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The impact of living and working longer on pension income in five European countries : Estonia, Finland, Hungary, the Netherlands and Poland
Jarocinska, Elena; Ruzik-Sierdzińska, Anna; Nijman, … - 2014
Life expectancies are rapidly increasing and uncertain in all countries in Europe. To keep pension systems affordable, policy reforms are to be implemented which will encourage individuals to work longer. In this paper we analyze the impact of working and living longer on pension incomes in five...
Persistent link: https://www.econbiz.de/10010530853
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Common factors in international bond returns
Driessen, Joost (contributor);  … - 2000
US, Germany and Japan. We analyze both currency-hedged as well as unhedged bond returns. For currency-hedged bond returns …
Persistent link: https://www.econbiz.de/10001528975
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Common factors in international bond returns
Driessen, Joost; Melenberg, Bertrand; Nijman, Theodore E. - In: Journal of international money and finance 22 (2003) 5, pp. 629-656
Persistent link: https://www.econbiz.de/10001787726
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High frequency analysis of lead-lag relationships between financial markets
Jong, Frank de; Nijman, Theodore E. - 1995
Persistent link: https://www.econbiz.de/10000912248
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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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Testing for spanning with futures contracts and nontraded assets : a general approach
Roon, Frans de; Nijman, Theodore E.; Werker, Bas J. M. - 1996
Persistent link: https://www.econbiz.de/10000944513
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Econometrie van financie͏̈le markten : de bepaling van het risicoprofiel van beleggingen
Nijman, Theodore E.; Jong, Frank de - 1997
Persistent link: https://www.econbiz.de/10000962833
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Temporal aggregation of GARCH processes
Drost, Feike C.; Nijman, Theodore E. - 1992 - Rev
Persistent link: https://www.econbiz.de/10000847144
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Testing for mean-variance spanning with short sales constraints and transaction costs : the case of emerging markets
Roon, Frans de; Nijman, Theodore E.; Werker, Bas J. M. - 1998
Persistent link: https://www.econbiz.de/10000978825
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Performance analysis of international mutual funds incorporating market frictions
Horst, Jenke R. ter; Nijman, Theodore E.; Roon, Frans de - 1998
Persistent link: https://www.econbiz.de/10000988104