Number of items: **36**.

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

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)

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

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. 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

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)

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

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)

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

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

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

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

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

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, 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

This list was generated on **Wed Jul 23 22:49:28 2014 BST**.