitopoulos, 2015. "Stochastic Processes for Asset Price Modelling," Dynamic Modeling and Econometrics in Economics and Finance, in: Derivative Security Pricing, edition 127, chapter 0, pages 7-36, Springer.
  31. Carl Chiarella & Xue-Zhong He & Christina Sklibosios Nikitopoulos, 2015. "Interest Rate Derivatives: Multi-Factor Models," Dynamic Modeling and Econometrics in Economics and Finance, in: Derivative Security Pricing, edition 127, chapter 0, pages 505-528, Springer.
  32. Carl Chiarella & Xue-Zhong He & Christina Sklibosios Nikitopoulos, 2015. "The Stock Option Problem," Dynamic Modeling and Econometrics in Economics and Finance, in: Derivative Security Pricing, edition 127, chapter 0, pages 3-6, Springer.
  33. Carl Chiarella & Xue-Zhong He & Christina Sklibosios Nikitopoulos, 2015. "The Continuous Hedging Argument," Dynamic Modeling and Econometrics in Economics and Finance, in: Derivative Security Pricing, edition 127, chapter 0, pages 145-156, Springer.
  34. Carl Chiarella & Xue-Zhong He & Christina Sklibosios Nikitopoulos, 2015. "Pricing the American Feature," Dynamic Modeling and Econometrics in Economics and Finance, in: Derivative Security Pricing, edition 127, chapter 0, pages 349-369, Springer.
  35. Carl Chiarella & Xue-Zhong He & Christina Sklibosios Nikitopoulos, 2015. "Change of Numeraire," Dynamic Modeling and Econometrics in Economics and Finance, in: Derivative Security Pricing, edition 127, chapter 0, pages 419-430, Springer.
  36. Carl Chiarella & Boda Kang & Gunter H. Meyer, 2014. "Introduction," World Scientific Book Chapters, in: The Numerical Solution of the American Option Pricing Problem Finite Difference and Transform Approaches, chapter 1, pages 1-2, World Scientific Publishing Co. Pte. Ltd..
  37. Carl Chiarella & Boda Kang & Gunter H. Meyer, 2014. "American Option Prices under Stochastic Volatility and Jump-Diffusion Dynamics — The Transform Approach," World Scientific Book Chapters, in: The Numerical Solution of the American Option Pricing Problem Finite Difference and Transform Approaches, chapter 4, pages 49-91, World Scientific Publishing Co. Pte. Ltd..
  38. Carl Chiarella & Boda Kang & Gunter H. Meyer, 2014. "The Merton and Heston Model for a Call," World Scientific Book Chapters, in: The Numerical Solution of the American Option Pricing Problem Finite Difference and Transform Approaches, chapter 2, pages 3-9, World Scientific Publishing Co. Pte. Ltd..
  39. Carl Chiarella & Boda Kang & Gunter H. Meyer, 2014. "A Numerical Approach to Pricing American Call Options under SVJD," World Scientific Book Chapters, in: The Numerical Solution of the American Option Pricing Problem Finite Difference and Transform Approaches, chapter 7, pages 169-198, World Scientific Publishing Co. Pte. Ltd..
  40. Carl Chiarella & Boda Kang & Gunter H. Meyer, 2014. "Fourier Cosine Expansion Approach," World Scientific Book Chapters, in: The Numerical Solution of the American Option Pricing Problem Finite Difference and Transform Approaches, chapter 6, pages 141-168, World Scientific Publishing Co. Pte. Ltd..
  41. Carl Chiarella & Boda Kang & Gunter H. Meyer, 2014. "Conclusion," World Scientific Book Chapters, in: The Numerical Solution of the American Option Pricing Problem Finite Difference and Transform Approaches, chapter 8, pages 199-200, World Scientific Publishing Co. Pte. Ltd..
  42. Carl Chiarella & Boda Kang & Gunter H. Meyer, 2014. "American Call Options under Jump-Diffusion Processes," World Scientific Book Chapters, in: The Numerical Solution of the American Option Pricing Problem Finite Difference and Transform Approaches, chapter 3, pages 11-47, World Scientific Publishing Co. Pte. Ltd..
  43. Carl Chiarella & Boda Kang & Gunter H. Meyer, 2014. "Representation and Numerical Approximation of American Option Prices under Heston," World Scientific Book Chapters, in: The Numerical Solution of the American Option Pricing Problem Finite Difference and Transform Approaches, chapter 5, pages 93-139, World Scientific Publishing Co. Pte. Ltd..
  44. Gian-Italo Bischi & Carl Chiarella & Michael Kopel & Ferenc Szidarovszky, 2010. "Modified and Extended Oligopolies," Springer Books, in: Nonlinear Oligopolies, chapter 0, pages 141-206, Springer.
  45. Gian-Italo Bischi & Carl Chiarella & Michael Kopel & Ferenc Szidarovszky, 2010. "Oligopolies with Misspecified and Uncertain Price Functions, and Learning," Springer Books, in: Nonlinear Oligopolies, chapter 0, pages 207-270, Springer.
  46. Gian-Italo Bischi & Carl Chiarella & Michael Kopel & Ferenc Szidarovszky, 2010. "Concave Oligopolies," Springer Books, in: Nonlinear Oligopolies, chapter 0, pages 51-101, Springer.
  47. Gian-Italo Bischi & Carl Chiarella & Michael Kopel & Ferenc Szidarovszky, 2010. "General Oligopolies," Springer Books, in: Nonlinear Oligopolies, chapter 0, pages 103-140, Springer.
  48. Gian-Italo Bischi & Carl Chiarella & Michael Kopel & Ferenc Szidarovszky, 2010. "Overview and Directions for Future Research," Springer Books, in: Nonlinear Oligopolies, chapter 0, pages 271-274, Springer.
  49. Gian-Italo Bischi & Carl Chiarella & Michael Kopel & Ferenc Szidarovszky, 2010. "The Classical Cournot Model," Springer Books, in: Nonlinear Oligopolies, chapter 0, pages 1-49, Springer.
  50. Carl Chiarella & Xue-Zhong He, 2008. "An Adaptive Model of Asset Price and Wealth Dynamics in a Market with Heterogeneous Trading Strategies," International Handbooks on Information Systems, in: Detlef Seese & Christof Weinhardt & Frank Schlottmann (ed.), Handbook on Information Technology in Finance, chapter 20, pages 465-499, Springer.
  51. Carl Chiarella & Nadima El-Hassan & Adam Kucera, 2008. "The Evaluation of Discrete Barrier Options in a Path Integral Framework," Springer Books, in: Erricos J. Kontoghiorghes & Berç Rustem & Peter Winker (ed.), Computational Methods in Financial Engineering, pages 117-144, Springer.
  52. Pu Chen & Carl Chiarella & Peter Flaschel & Willi Semmler, 2006. "Keynesian Macrodynamics and the Phillips Curve: An Estimated Model for the U.S. Economy," Contributions to Economic Analysis, in: Quantitative and Empirical Analysis of Nonlinear Dynamic Macromodels, pages 229-284, Emerald Group Publishing Limited.
  53. Carl Chiarella & Xue-Zhong He & Duo Wang, 2006. "Statistical Properties of a Heterogeneous Asset Pricing Model with Time-varying Second Moment," Lecture Notes in Economics and Mathematical Systems, in: Akira Namatame & Taisei Kaizouji & Yuuji Aruka (ed.), The Complex Networks of Economic Interactions, pages 109-123, Springer.
  54. Carl Chiarella & Peter Flaschel & Reiner Franke & Willi Semmler, 2006. "Introduction," Contributions to Economic Analysis, in: Quantitative and Empirical Analysis of Nonlinear Dynamic Macromodels, pages 1-3, Emerald Group Publishing Limited.
  55. Carl Chiarella & Peter Flaschel & Xue-Zhong He & Hing Hung, 2006. "A Stochastic Model of Real-Financial Interaction with Boundedly Rational Heterogeneous Agents," Contributions to Economic Analysis, in: Quantitative and Empirical Analysis of Nonlinear Dynamic Macromodels, pages 333-358, Emerald Group Publishing Limited.
  56. Toichiro Asada & Pu Chen & Carl Chiarella & Peter Flaschel, 2006. "AD-AS and the Phillips Curve: A Baseline Disequilibrium Model," Contributions to Economic Analysis, in: Quantitative and Empirical Analysis of Nonlinear Dynamic Macromodels, pages 173-227, Emerald Group Publishing Limited.
  57. Carl Chiarella & Peter Flaschel & Reiner Franke & Willi Semmler, 2006. "A High-Dimensional Model of Real-Financial Market Interaction: The Cascade of Stable Matrices Approach," Contributions to Economic Analysis, in: Quantitative and Empirical Analysis of Nonlinear Dynamic Macromodels, pages 359-384, Emerald Group Publishing Limited.
  58. Carl Chiarella & Xue-Zhong He, 2005. "An Asset Pricing Model with Adaptive Heterogeneous Agents and Wealth Effects," Lecture Notes in Economics and Mathematical Systems, in: Thomas Lux & Eleni Samanidou & Stefan Reitz (ed.), Nonlinear Dynamics and Heterogeneous Interacting Agents, pages 269-285, Springer.
  59. Carl Chiarella & Roberto Died & Laura Gardini, 2005. "Asset Price Dynamics and Diversification with Heterogeneous Agents," Lecture Notes in Economics and Mathematical Systems, in: Thomas Lux & Eleni Samanidou & Stefan Reitz (ed.), Nonlinear Dynamics and Heterogeneous Interacting Agents, pages 251-267, Springer.
  60. Carl Chiarella & Ferenc Szidarovszky, 2002. "The Birth of Limit Cycles in Nonlinear Oligopolies with Continuously Distributed Information Lags," International Series in Operations Research & Management Science, in: Moshe Dror & Pierre L’Ecuyer & Ferenc Szidarovszky (ed.), Modeling Uncertainty, chapter 0, pages 249-268, Springer.
  61. Carl Chiarella & Alexander Khomin, 2002. "Learning in a Generalised Dornbusch Model of Exchange Rate Dynamics," Chapters, in: Alan D. Woodland (ed.), Economic Theory and International Trade, chapter 16, pages 249-267, Edward Elgar Publishing.
  62. Carl Chiarella & Peter Flaschel & Willi Semmler, 2001. "The macrodynamics of debt deflation," Chapters, in: Riccardo Bellofiore & Piero Ferri (ed.), Financial Fragility and Investment in the Capitalist Economy, chapter 7, Edward Elgar Publishing.
  63. Carl Chiarella & Sara Pasquali & Wolfgang J. Runggaldier, 2001. "On Filtering in Markovian Term Structure Models," World Scientific Book Chapters, in: Jiongmin Yong (ed.), Recent Developments In Mathematical Finance, chapter 12, pages 139-150, World Scientific Publishing Co. Pte. Ltd..

Books

  1. Carl Chiarella & Willi Semmler & Chih-Ying Hsiao & Lebogang Mateane, 2016. "Sustainable Asset Accumulation and Dynamic Portfolio Decisions," Dynamic Modeling and Econometrics in Economics and Finance, Springer, number 978-3-662-49229-1, March.
  2. Carl Chiarella & Xue-Zhong He & Christina Sklibosios Nikitopoulos, 2015. "Derivative Security Pricing," Dynamic Modeling and Econometrics in Economics and Finance, Springer, edition 127, number 978-3-662-45906-5, March.
  3. Carl Chiarella & Boda Kang & Gunter H Meyer, 2014. "The Numerical Solution of the American Option Pricing Problem:Finite Difference and Transform Approaches," World Scientific Books, World Scientific Publishing Co. Pte. Ltd., number 8736, August.
  4. Gian Italo Bischi & Carl Chiarella & Iryna Sushko (ed.), 2013. "Global Analysis of Dynamic Models in Economics and Finance," Springer Books, Springer, edition 127, number 978-3-642-29503-4, January.
  5. Chiarella,Carl & Flaschel,Peter, 2011. "The Dynamics of Keynesian Monetary Growth," Cambridge Books, Cambridge University Press, number 9780521180184, October.
  6. Chiarella,Carl & Flaschel,Peter & Franke,Reiner, 2011. "Foundations for a Disequilibrium Theory of the Business Cycle," Cambridge Books, Cambridge University Press, number 9780521369923, October.
  7. Charpe,Matthieu & Chiarella,Carl & Flaschel,Peter & Semmler,Willi, 2011. "Financial Assets, Debt and Liquidity Crises," Cambridge Books, Cambridge University Press, number 9781107004931, October.
  8. Gian Italo Bischi & Carl Chiarella & Michael Kopel & Ferenc Szidarovszky, 2010. "Nonlinear Oligopolies," Springer Books, Springer, number 978-3-642-02106-0, January.
  9. Gian Italo Bischi & Carl Chiarella & Laura Gardini (ed.), 2010. "Nonlinear Dynamics in Economics, Finance and Social Sciences," Springer Books, Springer, number 978-3-642-04023-8, January.
  10. Barnett,William A. & Chiarella,Carl & Keen,Steve & Marks,Robert & Schnabl,Hermann (ed.), 2008. "Commerce, Complexity, and Evolution," Cambridge Books, Cambridge University Press, number 9780521088213, October.
  11. Barnett,William A. & Chiarella,Carl & Keen,Steve & Marks,Robert & Schnabl,Hermann (ed.), 2000. "Commerce, Complexity, and Evolution," Cambridge Books, Cambridge University Press, number 9780521620307, October.

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Co-authorship network on CollEc

NEP Fields

NEP is an announcement service for new working papers, with a weekly report in each of many fields. This author has had 76 papers announced in NEP. These are the fields, ordered by number of announcements, along with their dates. If the author is listed in the directory of specialists for this field, a link is also provided.
  1. NEP-MAC: Macroeconomics (21) 2003-07-21 2004-09-05 2004-09-12 2004-11-22 2005-02-27 2005-02-27 2005-03-06 2005-03-06 2005-03-06 2005-10-29 2005-11-19 2006-04-01 2006-04-01 2007-02-24 2007-11-17 2009-12-19 2010-05-08 2013-06-16 2013-07-15 2015-02-22 2015-09-05. Author is listed
  2. NEP-FIN: Finance (18) 1999-07-12 1999-07-12 2001-02-14 2004-06-02 2004-08-16 2004-09-05 2004-09-05 2004-11-22 2004-11-22 2004-11-22 2004-11-22 2005-02-27 2005-02-27 2005-03-06 2005-10-29 2005-10-29 2006-03-11 2006-07-15. Author is listed
  3. NEP-CMP: Computational Economics (15) 1999-08-22 2004-06-02 2004-06-02 2004-06-02 2004-09-05 2005-03-06 2005-04-16 2005-10-29 2009-03-14 2009-11-21 2012-02-20 2012-11-03 2013-06-16 2013-07-15 2013-08-31. Author is listed
  4. NEP-FMK: Financial Markets (15) 2001-02-14 2003-10-20 2004-09-05 2005-02-27 2005-03-06 2006-03-11 2006-07-15 2008-05-05 2008-11-18 2009-11-21 2010-06-04 2010-06-04 2011-11-14 2012-10-13 2013-10-02. Author is listed
  5. NEP-ORE: Operations Research (15) 2008-02-23 2008-05-05 2008-11-18 2009-03-14 2009-11-21 2009-11-21 2010-02-27 2010-05-08 2010-06-04 2010-09-03 2011-11-14 2012-02-20 2013-04-13 2013-08-31 2014-03-30. Author is listed
  6. NEP-CBA: Central Banking (10) 2006-04-01 2006-04-01 2007-02-24 2007-11-17 2009-03-14 2009-11-21 2009-12-19 2010-06-04 2013-06-16 2013-07-15. Author is listed
  7. NEP-BEC: Business Economics (9) 2005-02-27 2006-02-12 2008-05-05 2008-05-05 2008-11-18 2010-02-27 2010-05-08 2012-04-17 2012-09-03. Author is listed
  8. NEP-RMG: Risk Management (9) 2003-10-20 2004-09-05 2004-09-05 2005-02-27 2005-02-27 2006-03-11 2011-01-30 2012-04-17 2014-03-30. Author is listed
  9. NEP-ETS: Econometric Time Series (7) 2004-09-05 2004-09-05 2004-11-22 2005-03-06 2005-03-06 2012-02-20 2012-02-20. Author is listed
  10. NEP-CFN: Corporate Finance (6) 2003-06-16 2004-09-05 2004-09-05 2005-02-27 2005-03-06 2006-06-17. Author is listed
  11. NEP-ECM: Econometrics (5) 2003-06-19 2004-09-05 2005-02-27 2005-03-06 2012-02-20. Author is listed
  12. NEP-PKE: Post Keynesian Economics (5) 1999-07-12 2004-06-02 2005-11-19 2010-05-08 2015-09-05. Author is listed
  13. NEP-MST: Market Microstructure (4) 2009-03-14 2009-08-16 2013-08-31 2014-03-30
  14. NEP-MIC: Microeconomics (3) 2004-11-22 2005-02-27 2005-02-27
  15. NEP-MON: Monetary Economics (3) 2005-01-10 2013-06-16 2013-07-15
  16. NEP-AGR: Agricultural Economics (2) 2006-03-11 2013-10-02
  17. NEP-BAN: Banking (2) 2011-11-14 2015-09-05
  18. NEP-ENE: Energy Economics (2) 2011-04-02 2012-09-03
  19. NEP-HPE: History and Philosophy of Economics (2) 2004-06-02 2008-02-23
  20. NEP-CTA: Contract Theory and Applications (1) 2013-08-31
  21. NEP-CWA: Central and Western Asia (1) 2012-09-03
  22. NEP-DEV: Development (1) 1999-07-12
  23. NEP-EDU: Education (1) 1999-07-12
  24. NEP-EVO: Evolutionary Economics (1) 2012-10-13
  25. NEP-IFN: International Finance (1) 2009-03-14
  26. NEP-UPT: Utility Models and Prospect Theory (1) 2010-06-04

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