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The price approach to financial integration : decomposing European money market interest rate differentials
Lemmen, Jan; Eijffinger, Sylvester C. W. - 1994
Persistent link: https://www.econbiz.de/10000888237
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Common factors in international bond returns
Driessen, Joost (contributor);  … - 2000
In this paper we estimate and interpret the factors that jointly determine bond returns of different maturities in the US, Germany and Japan. We analyze both currency-hedged as well as unhedged bond returns. For currency-hedged bond returns, we find that five factors explain 96.5% of the...
Persistent link: https://www.econbiz.de/10001528975
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The macroeconomic dynamics of demographic shocks
Heijdra, Ben J. (contributor);  … - 2004 - [Elektronische Ressource]
Persistent link: https://www.econbiz.de/10002453160
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Female employment and timing of births decisions : a multiple state transition model
Bloemen, Hans G.; Kalwij, Adriaan S. - 1996
Persistent link: https://www.econbiz.de/10000934568
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Learning about the term structure and optimal rules for inflation targeting
Tesfaselassie, Mewael F. (contributor);  … - 2006
Persistent link: https://www.econbiz.de/10003381128
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The performance of multi-factor term structure models for pricing and hedging caps and swaptions
Driessen, Joost (contributor); Klaassen, Pieter (contributor) - 2000
Persistent link: https://www.econbiz.de/10001528991
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Libor and Swap Market Models for the pricing of interest rate derivatives : an empirical analysis
Jong, Frank de; Driessen, Joost; Pelsser, Antoon André Jean - 2000
Persistent link: https://www.econbiz.de/10001473517
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Pricing term structure risk in futures markets
Nijman, Theodore E.; Roon, Frans de; Veld, Chris H. - 1996
Persistent link: https://www.econbiz.de/10000944055
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The term structure of interest rates and inflation forecast targeting
Eijffinger, Sylvester C. W.; Schaling, Eric; Verhagen, … - 1998
Persistent link: https://www.econbiz.de/10000992077
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Testing affine term structure models in case of transaction costs
Driessen, Joost; Melenberg, Bertrand; Nijman, Theodore E. - 1999 - 2. vers
Persistent link: https://www.econbiz.de/10001416198