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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
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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
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An application of generalized Vasicek term structure models to the UK gilt-edged market : a Kalman filtering analysis
Babbs, Simon H. - In: Applied financial economics 8 (1998) 6, pp. 637-644
Persistent link: https://www.econbiz.de/10001253268
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Implied option prices from the continuous time CKLS interest rate model: an application to the UK
Ben Nowman, K.; Sorwar, Ghulam - In: Applied financial economics 13 (2003) 3, pp. 191-198
Persistent link: https://www.econbiz.de/10007657258
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Estimating single factor jump diffusion interest rate models
Sorwar, Ghulam - In: Applied financial economics 21 (2011) 22/24, pp. 1679-1689
Persistent link: https://www.econbiz.de/10009385057
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Implied derivative security prices based two-factor interest model : a UK application
Sorwar, Ghulam - In: Applied financial economics 15 (2005) 10, pp. 739-744
Persistent link: https://www.econbiz.de/10002955246
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Continuous-time short term interest rate models
Nowman, K. Ben - In: Applied financial economics 8 (1998) 4, pp. 401-407
Persistent link: https://www.econbiz.de/10001363514
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A multi-country analysis of the 20072009 financial crisis: empirical results from discrete and continuous time models
Dontis-Charitos, P.; Jory, S. R.; Ngo, T. N.; Nowman, K. B. - In: Applied financial economics 23 (2013) 11, pp. 929-950
Persistent link: https://www.econbiz.de/10010108426
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Implied derivative security prices based two-factor interest model: a UK application
Sorwar, Ghulam - In: Applied financial economics 15 (2005) 10, pp. 739
Persistent link: https://www.econbiz.de/10007641398
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Estimating single factor jump diffusion interest rate models
Sorwar, Ghulam - In: Applied financial economics 21 (2011) 22, pp. 1679-1690
Persistent link: https://www.econbiz.de/10009252625