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Disambiguation of "Schotman, Peter C."

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Non-synchronous trading and testing for market integration in Central European emerging markets

, and . Journal of Empirical Finance, 13 (4-5): 462--494 (October 2006)

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C -Peter Fagerstroem

Peter C Baumann

Peter C Matt

Peter C Erb

Peter C Bloth

 

Other publications of authors with the same name

Small sample properties of the regression test of the expectations model of the term structure. Economics Letters, 57 (2): 129--134 (Dec 5, 1997)The re-emergence of PPP in the 1990s, , and . Journal of International Money and Finance, 17 (1): 51--61 (Feb 19, 1998)Nonlinear interest rate dynamics and implications for the term structure, , and . Journal of Econometrics, 74 (1): 149--176 (September 1996)Horizon sensitivity of the inflation hedge of stocks, and . Journal of Empirical Finance, 7 (3-4): 301--315 (November 2000)The cost of capital in international financial markets: local or global?, , , and . Journal of International Money and Finance, 21 (6): 905--929 (November 2002)Cross-sectional versus time series estimation of term structure models: empirical results for the Dutch bond market, and . Journal of Banking & Finance, 18 (5): 997--1025 (October 1994)Nonlinear dynamics in Nasdaq dealer quotes, and . Computational Statistics & Data Analysis, 51 (4): 2246--2266 (Dec 15, 2006)When units roots matter: excess volatility and excess smoothness of long-term interest rates. Journal of Empirical Finance, 8 (5): 669--694 (December 2001)Non-synchronous trading and testing for market integration in Central European emerging markets, and . Journal of Empirical Finance, 13 (4-5): 462--494 (October 2006)Direct estimation of the risk neutral factor dynamics of Gaussian term structure models, and . Journal of Econometrics, 117 (1): 179--206 (November 2003)