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Items where Author is Nowman, K. Ben

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Number of items: 36.

Bergstrom, A

Bergstrom, Albert Rex and Nowman, K. Ben (2005) Gaussian estimation of continuous time macroeconomic model of the United Kingdom with unobservable stochastic trends. In: 3rd Nordic Econometric Meeting, 26-28 May 2005, Helsinki, Finland. (Submitted)

Bergstrom, Albert Rex and Nowman, K. Ben (2007) A continuous time econometric model of the United Kingdom with stochastic trends. Cambridge University Press, Cambridge, UK. ISBN 0521875498

Byers, S

Byers, S.L. and Nowman, K. Ben (2001) Further evidence on the forecasting performance of two factor continuous time interest rate models in international and Asia-Pacific financial markets. Managerial Finance, 27 (1/2). pp. 40-61. ISSN 0307-4358

Dontis-Charitos, P

Dontis-Charitos, Panagiotis and Jory, Surendranath R. and Ngo, Thanh N. and Nowman, K. Ben (2013) A multi-country analysis of the 2007–2009 financial crisis: empirical results from discrete and continuous time models. Applied Financial Economics, 23 (11). pp. 929-950. ISSN 0960-3107

Gough, O

Gough, Orla and Nowman, K. Ben and Nurallah, Mohamed (2004) Analysis of continuous time models of the euro interbank rate. Finance Letters, 2 (1). pp. 1-4. ISSN 1740-6242

Gough, Orla and Nowman, K. Ben and Van Dellen, Stefan (2013) Forecasting daily UK interest rates using continuous time and ARIMA, ARFIMA models. Empirical Economics Letters, 12 (8). p. 813. ISSN 1681-8997

Nath, P

Nath, Purnendu and Nowman, K. Ben (2001) Estimates of the continuous time Cox-Ingersoll-Ross term structure model: further results for the UK gilt-edged market. Applied Economics Letters, 8 (2). pp. 85-88. ISSN 1350-4851

Nowman, K

Nowman, K. Ben and Saltoglu, Burak (2003) Continuous time and nonparametric modelling of U.S. interest rate models. International Review of Financial Analysis, 12 (1). pp. 25-34. ISSN 1057-5219

Nowman, K. Ben and Saltoglu, Burak (2003) An empirical comparison of interest rates using an interest rate model and nonparametric methods. Applied Economics Letters, 10 (10). pp. 643-645. ISSN 1350-4851

Nowman, K. Ben and Sorwar, Ghulam (2003) Implied option prices from the continuous time CKLS interest rate model: an application to the UK. Applied Financial Economics, 13 (3). pp. 191-197. ISSN 0960-3107

Nowman, K. Ben and Neves, Joao (2003) The ECU term structure of interest rates. European Journal of Finance, 9 (2). pp. 194-197. ISSN 1351-847X

Nowman, K. Ben and Saltoglu, Burak (2003) Forecasting Japanese interest rates: an empirical analysis. In: 2nd International Conference of the Japan Economic Policy Association, 29-30 Nov 2003, Nagoya, Japan. (Submitted)

Nowman, K. Ben and Saltoglu, Burak (2002) Forecasting Japanese interest rates: an empirical analysis. In: 14th Annual APFA/PACAP/FMA Finance Conference, 14-17 Jul 2002, Tokyo, Japan. (Submitted)

Nowman, K. Ben and Wang, Helen (2001) Modelling commodity prices using continuous time models. Applied Economics Letters, 8 (5). pp. 341-345. ISSN 1350-4851

Nowman, K. Ben (2001) Gaussian estimation and forecasting of multi-factor term structure models with an application to Japan and the United Kingdom. Asia-Pacific Financial Markets, 8 (1). pp. 23-34. ISSN 1387-2834

Nowman, K. Ben (2002) The volatility of Japanese interest rates: evidence for Certificate of Deposit and Gensaki rates. International Review of Financial Analysis, 11 (1). pp. 29-38. ISSN 1057-5219

Nowman, K. Ben (2003) A note on Gaussian estimation of the CKLS and CIR models with feedback effects for Japan. Asia-Pacific Financial Markets, 10 (2/3). pp. 275-279. ISSN 1387-2834

Nowman, K. Ben (2002) Interest rate models in risk management: results for US treasury yields. In: Batten, Jonathan and Fetherston, Thomas A., (eds.) Financial risk and financial risk management. Research in international business & finance (16). JAI Press, Amsterdam, Netherlands, pp. 325-345. ISBN 0762308583

Nowman, K. Ben and Sorwar, Ghulam (2001) An international comparison of pricing callable and puttable bonds in interbank financial markets. Managerial Finance, 27 (1/2). pp. 99-110. ISSN 0307-4358

Nowman, K. Ben and Sorwar, Ghulam (2005) Derivative prices from interest rate models: results for Canada, Hong Kong, and United States. International Review of Financial Analysis, 14 (4). pp. 428-438. ISSN 1057-5219

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

Nowman, K. Ben and Shubber, Kadom J.A. (2005) Continuous time dynamic modelling of interest rates in emerging markets. 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. ISBN 1403991529

Nowman, K. Ben (2006) Continuous time interest rate models in Japanese fixed income markets. In: Batten, Jonathan and Fetherston, Thomas A. and Szilagyi, P.G., (eds.) Japanese fixed income markets: money, bond and interest rate derivatives. Elsevier, pp. 321-346. ISBN 0444520201

Nowman, K. Ben (2005) Continuous time interest rate models in Japanese fixed income markets. In: 4th International Conference of the Japan Economic Policy Association, 17-18 Dec 2005, Kobe, Japan. (Submitted)

Nowman, K. Ben and Bergstrom, Albert Rex (2004) Gaussian estimation of a continuous time macroeconomic model of the United Kingdom with unobservable stochastic trends. In: 3rd International Conference of the Japan Economic Policy Association, 13-14 Nov 2004, Tokyo, Japan. (Submitted)

Nowman, K. Ben and Níguez, Trino Manuel (2007) Estimating the dynamics of interest rates in the Japanese economy. In: Fifteenth Annual Symposium of the Society for Nonlinear Dynamics and Econometrics, 15 16 Mar 2007, Paris, France. (Submitted)

Nowman, K. Ben and Yahia, B.B.H. (2008) Euro and FIBOR interest rates: a continuous time modelling analysis. International Review of Financial Analysis, 17 (5). pp. 1029-1035. ISSN 1057-5219

Nowman, K. Ben (2009) Rex Bergstrom's contributions to continuous time macroeconometric modelling. Econometric Theory, 25 (4). pp. 1087-1098. ISSN 0266-4666

Nowman, K. Ben and Shaw, T. (2010) Continuous time short rate models: evidence for the US. The Empirical Economics Letters, 9 (7). ISSN 1681- 8997

Nowman, K. Ben (2010) Modelling the UK and Euro yield curves using the Generalized Vasicek model: Empirical results from panel data for one and two factor models. International Review of Financial Analysis, 19 (5). pp. 334-341. ISSN 1057-5219

Nowman, K. Ben (2011) Gaussian estimation of continuous time diffusions of UK interest rates. Mathematics and Computers in Simulation, 81 (8). pp. 1618-1624. ISSN 0378-4754

Nowman, K. Ben (2011) Estimation of one, two and three factor generalized vasicek term structure models for Japanese interest rates using monthly panel data. Applied Financial Economics, 21 (14). pp. 1069-1078. ISSN 0960-3107

Nowman, K. Ben and Van Dellen, Stefan (2012) Forecasting overseas visitors into the United Kingdom using continuous time and autoregressive fractional integrated moving average models with discrete data. Tourism Economics, 18 (4). pp. 835-844. ISSN 1354-8166

Nowman, K. Ben (2010) The Level-Effect in the Fed Funds Rate: 1954-2010. The Empirical Economics Letters, 9 (10). ISSN 1681- 8997

Níguez, T

Níguez, Trino Manuel and Nowman, K. Ben (2005) Estimating the dynamics of interest rates in the Japanese economy. In: Westminster Business School Workshop in Memory of the Late Professor Albert Rex Bergstrom on Continuous Time Econometrics, 02 Dec 2005, London, UK. (Submitted)

Níguez, Trino Manuel and Nowman, K. Ben (2009) Estimating the dynamics of interest rates in the Japanese economy. Asia Pacific Journal of Economics & Business, 13 (1). pp. 18-30. ISSN 1326-8481

This list was generated on Wed Sep 3 08:45:13 2014 BST.