Forecasting U.K. and U.S. interest rates using continuous time term structure models
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Cited by:
- Burak Saltoglu, 2003. "Comparing forecasting ability of parametric and non-parametric methods: an application with Canadian monthly interest rates," Applied Financial Economics, Taylor & Francis Journals, vol. 13(3), pages 169-176.
- Nowman, K. Ben & Saltoglu, Burak, 2003. "Continuous time and nonparametric modelling of U.S. interest rate models," International Review of Financial Analysis, Elsevier, vol. 12(1), pages 25-34.
- Nowman, K. Ben & Sorwar, Ghulam, 1999. "Pricing UK and US securities within the CKLS model Further results," International Review of Financial Analysis, Elsevier, vol. 8(3), pages 235-245, March.
- Nowman, K. Ben, 2002. "The volatility of Japanese interest rates: evidence for Certificate of Deposit and Gensaki rates," International Review of Financial Analysis, Elsevier, vol. 11(1), pages 29-38.
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