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Dynamic models and their applications in emerging markets

Author: Sima Motamen-Samadian
Publisher: New York : Palgrave Macmillan, 2005.
Series: Centre for the Study of Emerging Markets series.
Edition/Format:   Print book : EnglishView all editions and formats
Database:WorldCat
Summary:
"This book is valuable for all those working on financial markets and emerging economies, in particular those who are working on dynamic models at universities, financial institutions, Central Banks, and other national and international agencies."--Jacket.
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Genre/Form: Kongress
London (2004)
Material Type: Internet resource
Document Type: Book, Internet Resource
All Authors / Contributors: Sima Motamen-Samadian
ISBN: 1403991529 9781403991522
OCLC Number: 57311689
Description: xi, 139 pages : illustrations ; 23 cm.
Contents: 1. Introduction / Sima Motamen-Samadian --
2. Continuous time dynamic modelling of interest rates in emerging markets / Khalid B. Nowman and Kadom J.A. Shubber --
3. Excess credit risk and banks' default risk : an application of default prediction models to banks in emerging market economies / Christophe J. Goldlewski --
4. Modelling long memory and risk premia in Latin American sovereign bond markets / Alfonso Mendoza V. --
5. Econometric modelling of the Euro using two-factor continuous time dynamic interest rate models / Khalid B. Nowman and Harry Thapar --
6. Inflation targeting in emerging economies : a comparative sacrifice ratio analysis / Rebeca I. Munoz Torres.
Series Title: Centre for the Study of Emerging Markets series.
Responsibility: edited by Sima Montamen-Samadian.
More information:

Abstract:

"This book is valuable for all those working on financial markets and emerging economies, in particular those who are working on dynamic models at universities, financial institutions, Central Banks, and other national and international agencies."--Jacket.

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