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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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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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Empirical studies on the behavior of interest rates and exchange rates
Schotman, Peter C. - 1989
Persistent link: https://www.econbiz.de/10000790608
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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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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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Cross-sectional versus time series estimation of term structure models : empirical results for the Dutch bond market
Munnik, Jeroen F. de - In: Journal of banking & finance 18 (1994) 5, pp. 997-1025
Persistent link: https://www.econbiz.de/10001174017
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The term structure in the United States, Japan, and West Germany
Bomhoff, Eduard Jan - In: Carnegie Rochester conference series on public policy : … (1988), pp. 269-314
Persistent link: https://www.econbiz.de/10001061626
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Cross sectional versus time series estimation of term structure models : empirical results for the Dutch bond market
Munnik, Jeroen F. de; Schotman, Peter C. - 1992
Persistent link: https://www.econbiz.de/10000846614
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Nonlinear interest rate dynamics and implications for the term structure
Pfann, Gerard A.; Schotman, Peter C.; Tschernig, Rolf - In: Journal of econometrics 74 (1996) 1, pp. 149-176
Persistent link: https://www.econbiz.de/10001755396