Dynamic Models and Their Applications in Emerging Markets
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Published By Palgrave Macmillan UK

9781349542840, 9780230599598

Latest Documents Most Cited Documents Contributed Authors Related Sources Related Keywords

Modelling Long Memory and Risk Premia in Latin American Sovereign Bond Markets

Dynamic Models and Their Applications in Emerging Markets ◽

10.1057/9780230599598_4 ◽

2005 ◽

pp. 41-68

Author(s):

Alfonso Mendoza V.

Keyword(s):

Latin American ◽

Long Memory ◽

Risk Premia ◽

Bond Markets ◽

Sovereign Bond ◽

Sovereign Bond Markets

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Inflation Targeting in Emerging Economies: A Comparative Sacrifice Ratio Analysis

Dynamic Models and Their Applications in Emerging Markets ◽

10.1057/9780230599598_6 ◽

2005 ◽

pp. 77-108

Author(s):

Rebeca I. Muñoz Torres

Keyword(s):

Emerging Economies ◽

Inflation Targeting ◽

Ratio Analysis ◽

Sacrifice Ratio

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Econometric Modelling of the Euro Using Two-Factor Continuous Time Dynamic Interest Rate Models

Dynamic Models and Their Applications in Emerging Markets ◽

10.1057/9780230599598_5 ◽

2005 ◽

pp. 69-76

Author(s):

Khalid B. Nowman ◽

Harry Thapar

Keyword(s):

Interest Rate ◽

Continuous Time ◽

Interest Rate Models ◽

Econometric Modelling ◽

Time Dynamic

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Continuous Time Dynamic Modelling of Interest Rates in Emerging Markets

Dynamic Models and Their Applications in Emerging Markets ◽

10.1057/9780230599598_2 ◽

2005 ◽

pp. 5-12

Author(s):

Khalid B. Nowman ◽

Kadom J. A. Shubber

Keyword(s):

Emerging Markets ◽

Interest Rates ◽

Continuous Time ◽

Dynamic Modelling ◽

Time Dynamic

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Introduction

Dynamic Models and Their Applications in Emerging Markets ◽

10.1057/9780230599598_1 ◽

2005 ◽

pp. 1-4

Author(s):

Sima Motamen-Samadian

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External Debt Dynamics and Growth: A Neo-Keynesian Perspective

Dynamic Models and Their Applications in Emerging Markets ◽

10.1057/9780230599598_7 ◽

2005 ◽

pp. 109-131

Author(s):

Edgardo Jovero

Keyword(s):

External Debt ◽

Debt Dynamics

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Excess Credit Risk and Banks’ Default Risk: An Application of Default Prediction Models to Banks in Emerging Market Economies

Dynamic Models and Their Applications in Emerging Markets ◽

10.1057/9780230599598_3 ◽

2005 ◽

pp. 13-40 ◽

Cited By ~ 2

Author(s):

Christophe J. Godlewski

Keyword(s):

Credit Risk ◽

Default Risk ◽

Prediction Models ◽

Emerging Market ◽

Emerging Market Economies ◽

Market Economies ◽

Default Prediction

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Dynamic Models and Their Applications in Emerging MarketsLatest Publications

TOTAL DOCUMENTS

H-INDEX

Published By Palgrave Macmillan UK

Modelling Long Memory and Risk Premia in Latin American Sovereign Bond Markets

Inflation Targeting in Emerging Economies: A Comparative Sacrifice Ratio Analysis

Econometric Modelling of the Euro Using Two-Factor Continuous Time Dynamic Interest Rate Models

Continuous Time Dynamic Modelling of Interest Rates in Emerging Markets

Introduction

External Debt Dynamics and Growth: A Neo-Keynesian Perspective

Excess Credit Risk and Banks’ Default Risk: An Application of Default Prediction Models to Banks in Emerging Market Economies

Dynamic Models and Their Applications in Emerging Markets
Latest Publications