WestminsterResearch

Econometric modelling of the Euro using two factor continuous time dynamic interest rate models

Nowman, K. Ben and Thapar, Harry (2005) Econometric modelling of the Euro using two factor continuous time dynamic interest rate models. In: Motamen-Samadian, Sima, (ed.) Dynamic models and their applications in emerging markets. Centre for the Study of Emerging Markets series . Palgrave Macmillan, Basingstoke, UK, pp. 69-76. ISBN 1403991529

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Item Type:Book Section
Research Community:University of Westminster > Westminster Business School
ID Code:2279
Deposited On:30 Jun 2006
Last Modified:18 May 2010 12:25

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