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Number of items: **35**.

Gough, Orla, 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

Dontis-Charitos, Panagiotis, Jory, Surendranath R., 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

Dontis-Charitos, Panagiotis, Gough, Orla, Nowman, K. Ben and Sivaprasad, Sheeja
(2013)
*Continuous and discrete time modelling of spillovers in equity and bond markets.*
International Journal of Bonds and Derivatives, 1 (1).
pp. 54-87.
ISSN 2050-2281

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

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

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 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

Gough, Orla, 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
(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 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 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 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
(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 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

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

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

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

Dontis-Charitos, Panagiotis, Gough, Orla, Nowman, K. Ben and Sivaprasad, Sheeja
(2013)
*Are there return and volatility spillovers from major bank stocks to the national stock market in the UK?*
In:
Global Banking, Financial Markets and Crises.
International Finance Review, 14
(1).
Emerald Group Publishing Limited, pp. 243-268.
ISBN 978-1-78350-170-0

Nowman, K. Ben
(2006)
*Continuous time interest rate models in Japanese fixed income markets.*
In:
Japanese fixed income markets: money, bond and interest rate derivatives.
Elsevier, pp. 321-346.
ISBN 0444520201

Nowman, K. Ben and Shubber, Kadom J.A.
(2005)
*Continuous time dynamic modelling of interest rates in emerging markets.*
In:
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 and Thapar, Harry
(2005)
*Econometric modelling of the Euro using two factor continuous time dynamic interest rate models.*
In:
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
(2002)
*Interest rate models in risk management: results for US treasury yields.*
In:
Financial risk and financial risk management.
Research in international business & finance
(16).
JAI Press, Amsterdam, Netherlands, pp. 325-345.
ISBN 0762308583

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)

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 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 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)

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