Narrow search
Showing 31 - 40 of 43
Cover Image
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
Cover Image
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
Cover Image
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
Cover Image
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
Cover Image
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
Cover Image
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
Cover Image
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
Cover Image
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
Cover Image
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
Cover Image
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