Professor Ben Nowman
Department: Finance and Business Law (FBL), Westminster Business School
Position: Professor of Finance
Contact:
+44 (0)20 7911 5000
nowmank@westminster.ac.uk
Education
PhD Economics, University of Essex
MSc Econometrics and Mathematical Economics, LSE
MA Econometrics, University of Essex
BA Mathematical Economics
Biography
Ben Nowman joined WBS in 2003. He has previously worked at Durham University, University of Kent, City University Business School, University of Essex, and London Business School. He has also worked at Barclays Bank, Bank of England and First National Bank of Chicago.Teaching
Ben teaches on the MSc modules International Risk Management, Fixed Income Analysis and Forecasting Financial Markets.
Research
His research interests are in financial econometrics and the econometrics of interest rate models used in financial markets.
Publications
Journal articles
Nowman, K. B. and T. M. Niguez (2009). Estimating the Dynamics of Japanese Interest Rates, Asia Pacific Journal of Economics and Business, Vol.13, 3-13.
Nowman, K. B. (2009). Rex Bergstrom’s Contributions to Continuous Time Macroeconometric Modeling, Econometric Theory, Vol.25, 1087-109.
Nowman, K. B. and B. B. H. Yahia (2008). Euro and FIBOR Interest Rates: A Continuous Time Modelling Analysis. International Review of Financial Analysis, Vol.17, 1029-1035.
Books, book chapters and reports
Bergstrom, A. R. and K. B. Nowman (2007). A Continuous Time Econometric Model of the United Kingdom with Stochastic Trends, Cambridge University Press.
Nowman, K. B. (2006). Continuous Time Interest Rate Models in Japanese Fixed Income Markets, in Japanese Fixed Income Markets: Money, Bond and Interest Rate Derivatives edited by J. A. Batten, T. A. Fetherston and P. G. Szilagyi, Elsevier, 321-346.
