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~person:"Chiarella, Carl"
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Chiarella, Carl
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1
Foundations for a disequilibrium theory of the business cycle : qualitative analysis and quantitative assessment
Chiarella, Carl
;
Flaschel, Peter
;
Franke, Reiner
-
2005
-
1. publ.
Persistent link: https://www.econbiz.de/10013500209
Saved in:
2
Keynesian macrodynamics and the Phillips curve : an estimated model for the US economy
Chen, Pu
;
Chiarella, Carl
;
Flaschel, Peter
;
Semmler, Willi
- In:
Quantitative and empirical analysis of nonlinear …
,
(pp. 229-284)
.
2006
Persistent link: https://www.econbiz.de/10003324045
Saved in:
3
Keynesian dynamics and the wage-price spiral: A baseline disequilibrium model
Asada, Tōichirō
;
Chen, Pu
;
Chiarella, Carl
;
Flaschel, …
- In:
Journal of macroeconomics
28
(
2006
)
1
,
pp. 90-130
Persistent link: https://www.econbiz.de/10003291142
Saved in:
4
Keynesian dynamics and the wage-price spiral : a baselinie disequilibrium model
Asada, Tōichirō
;
Chen, Pu
;
Chiarella, Carl
;
Flaschel, …
-
2004
Persistent link: https://www.econbiz.de/10002610966
Saved in:
5
A preference free partial differential equation for the term structure of interest rates
Chiarella, Carl
;
Hassan, Nadima el
-
1996
Persistent link: https://www.econbiz.de/10000955777
Saved in:
6
A Markovian defaultable term structure model with state dependent volatilities
Chiarella, Carl
;
Nikitopoulos, Christina Sklibosios
; …
- In:
International journal of theoretical and applied finance
10
(
2007
)
1
,
pp. 155-202
Persistent link: https://www.econbiz.de/10003415746
Saved in:
7
Modelling the evolution of credit spreads using the Cox process within the HJM framework : a CDS option pricing model
Chiarella, Carl
;
Fanelli, Viviana
;
Musti, Silvana
-
2009
Persistent link: https://www.econbiz.de/10008662364
Saved in:
8
Markovian defaultable HJM term structure models with unspanned stochastic volatility
Chiarella, Carl
;
Chege Maina, Samuel
;
Nikitopoulos, …
-
2010
Persistent link: https://www.econbiz.de/10008663092
Saved in:
9
A survey of non-linear methods for no-arbitrage bond pricing
Chiarella, Carl
;
Hsiao, Chih-ying
;
Ming Xi Huang
-
2010
Persistent link: https://www.econbiz.de/10008663098
Saved in:
10
Modelling the evolution of credit spreads using the Cox process within the HJM framework : a CDS option pricing model
Chiarella, Carl
;
Fanelli, Viviana
;
Musti, Silvana
- In:
European journal of operational research : EJOR
208
(
2011
)
2
,
pp. 95-108
Persistent link: https://www.econbiz.de/10008779603
Saved in:
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