Dynamic models and their applications in emerging markets /

Saved in:

Bibliographic Details
Imprint:	Basingstoke, Hampshire ; New York : Palgrave Macmillan, 2005.
Description:	xi, 139 p. : ill. ; 23 cm.
Language:	English
Series:	Centre for the Study of Emerging Markets series
Subject:	Finance -- Developing countries -- Econometric models. Credit -- Developing countries -- Econometric models. Investments -- Developing countries -- Econometric models. Risk management -- Developing countries. Credit -- Econometric models. Finance -- Econometric models. Investments -- Econometric models. Risk management. Developing countries.
Format:	Print Book
URL for this record:	http://pi.lib.uchicago.edu/1001/cat/bib/5819026

Hidden Bibliographic Details
Other authors / contributors:	Motamen-Samadian, Sima.
ISBN:	1403991529
Notes:	Includes bibliographical references and index.

Table of Contents:

List of Figures and Tables
Preface
Acknowledgements
Notes on the Contributors
Introduction--S.Motamen-Samadian
Continuous Time Dynamic Modelling of Interest Rates in Emerging Markets
Excess Credit Risk and Banks' Default Risk: An Application of Default Predictions Models to Banks from Emerging Market Economies
Modelling Long Memory and Risk Premia in Latin American Sovereign Bond Markets
Econometric Modelling of the Euro Using Two Factor Continuous Time Dynamic Interest Rate Models
Inflation Targeting in Emerging Economies: A Comparative Sacrifice Ratio Analysis
External Debt Dynamics and Growth: A Neo Keynesian Perspective

Similar Items