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When Can Life Cycle Investors Benefit from Time-Varying Bond Risk Premia?
Koijen, Ralph S. J.; Nijman, Theo E.; Werker, Bas J. M. - In: The review of financial studies 23 (2013) 2, pp. 741-740
Persistent link: https://www.econbiz.de/10010113702
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When Can Life Cycle Investors Benefit from Time-Varying Bond Risk Premia?
Koijen, Ralph S. J.; Nijman, Theo E.; Werker, Bas J. M. - In: The review of financial studies 23 (2010) 2, pp. 741-741
Persistent link: https://www.econbiz.de/10008370236
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An Alternative Asymptotic Analysis of Residual-Based Statistics
Andreou, Elena; Werker, Bas J. M. - In: The review of economics and statistics 94 (2012) 1, pp. 88-100
Persistent link: https://www.econbiz.de/10009826303
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Common factors in international bond returns
Driessen, Joost; Melenberg, Bertrand; Nijman, Theo - In: Journal of international money and finance 22 (2003) 5, pp. 629-656
Persistent link: https://www.econbiz.de/10006887335
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Testing affine term structure models in case of transaction costs
Driessen, Joost; Melenberg, Bertrand; Nijman, Theo - In: Journal of econometrics 126 (2005) 1, pp. 201
Persistent link: https://www.econbiz.de/10006749124
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Marginalization and contemporaneous aggregation in multivariate GARCH processes
Nijman, Theo; Sentana, Enrique - In: Journal of econometrics 71 (1996) 1-2, pp. 71-88
Persistent link: https://www.econbiz.de/10006794485
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Minimum MSE estimation of a regression model with fixed effects from a series of cross-sections
Verbeek, Marno; Nijman, Theo - In: Journal of econometrics 59 (1993) 1-2, pp. 125-136
Persistent link: https://www.econbiz.de/10006805254
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FINANCIERING - Value at Risk in de Financie͏̈le Bijsluiter?
Nijman, Theo - In: Maandblad voor accountancy en bedrijfseconomie : MAB 76 (2002) 5, pp. 227-234
Persistent link: https://www.econbiz.de/10006266265
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Saving and Investing Over the Life Cycle and the Role of Collective Pension Funds
Bovenberg, Lans; Koijen, Ralph; Nijman, Theo; Teulings, Coen - In: De economist : Netherlands economic review ; quarterly … 155 (2007) 4, pp. 347-416
Persistent link: https://www.econbiz.de/10007872215
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Developments in pension reform : the case of Dutch stand-alone collective pension
Bovenberg, Lans; Nijman, Theo - In: International tax and public finance 16 (2009) 4, pp. 443-467
Persistent link: https://www.econbiz.de/10008333365