What does a term structure model imply about very long-term interest rates?
Balter, Anne G., Pelsser, Antoon, Schotman, Peter C.
Published in Journal of empirical finance (01.06.2021)
Published in Journal of empirical finance (01.06.2021)
Get full text
Journal Article
Long Memory and the Term Structure of Risk
Schotman, Peter C, Tschernig, Rolf, Budek, Jan
Published in Journal of financial econometrics (2008)
Published in Journal of financial econometrics (2008)
Get more information
Journal Article
The cost of capital in international financial markets: local or global?
Koedijk, Kees G., Kool, Clemens J.M., Schotman, Peter C., van Dijk, Mathijs A.
Published in Journal of international money and finance (01.11.2002)
Published in Journal of international money and finance (01.11.2002)
Get full text
Journal Article
Regret aversion and annuity risk in defined contribution pension plans
Frehen, Rik G.P., Hoevenaars, Roy P.M.M., Palm, Franz C., Schotman, Peter C.
Published in Insurance, mathematics & economics (01.06.2008)
Published in Insurance, mathematics & economics (01.06.2008)
Get full text
Journal Article
Nonlinear interest rate dynamics and implications for the term structure
Pfann, Gerard A., Schotman, Peter C., Tschernig, Rolf
Published in Journal of econometrics (01.09.1996)
Published in Journal of econometrics (01.09.1996)
Get full text
Journal Article
Robust long-term interest rate risk hedging in incomplete bond markets
Shen, Sally, Pelsser, Antoon, Schotman, Peter
Published in Journal of pension economics & finance (01.04.2021)
Published in Journal of pension economics & finance (01.04.2021)
Get full text
Journal Article
An empirical application of stochastic volatility models
Mahieu, Ronald J., Schotman, Peter C.
Published in Journal of applied econometrics (Chichester, England) (01.07.1998)
Published in Journal of applied econometrics (Chichester, England) (01.07.1998)
Get full text
Journal Article