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Search: "Nowman, Kalid Ben"
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35
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Nowman, Kalid Ben
35
Bergstrom, Albert R.
4
Sorwar, Ghulam
4
Gough, Orla
3
Van Dellen, S.
3
Babbs, Simon H.
2
Chambers, Marcus J.
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Dontis-Charitos, Panagiotis
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International review of financial analysis
5
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4
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3
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3
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3
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1
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1
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1
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1
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ECONIS (ZBW)
35
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1
Forecasting long term UK interest rates
Gough, O.
;
Nowman, Kalid Ben
;
Van Dellen, S.
- In:
The empirical economics letters : a monthly …
13
(
2014
)
10
,
pp. 1035-1043
Persistent link: https://www.econbiz.de/10010527324
Saved in:
2
Modelling and forecasting international interest rate spreads : UK, Germany, Japan and the USA
Gough, Orla
;
Nowman, Kalid Ben
;
Van Dellen, Stefan
- In:
International journal of financial engineering and risk …
1
(
2014
)
4
,
pp. 309-333
Persistent link: https://www.econbiz.de/10010476910
Saved in:
3
Continuous and discrete time modelling of spillovers in equity and bond markets
Dontis-Charitos, Panagiotis
;
Gough, Orla
;
Nowman, Kalid Ben
- In:
International journal of bonds and derivatives
1
(
2013
)
1
,
pp. 54-87
Persistent link: https://www.econbiz.de/10010338909
Saved in:
4
A multi-country analysis of the 2007 - 2009 financial crisis : empirical results from discrete and continuous time models
Dontis-Charitos, P.
;
Jory, S. R.
;
Ngo, T. N.
;
Nowman, …
- In:
Applied financial economics
23
(
2013
)
10/12
,
pp. 929-950
Persistent link: https://www.econbiz.de/10009772214
Saved in:
5
Forecasting daily UK interest rates using continuous time and ARIMA, ARFIMA models
Gough, O.
;
Nowman, Kalid Ben
;
Van Dellen, S.
- In:
The empirical economics letters : a monthly …
12
(
2013
)
8
,
pp. 813-824
Persistent link: https://www.econbiz.de/10010363113
Saved in:
6
Are there return and volatility spillovers from major bank stocks to the national stock market in the UK?
Dontis-Charitos, Panagiotis
;
Gough, Orla
;
Nowman, Kalid Ben
- In:
Global banking, financial markets and crises
,
(pp. 243-268)
.
2013
Persistent link: https://www.econbiz.de/10010231076
Saved in:
7
Forecasting overseas visitors to the UK using continuous time and autoregressive fractional integrated moving average models with discrete data
Nowman, Kalid Ben
;
Van Dellen, S.
- In:
Tourism economics : the business and finance of tourism …
18
(
2012
)
4
,
pp. 835-844
Persistent link: https://www.econbiz.de/10009669974
Saved in:
8
Advanced continuous time dynamic modelling of the Japanese yield curve
Nowman, Kalid Ben
- In:
Interest rates : term structure models, monetary …
,
(pp. 3-17)
.
2012
Persistent link: https://www.econbiz.de/10009658370
Saved in:
9
US financial market linkages : continuous and discrete time analysis
Nowman, Kalid Ben
- In:
The empirical economics letters : a monthly …
10
(
2011
)
11
,
pp. 1055-1068
Persistent link: https://www.econbiz.de/10009572639
Saved in:
10
Estimation of one-, two- and three-factor generalized Vasicek term structure models for Japanese interest rates using monthly panel data
Nowman, Kalid Ben
- In:
Applied financial economics
21
(
2011
)
13/15
,
pp. 1069-1078
Persistent link: https://www.econbiz.de/10009317436
Saved in:
11
Estimating the dynamics of interest rates in the Japanese economy
Nowman, Kalid Ben
;
Ñíguez, Trino-Manuel
- In:
The Asia Pacific journal of economics and business : APJEB
13
(
2009
)
1
,
pp. 3-13
Persistent link: https://www.econbiz.de/10003933215
Saved in:
12
Rex Bergstrom's contributions to continuous time macroeconometric modeling
Nowman, Kalid Ben
- In:
Econometric theory
25
(
2009
)
4
,
pp. 1087-1098
Persistent link: https://www.econbiz.de/10003875938
Saved in:
13
Euro and FIBOR interest rates : a continuous time modelling analysis
Nowman, Kalid Ben
;
Yahia, B. B. H.
- In:
International review of financial analysis
17
(
2008
)
5
,
pp. 1029-1035
Persistent link: https://www.econbiz.de/10003792389
Saved in:
14
Derivative prices from interest rate models : results for Canada, Hong Kong, and United States
Nowman, Kalid Ben
;
Sorwar, Ghulam
- In:
International review of financial analysis
14
(
2005
)
4
,
pp. 428-438
Persistent link: https://www.econbiz.de/10003117478
Saved in:
15
The ECU term structure of interest rates
Neves, Joao
;
Nowman, Kalid Ben
- In:
The European journal of finance
9
(
2003
)
2
,
pp. 194-197
Persistent link: https://www.econbiz.de/10001756882
Saved in:
16
Continuous time and nonparametric modeling of U.S. interest rate models
Nowman, Kalid Ben
;
Saltoğlu, Burak
- In:
International review of financial analysis
12
(
2003
)
1
,
pp. 25-34
Persistent link: https://www.econbiz.de/10001769949
Saved in:
17
A note on Gaussian estimation of the CKLS and CIR models with feedback effects for Japan
Nowman, Kalid Ben
- In:
Asia-Pacific financial markets
10
(
2003
)
2/3
,
pp. 275-279
Persistent link: https://www.econbiz.de/10002766432
Saved in:
18
An empirical comparison of interest rates using an interest rate model and nonparametric methods
Nowman, Kalid Ben
;
Saltoglu, Burak
- In:
Applied economics letters
10
(
2003
)
10
,
pp. 643-645
Persistent link: https://www.econbiz.de/10001801948
Saved in:
19
Implied option prices from the continuous time CKLS interest rate model : an application to the UK
Nowman, Kalid Ben
;
Sorwar, Ghulam
- In:
Applied financial economics
13
(
2003
)
3
,
pp. 191-198
Persistent link: https://www.econbiz.de/10001742866
Saved in:
20
Interest rate models in risk management: results for US Treasury yields
Nowman, Kalid Ben
- In:
Financial risk and financial risk management
,
(pp. 325-345)
.
2002
Persistent link: https://www.econbiz.de/10001755650
Saved in:
21
The volatility of Japenese interest rates evidence for certificate of deposit and Gensaki rates
Nowman, Kalid Ben
- In:
International review of financial analysis
11
(
2002
)
1
,
pp. 29-38
Persistent link: https://www.econbiz.de/10001745207
Saved in:
22
Gaussian estimation and forecasting of multi-factor term structure models with an application to Japan and the United Kingdom
Nowman, Kalid Ben
- In:
Asia-Pacific financial markets
8
(
2001
)
1
,
pp. 23-34
Persistent link: https://www.econbiz.de/10001601028
Saved in:
23
An evaluation of contingent claims using the CKLS interest rate model : an analysis of Australia, Japan, and the United Kingdom
Nowman, Kalid Ben
;
Sorwar, Ghulam
- In:
Asia-Pacific financial markets
6
(
1999
)
3
,
pp. 205-219
Persistent link: https://www.econbiz.de/10001449329
Saved in:
24
Kalman filtering of Generalized Vasicek term structure models
Babbs, Simon H.
;
Nowman, Kalid Ben
- In:
Journal of financial and quantitative analysis : JFQA
34
(
1999
)
1
,
pp. 115-130
Persistent link: https://www.econbiz.de/10001436345
Saved in:
25
Pricing UK and US securities with in the CKLS model : further results
Nowman, Kalid Ben
;
Sorwar, Ghulam
- In:
International review of financial analysis
8
(
1999
)
3
,
pp. 235-245
Persistent link: https://www.econbiz.de/10001495523
Saved in:
26
An application of generalized Vasicek term structure models to the UK gilt-edged market : a Kalman filtering analysis
Babbs, Simon H.
- In:
Applied financial economics
8
(
1998
)
6
,
pp. 637-644
Persistent link: https://www.econbiz.de/10001253268
Saved in:
27
Forecasting with the almost ideal demand system / evidence from some alternative dynamic specifications
Chambers, Marcus J.
- In:
Applied economics
29
(
1997
)
7
,
pp. 935-943
Persistent link: https://www.econbiz.de/10001224835
Saved in:
28
Gaussian estimation of single-factor continuous time models of the term structure of interest rates
Nowman, Kalid Ben
- In:
The journal of finance : the journal of the American …
52
(
1997
)
4
,
pp. 1695-1706
Persistent link: https://www.econbiz.de/10001227625
Saved in:
29
Forecasting with the almost ideal demand system
Chambers, Marcus J.
;
Nowman, Kalid Ben
-
1994
Persistent link: https://www.econbiz.de/10000885904
Saved in:
30
Monetary and fiscal policy in a second-order continuous time macroeconometric model of the United Kingdom
Bergstrom, Albert R.
- In:
Journal of economic dynamics & control
18
(
1994
)
3
,
pp. 731-761
Persistent link: https://www.econbiz.de/10001160922
Saved in:
31
Recent developments in continuous time econometric modelling
Nowman, Kalid Ben
- In:
Economic notes : economic review of Banca Monte dei …
20
(
1991
)
3
,
pp. 451-473
Persistent link: https://www.econbiz.de/10001124402
Saved in:
32
Monetary and fiscal policy in a second order continuous time macroeconometric model of the United Kingdom
Bergstrom, Albert R.
;
Nowman, Kalid Ben
;
Wandasiewicz, S.
-
1992
Persistent link: https://www.econbiz.de/10000849376
Saved in:
33
Continuous time econometric modelling of energy demand : a new approach
Nowman, Kalid Ben
- In:
Energy demand : evidence and expectations
,
(pp. 237-249)
.
1992
Persistent link: https://www.econbiz.de/10001281020
Saved in:
34
Gaussian estimation of a second order continuous time macroeconometric model of the UK
Bergstrom, Albert R.
- In:
Economic modelling
9
(
1992
)
4
,
pp. 313-351
Persistent link: https://www.econbiz.de/10001137698
Saved in:
35
Gaussian estimation of a second order continuous time macroeconometric model of the United Kingdom
Bergstrom, Albert R.
;
Nowman, Kalid Ben
;
Wymer, Clifford R.
-
1991
Persistent link: https://www.econbiz.de/10000825138
Saved in:
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