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Premia in forward foreign exchange as unobserved components

Nijman, Theodore E.; Palm, Franz C.; Wolff, Christiaan … - 1991

Persistent link: https://www.econbiz.de/10000809738

Evaluating style analysis

Roon, Frans de; Nijman, Theodore E.; Horst, Jenke R. ter - 2000

Persistent link: https://www.econbiz.de/10001501921

Performance analysis of international mutual funds incorporating market frictions

Horst, Jenke R. ter; Nijman, Theodore E.; Roon, Frans de - 1998

Persistent link: https://www.econbiz.de/10000986442

The nonresponse bias in the analysis of the determinations of total annual expenditures of households based on panel data

Nijman, Theodore E.; Verbeek, Marno - 1989

Persistent link: https://www.econbiz.de/10000783160

Common factors in international bond returns

Driessen, Joost (contributor); … - 2000

In this paper we estimate and interpret the factors that jointly determine bond returns of different maturities in the US, Germany and Japan. We analyze both currency-hedged as well as unhedged bond returns. For currency-hedged bond returns, we find that five factors explain 96.5% of the...

Persistent link: https://www.econbiz.de/10001528975