Empirical studies on the behaviour of interest rates and exchange rates / door Pieter Cornelis SchotmanA Bayesian analysis of the unit root in real exchange rates / by Peter Schotman and Herman K. van DijkExcess volatility and excess smoothness of long term interest rates : when unit roots matter / by Peter SchotmanEconometric properties of a simple regression test of the expectations model of the term structure / by Peter SchotmanWhen unit roots matter : excess volatility and excess smoothness of long term interest rates / P. SchotmanOn Bayesian routes to unit roots / P. Schotman and H.K. van DijkOn Bayesian routes to unit roots / P. Schotman and H.K. van DijkObjective information and ignorance: notes on some priors in the Bayesian analysis of the AR(1) model / by Peter C. SchotmanBig news in small samples / Peter Schotman, Stefan Straetmans, Casper G. de VriesEen vlinder in China : over efficiëntie en persistentie / door Peter C. SchotmanEen vlinder in China : over efficiëntie en persistentie / door Peter C. Schotman
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How to beat the random walk : an emperical model of real echange rates / Kees G. Koedijk and Peter SchotmanNeglected common factors in exchange rate volatility / by Ronald Mahieu and Peter SchotmanCross sectional versus time series estimation of term structure models : empirical results for the Dutch bond market / Jeroen F.J. de Munnik, Peter C. SchotmanMeasuring risk attitudes in a natural experiment : data from the television game show LINGO / by Roel M.W.J. Beetsma and Peter C. Schotman