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The nonresponse bias in the analysis of the determinations of total annual expenditures of households based on panel data

Nijman, Theodore E.; Verbeek, Marno - 1989

Persistent link: https://www.econbiz.de/10000783160

Premia in forward foreign exchange as unobserved components

Nijman, Theodore E.; Palm, Franz C.; Wolff, Christiaan … - 1991

Persistent link: https://www.econbiz.de/10000809535

Premia in forward foreign exchange as unobserved components

Nijman, Theodore E.; Palm, Franz C.; Wolff, Christiaan … - 1991

Persistent link: https://www.econbiz.de/10000809738

When can life cycle investors benefit from time-varying bond risk premia?

Koijen, Ralph S. J.; Nijman, Theodore E.; Werker, Bas J. M. - In: The review of financial studies 23 (2010) 2, pp. 741-780

Persistent link: https://www.econbiz.de/10003941685

Yet another look at mutual fund tournaments

Goriaev, Aleksej P.; Nijman, Theodore E.; Werker, Bas J. M. - In: Journal of empirical finance 12 (2005) 1, pp. 127-137

Persistent link: https://www.econbiz.de/10002643489

Hedging pressure effects in futures markets

Roon, Frans de; Nijman, Theodore E.; Veld, Chris H. - In: The journal of finance : the journal of the American … 55 (2000) 3, pp. 1437-1456

Persistent link: https://www.econbiz.de/10001497632

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

Evaluating style analysis

Horst, Jenke R. ter; Nijman, Theodore E.; Roon, Frans de - In: Journal of empirical finance 11 (2004) 1, pp. 29-53

Persistent link: https://www.econbiz.de/10001880990

Evaluating style analysis

Roon, Frans de; Nijman, Theodore E.; Horst, Jenke R. ter - 2000

Persistent link: https://www.econbiz.de/10001501921

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