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Search: person:"SCHOTMAN, P."
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Schotman, Peter C.
17
Bams, Dennis
2
Munnik, Jeroen F. de
2
Osterrieder, Daniela
2
Pelsser, Antoon André Jean
2
Pfann, Gerard A.
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Tschernig, Rolf
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ECONIS (ZBW)
17
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17
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1
Hedging long-term liabilities
Quaedvlieg, Rogier
;
Schotman, Peter C.
- In:
Journal of financial econometrics
20
(
2022
)
3
,
pp. 505-538
Persistent link: https://www.econbiz.de/10013349137
Saved in:
2
What does a term structure model imply about very long-term interest rates?
Balter, Anne G.
;
Pelsser, Antoon André Jean
;
Schotman, …
- In:
Journal of empirical finance
62
(
2021
),
pp. 202-219
Persistent link: https://www.econbiz.de/10012693395
Saved in:
3
Robust long-term interest rate risk hedging in incomplete bond markets
Shen, Sally
;
Pelsser, Antoon André Jean
;
Schotman, Peter C.
- In:
Journal of pension economics and finance : JPEF
20
(
2021
)
2
,
pp. 273-300
Persistent link: https://www.econbiz.de/10012505369
Saved in:
4
The volatility of long-term bond returns : rersistent interest shocks and time-varying risk premiums
Osterrieder, Daniela
;
Schotman, Peter C.
-
2012
Persistent link: https://www.econbiz.de/10009576958
Saved in:
5
The volatility of long-term bond returns : persistent interest shocks and time-varying risk premiums
Osterrieder, Daniela
;
Schotman, Peter C.
- In:
The review of economics and statistics
99
(
2017
)
5
,
pp. 884-895
Persistent link: https://www.econbiz.de/10011781305
Saved in:
6
Direct estimation of the risk neutral factor dynamcis of Gaussian term structure models
Bams, Dennis
;
Schotman, Peter C.
- In:
Journal of econometrics
117
(
2003
)
1
,
pp. 179-206
Persistent link: https://www.econbiz.de/10001787610
Saved in:
7
When units roots matter : excess volatility and excess smoothness of long-term interest rates
Schotman, Peter C.
- In:
Journal of empirical finance
8
(
2001
)
5
,
pp. 669-694
Persistent link: https://www.econbiz.de/10001655359
Saved in:
8
Direct estimation of the risk neutral factor dynamics of affine term structure models
Bams, Dennis
-
1998
Persistent link: https://www.econbiz.de/10013422670
Saved in:
9
Small sample properties of the regression test of the expectations model of the term structure
Schotman, Peter C.
- In:
Economics letters
57
(
1997
)
2
,
pp. 129-134
Persistent link: https://www.econbiz.de/10001235649
Saved in:
10
Nonlinear interest rate dynamics and implications for the term structure
Pfann, Gerard A.
;
Schotman, Peter C.
;
Tschernig, Rolf
- In:
Journal of econometrics
74
(
1996
)
1
,
pp. 149-176
Persistent link: https://www.econbiz.de/10001755396
Saved in:
1
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