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47
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29
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28
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28
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21
Multivariate Feller conditions in term structure models : why do(n't) we care?
Spreij, Peter
;
Veerman, Enno
;
Vlaar, Peter J. G.
-
2008
Persistent link: https://www.econbiz.de/10003688907
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22
Conditional indexation in defined benefit pension plans in the Netherlands
Bikker, Jacob A.
;
Vlaar, Peter J. G.
- In:
The Geneva papers on risk and insurance - issues and …
32
(
2007
)
4
,
pp. 494-515
Persistent link: https://www.econbiz.de/10003553748
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23
An affine two-factor heteroskedastic macro-finance term structure model
Spreij, Peter
;
Veerman, Enno
;
Vlaar, Peter J. G.
- In:
Applied mathematical finance
18
(
2011
)
3/4
,
pp. 331-352
Persistent link: https://www.econbiz.de/10009381906
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24
Monetary transmission in Germany : lessons for the Euro area
Hubrich, Kirstin
;
Vlaar, Peter J. G.
- In:
Empirical economics : a journal of the Institute for …
29
(
2004
)
2
,
pp. 383-414
Persistent link: https://www.econbiz.de/10002080102
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25
On the asymptotic distribution of impulse response functions with long-run restrictions
Vlaar, Peter J. G.
- In:
Econometric theory
20
(
2004
)
5
,
pp. 891-903
Persistent link: https://www.econbiz.de/10002265248
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26
Wie wil er indexleningen uitgeven?
Vlaar, Peter J. G.
- In:
Economisch statistische berichten : ESB
81
(
1996
)
16
,
pp. 855-857
Persistent link: https://www.econbiz.de/10001209528
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27
Value at risk models for Dutch bond portfolios
Vlaar, Peter J. G.
- In:
Journal of banking & finance
24
(
2000
)
7
,
pp. 1131-1154
Persistent link: https://www.econbiz.de/10001483882
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28
Term structure modeling for pension funds : what to do in practice?
Vlaar, Peter J. G.
-
2006
Persistent link: https://www.econbiz.de/10003401861
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29
Capital requirements and competition in the banking industry
Vlaar, Peter J. G.
(
contributor
)
-
2000
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001658368
Saved in:
30
Forecasting inflation : an art as well as a science!
Reijer, Ard H. J. den
;
Vlaar, Peter J. G.
-
2003
Persistent link: https://www.econbiz.de/10001817803
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