Carl Chiarella
(Deceased since 20160621)
Names
first:  Carl 
last:  Chiarella 
Contact
homepage:  http://datasearch.uts.edu.au/business/staff/finance/details.cfm?StaffId=72 
phone:  +61 2 9514 7719 
postal address:  PO Box 123 Broadway NSW 2007 Australia 
Research profile
author of:

Economic dynamics : WeiBin Zhang, (Lecture Notes in Economics and Mathematical Systems, Springer Verlag, 1990) vol. 350, pp. x+232, DM 45 (paper)
by Chiarella, Carl 
High order disequilibrium growth dynamics: Theoretical aspects and numerical features
by Chiarella, Carl & Flaschel, Peter 
A simple microstructure model of double auction markets
by Giulia Iori & Carl Chiarella 
Excessive exchange rate variability : A possible explanation using nonlinear economic dynamics
by Chiarella, Carl 
Nonlinear Phillips Curves, the Emergence of Complex Dynamics and the Role of Monetary Policy Rules
by Carl Chiarella & Peter Flaschel & Gang Gong & Willi Semmler 
PRICE DYNAMICS AND DIVERSIFICATION UNDER HETEROGENEOUS EXPECTATIONS
by Chiarella, Carl & Dieci, Roberto & Gardini, Laura 
Evaluation of American Strangles
by Carl Chiarella & Andrew Ziogas 
A Short Time Expansion of the Volatility Function For The Calibration of Option Pricing Models.
by Carl Chiarella & Mark Craddock & Nadima ElHassan 
An Adaptive Model on Asset Pricing and Wealth Dynamics with Heterogeneous Trading Strategies
by Carl Chiarella & Tony He 
Numerical Investigations of the Heath Jarrow Morton Model with Forward Rate Dependent Volatility
by Carl Chiarella & Silvana Musti 
Adaptive Rational Expectations in Models of Monetary Dynamics
by Carl Chiarella & Alexander Khomin 
A Model of Monetary Growth for a Small Open Economy
by Carl Chiarella & Peter Flaschel 
Asset Price and Wealth Dynamics under Heterogeneous Expectations
by XueZhong (Tony) He & Carl Chiarella 
The Pricing of Multifactor Derivative Securities in a PathIntegral Framework using Multidimensional FourierHermite Series Expansions
by Carl Chiarella & Nadima ElHassan & Adam Kucera 
Interacting TwoCountry Business Fluctuations
by Toichiro Asada & Carl Chiarella & Peter Flaschel & Reiner Franke 
Issues in Evaluating Multifactor Options in a PDE Framework
by M. Gilli & C. Chiarella & J. Dewynne 
Fading Memory Learning in the Cobweb Model with Risk Averse Heterogeneous Producers
by Peiyuan Zhu & Carl Chiarella & Tony He 
The bifurcation of probability distributions in a nonlinear rational expectations model of monetary economy
by Chiarella, Carl 
Applying Disequilibrium Growth Theory: Debt Effects and Debt Deflation
by Carl Chiarella & Peter Flaschel 
Heterogeneous Beliefs, Risk and Learning in a Simple Asset Pricing Model.
by Chiarella, Carl & He, XueZhong 
Evaluation of American option prices in a path integral framework using FourierHermite series expansions
by Chiarella, Carl & ElHassan, Nadima & Kucera, Adam 
Asset Price Dynamics among Heterogeneous Interacting Agents
by Carl Chiarella & Mauro Gallegati & Roberto Leombruni & Antonio Palestrini 
Real and monetary cycles in models of KeynesWicksell type
by Chiarella, Carl & Flaschel, Peter 
Output and Interest Rates. Jump Variable and Phase Diagram Switching Methodologies
by Peter Flaschel & Carl Chiarella & Reiner Franke & Willi Semmler 
McKean’s Method applied to American Call Options on JumpDiffusion Processes
by Andrew Ziogas & Carl Chiarella 
On Market Games with Misspecified Demand Functions : Long Run Outcomes and Global Dynamics
by G. I. Bischi & C. Chiarella & M. Kopel 
Dynamics of beliefs and learning under aLprocesses  the heterogeneous case
by Chiarella, Carl & He, XueZhong 
The Jump Component of the Volatility Structure of Interest Rate Futures Markets: An International Comparison
by To, Thuy Duong & Carl Chiarella 
Visual Modeling of Endogenous Fluctuations in Economic Dynamic Systems
by Carl Chiarella & Alexander Khomin 
An Implementation of the Shirakawa JumpDiffusion Term Structure Model
by Christina NikitopoulosSklibosios & Carl Chiarella 
Forward rate dependent Markovian transformations of the HeathJarrowMorton term structure model
by Carl Chiarella & Oh Kang Kwon 
On the Economics of International Fisheries.
by Chiarella, Carl & et al 
Heterogeneous Beliefs, Risk and Learning in a Simple AssetPricing Model
by XueZhong He & Carl Chiarella 
A Complete Stochastic Volatility Model in the HJM Framework
by Carl Chiarella & OhKang Kwon 
Estimating the Term Structure of Volatility in Futures Yield  A Maximum Likelihood Approach
by Ram Bhar & Carl Chiarella 
Nonlinear Phillips Curves, Complex Dynamics and Monetary Policy in a Keynesian Macro Model
by Carl Chiarella & Peter Flaschel & Gang Gong & Willi Semmler 
A Dynamic Analysis of Speculation Across Two Markets
by Carl Chiarella & Roberto Dieci & Laura Gardini 
Modeling the Currency Forward Risk Premium: Theory and Evidence
by Ram Bhar & Carl Chiarella & Toan Pham 
Towards Applied Disequilibrium Growth Theory: II Intensive Form and Steady State Analysis of the Model
by Carl Chiarella & Peter Flaschel 
RealFinancial Interaction: Integrating Supply Side WagePrice Dynamics and the Stock Market
by Carl Chiarella & Peter Flaschel & Reiner Franke & Willi Semmler 
Forward Rate Dependent Markovian Transformations of the HeathJarrowMorton Term Structure Model
by Carl Chiarella & OhKang Kwon 
Interacting TwoCountry Business Fluctuations
by Toichiro Asada & Carl Chiarella & Peter Flaschel & Reiner Franke 
The Dynamics of Speculative Behaviour
by Carl Chiarella 
A Class of HeathJarrowMorton Term Structure Models with Stochastic Volatility
by Carl Chiarella & OhKang Kwon 
Infering Forward Looking Financial Market Risk Premia from Derivatives Prices
by Ram Bhar & Carl Chiarella 
Pricing American Interest Rate Options in a HeathJarrowMorton Framework Using Method of Lines
by Carl Chiarella & Nadima ElHassan 
The Birth of Limit Cycles in Cournot Oligopoly Models with Time Delays
by Carl Chiarella 
Keynesian Monetary Growth Dynamics: The Missing Prototype
by Carl Chiarella & Peter Flaschel 
Stability Analysis of a HighDimensional Macrodynamic Model of RealFinancial Interaction: A Cascade of Matrices Approach
by Carl Chiarella & Peter Flaschel & Reiner Franke & Willi Semmler 
Fading Memory Learning in the Cobweb Model with Risk Averse Heterogeneous Producers
by Carl Chiarella & XueZhong He & Peiyuan Zhu 
The Structure of Keynesian Macrodynamics: A Framework for Future Research
by Carl Chiarella & Peter Flaschel & Peiyuan Zhu 
Evaluation of Derivative Security Prices in the HeathJarrowMorton Framework as Path Integrals Using Fast Fourier Transform Techniques
by Carl Chiarella & Nadima ElHassan 
A Survey of Models for the Pricing of Interest Rate Derivatives
by Carl Chiarella & Nadima ElHassan 
The Birth of Limit Cycles in Nonlinear Oligopolies with Continuously Distributed Information Lags
by Carl Chiarella & Ferenz Szidarovszky 
KeynesMetzlerGoodwin Model Building: The Closed Economy
by Toichiro Asada & Carl Chiarella & Peter Flaschel 
Evaluation of American Strangles
by Carl Chiarella & Andrew Ziogas 
The Estimation of the HeathJarrowMorton Model by Use of Kalman Filtering Techniques
by Ram Bhar & Carl Chiarella 
Interest Rate Futures: Estimation of Volatility Parameters in an ArbitrageFree Framework
by Ram Bhar & Carl Chiarella 
Heterogeneous Beliefs, Risk and Learning in a Simple Asset Pricing Model with a Market Maker
by Carl Chiarella & XueZhong He 
McKean's Methods Applied to American Call Options on JumpDiffusion Processes
by Carl Chiarella & Andrew Ziogas 
A Dynamic Analysis of Cournot Duopoly in Imperfectly Competitive Product and Factor Markets
by Carl Chiarella & Koji Okuguchi 
Dynamics of Beliefs and Learning Under aL Processes  The Heterogeneous Case
by Carl Chiarella & XueZhong He 
Towards Applied Disequilibrium Growth Theory: I The Starting Model
by Carl Chiarella & Peter Flaschel 
Transformation of HeathJarrowMorton Models to Markovian Systems
by Ram Bhar & Carl Chiarella 
The Interaction of the Financing and Investment Decisions: Preliminary Results in the Australian Context
by Carl Chiarella & Toan Pham & Ah Boon Sim & Madeleine Tan 
A Survey of the Integral Representation of American Option Prices
by Carl Chiarella & Adam Kucera & Andrew Ziogas 
Towards Applied Disequilibrium Growth Theory: III Basic Partial Feedback Structures and Stability Issues
by Carl Chiarella & Peter Flaschel 
Output and the Term Structure of Interest Rates: Ways Out of th JumpVariable Conundrum
by Carl Chiarella & Peter Flaschel & Reiner Franke & Willi Semmler 
Towards Applied Disequilibrium Growth Theory: VI Substitution, MoneyHoldings, WealthEffects and Further Extensions
by Carl Chiarella & Peter Flaschel & Gangolf Groh & Carsten Köper & Willi Semmler 
Approximating HeathJarrowMorton NonMarkovian Term Structure of Interest Rate Models with Markovian Systems
by Ram Bhar & Carl Chiarella 
Asset Price and Wealth Dynamics Under Heterogeneous Expectations
by Carl Chiarella & XueZhong He 
Modelling the Value of the S&P 500  A System Dynamics Perspective
by Carl Chiarella & Shenhuai Gao 
An Adaptive Model on Asset Pricing and Wealth Dynamics with Heterogeneous Trading Strategies
by Carl Chiarella & XueZhong He 
RealFinancial Interaction: Implications of Budget Equations and Capital Accumulation
by Carl Chiarella & Peter Flaschel & Willi Semmler 
Learning in a Generalized Dornbusch Model of Exchange Rate Dynamics
by Carl Chiarella & Alexander Khomin 
A Preference Free Partial Differential Equation for the Term Structure of Interest Rates
by Carl Chiarella & Nadima ElHassan 
Filtering Equity Risk Premia From Derivative Prices
by Ram Bhar & Carl Chiarella & Wolfgang Runggaldier 
Dynamics of Beliefs and Learning Under aL Processes  The Homogeneous Case
by Carl Chiarella & XueZhong He 
Stability of Competitive Equilibria with Heterogeneous Beliefs and Learning
by Carl Chiarella & XueZhong He 
Determinants of Corporate Capital Structure: Australian Evidence
by Carl Chiarella & Toan Pham & Ah Boon Sim & Madeleine Tan 
The Reduction of Forward Rate Dependent Volatility HJM Models to Markovian Form: Pricing European Bond Option
by Ram Bhar & Carl Chiarella & Nadima ElHassan & Xiaosu Zheng 
A Maximum Likelihood Approach to Estimation of HeathJarrowMorton Models
by Ram Bhar & Carl Chiarella & Thuy Duong To 
Developments in Nonlinear Economic Dynamics: Past, Present and Future
by Carl Chiarella 
Price Flexibility and Debt Dynamics in a High Order ASAD Model
by Carl Chiarella & Peter Flaschel & Willi Semmler 
Monetary and Fiscal Policy Under Nonlinear Exchange Rate Dynamics
by Carl Chiarella 
State Variables and the Affine Nature of Markovian HJM Term Structure Models
by Carl Chiarella & OhKang Kwon 
Type I Spurious Regression in Econometrics
by Carl Chiarella & Shenhuai Gao 
The Calibration of Stock Option Pricing Models Using Inverse Problem Methodology
by Carl Chiarella & Mark Craddock & Nadima ElHassan 
Learning Dynamics in a Nonlinear Stochastic Model of Exchange Rates
by Carl Chiarella & Alexander Khomin 
Construction of ZeroCoupon Yield Curve From Coupon Bond Yield Using Australian Data
by Ram Bhar & Carl Chiarella 
Classes of Interest Rate Models Under the HJM Framework
by Carl Chiarella & OhKang Kwon 
Solving the PriceEarnings Puzzle
by Carl Chiarella & Shenhuai Gao 
Disequilibrium Growth Theory: Foundations, Synthesis, Perspectives
by Carl Chiarella & Peter Flaschel 
Heterogeneous Beliefs, Risks and Learning in a Simple Asset Pricing Model
by Carl Chiarella & XueZhong He 
Bootstrap Results From the State Space From Representation of the HeathJarrowMorton Model
by Ram Bhar & Carl Chiarella 
RealFinancial Interaction: A Reconsideration of the Blanchard Model with a StateofMarket Dependent Reaction Coefficient
by Carl Chiarella & Peter Flaschel & Willi Semmler 
On Filtering in Markovian Term Structure Models (An Approximation Approach)
by Carl Chiarella & Sara Pasquali & Wolfgang Runggaldier 
The Dynamics of the Cobweb when Producers are Risk Averse Learners
by Carl Chiarella & XueZhong He 
Evaluation of Point Barrier Options in a Path Integral Framework Using FourierHermite Expansions
by Carl Chiarella & Nadima ElHassan & Adam Kucera 
Mean Variance Preferences, Expectations Formation, and the Dynamics of Random Asset Prices
by Volker Bohm & Carl Chiarella 
Pricing American Options on JumpDiffusion Processes using FourierHermite Series Expansions
by Andrew Ziogas & Carl Chiarella 
Towards Applied Disequilibrium Growth Theory: VII Intensive Form and Steady State Calculation in the Case of Substitution
by Carl Chiarella & Peter Flaschel & Gangolf Groh & Carsten Köper & Willi Semmler 
Asset price and wealth dynamics in a financial market with heterogeneous agents
by Carl Chiarella & Roberto Dieci 
Towards Applied Disequilibrium Growth Theory: IV Numerical Investigations of the Core 18D Model
by Carl Chiarella & Peter Flaschel & Peiyuan Zhu 
Output, Financial Markets and Growth
by Carl Chiarella & Peter Flaschel & Reiner Franke & Willi Semmler 
Towards Applied Disequilibrium Growth Theory: V Housing Investment Cycles, Private Debt Accumulation and Deflation
by Carl Chiarella & Peter Flaschel 
Estimation in Models of the Instantaneous Short Term Interest Rate By Use of a Dynamic Bayesian Algorithm
by Ram Bhar & Carl Chiarella & Wolfgang Runggaldier 
Keynesian Dynamics and the WagePrice Spiral:Estimating a Baseline Disequilibrium Approach
by C. Chiarella & P. Chen 
Speculative Behaviour and Complex Asset Price Dynamics
by Carl Chiarella & Roberto Dieci & Laura Gardini 
Stratetic Asset Allocation with an ArbitrageFree Bond Market using Dynamic Programming
by Carl Chiarella & Chihying Hsiao 
A Dynamical Analysis of Moving Average Rules
by Cars Hommes & Carl Chiarella & XueZhong He 
Estimation of the Volatility Structure of the Fixed Income Market
by Thuy Duong To & Carl Chiarella 
The Volatility of the Instantaneous Spot Interest Rate Implied by Arbitrage Pricing  A Dynamic Bayesian Approach
by Ram Bhar & Carl Chiarella & Hing Hung & Wolfgang Runggaldier 
Estimating the Volatility Structure of an ArbitrageFree Interest Rate Model Via the Futures Markets
by Ram Bhar & Carl Chiarella & ThuyDuong To 
Keynesian Dynamics and the Wage Price Spiral. A Baseline Disequilibrium Approach
by Toichiro Asada & Pu Chen & Carl Chiarella & Peter Flaschel 
A NonStationary Asset Pricing Model under Heterogeneous Expectations
by Carl Chiarella and XueZhong He 
Option Pricing in a Path Integral Framework Using FourierHermite Series Expansions
by Carl Chiarella, Nadima ElHassan & Adam Kucera 
THE EVALUATION OF MULTIASSET EUROPEAN AND AMERICAN OPTIONS VIA FOURIER HERMITE SERIES EXPANSIONS
by Carl Chiarella, Nadima ElHassan & Adam Kucera 
Asset Price and Wealth Dynamics in a Financial Market with Heterogeneous Agents
by Carl Chiarella & Roberto Dieci & Laura Gardini 
A Markovian Defaultable Term Structure Model with State Dependent Volatilities
by Carl Chiarella & Erik Schlögl & Christina NikitopoulosSklibosios 
A Dynamic Analysis of Moving Average Rules
by Carl Chiarella & XueZhong He & Cars Hommes 
A Class of JumpDiffusion Bond Pricing Models within the HJM Framework
by Carl Chiarella & Christina NikitopoulosSklibosios 
Expectations of monetary policy in Australia implied by the probability distribution of interest rate derivatives
by Ramaprasad Bhar & Carl Chiarella 
Transformation of Heath?Jarrow?Morton models to Markovian systems
by R. Bhar & C. Chiarella 
Interest rate futures: estimation of volatility parameters in an arbitragefree framework
by Ramaprasad Bhar & Carl Chiarella 
A Behavioural Asset Pricing Model with a TimeVarying Second Moment
by Carl Chiarella & XueZhong He & Duo Wang 
Statistical Properties of a Heterogeneous Asset Price Model with TimeVarying Second Moment
by Carl Chiarella & XueZhong He & Duo Wang 
The Multifactor Nature of the Volatility of the Eurodollar Futures Market
by Carl Chiarella & ThuyDuong To 
Continuous Time Model Estimation
by Carl Chiarella & Shenhuai Gao 
The Volatility Structure of the Fixed Income Market under the HJM Framework: A Nonlinear Filtering Approach
by Carl Chiarella & Hing Hung & ThuyDuong To 
Pricing American Options on JumpDiffusion Processes using Fourier Hermite Series Expansions
by Carl Chiarella & Andrew Ziogas 
Keynesian Dynamics and the WagePrice Spiral: A Baseline Disequilibrium Model
by Toichiro Asada & Pu Chen & Carl Chiarella & Peter Flaschel 
The Impact of Heterogeneous Trading Rules on the Limit Order Book and Order Flows
by Carl Chiarella & Giulia Iori 
The Dynamic Interaction of Speculation and Diversification
by Carl Chiarella & Roberto Dieci & Laura Gardini 
Evaluation of American strangles
by Chiarella, Carl & Ziogas, Andrew 
Dynamic oligopolies without full information and with continuously distributed time lags
by Chiarella, Carl & Szidarovszky, Ferenc 
Speculative behaviour and complex asset price dynamics: a global analysis
by Chiarella, Carl & Dieci, Roberto & Gardini, Laura 
The value of the S&P 500A macro view of the stock market adjustment process
by Chiarella, Carl & Gao, Shenhuai 
A Class of JumpDiffusion Bond Pricing Models within the HJM Framework
by Carl Chiarella & Christina Sklibosios 
An Implementation of Bouchouev's Method for a Short Time Calibration of Option Pricing Models
by Carl Chiarella & Mark Craddock & Nadima ElHassan 
Asset Price Dynamics among Heterogeneous Interacting Agents
by Carl Chiarella & Mauro Gallegati & Roberto Leombruni & Antonio Palestrini 
Heterogeneous Expectations and Speculative Behaviour in a Dynamic MultiAsset Framework
by Carl Chiarella & Roberto Dieci & XueZhong He 
A Control Variate Method for Monte Carlo Simulations of HeathJarrowMorton with Jumps
by Carl Chiarella & Christina NikitopoulosSklibosios & Erik Schlogl 
Pricing American Options under Stochastic Volatility
by Andrew Ziogas & Carl Chiarella 
Intertemporal Asset Allocation with InflationIndexed Bonds
by C. Chiarella & C. Hsiao 
THE VALUATION OF AMERICAN EXCHANGE OPTIONS UNDER
by GERALD H. L. CHEANG & CARL CHIARELLA & ANDREW ZIOGAS 
Keynesian Dynamics and the WagePrice Spiral:Estimating and Analyzing a Baseline Disequilibrium Approach
by W. Semmler & P. Chen & C. Chiarella 
The Valuation of Multiple Asset American Options under Jump Diffusion Processes
by A. Ziogas & G. Cheang & C. Chiarella 
The Impact of ShortSale Constraints on Asset Allocation Strategies via the Backward Markov Chain Approximation Method
by Carl Chiarella & ChihYing Hsiao 
Investigating Nonlinear Speculation in Cattle, Corn and Hog Futures Markets Using Logistic Smooth Transition Regression Models
by Andreas Röthig & Carl Chiarella 
Keynesian Macrodynamics and the Phillips Curve. An Estimated Baseline Macromodel for the U.S. Economy
by Pu Chen & Carl Chiarella & Peter Flaschel & Willi Semmler 
Keynesian Disequilibrium Dynamics: Convergence, Roads to Instability and the Emergence of Complex Business Fluctuations
by Pu Chen & Carl Chiarella & Peter Flaschel & Hing Hung 
Keynesian dynamics and the wageprice spiral: A baseline disequilibrium model
by Asada, Toichiro & Chen, Pu & Chiarella, Carl & Flaschel, Peter 
American Call Options on JumpDiffusion Processes: A Fourier Transform Approach
by Carl Chiarella & Andrew Ziogas 
Pricing American Options under Stochastic Volatility and Jump Diffusion Dynamics
by Carl Chiarella & Andrew Ziogas 
Innovation and the transfer of technology : A leaderfollower model
by Chiarella, Carl & Kemp, Murray C. & van Long, Ngo 
A Dynamic Heterogeneous Beliefs CAPM
by Carl Chiarella & XueZhong He & Roberto Dieci & University of Technology Sydney 
The cobweb model: Its instability and the onset of chaos
by Chiarella, Carl 
The Volatility Structure of the Fixed Income Markets under the HJM Framework
by Thuy Duong To & Carl Chiarella & Hing Hung 
Perfect foresight models and the dynamic instability problem from a higher viewpoint
by Chiarella, Carl 
Aggregation of Heterogeneous Beliefs and Asset Pricing: A MeanVariance Analysis
by Carl Chiarella & Roberto Dieci & Tony He 
Finite Dimensional Affine Realisations of HJM Models in Terms of Forward Rates and Yields
by Carl Chiarella & Oh Kwon 
Asset price and wealth dynamics in a financial market with heterogeneous agents
by Chiarella, Carl & Dieci, Roberto & Gardini, Laura 
Competitive capitalism and cooperative labor management in a dynamic nutshell
by Chiarella, Carl & Sertel, Murat R. 
A reevaluation of adaptive expectations in light of global nonlinear dynamic analysis
by Agliari, Anna & Chiarella, Carl & Gardini, Laura 
A dynamic analysis of moving average rules
by Chiarella, Carl & He, XueZhong & Hommes, Cars 
The dynamic behaviour of workers' enterprises
by Chiarella, Carl 
Keynesian Dynamics and the WagePrice Spiral: Analyzing and Estimating a Baseline Disequilibrium Model
by Pu Chen & Carl Chiarella & Peter Flaschel & Willi Semmler 
The Impact of ShortSale Constraints on Asset Allocation Strategies via the Backward Markov Chain Approximation Method
by Carl Chiarella & ChihYing Hsiao 
Aggregation of Heterogeneous Beliefs and Asset Pricing Theory: A MeanVariance Analysis
by Carl Chiarella & Roberto Dieci & XueZhong He 
An analysis of the cobweb model with boundedly rational heterogeneous producers
by Chiarella, Carl & He, XueZhong & Hung, Hing & Zhu, Peiyuan 
Numerical Methods for American Spread Options under Jump Diffusion Processes
by 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 Meyer & Andrew Ziogas 
Intertemporal Investment Strategies Under Inflation Risk
by Carl Chiarella & ChihYing Hsiao & Willi Semmler 
Heterogeneous expectations and speculative behavior in a dynamic multiasset framework
by Chiarella, Carl & Dieci, Roberto & He, XueZhong 
Intertemporal asset allocation when the underlying factors are unobservable
by Carl Chiarella & ChihYing Hsiao & Willi Semmler 
MEAN VARIANCE PREFERENCES, EXPECTATIONS FORMATION, AND THE DYNAMICS OF RANDOM ASSET PRICES
by Volker Böhm & Carl Chiarella 
The birth of limit cycles in Cournot oligopoly models with time delays
by Chiarella, C. 
A volatility decomposition control variate technique for Monte Carlo simulations of Heath Jarrow Morton models
by Chiarella, Carl & Clewlow, Les & Musti, Silvana 
Keynesian ADAS, Quo Vadis?
by Toichiro Asada & Carl Chiarella & Peter Flaschel & Christian R. Proaño 
A Control Variate Method for Monte Carlo Simulations of HeathJarrowMorton Models with Jumps
by Carl Chiarella & Christina Nikitopoulos Sklibosios & Erik Schlogl 
The History of the Quantitative Methods in Finance Conference Series. 19922007
by Carl Chiarella & Eckhard Platen 
The Stochastic Dynamics of Speculative Prices
by Carl Chiarella & XueZhong He & Min Zheng 
The Multifactor Nature of the Volatility of Futures Markets
by Carl Chiarella & ThuyDuong Tô 
The Evaluation of American Option Prices Under Stochastic Volatility and JumpDiffusion Dynamics Using the Method of Lines
by Carl Chiarella & Boda Kang & Gunter H. Meyer & Andrew Ziogas 
Hedge Portfolios in Markets with Price Discontinuities
by Gerald H. L. Cheang & Carl Chiarella 
A Dynamic Analysis of Moving Average Rules
by Chiarella, C. & He, X.Z. & Hommes, C. H. 
A Model of Financial Market Dynamics with Heterogeneous Beliefs and StateDependent Confidence
by Carl Chiarella & Roberto Dieci & Laura Gardini & Lucia Sbragia 
Heterogeneity, Market Mechanisms, and Asset Price Dynamics
by Carl Chiarella & Roberto Dieci & XueZhong He 
Modelling the Evolution of Credit Spreads using the Cox Process within the HUM Framework: A CDS Option Pricing Model
by Carl Chiarella & Viviana Fanelli & Silvana Musti 
Exchange Options Under JumpDiffusion Dynamics
by Gerald H. L. Cheang & Carl Chiarella 
Book reviews
by M. Streit & D. Schneider & T. Tietenberg & R. Kollmann & C. Chiarella & R. Bommer & E. Plassmann & V. Valli 
The Evaluation of American Compound Option Prices Under Stochastic Volatility Using the Sparse Grid Approach
by Carl Chiarella & Boda Kang 
American Call Options Under JumpDiffusion Processes  A Fourier Transform Approach
by Carl Chiarella & Andrew Ziogas 
The volatility structure of the fixed income market under the HJM framework: A nonlinear filtering approach
by Chiarella, Carl & Hung, Hing & T., ThuyDuong 
A Dynamic Analysis of the Microstructure of Moving Average Rules in a Double Auction Market
by Carl Chiarella & XueZhong He & Paolo Pellizzari 
Foundations for a Disequilibrium Theory of the Business Cycle
by Chiarella, Carl & Flaschel, Peter & Franke, Reiner 
The Impact of Heterogeneous Trading Rules on the Limit Order Book and Order Flows
by Carl Chiarella & Giulia Iori & Josep Perello 
The Dynamics of Keynesian Monetary Growth
by Chiarella, Carl & Flaschel, Peter 
Stock Market, Interest Rate and Output: A Model and Estimation for US Time Series Data
by Chiarella Carl & Semmler Willi & Mittnik Stefan & Zhu Peiyuan 
Inferring the Forward Looking Equity Risk Premium from Derivative Prices
by Bhar Ramaprasad & Chiarella Carl & Runggaldier Wolfgang J. 
A Framework for CAPM with Heterogenous Beliefs
by Carl Chiarella & Roberto Dieci & XueZhong He 
An Analysis of American Options Under Heston Stochastic Volatility and JumpDiffusion Dynamics
by Gerald Cheang & Carl Chiarella & Andrew Ziogas 
Modelling the Evolution of Credit Spreads Using the Cox Process Within the HJM Framework A CDS Option Pricing Model
by Carl Chiarella & Viviana Fanelli & Silvana Musti 
Modelling and Estimating the Forward Price Curve in the Energy Market
by Carl Chiarella & Les Clewlow & Boda Kang 
Stabilizing an unstable economy: on the choice of proper policy measures
by Asada, Toichiro & Chiarella, Carl & Flaschel, Peter & Mouakil, Tarik & Proaño, Christian R. 
The Evaluation Of Barrier Option Prices Under Stochastic Volatility
by Carl Chiarella & Boda Kang & Gunter H. Meyer 
Output, Interest and the Stock Market: An Alternative to the Jump Variable Technique
by Carl Chiarella & Peter Flaschel & Reiner Franke & Willi Semmler 
The Financial Instability Hypothesis: A Stochastic Microfoundation Framework
by Carl Chiarella & Corrado Di Guilmi 
TimeVarying Beta: A Boundedly Rational Equilibrium Approach
by Carl Chiarella & Roberto Dieci & XueZhong He 
A Survey of Nonlinear Methods for Noarbitrage Bond Pricing
by Carl Chiarella & ChihYing Hsiao & Ming Xi Huang 
Optimal Investment Strategies under Stochastic Volatility  Estimation and Applications
by Carl Chiarella & ChihYing Hsiao 
Small Traders in Currency Futures Markets
by Carl Chiarella & Andreas Rothig 
Stabilizing an unstable economy: On the choice of proper policy measures
by Asada, Toichiro & Chiarella, Carl & Flaschel, Peter & Mouakil, Tarik & Proaño, Christian R. 
Markovian Defaultable HJM Term Structure Models with Unspanned Stochastic Volatility
by Carl Chiarella & Samuel Chege Maina & Christina NikitopoulosSklibosios 
Some Numerical Explorations of the KeynesMetzlerGoodwin Monetary Growth Model
by CHIARELLA, CARL & FLASCHEL, PETER 
The Macrodynamics of Debt Deflation
by Carl Chiarella & Peter Flaschel & Willi Semmler 
Keynesian Macrodynamics: Convergence, Roads to Instability and the Emergence of Complex Business Fluctuations
by Carl Chiarella & Hing Hung & Peter Flaschel 
A Modern View on Merton's JumpDiffusion Model
by Gerald Cheang & Carl Chiarella 
Preface
by Chiarella, Carl & Duan, JinChuan 
An analysis of the effect of noise in a heterogeneous agent financial market model
by Chiarella, Carl & He, XueZhong & Zheng, Min 
Modelling the evolution of credit spreads using the Cox process within the HJM framework: A CDS option pricing model
by Chiarella, Carl & Fanelli, Viviana & Musti, Silvana 
DYNAMICS OF NATURAL RATES OF GROWTH AND EMPLOYMENT
by Chiarella, Carl & Flaschel, Peter 
THE DYNAMICS OF KEYNESIAN MONETARY GROWTH
by Chiarella, Carl & Flaschel, Peter & Wells, Graeme 
HETEROGENEOUS BELIEFS, RISK, AND LEARNING IN A SIMPLE ASSETPRICING MODEL WITH A MARKET MAKER
by CHIARELLA, CARL & HE, XUEZHONG 
Estimating Behavioural Heterogeneity Under Regime Switching
by Carl Chiarella & XueZhong He & Weihong Huang & Huanhuan Zheng 
The Dynamics of Keynesian Monetary Growth
by Chiarella, Carl & Flaschel, Peter 
Foreword to the Special Issue of Computational Economics on Complex Dynamics in Economics and Finance
by Gian Bischi & Carl Chiarella & Laura Gardini 
Exchange Options Under JumpDiffusion Dynamics
by Gerald Cheang & Carl Chiarella 
A simulation analysis of the microstructure of double auction markets
by Carl Chiarella & Giulia Iori 
Do heterogeneous beliefs diversify market risk?
by Carl Chiarella & Roberto Dieci & XueZhong He 
STOCK‐FLOW INTERACTIONS, DISEQUILIBRIUM MACROECONOMICS AND THE ROLE OF ECONOMIC POLICY
by Toichiro Asada & Carl Chiarella & Peter Flaschel & Tarik Mouakil & Christian Proaño & Willi Semmler 
Asset price and wealth dynamics under heterogeneous expectations
by C. Chiarella & X.Z. He 
The financial instability hypothesis: A stochastic microfoundation framework
by Chiarella, Carl & Di Guilmi, Corrado 
Editorials
by Carl Chiarella & Eckhard Platen 
The dynamic behaviour of asset prices in disequilibrium: a survey
by Carl Chiarella & Roberto Dieci & XueZhong He 
Limit Distribution of Evolving Strategies in Financial Markets
by Carl Chiarella & Corrado Di Guilmi 
Credit Derivative Pricing with Stochastic Volatility Models
by Carl Chiarella & Samuel Chege Maina & Christina NikitopoulosSklibosios 
Two Stochastic Volatility Processes  American Option Pricing
by Carl Chiarella & Jonathan Ziveyi 
Stochastic Correlation and Risk Premia in Term Structure Models
by Carl Chiarella & ChihYing Hsiao & ThuyDuong To 
Particle Filters for Markov Switching Stochastic Volatility Models
by Yun Bao & Carl Chiarella & Boda Kang 
Financial Assets, Debt and Liquidity Crises
by Charpe, Matthieu & Chiarella, Carl & Flaschel, Peter & Semmler, Willi 
Modelling Default Correlations in a TwoFirm Model with Dynamic Leverage Ratios
by Carl Chiarella & ChiFai Lo & Ming Xi Huang 
Foundations for a Disequilibrium Theory of the Business Cycle
by Chiarella, Carl & Flaschel, Peter & Franke, Reiner 
Humps in the Volatility Structure of the Crude Oil Futures Market
by Carl Chiarella & Boda Kang & Christina NikitopoulosSklibosios & ThuyDuong To 
The Impact of Heterogeneous Trading Rules on the Limit Order Book and Order Flows
by Chiarella, C. & Iori, G. & Perello, J. 
Macroeconomic Stabilization Policies in Intrinsically Unstable Macroeconomies
by Chiarella Carl & Flaschel Peter & Köper Carsten & Proaño Christian & Semmler Willi 
An Evolutionary CAPM Under Heterogeneous Beliefs
by Carl Chiarella & Roberto Dieci & XueZhong He & Kai Li 
Pricing Interest Rate Derivatives in a Multifactor HJM Model with Time
by Ingo Beyna & Carl Chiarella & Boda Kang 
The stochastic bifurcation behaviour of speculative financial markets
by Chiarella, Carl & He, XueZhong & Wang, Duo & Zheng, Min 
Does the market maker stabilize the market?
by Zhu, Mei & Chiarella, Carl & He, XueZhong & Wang, Duo 
Moving average rules as a source of market instability
by Chiarella, Carl & He, XueZhong & Hommes, Cars 
The Fiscal Cost of Financial Instability
by Chiarella Carl & Di Guilmi Corrado 
Estimating behavioural heterogeneity under regime switching
by Chiarella, Carl & He, XueZhong & Huang, Weihong & Zheng, Huanhuan 
Stock market booms, endogenous credit creation and the implications of broad and narrow banking for macroeconomic stability
by Chiarella, Carl & Flaschel, Peter & Hartmann, Florian & Proaño, Christian R. 
Structural contagion and vulnerability to unexpected liquidity shortfalls
by Giansante, Simone & Chiarella, Carl & Sordi, Serena & Vercelli, Alessandro 
A DYNAMIC ANALYSIS OF THE MICROSTRUCTURE OF MOVING AVERAGE RULES IN A DOUBLE AUCTION MARKET
by Chiarella, Carl & He, XueZhong & Pellizzari, Paolo 
Representation and Numerical Approximation of American Option Prices under Heston Stochastic Volatility Dynamics
by Thomas Adolfsson & Carl Chiarella & Andrew Ziogas & Jonathan Ziveyi 
Investigating TimeEfficient Methods to Price Compound Options in the Heston Model
by Carl Chiarella & Susanne Griebsch & Boda Kang 
Monetary Policy and Debt Deflation: Some Computational Experiments
by Carl Chiarella & Corrado Di Guilmi 
Monetary Policy and Debt Deflation: Some Computational Experiments
by Carl Chiarella & Corrado Di Guilmi 
Timevarying beta: a boundedly rational equilibrium approach
by Carl Chiarella & Roberto Dieci & XueZhong He 
Learning and Evolution of Trading Strategies in Limit Order Markets
by Carl Chiarella & XueZhong He & Lijian Wei 
An evolutionary CAPM under heterogeneous beliefs
by Carl Chiarella & Roberto Dieci & XueZhong He & Kai Li 
Heterogeneous expectations and exchange rate dynamics
by Carl Chiarella & XueZhong He & Min Zheng 
The representation of American options prices under stochastic volatility and jumpdiffusion dynamics
by Gerald H. L. Cheang & Carl Chiarella & Andrew Ziogas 
The ReturnVolatility Relation in Commodity Futures Markets
by Carl Chiarella & Boda Kang & Christina Sklibosios Nikitopoulos & ThuyDuong To 
Humps in the volatility structure of the crude oil futures market: New evidence
by Chiarella, Carl & Kang, Boda & Nikitopoulos, Christina Sklibosios & Tô, ThuyDuong 
Financial instability and debt deflation dynamics in a bottomup approach
by Carl Chiarella & Corrado Di Guilmi 
Pricing American options written on two underlying assets
by Carl Chiarella & Jonathan Ziveyi 
Approximate Hedging of Options under JumpDiffusion Processes
by Karl Mina & Gerald Cheang & Carl Chiarella 
Heterogeneous Expectations in Asset Pricing: Empirical Evidence from the S&P500
by Carl Chiarella & XueZhong He & Remco C. J. Zwinkels 
A Behavioural Model of Investor Sentiment in Limit Order Markets
by Carl Chiarella & XueZhong He & Lei Shi & Lijian Wei 
Option Valuation: Some Empirical Results
by Carl Chiarella & Warren R. Hughes 
Pricing range notes within Wishart affine models
by Chiarella, Carl & Da Fonseca, José & Grasselli, Martino 
Volatility swaps and volatility options on discretely sampled realized variance
by Lian, Guanghua & Chiarella, Carl & Kalev, Petko S. 
The Numerical Solution of the American Option Pricing Problem:Finite Difference and Transform Approaches
by Carl Chiarella & Boda Kang & Gunter H. Meyer 
The macrodynamics of debt deflation
by Carl Chiarella & Peter Flaschel & Willi Semmler
edited by 
Business Confidence and Macroeconomic Dynamics in a Nonlinear TwoCountry Framework with Aggregate Opinion Dynamics
by Matthieu Charpe & Carl Chiarella & Peter Flaschel & Christian R. Proaño 
The jump component of the volatility structure of interest rate futures markets: An international comparison
by Carl Chiarella & Thuy‐Duong Tô 
Investigating nonlinear speculation in cattle, corn, and hog futures markets using logistic smooth transition regression models
by Andreas Röthig & Carl Chiarella 
Small traders in currency futures markets
by Andreas Röthig & Carl Chiarella 
Stock market booms, endogenous credit creation and the implications of broad and narrow banking for macroeconomic stability
by Carl Chiarella & Peter Flaschel & Florian Hartmann & Christian R. Proaño 
Heterogeneous expectations in asset pricing: Empirical evidence from the S&P500
by Chiarella, Carl & He, XueZhong & Zwinkels, Remco C. J. 
The Merton and Heston Model for a Call
by Carl Chiarella & Boda Kang & Gunter H. Meyer
edited by 
A Numerical Approach to Pricing American Call Options under SVJD
by Carl Chiarella & Boda Kang & Gunter H. Meyer
edited by 
Fourier Cosine Expansion Approach
by Carl Chiarella & Boda Kang & Gunter H. Meyer
edited by 
Representation and Numerical Approximation of American Option Prices under Heston
by Carl Chiarella & Boda Kang & Gunter H. Meyer
edited by 
A Dynamic Analysis of Moving Average Rules
by Carl Chiarella & Tony He & Cars H. Hommes 
American Call Options under JumpDiffusion Processes
by Carl Chiarella & Boda Kang & Gunter H. Meyer
edited by 
Introduction
by Carl Chiarella & Boda Kang & Gunter H. Meyer
edited by 
The limit distribution of evolving strategies in financial markets
by Chiarella Carl & Di Guilmi Corrado 
Conclusion
by Carl Chiarella & Boda Kang & Gunter H. Meyer
edited by 
American Option Prices under Stochastic Volatility and JumpDiffusion Dynamics — The Transform Approach
by Carl Chiarella & Boda Kang & Gunter H. Meyer
edited by 
Fear or fundamentals? Heterogeneous beliefs in the European sovereign CDS market
by Chiarella, Carl & ter Ellen, Saskia & He, XueZhong & Wu, Eliza 
Correction: Exchange Option under Jumpdiffusion Dynamics
by Ruggero Caldana & Gerald H. L. Cheang & Carl Chiarella & Gianluca Fusai 
Financial Assets, Debt and Liquidity Crises
by Charpe, Matthieu & Chiarella, Carl & Flaschel, Peter & Semmler, Willi 
Modelling the "Animal Spirits" of Bank's Lending Behaviour
by Carl Chiarella & Corrado Di Guilmi & Tianhao Zhi 
On Candlestickbased Trading Rules Profitability Analysis via Parametric Bootstraps and Multivariate PairCopula based Models
by Andreea Röthig & Andreas Röthig & Carl Chiarella 
The impact of heterogeneous trading rules on the limit order book and order flows
by Chiarella, Carl & Iori, Giulia 
Investigating nonlinear speculation in cattle, corn, and hog futures markets using logistic smooth transition regression models
by Röthig, Andreas & Chiarella, Carl 
Learning, information processing and order submission in limit order markets
by Chiarella, Carl & He, XueZhong & Wei, Lijian 
Adaptively evolving expectations in models of monetarydynamics‐ The fundamentalists forward looking
by C. Chiarella & P. Khomin 
Keynesian monetary growth dynamicsin open economies
by C. Chiarella & P. Flaschel 
Pricing American Options under Regime Switching Using Method of Lines
by Carl Chiarella & Christina NikitopoulosSklibosios & Erik Schlogl & Hongang Yang 
The feedback channels in macroeconomics: analytical foundations for structural econometric model building
by Pu Chen & Carl Chiarella & Peter Flaschel & Willi Semmler 
Stochastic correlation and risk premia in term structure models
by Chiarella, Carl & Hsiao, ChihYing & Tô, ThuyDuong 
The Return–Volatility Relation in Commodity Futures Markets
by Carl Chiarella & Boda Kang & Christina Sklibosios Nikitopoulos & Thuy‐Duong Tô 
On Filtering in Markovian Term Structure Models
by Carl Chiarella & Sara Pasquali & Wolfgang J. Runggaldier
edited by 
MONETARY POLICY AND DEBT DEFLATION: SOME COMPUTATIONAL EXPERIMENTS
by Chiarella, C. & Di Guilmi, C. 
THE EVALUATION OF MULTIPLE YEAR GAS SALES AGREEMENT WITH REGIME SWITCHING
by CARL CHIARELLA & LES CLEWLOW & BODA KANG 
A MARKOVIAN DEFAULTABLE TERM STRUCTURE MODEL WITH STATE DEPENDENT VOLATILITIES
by CARL CHIARELLA & CHRISTINA NIKITOPOULOS SKLIBOSIOS & ERIK SCHLÖGL 
Chasing trends at the microlevel: The effect of technical trading on order book dynamics
by Chiarella, Carl & Ladley, Daniel 
CREDIT DERIVATIVES PRICING WITH STOCHASTIC VOLATILITY MODELS
by CARL CHIARELLA & SAMUEL CHEGE MAINA & CHRISTINA NIKITOPOULOS SKLIBOSIOS 
INTERACTING BUSINESS CYCLE FLUCTUATIONS: A TWOCOUNTRY MODEL
by CARL CHIARELLA & PETER FLASCHEL & HING HUNG 
THE EVALUATION OF AMERICAN OPTION PRICES UNDER STOCHASTIC VOLATILITY AND JUMPDIFFUSION DYNAMICS USING THE METHOD OF LINES
by CARL CHIARELLA & BODA KANG & GUNTER H. MEYER & ANDREW ZIOGAS 
APPROXIMATE HEDGING OF OPTIONS UNDER JUMPDIFFUSION PROCESSES
by KARL FRIEDRICH MINA & GERALD H. L. CHEANG & CARL CHIARELLA 
A behavioural model of investor sentiment in limit order markets
by Carl Chiarella & XueZhong He & Lei Shi & Lijian Wei 
The Evaluation of Multiple Year Gas Sales Agreement with Regime Switching
by Carl Chiarella & Les Clewlow & Boda Kang 
Derivative Security Pricing
by Carl Chiarella & XueZhong He & Christina Sklibosios Nikitopoulos 
Book Reviews
by C. Chiarella 
Heterogeneous Expectations and Exchange Rate Dynamics
by Carl Chiarella & XueZhong He & Min Zheng 
Sustainable Asset Accumulation and Dynamic Portfolio Decisions
by Carl Chiarella & Willi Semmler & ChihYing Hsiao & Lebogang Mateane 
THE LONG RUN OUTCOMES AND GLOBAL DYNAMICS OF A DUOPOLY GAME WITH MISSPECIFIED DEMAND FUNCTIONS
by GIANITALO BISCHI & CARL CHIARELLA & MICHAEL KOPEL 
Book Reviews
by C. Chiarella & P. Flaschel & G. Groh & W. Semmler 
A GAME THEORETICAL MODEL OF INTERNATIONAL FISHING WITH TIME DELAY
by FERENC SZIDAROVSZKY & ANDREW ENGEL & CARL CHIARELLA
editor of:

Commerce, Complexity, and Evolution
edited by Barnett, William A. & Chiarella, Carl & Keen, Steve & Marks, Robert & Schnabl, Hermann 
Commerce, Complexity, and Evolution
edited by Barnett, William A. & Chiarella, Carl & Keen, Steve & Marks, Robert & Schnabl, Hermann