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Nonlinear interest rate dynamics and implications for the term structure
Pfann, Gerard A.; Schotman, Peter C.; Tschernig, Rolf - 1994
Persistent link: https://www.econbiz.de/10000899154
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Long memory and the term structure of risk
Schotman, Peter C.; Tschernig, Rolf; Budek, Jan - 2008
Persistent link: https://www.econbiz.de/10003908050
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Long memory and the term structure of risk
Schotman, Peter C.; Tschernig, Rolf; Budek, Jan - In: Journal of financial econometrics : official journal of … 6 (2008) 4, pp. 459-495
Persistent link: https://www.econbiz.de/10003778939
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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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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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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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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
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Stochastic volatility and the distribution of exchange rate news
Mahieu, Ronald J.; Schotman, Peter C. - 1994
Persistent link: https://www.econbiz.de/10000904013
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Big news in small samples
Schotman, Peter C.; Straetmans, Stefan; Vries, Casper G. de - 1997
Persistent link: https://www.econbiz.de/10000968761