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Real interest rates and shifts in macroeconomic volatility
Koedijk, Kees; Kool, Clemens; Nissen, Francois - In: Journal of Empirical Finance 5 (1998) 3, pp. 241-261
Persistent link: https://www.econbiz.de/10005199058
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Statement by the editors
Baillie, Richard T.; Palm, Franz C.; Pfann, Gerard A.; … - In: Journal of Empirical Finance 1 (1993) 1, pp. 1-2
Persistent link: https://www.econbiz.de/10005199024
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Horizon sensitivity of the inflation hedge of stocks
Schotman, Peter C.; Schweitzer, Mark - In: Journal of Empirical Finance 7 (2000) 3-4, pp. 301-315
Persistent link: https://www.econbiz.de/10005152354
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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) 4-5, pp. 462-494
Persistent link: https://www.econbiz.de/10005152420
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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/10005152433