Dynamic Models and Their Applications in Emerging Markets

1. Introduction
Sima Motamen-Samadian

2. Continuous Time Dynamic Modelling of Interest Rates in Emerging Markets
Khalid B. Nowman, 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. Godlewski

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, Harry Thapar

6. Inflation Targeting in Emerging Economies: A Comparative Sacrifice Ratio Analysis
Rebeca I. Muñoz Torres

7. External Debt Dynamics and Growth: A Neo-Keynesian Perspective
Edgardo Jovero

Nyckelord: Finance, Banking, Macroeconomics/Monetary Economics//Financial Economics, Accounting/Auditing