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The volatility of long-term bond returns : persistent interest shocks and time-varying risk premiums
Osterrieder, Daniela; Schotman, Peter C. - In: The review of economics and statistics 99 (2017) 5, pp. 884-895
Persistent link: https://www.econbiz.de/10011781305
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Empirical studies on the behaviour of interest rates and exchange rates : [Mit holl. Zsfassung]
Schotman, Peter C. - 1989
Persistent link: https://www.econbiz.de/10000022418
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When unit roots matter : excess volatility and excess smoothness of long term interest rates
Schotman, Peter C. - 1991
Persistent link: https://www.econbiz.de/10000818771
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Discussion of 'Are market values fair?'
Schotman, Peter C. - In: Frontiers in pension finance, (pp. 20 - 22). 2008
Persistent link: https://www.econbiz.de/10014559864
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Small sample properties of the regression test of the expectations model of the term structure
Schotman, Peter C. - In: Economics letters 57 (1997) 2, pp. 129-134
Persistent link: https://www.econbiz.de/10001235649
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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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When unit roots matter : excess volatility and excess smoothness of long term interest rates
Schotman, Peter C. - 1991
Persistent link: https://www.econbiz.de/10000815002
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On Bayesian routes to unit roots
Schotman, Peter C.; Dijk, Herman K. van - 1991
Persistent link: https://www.econbiz.de/10000815014
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On Bayesian routes to unit roots
Schotman, Peter C.; Dijk, Herman K. van - 1991
Persistent link: https://www.econbiz.de/10000817130
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Measuring risk attitudes in a natural experiment : data from the television game show lingo
Beetsma, Roel; Schotman, Peter C. - 1998
Persistent link: https://www.econbiz.de/10000680697