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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
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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
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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
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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
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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
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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
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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
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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