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Neglected common factors in exchange rate volatility
Mahieu, Ronald J. - In: Journal of empirical finance 1 (1993) 3, pp. 279-311
Persistent link: https://www.econbiz.de/10001166792
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Price discovery in tick time
Frijns, Bart; Schotman, Peter C. - In: Journal of empirical finance 16 (2009) 5, pp. 759-776
Persistent link: https://www.econbiz.de/10003900405
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Non-syncronous trading and testing for market integration in Central European emerging markets
Schotman, Peter C.; Zalewska-Mitura, Anna - In: Journal of empirical finance 13 (2006) 4/5, pp. 462-494
Persistent link: https://www.econbiz.de/10003370858
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Horizon sensitivity of the inflation hedge of stocks
Schotman, Peter C.; Schweitzer, Mark E. - In: Journal of empirical finance 7 (2000) 3/4, pp. 301-315
Persistent link: https://www.econbiz.de/10001557720
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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
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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
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Price discovery in tick time
Frijns, Bart; Schotman, Peter - In: Journal of empirical finance 16 (2009) 5, pp. 759-776
Persistent link: https://www.econbiz.de/10008323266
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Price discovery in tick time
Frijns, Bart; Schotman, Peter - In: Journal of empirical finance 16 (2009) 5, pp. 759-777
Persistent link: https://www.econbiz.de/10008896103