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Modelling default correlations in a two-firm model with dynamic leverage ratios
Chiarella, Carl; Lo, Chi-fai; Ming Xi Huang - 2012
Persistent link: https://www.econbiz.de/10009564460
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Modelling Default Correlations in a Two-Firm Model with Dynamic Leverage Ratios
Chiarella, Carl - 2012
This article provides a generalized two-firm model of default correlation, based on the structural approach that incorporates interest rate risk. In most structural models default is driven by the firms' asset dynamics. In this article, a two-firm model of default is instead driven by the...
Persistent link: https://www.econbiz.de/10013099258
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Innovation and the transfer of technology : a leader-follower model
Chiarella, Carl; Kemp, Murray C.; Long, Ngo Van - 1988
Persistent link: https://www.econbiz.de/10000127247
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Innovation and the transfer of technology : a leader-follower model
Chiarella, Carl; Kemp, Murray C.; Long, Ngo Van - 1988
Persistent link: https://www.econbiz.de/10000753878
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Learning, information processing and order submission in limit order markets
Chiarella, Carl; He, Xue-zhong; Wei, Lijian - In: Journal of economic dynamics & control 61 (2015), pp. 245-268
Persistent link: https://www.econbiz.de/10011589535
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Heterogeneous expectations in asset pricing : empirical evidence from the S&P500
Chiarella, Carl; He, Xue-zhong; Zwinkels, Remco C. J. - In: Journal of economic behavior & organization : JEBO 105 (2014), pp. 1-16
Persistent link: https://www.econbiz.de/10010465070
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An empirical test of the Brennan-Schwartz bond pricing model in the Australian context
Chiarella, Carl; Mackenzie, David; Pham, Toan M. - In: Asia Pacific journal of management : APJM ; a … 7 (1990), pp. 1-24
Persistent link: https://www.econbiz.de/10001109261
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Output, financial markets and growth : an extension of the blanchard stock market approach
Chiarella, Carl (contributor) - 2001
Persistent link: https://www.econbiz.de/10001585452
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The interaction of uncertainty and information lags in the Cournot oligopoly model
Chiarella, Carl; Szidarovszky, Ferenc; Zhu, Peiyuan - In: Oligopoly dynamics : models and tools ; [from a …, (pp. 233-263). 2002
Persistent link: https://www.econbiz.de/10001672348
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Solving the price-earnings puzzle
Chiarella, Carl; Goa, Shenhuai - 2002
Persistent link: https://www.econbiz.de/10001678540