Dynamic Models And Their Applications In Emerging Markets (Hardcover)

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; B.Nowman & K.Shubber Excess Credit Risk and Banks' Default Risk: An Application of Default Predictions Models to Banks from Emerging Market Economies; C.Godlewski Modelling Long Memory and Risk Premia in Latin American Sovereign Bond Markets; A.Mendoza Econometric Modelling of the Euro Using Two Factor Continuous Time Dynamic Interest Rate Models; B.Nowman & H.Thapar Inflation Targeting in Emerging Economies: A Comparative Sacrifice Ratio Analysis; R.Munoz Torres External Debt Dynamics and Growth: A Neo Keynesian Perspective; E.Jovero