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Non-synchronous trading and testing for market integration in Central European emerging markets
Schotman, Peter C.; Zalewska, Anna - In: Journal of empirical finance 13 (2006) 4, pp. 462-494
Persistent link: https://www.econbiz.de/10007281981
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The cost of capital in international financial markets: local or global?
Koedijk, Kees G.; Kool, Clemens J.M.; Schotman, Peter C.; … - In: Journal of international money and finance 21 (2002) 6, pp. 905-930
Persistent link: https://www.econbiz.de/10006892917
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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/10006796320
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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/10007237663
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Horizon sensitivity of the inflation hedge of stocks
Schotman, Peter C.; Schweitzer, Mark - In: Journal of empirical finance 7 (2000) 3, pp. 301-316
Persistent link: https://www.econbiz.de/10007241089
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Priors for the AR(1) Model: Parameterization Issues and Time Series Considerations
Schotman, Peter C. - In: Econometric theory 10 (1994) 3-4, pp. 579-595
Persistent link: https://www.econbiz.de/10007014660
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Strategic asset allocation with liabilities: Beyond stocks and bonds
Hoevenaars, Roy P.M.M.; Molenaar, Roderick D.J.; … - In: Journal of economic dynamics & control 32 (2008) 9, pp. 2939-2970
Persistent link: https://www.econbiz.de/10008089747
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Regret aversion and annuity risk in defined contribution pension plans
Frehen, Rik G.P.; Hoevenaars, Roy P.M.M.; Palm, Franz C.; … - In: Insurance / Mathematics & economics 42 (2008) 3, pp. 1050-1061
Persistent link: https://www.econbiz.de/10008057647
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Direct estimation of the risk neutral factor dynamics of Gaussian term structure models
Bams, Dennis; Schotman, Peter C. - In: Journal of econometrics 117 (2003) 1, pp. 179
Persistent link: https://www.econbiz.de/10006761303
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Strategic asset allocation with liabilities: Beyond stocks and bonds
Hoevenaars, Roy P.M.M.; Molenaar, Roderick D.J.; … - In: Journal of economic dynamics & control 32 (2008) 9, pp. 2939-2971
Persistent link: https://www.econbiz.de/10008880260