Toggle navigation
Logout
Change account settings
EN
DE
ES
FR
A-Z
Beta
About EconBiz
News
Thesaurus (STW)
Research Skills
Help
EN
DE
ES
FR
My account
Logout
Change account settings
Login
Publications
Events
Your search terms
Search
Retain my current filters
~person:"Chiarella, Carl"
Search options
All Fields
Title
Exact title
Subject
Author
Institution
ISBN/ISSN
Published in...
Publisher
Open Access only
Advanced
Search history
My EconBiz
Favorites
Loans
Reservations
Fines
You are here:
Home
Taylor Rules, Mccallum Rules a...
Similar by subject
Narrow search
Delete all filters
| 1 applied filter
Year of publication
From:
To:
Subject
All
Yield curve
42
Zinsstruktur
41
Theorie
22
Theory
22
Volatility
19
Volatilität
19
Stochastic process
11
Stochastischer Prozess
11
Interest rate derivative
10
Zinsderivat
10
Option pricing theory
8
Optionspreistheorie
8
CAPM
7
Credit derivative
6
Estimation
6
Kreditderivat
6
Schätzung
6
Markov chain
5
Markov-Kette
5
Derivat
4
Derivative
4
Monte Carlo simulation
4
Monte-Carlo-Simulation
4
Neoclassical synthesis
4
Neoklassische Synthese
4
Risikoprämie
4
Risk premium
4
Taylor rule
4
Taylor-Regel
4
Analysis
3
Arbitrage
3
Australia
3
Australien
3
Correlation
3
Euler-Maruyama stochastic integral approximation
3
HJM (Heath-Jarrow-Morton) model
3
IS-LM model
3
IS-LM-Modell
3
Korrelation
3
Mathematical analysis
3
more ...
less ...
Online availability
All
Free
20
Undetermined
1
Type of publication
All
Book / Working Paper
30
Article
16
Type of publication (narrower categories)
All
Arbeitspapier
23
Working Paper
23
Graue Literatur
21
Non-commercial literature
21
Article in journal
15
Aufsatz in Zeitschrift
15
Aufsatz im Buch
1
Bibliografie
1
Book section
1
more ...
less ...
Language
All
English
45
Undetermined
1
Author
All
Chiarella, Carl
Rudebusch, Glenn D.
127
Belke, Ansgar
101
Christensen, Jens H. E.
66
Akram, Tanweer
64
Favero, Carlo A.
63
Svensson, Lars E. O.
61
Siklos, Pierre L.
60
Uribe, Martín
60
Caporale, Guglielmo Maria
59
Diebold, Francis X.
59
Woodford, Michael
54
Wright, Jonathan H.
53
Afonso, António
52
Bekaert, Geert
51
Krippner, Leo
51
Klose, Jens
50
Neuenkirch, Matthias
50
Schabert, Andreas
49
Schmitt-Grohé, Stephanie
49
Taylor, John B.
49
Chernov, Mikhail
48
Orphanides, Athanasios
48
Wu, Jing Cynthia
48
Hamilton, James D.
47
Nautz, Dieter
47
Hayo, Bernd
45
Gerlach, Stefan
44
Gollier, Christian
44
Monfort, Alain
44
Thornton, Daniel L.
44
Wieland, Volker
44
Benhabib, Jess
43
Hördahl, Peter
42
Renne, Jean-Paul
41
Söderström, Ulf
41
Clarida, Richard H.
40
Fratzscher, Marcel
40
Altavilla, Carlo
39
Campbell, John Y.
39
more ...
less ...
Institution
All
EconWPA
1
Published in...
All
Research paper / Quantitative Finance Research Centre, University of Technology Sydney
11
Working paper / School of Finance and Economics, UTS: Business, University of Technology of Sydney
9
Asia-Pacific financial markets
3
Research paper / Quantitative Finance Research Group, University of Technology Sydney
3
International journal of theoretical and applied finance
2
The European journal of finance
2
Advances in Pacific Basin financial markets
1
European journal of operational research : EJOR
1
Finance
1
Finance and stochastics
1
Financial engineering and the Japanese markets
1
Insurance / Mathematics & economics
1
Journal of empirical finance
1
Journal of macroeconomics
1
Quantitative Finance Research Centre Research Paper
1
Quantitative and empirical analysis of nonlinear dynamic macromodels
1
Research Paper Number: 317, Quantitative Finance Research Centre, University of Technology, Sydney
1
Review of derivatives research
1
University of Technology Sydney Quantitative Finance Research Centre Research Paper
1
more ...
less ...
Source
All
ECONIS (ZBW)
45
RePEc
1
Showing
1
-
10
of
46
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
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:
1
2
3
4
5
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
