Access Statistics for Carl Chiarella

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Working Paper File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
A Class of Heath-Jarrow-Morton Term Structure Models with Stochastic Volatility 3 5 12 142 5 10 42 306
A Class of Jump-Diffusion Bond Pricing Models within the HJM Framework 2 7 39 239 6 25 112 482
A Complete Stochastic Volatility Model in the HJM Framework 8 14 37 182 11 26 84 347
A Control Variate Method for Monte Carlo Simulations of Heath-Jarrow-Morton with Jumps 5 13 59 344 11 42 196 954
A Dynamic Analysis of Cournot Duopoly in Imperfectly Competitive Product and Factor Markets 0 0 5 40 1 2 20 139
A Dynamic Analysis of Moving Average Rules 10 21 101 466 29 73 321 1,230
A Dynamic Analysis of Moving Average Rules 6 17 44 410 18 42 147 1,215
A Dynamic Analysis of Moving Average Rules 2 5 28 28 4 18 85 88
A Dynamic Analysis of Speculation Across Two Markets 1 1 5 65 2 3 20 169
A Dynamic Heterogeneous Beliefs CAPM 1 7 25 94 2 9 39 149
A Dynamical Analysis of Moving Average Rules 0 0 0 9 12 45 158 1,147
A Markovian Defaultable Term Structure Model with State Dependent Volatilities 0 1 13 159 1 5 39 375
A Maximum Likelihood Approach to Estimation of Heath-Jarrow-Morton Models 2 5 19 228 6 15 60 608
A Model of Monetary Growth for a Small Open Economy 0 2 3 43 0 3 7 80
A Non-Stationary Asset Pricing Model under Heterogeneous Expectations 0 0 0 0 0 5 12 144
A Preference Free Partial Differential Equation for the Term Stucture of Interest Rates 1 2 20 123 1 9 74 467
A Short Time Expansion of the Volatility Function For The Calibration of Option Pricing Models 0 0 0 0 1 4 19 278
A Survey of Models for the Pricing of Interest Rate Derivatives 0 0 0 0 1 5 17 122
A Survey of the Integral Representation of American Option Prices 3 8 20 229 9 16 49 429
A simple microstructure model of double auction markets 0 0 0 0 1 5 33 253
Adaptive Rational Expectations in Models of Monetary Dynamics 0 0 2 68 1 4 19 149
Aggregation of Heterogeneous Beliefs and Asset Pricing Theory: A Mean-Variance Analysis 2 4 21 82 5 10 62 176
Aggregation of Heterogeneous Beliefs and Asset Pricing: A Mean-Variance Analysis 1 5 16 93 3 8 45 188
American Call Options on Jump-Diffusion Processes: A Fourier Transform Approach 11 27 113 412 18 57 275 923
An Adaptive Model on Asset Pricing and Wealth Dynamics with Heterogeneous Trading Strategies 0 0 0 0 3 7 29 249
An Adaptive Model on Asset Pricing and Wealth Dynamics with Heterogeneous Trading Strategies 3 7 29 180 5 15 72 500
An Implementation of the Shirakawa Jump-Diffusion Term Structure Model 0 0 0 1 1 1 12 188
Applying Disequilibrium Growth Theory: Debt Effects and Debt Deflation 0 2 10 281 2 16 57 999
Approximating Heath-Jarrow-Morton Non-Markovian Term Structure of Interest Rate Models with Markovian Systems 0 3 10 55 0 5 18 133
Asset Price Dynamics among Heterogeneous Interacting Agents 0 0 0 0 1 4 21 191
Asset Price Dynamics with Time-Varying Second Moment 2 5 16 111 3 10 47 290
Asset Price and Wealth Dynamics Under Heterogeneous Expectations 1 2 16 136 3 5 33 281
Asset Price and Wealth Dynamics in a Financial Market with Heterogeneous Agents 1 5 26 125 2 10 61 301
Asset Price and Wealth Dynamics under Heterogeneous Expectations 0 0 0 74 2 4 30 613
Asset price and wealth dynamics in a financial market with heterogeneous agents 0 0 0 0 5 10 26 186
Bootstrap Results From the State Space From Representation of the Heath-Jarrow-Morton Model 0 0 2 41 1 1 9 159
Classes of Interest Rate Models Under the HJM Framework 3 8 38 240 14 36 101 527
Construction of Zero-Coupon Yield Curve From Coupon Bond Yield Using Australian Data 57 190 745 2,121 206 594 2,156 5,636
Continuous Time Model Estimation 5 15 46 256 13 49 134 565
Determinants of Corporate Capital Structure: Australian Evidence 5 19 60 193 12 53 150 524
Developments in Nonlinear Economic Dynamics: Past, Present and Future 1 4 11 63 4 10 26 132
Disequilibrium Growth Theory: Foundations, Synthesis, Perspectives 1 2 4 48 2 4 10 148
Dynamics of Beliefs and Learning Under aL Processes - The Heterogeneous Case 0 0 6 33 1 3 18 132
Dynamics of Beliefs and Learning Under aL Processes - The Homogeneous Case 0 0 6 32 3 10 40 190
Estimating the Term Structure of Volatility in Futures Yield - A Maximum Likelihood Approach 0 0 6 74 0 1 20 248
Estimating the Volatility Structure of an Arbitrage-Free Interest Rate Model Via the Futures Markets 2 5 29 340 5 25 105 846
Estimation in Models of the Instantaneous Short Term Interest Rate By Use of a Dynamic Bayesian Algorithm 0 3 9 68 1 8 35 220
Estimation of the Volatility Structure of the Fixed Income Market 0 0 0 4 0 0 5 120
Evaluation of American Strangles 0 0 5 97 2 6 16 228
Evaluation of American Strangles 0 2 22 110 17 49 239 791
Evaluation of Derivative Security Prices in the Heath-Jarrow-Morton Framework as Path Integrals Using Fast Fourier Transform Techniques 0 0 6 73 3 6 30 232
Evaluation of Point Barrier Options in a Path Integral Framework Using Fourier-Hermite Expansions 0 0 0 0 4 8 49 251
Exchange Options Under Jump-Diffusion Dynamics 8 12 44 44 10 22 80 80
Fading Memory Learning in the Cobweb Model with Risk Averse Heterogeneous Producers 0 0 0 0 0 6 13 195
Fading Memory Learning in the Cobweb Model with Risk Averse Heterogeneous Producers 0 0 8 82 2 16 77 584
Filtering Equity Risk Premia From Derivative Prices 2 2 7 110 3 9 30 315
Forward Rate Dependent Markovian Transformations of the Heath-Jarrow-Morton Term Structure Model 0 1 6 68 1 5 19 196
Hedge Portfolios in Markets with Price Discontinuities 1 3 16 27 2 8 62 90
Heterogeneity, Market Mechanisms, and Asset Price Dynamics 2 13 44 44 7 28 90 90
Heterogeneous Beliefs, Risk and Learning in a Simple Asset Pricing Model with a Market Maker 1 3 16 93 5 8 43 238
Heterogeneous Beliefs, Risk and Learning in a Simple Asset-Pricing Model 2 4 24 334 8 15 83 922
Heterogeneous Beliefs, Risks and Learning in a Simple Asset Pricing Model 0 0 0 36 1 4 9 148
Heterogeneous Expectations and Exchange Rate Dynamics 2 11 16 16 5 16 19 19
Heterogeneous Expectations and Speculative Behaviour in a Dynamic Multi-Asset Framework 0 3 11 71 4 12 43 186
Infering Forward Looking Financial Market Risk Premia from Derivatives Prices 2 2 8 59 7 13 81 398
Interacting Two-Country Business Fluctuations 0 1 1 21 1 2 6 92
Interacting Two-Country Business Fluctuations 0 0 4 52 2 5 27 226
Interest Rate Futures: Estimation of Volatility Parameters in an Arbitrage-Free Framework 1 3 16 106 4 10 48 334
Intertemporal Asset Allocation with Inflation-Indexed Bonds 0 0 0 0 6 12 38 136
Intertemporal Investment Strategies under Inflation Risk 4 10 65 140 28 62 275 571
Investigating Nonlinear Speculation in Cattle, Corn and Hog Futures Markets Using Logistic Smooth Transition Regression Models 1 4 17 98 3 11 58 263
Investigating nonlinear speculation in cattle, corn, and hog futures markets using logistic smooth transition regression models 0 1 2 43 2 7 22 174
Issues in Evaluating Multifactor Options in a PDE Framework 0 0 0 1 0 6 19 219
Keynes-Metzler-Goodwin Model Building: The Closed Economy 2 12 33 129 8 39 106 424
Keynesian AD-AS, Quo Vadis? 6 12 31 76 13 60 150 261
Keynesian Disequilibrium Dynamics: Convergence, Roads to Instability and the Emergence of Complex Business Fluctuations 1 5 15 65 3 15 51 189
Keynesian Dynamics and the Wage Price Spiral. A Baseline Disequilibrium Approach 0 1 7 78 2 10 44 356
Keynesian Dynamics and the Wage-Price Spiral: A Baseline Disequilibrium Model 0 5 17 76 0 18 82 308
Keynesian Dynamics and the Wage-Price Spiral:Estimating a Baseline Disequilibrium Approach 2 7 20 86 8 26 121 408
Keynesian Dynamics and the Wage-Price Spiral:Estimating and Analyzing a Baseline Disequilibrium Approach 0 0 12 63 2 18 55 211
Keynesian Macrodynamics and the Phillips Curve. An Estimated Baseline Macromodel for the U.S. Economy 2 5 32 155 6 28 108 441
Keynesian Monetary Growth Dynamics: The Missing Prototype 0 0 1 22 0 2 6 73
Learning Dynamics in a Nonlinear Stochastic Model of Exchange Rates 2 7 18 51 5 14 42 162
Learning in a Generalized Dornbusch Model of Exchange Rate Dynamics 0 2 10 127 1 4 34 455
McKean's Methods applied to American Call Options on Jump-Diffusion Processes 3 5 22 226 7 16 92 580
McKean’s Method applied to American Call Options on Jump-Diffusion Processes 0 0 0 0 3 26 40 242
Mean Variance Preferences, Expectations Formation, and the Dynamics of Random Asset Prices 2 6 20 87 6 15 72 329
Modeling the Currency Forward Risk Premium: Theory and Evidence 6 14 60 302 20 67 307 1,167
Modelling the Evolution of Credit Spreads using the Cox Process within the HUM Framework: A CDS Option Pricing Model 4 14 53 53 13 37 94 94
Modelling the Value of the S&P 500 - A System Dynamics Perspective 9 21 76 278 15 38 134 521
Monetary and Fiscal Policy Under Nonlinear Exchange Rate Dynamics 0 1 4 34 1 4 20 152
Nonlinear Phillips Curves, Complex Dynamics and Monetary Policy in a Keynesian Macro Model 0 6 13 66 2 13 39 164
Nonlinear Phillips Curves, the Emergence of Complex Dynamics and the Role of Monetary Policy Rules 0 0 0 0 0 1 5 94
Numerical Investigations of the Heath Jarrow Morton Model with Forward Rate Dependent Volatility 0 0 0 0 0 0 12 609
Numerical Methods for American Spread Options under Jump Diffusion Processes 0 0 0 0 5 15 92 332
On Filtering in Markovian Term Structure Models (An Approximation Approach) 0 3 8 50 2 9 27 165
On Market Games with Misspecified Demand Functions: Long Run Outcomes and Global Dynamics 0 0 0 4 0 2 8 103
Option Pricing in a Path Integral Framework Using Fourier-Hermite Series Expansions 2 3 16 272 2 7 25 524
Output and Interest Rates. Jump Variable and Phase Diagram Switching Methodologies 0 0 0 0 4 29 115 813
Output and the Term Structure of Interest Rates: Ways Out of th Jump-Variable Conundrum 0 2 5 73 0 9 23 218
Output, Financial Markets and Growth 0 1 8 53 1 6 18 127
PRICE DYNAMICS AND DIVERSIFICATION UNDER HETEROGENEOUS EXPECTATIONS 0 0 0 0 0 0 2 95
Price Flexibility and Debt Dynamics in a High Order AS-AD Model 0 2 5 45 1 8 41 273
Pricing American Interest Rate Options in a Heath-Jarrow-Morton Framework Using Method of Lines 1 3 23 188 1 13 82 619
Pricing American Options on Jump-Diffusion Processes using Fourier Hermite Series Expansions 0 2 26 219 0 6 55 427
Pricing American Options on Jump-Diffusion Processes using Fourier-Hermite Series Expansions 0 0 0 2 2 4 25 462
Pricing American Options under Stochastic Volatility 0 0 0 3 1 6 29 236
Pricing American Options under Stochastic Volatility and Jump Diffusion Dynamics 0 0 0 0 1 10 47 239
Real-Financial Interaction: A Reconsideration of the Blanchard Model with a State-of-Market Dependent Reaction Coefficient 0 2 12 61 5 9 37 233
Real-Financial Interaction: Implications of Budget Equations and Capital Accumulation 0 4 13 62 4 14 61 398
Real-Financial Interaction: Integrating Supply Side Wage-Price Dynamics and the Stock Market 0 1 4 26 0 7 24 113
Solving the Price-Earnings Puzzle 0 1 6 93 2 6 24 259
Speculative Behaviour and Complex Asset Price Dynamics 0 0 0 1 4 6 21 119
Stability Analysis of a High-Dimensional Macrodynamic Model of Real-Financial Interaction: A Cascade of Matrices Approach 0 2 14 65 2 10 41 229
Stability of Competitive Equilibria with Heterogeneous Beliefs and Learning 0 3 8 28 0 3 15 67
State Variables and the Affine Nature of Markovian HJM Term Structure Models 1 5 19 145 4 14 51 349
Statistical Properties of a Heterogeneous Asset Price Model with Time-Varying Second Moment 2 5 11 126 3 10 47 283
Stratetic Asset Allocation with an Arbitrage-Free Bond Market using Dynamic Programming 0 0 0 1 3 8 38 343
THE EVALUATION OF MULTIASSET EUROPEAN AND AMERICAN OPTIONS VIA FOURIER HERMITE SERIES EXPANSIONS 0 0 0 0 4 15 49 675
THE VALUATION OF AMERICAN EXCHANGE OPTIONS UNDER 0 0 0 3 5 15 42 432
The Birth of Limit Cycles in Cournot Oligopoly Models with Time Delays 0 2 6 22 0 5 18 105
The Birth of Limit Cycles in Nonlinear Oligipolies with Continuously Distributed Information Lags 0 0 0 0 0 4 13 82
The Calibration of Stock Option Pricing Models Using Inverse Problem Methodology 2 8 43 237 5 22 86 496
The Dynamics of Speculative Behaviour 5 9 28 142 7 13 42 256
The Dynamics of the Cobweb when Producers are Risk Averse Learners 0 0 1 14 0 1 5 61
The Estimation of the Heath-Jarrow-Morton Model by Use of Kalman Filtering Techniques 4 10 39 124 15 34 95 296
The Evaluation of American Compound Option Prices Under Stochastic Volatility Using the Sparse Grid Approach 1 10 21 21 4 23 36 36
The Evaluation of American Option Prices Under Stochastic Volatility and Jump-Diffusion Dynamics Using the Method of Lines 4 12 80 100 12 41 194 235
The History of the Quantitative Methods in Finance Conference Series. 1992-2007 8 14 52 78 13 26 107 157
The Impact of Heterogeneous Trading Rules on the Limit Order Book and Order Flows 0 5 15 99 0 8 41 223
The Impact of Heterogeneous Trading Rules on the Limit Order Book and Order Flows 2 5 18 28 4 7 46 60
The Impact of Short-Sale Constraints on Asset Allocation Strategies via the Backward Markov Chain Approximation Method 1 3 15 70 6 18 98 254
The Interaction of the Financing and Investment Decisions: Preliminary Results in the Australian Context 1 4 9 47 6 18 35 165
The Jump Component of the Volatility Structure of Interest Rate Futures Markets: An International Comparison 1 2 12 163 1 5 32 402
The Macrodynamics of Debt Deflation 0 9 29 315 1 14 59 807
The Pricing of Multifactor Derivative Securities in a Path-Integral Framework using Multidimensional Fourier-Hermite Series Expansions 0 0 0 0 2 4 17 280
The Reduction of Forward Rate Dependent Volatility HJM Models to Markovian Form: Pricing European Bond Option 1 4 25 151 7 19 79 440
The Stochastic Dynamics of Speculative Prices 3 11 36 49 5 19 68 101
The Structure of Keynesian Macrodynamics: A Framework for Future Research 0 1 8 87 1 3 15 142
The Valuation of Multiple Asset American Options under Jump Diffusion Processes 0 0 0 4 2 8 47 287
The Volatility Structure of the Fixed Income Market under the HJM Framework: A Nonlinear Filtering Approach 7 14 34 220 14 36 115 560
The Volatility Structure of the Fixed Income Market under the HJM Framework: A Nonlinear Filtering Approach 2 11 32 238 11 35 96 628
The Volatility Structure of the Fixed Income Markets under the HJM Framework 0 0 0 0 1 4 16 79
The Volatility of the Instantaneous Spot Interest Rate Implied by Arbitrage Pricing - A Dynamic Bayesian Approach 2 8 20 165 8 32 132 682
Towards Applied Disequilibrium Growth Theory: I The Starting Model 1 1 3 18 1 1 8 59
Towards Applied Disequilibrium Growth Theory: II Intensive Form and Steady State Analysis of the Model 0 1 3 24 0 4 14 97
Towards Applied Disequilibrium Growth Theory: III Basic Partial Feedback Structures and Stability Issues 0 0 0 0 1 1 10 92
Towards Applied Disequilibrium Growth Theory: IV Numerical Investigations of the Core 18D Model 0 1 2 33 0 1 166 296
Towards Applied Disequilibrium Growth Theory: V Housing Investment Cycles, Private Debt Accumulation and Deflation 2 6 13 64 4 13 38 221
Towards Applied Disequilibrium Growth Theory: VI Substitution, Money-Holdings, Wealth-Effects and Further Extensions 0 1 2 33 3 9 26 254
Towards Applied Disequilibrium Growth Theory: VII Intensive Form and Steady State Calculation in the Case of Substitution 0 0 1 20 0 5 17 113
Transformation of Heath-Jarrow-Morton Models to Markovian Systems 5 13 56 141 6 21 132 353
Type I Spurious Regression in Econometrics 1 3 18 130 5 14 52 423
Visual Modeling of Endogenous Fluctuations in Economic Dynamic Systems 3 4 9 58 3 8 24 147
Total Working Papers 266 823 3,241 16,046 883 2,836 11,258 55,036

Journal Article File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
A Class of Jump-Diffusion Bond Pricing Models within the HJM Framework 0 1 10 103 0 5 21 263
A Control Variate Method for Monte Carlo Simulations of Heath-Jarrow-Morton Models with Jumps 0 0 13 21 1 14 55 99
A MARKOVIAN DEFAULTABLE TERM STRUCTURE MODEL WITH STATE DEPENDENT VOLATILITIES 0 0 4 4 0 1 15 15
A Model of Financial Market Dynamics with Heterogeneous Beliefs and State-Dependent Confidence 1 3 10 10 2 5 21 21
A dynamic analysis of moving average rules 2 7 24 99 2 12 67 283
A re-evaluation of adaptive expectations in light of global nonlinear dynamic analysis 0 1 3 10 0 2 6 30
A volatility decomposition control variate technique for Monte Carlo simulations of Heath Jarrow Morton models 2 4 14 18 3 6 38 64
American Call Options Under Jump-Diffusion Processes - A Fourier Transform Approach 4 13 15 15 8 27 30 30
An Implementation of Bouchouev's Method for a Short Time Calibration of Option Pricing Models 2 6 8 26 2 11 14 122
An analysis of the cobweb model with boundedly rational heterogeneous producers 0 4 6 14 0 6 26 70
Asset Price Dynamics among Heterogeneous Interacting Agents 0 0 10 53 1 1 20 105
Asset price and wealth dynamics in a financial market with heterogeneous agents 0 1 4 23 2 4 13 52
Book reviews 0 1 1 1 0 2 4 4
Competitive capitalism and cooperative labor management in a dynamic nutshell 2 4 12 19 5 16 79 150
DYNAMICS OF NATURAL RATES OF GROWTH AND EMPLOYMENT 1 1 1 1 1 1 2 2
Dynamic oligopolies without full information and with continuously distributed time lags 0 0 0 5 0 0 0 37
Dynamics of beliefs and learning under aL-processes -- the heterogeneous case 0 2 4 27 0 3 12 116
Economic dynamics: Wei-Bin Zhang, (Lecture Notes in Economics and Mathematical Systems, Springer Verlag, 1990) vol. 350, pp. x+232, DM 45 (paper) 1 1 20 128 6 8 53 405
Evaluation of American option prices in a path integral framework using Fourier-Hermite series expansions 1 1 13 88 2 3 25 256
Evaluation of American strangles 0 0 0 29 1 2 6 117
Excessive exchange rate variability: A possible explanation using nonlinear economic dynamics 0 1 2 16 0 1 6 63
Expectations of monetary policy in Australia implied by the probability distribution of interest rate derivatives 0 2 6 41 3 6 25 200
Finite Dimensional Affine Realisations of HJM Models in Terms of Forward Rates and Yields 1 2 16 50 4 8 54 171
Forward rate dependent Markovian transformations of the Heath-Jarrow-Morton term structure model 0 0 5 302 3 6 26 1,104
HETEROGENEOUS BELIEFS, RISK, AND LEARNING IN A SIMPLE ASSET-PRICING MODEL WITH A MARKET MAKER 2 3 3 3 7 10 10 10
Heterogeneous Beliefs, Risk and Learning in a Simple Asset Pricing Model 1 4 8 97 25 30 44 301
Heterogeneous expectations and speculative behavior in a dynamic multi-asset framework 0 0 6 18 1 1 17 49
High order disequilibrium growth dynamics: Theoretical aspects and numerical features 0 0 0 9 0 0 2 39
INTERACTING BUSINESS CYCLE FLUCTUATIONS: A TWO-COUNTRY MODEL 0 0 3 3 1 3 14 14
Inferring the Forward Looking Equity Risk Premium from Derivative Prices 0 5 24 187 8 33 116 633
Innovation and the transfer of technology: A leader-follower model 0 2 12 27 4 12 56 125
Interest rate futures: estimation of volatility parameters in an arbitrage-free framework 0 2 16 126 9 16 63 556
Intertemporal asset allocation when the underlying factors are unobservable 2 2 6 15 5 7 37 106
Keynesian Dynamics and the Wage-Price Spiral: Analyzing and Estimating a Baseline Disequilibrium Model 0 0 0 1 1 6 24 69
Keynesian dynamics and the wage-price spiral: A baseline disequilibrium model 0 1 6 16 0 3 18 68
MEAN VARIANCE PREFERENCES, EXPECTATIONS FORMATION, AND THE DYNAMICS OF RANDOM ASSET PRICES 0 1 4 8 1 4 11 21
On the Economics of International Fisheries 0 2 3 21 0 2 9 65
Perfect foresight models and the dynamic instability problem from a higher viewpoint 0 1 2 6 1 4 11 27
Real and monetary cycles in models of Keynes-Wicksell type 0 0 5 23 1 2 11 83
Speculative behaviour and complex asset price dynamics: a global analysis 2 2 8 46 6 6 20 105
Stock Market, Interest Rate and Output: A Model and Estimation for US Time Series Data 5 13 43 293 13 52 158 1,090
THE DYNAMICS OF KEYNESIAN MONETARY GROWTH 2 4 4 4 3 7 9 9
The Dynamic Interaction of Speculation and Diversification 1 1 5 39 4 7 23 136
The Impact of Short-Sale Constraints on Asset Allocation Strategies via the Backward Markov Chain Approximation Method 0 0 2 19 0 2 21 100
The Multifactor Nature of the Volatility of Futures Markets 0 2 3 21 1 3 10 68
The bifurcation of probability distributions in a non-linear rational expectations model of monetary economy 0 1 2 13 0 1 7 47
The birth of limit cycles in Cournot oligopoly models with time delays 0 0 0 0 0 1 3 11
The cobweb model: Its instability and the onset of chaos 3 6 23 67 4 19 79 184
The dynamic behaviour of workers' enterprises 0 0 1 3 0 0 5 13
The value of the S&P 500--A macro view of the stock market adjustment process 0 1 6 23 0 1 14 74
The volatility structure of the fixed income market under the HJM framework: A nonlinear filtering approach 2 3 3 3 11 13 13 13
Transformation of Heath–Jarrow–Morton models to Markovian systems 0 1 4 90 0 1 12 288
Total Journal Articles 37 112 403 2,284 152 396 1,435 8,083

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Statistics updated 2009-07-03