Theo Nijman : Citation Profile


Are you Theo Nijman?

Universiteit van Tilburg (34% share)
Universiteit van Tilburg (33% share)
Universiteit van Tilburg (33% share)

19

H index

27

i10 index

1461

Citations

RESEARCH PRODUCTION:

35

Articles

66

Papers

RESEARCH ACTIVITY:

   29 years (1982 - 2011). See details.
   Cites by year: 50
   Journals where Theo Nijman has often published
   Relations with other researchers
   Recent citing documents: 112.    Total self citations: 15 (1.02 %)

MORE DETAILS IN:
ABOUT THIS REPORT:

   Permalink: http://citec.repec.org/pni115
   Updated: 2017-09-16    RAS profile: 2013-08-05    
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Relations with other researchers


Works with:

Authors registered in RePEc who have co-authored more than one work in the last five years with Theo Nijman.

Is cited by:

Bollerslev, Tim (32)

Andersen, Torben (20)

Renault, Eric (20)

Meddahi, Nour (19)

Ghysels, Eric (17)

Diebold, Francis (16)

Galvani, Valentina (16)

Hafner, Christian (16)

Silvestrini, Andrea (14)

McAleer, Michael (12)

Sentana, Enrique (11)

Cites to:

Hansen, Lars (13)

Mitchell, Olivia (11)

Jagannathan, Ravi (11)

French, Kenneth (11)

Fama, Eugene (10)

Campbell, John (9)

Madhavan, Ananth (8)

Brown, Jeffrey (7)

Werker, Bas (7)

Kandel, Shmuel (6)

Bessembinder, Hendrik (6)

Main data


Where Theo Nijman has published?


Journals with more than one article published# docs
Journal of Empirical Finance7
Journal of Econometrics7
Journal of Business & Economic Statistics4
Insurance: Mathematics and Economics3
International Economic Review2
Econometrica2

Recent works citing Theo Nijman (2017 and 2016)


YearTitle of citing document
2016Are rural youth disengaging from agriculture? Empirical evidence from Ethiopia. (2016). Gutu, Tekalign . In: 2016 AAAE Fifth International Conference, September 23-26, 2016, Addis Ababa, Ethiopia. RePEc:ags:aaae16:246925.

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2016Price responses in forward contracting: do we limit the upside and expose the downside?. (2016). Li, Ziran ; Jacobs, Keri ; Hayes, Dermot. In: 2016 Annual Meeting, July 31-August 2, 2016, Boston, Massachusetts. RePEc:ags:aaea16:235539.

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2016Efficiency gains in commodity forecasting using disaggregated levels versus more aggregated predictions. (2016). Foster, Kenneth ; Pena-Levano, Luis M. In: 2016 Annual Meeting, July 31-August 2, 2016, Boston, Massachusetts. RePEc:ags:aaea16:235792.

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2016U.S. Farm Capital Investment 1996-2013: Differences by Farm Size and Operator Primary Occupation. (2016). Stutzman, Sarah A. In: Dissertations-Doctoral. RePEc:ags:dissdr:235179.

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2016The Stability of Component Assets in Optimal Portfolios of Stock and Commodity Indexes. (2016). Gorska, Anna ; Krawiec, Monika . In: Problems of World Agriculture / Problemy Rolnictwa Åšwiatowego. RePEc:ags:polpwa:253038.

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2016“Technological cooperation in Spanish firms”. (2016). Badillo Enciso, Erika ; Moreno, Rosina . In: AQR Working Papers. RePEc:aqr:wpaper:201601.

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2016Wavelet-based methods for high-frequency lead-lag analysis. (2016). Koike, Yuta ; Hayashi, Takaki . In: Papers. RePEc:arx:papers:1612.01232.

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2017Multi-scale analysis of lead-lag relationships in high-frequency financial markets. (2017). Hayashi, Takaki ; Koike, Yuta . In: Papers. RePEc:arx:papers:1708.03992.

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2016A General Approach to Recovering Market Expectations from Futures Prices with an Application to Crude Oil. (2016). Kilian, Lutz ; Baumeister, Christiane. In: Staff Working Papers. RePEc:bca:bocawp:16-18.

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2016The Global Financial Cycle, Monetary Policies and Macroprudential Regulations in Small, Open Economies. (2016). Pasricha, Gurnain ; Bauer, Gregory ; Terajima, Yaz ; Sekkel, Rodrigo . In: Staff Working Papers. RePEc:bca:bocawp:16-38.

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2017An Investigation of Labor Income Profiles in Turkey. (2017). Torul, Orhan ; Kuzubas, Tolga Umut ; Aktug, Emrehan . In: Working Papers. RePEc:bou:wpaper:2017/04.

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2016A General Approach to Recovering Market Expectations from Futures Prices with an Application to Crude Oil. (2016). Kilian, Lutz ; Baumeister, Christiane. In: CESifo Working Paper Series. RePEc:ces:ceswps:_5782.

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2016The uncertainty of conditional returns, volatilities and correlations in DCC models. (2016). Ruiz, Esther ; Fresoli, Diego E. In: Computational Statistics & Data Analysis. RePEc:eee:csdana:v:100:y:2016:i:c:p:170-185.

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2016Asymmetry in tail dependence in equity portfolios. (2016). Jondeau, Eric. In: Computational Statistics & Data Analysis. RePEc:eee:csdana:v:100:y:2016:i:c:p:351-368.

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2016The annuity puzzle remains a puzzle. (2016). Peijnenburg, Kim ; Nijman, Theo . In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:70:y:2016:i:c:p:18-35.

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2016The skewness risk premium in currency markets. (2016). Broll, Michael. In: Economic Modelling. RePEc:eee:ecmode:v:58:y:2016:i:c:p:494-511.

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2017A suggestion for constructing a large time-varying conditional covariance matrix. (2017). Tavlas, George ; Gibson, Heather ; Hall, Stephen G. In: Economics Letters. RePEc:eee:ecolet:v:156:y:2017:i:c:p:110-113.

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2016A bias-corrected estimator of the covariation matrix of multiple security prices when both microstructure effects and sampling durations are persistent and endogenous. (2016). Ikeda, Shin. In: Journal of Econometrics. RePEc:eee:econom:v:193:y:2016:i:1:p:203-214.

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2016On the use of high frequency measures of volatility in MIDAS regressions. (2016). Andreou, Elena . In: Journal of Econometrics. RePEc:eee:econom:v:193:y:2016:i:2:p:367-389.

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2016Obesity, job satisfaction and disability at older ages in Europe. (2016). Pagan, Ricardo ; de Haro, Carmen Ordoez ; Sanchez, Carlos Rivas . In: Economics & Human Biology. RePEc:eee:ehbiol:v:20:y:2016:i:c:p:42-54.

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2016Nash equilibria of Over-The-Counter bargaining for insurance risk redistributions: The role of a regulator. (2016). Boonen, Tim J. In: European Journal of Operational Research. RePEc:eee:ejores:v:250:y:2016:i:3:p:955-965.

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2016Linkages in the term structure of interest rates across sovereign bond markets. (2016). Bhaduri, Saumitra ; Sowmya, Subramaniam ; Prasanna, Krishna . In: Emerging Markets Review. RePEc:eee:ememar:v:27:y:2016:i:c:p:118-139.

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2017Frontier and emerging government bond markets. (2017). Swinkels, Laurens ; Piljak, Vanja. In: Emerging Markets Review. RePEc:eee:ememar:v:30:y:2017:i:c:p:232-255.

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2016Modelling futures price volatility in energy markets: Is there a role for financial speculation?. (2016). Nicolini, Marcella ; Manera, Matteo ; Vignati, Ilaria . In: Energy Economics. RePEc:eee:eneeco:v:53:y:2016:i:c:p:220-229.

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2016Linking the gas and oil markets with the stock market: Investigating the U.S. relationship. (2016). Gatfaoui, Hayette. In: Energy Economics. RePEc:eee:eneeco:v:53:y:2016:i:c:p:5-16.

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2016Volatility and a century of energy markets dynamics. (2016). Serletis, Apostolos ; Xu, Libo . In: Energy Economics. RePEc:eee:eneeco:v:55:y:2016:i:c:p:1-9.

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2016Market conditions, trader types and price–volume relation in energy futures markets. (2016). Tamvakis, Michael ; Alizadeh, Amir H. In: Energy Economics. RePEc:eee:eneeco:v:56:y:2016:i:c:p:134-149.

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2016The relationships between petroleum and stock returns: An asymmetric dynamic equi-correlation approach. (2016). Liu, LI ; Pan, Zhiyuan ; Wang, Yudong . In: Energy Economics. RePEc:eee:eneeco:v:56:y:2016:i:c:p:453-463.

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2016What the investors need to know about forecasting oil futures return volatility. (2016). Wang, Yudong ; Wu, Chongfeng ; Ma, Feng ; Liu, LI. In: Energy Economics. RePEc:eee:eneeco:v:57:y:2016:i:c:p:128-139.

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2016Is idiosyncratic volatility priced in commodity futures markets?. (2016). Fuertes, Ana-Maria ; Fernandez-Perez, Adrian ; Miffre, Joelle . In: International Review of Financial Analysis. RePEc:eee:finana:v:46:y:2016:i:c:p:219-226.

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2016Dynamic conditional copula correlation and optimal hedge ratios with currency futures. (2016). Kotkatvuori-ornberg, Juha . In: International Review of Financial Analysis. RePEc:eee:finana:v:47:y:2016:i:c:p:60-69.

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2017Predictability and diversification benefits of investing in commodity and currency futures. (2017). cotter, john ; Poti, Valerio ; Eyiah-Donkor, Emmanuel . In: International Review of Financial Analysis. RePEc:eee:finana:v:50:y:2017:i:c:p:52-66.

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2016Educational achievement at schools: Assessing the effect of the civil conflict using a pseudo-panel of schools. (2016). Gomez Soler, Silvia. In: International Journal of Educational Development. RePEc:eee:injoed:v:49:y:2016:i:c:p:91-106.

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2016Longevity risk and retirement income tax efficiency: A location spending rate puzzle. (2016). Huang, Huaxiong ; Milevsky, Moshe A. In: Insurance: Mathematics and Economics. RePEc:eee:insuma:v:71:y:2016:i:c:p:50-62.

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2017Redistribution of longevity risk: The effect of heterogeneous mortality beliefs. (2017). De Waegenaere, Anja ; Boonen, Tim J ; Norde, Henk . In: Insurance: Mathematics and Economics. RePEc:eee:insuma:v:72:y:2017:i:c:p:175-188.

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2017Stock return prediction under GARCH — An empirical assessment. (2017). Herwartz, Helmut . In: International Journal of Forecasting. RePEc:eee:intfor:v:33:y:2017:i:3:p:569-580.

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2016Why do carbon prices and price volatility change?. (2016). Ibrahim, Boulis Maher ; Kalaitzoglou, Iordanis Angelos . In: Journal of Banking & Finance. RePEc:eee:jbfina:v:63:y:2016:i:c:p:76-94.

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2016Estimating the risk-return trade-off with overlapping data inference. (2016). Hodrick, Robert ; Hedegaard, Esben . In: Journal of Banking & Finance. RePEc:eee:jbfina:v:67:y:2016:i:c:p:135-145.

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2016The predictive performance of commodity futures risk factors. (2016). Ahmed, Shamim ; Tsvetanov, Daniel . In: Journal of Banking & Finance. RePEc:eee:jbfina:v:71:y:2016:i:c:p:20-36.

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2016Information sharing and the volume of private credit in transition: Evidence from Ukrainian bank-level panel dataAuthor-Name: Grajzl, Peter. (2016). Laptieva, Nataliia . In: Journal of Comparative Economics. RePEc:eee:jcecon:v:44:y:2016:i:2:p:434-449.

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2016Futures markets, cognitive ability, and mispricing in experimental asset markets. (2016). Xu, Yilong ; Noussair, Charles ; Tucker, Steven . In: Journal of Economic Behavior & Organization. RePEc:eee:jeborg:v:130:y:2016:i:c:p:166-179.

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2017Do water saving technologies save water? Empirical evidence from North China. (2017). Huang, Qiuqiong ; Li, Yumin ; Wang, Jinxia . In: Journal of Environmental Economics and Management. RePEc:eee:jeeman:v:82:y:2017:i:c:p:1-16.

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2016What do retail FX traders learn?. (2016). Marsh, Ian ; Hayley, Simon . In: Journal of International Money and Finance. RePEc:eee:jimfin:v:64:y:2016:i:c:p:16-38.

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2016Long-short commodity investing: A review of the literature. (2016). Miffre, Joelle . In: Journal of Commodity Markets. RePEc:eee:jocoma:v:1:y:2016:i:1:p:3-13.

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2016Commodities common factor: An empirical assessment of the markets drivers. (2016). Posch, Peter N ; Lubbers, Johannes . In: Journal of Commodity Markets. RePEc:eee:jocoma:v:4:y:2016:i:1:p:28-40.

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2017Dynamics of adolescents’ life satisfaction and effect of class rank percentile: Evidence from Korean panel data. (2017). Kim, Bokyung ; Jeong, Jinook . In: Journal of Economic Psychology. RePEc:eee:joepsy:v:59:y:2017:i:c:p:8-28.

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2017Mental health and productivity at work: Does what you do matter?. (2017). Wooden, Mark ; Cobb-Clark, Deborah ; Bubonya, Melisa . In: Labour Economics. RePEc:eee:labeco:v:46:y:2017:i:c:p:150-165.

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2016Risks for the long run: Estimation with time aggregation. (2016). Yaron, Amir ; Bansal, Ravi ; Kiku, Dana . In: Journal of Monetary Economics. RePEc:eee:moneco:v:82:y:2016:i:c:p:52-69.

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2016State and group dynamics of world stock market by principal component analysis. (2016). Nobi, Ashadun ; Lee, Jae Woo . In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:450:y:2016:i:c:p:85-94.

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2017The liquidity advantage of the quote-driven market: Evidence from the betting industry. (2017). Franck, Egon ; Flepp, Raphael ; Nuesch, Stephan . In: The Quarterly Review of Economics and Finance. RePEc:eee:quaeco:v:64:y:2017:i:c:p:306-317.

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2017Bribes, bureaucracies, and blackouts: Towards understanding how corruption at the firm level impacts electricity reliability. (2017). Pless, Jacquelyn ; Fell, Harrison . In: Resource and Energy Economics. RePEc:eee:resene:v:47:y:2017:i:c:p:36-55.

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2016Macroeconomic factors and the cross-section of commodity futures returns. (2016). Huang, Lin ; Yuan, Ping ; Shang, Hua . In: International Review of Economics & Finance. RePEc:eee:reveco:v:45:y:2016:i:c:p:316-332.

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2017Positive welfare state dynamics? Sickness benefits and sickness absence in Europe 1997–2011. (2017). Sjoberg, Ola . In: Social Science & Medicine. RePEc:eee:socmed:v:177:y:2017:i:c:p:158-168.

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2017Productivity growth in urban freight transport: An index number approach. (2017). Rodseth, Kenneth Lovold . In: Transport Policy. RePEc:eee:trapol:v:56:y:2017:i:c:p:86-95.

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2017Intergenerational Education Effects of Early Marriage in Sub-Saharan Africa. (2017). Dunne, Mairead ; Akyeampong, Kwame ; Delprato, Marcos . In: World Development. RePEc:eee:wdevel:v:91:y:2017:i:c:p:173-192.

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2017What Determines Access to Piped Water in Rural Areas? Evidence from Small-Scale Supply Systems in Rural Brazil. (2017). Barde, Julia Alexa . In: World Development. RePEc:eee:wdevel:v:95:y:2017:i:c:p:88-110.

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2016Trading Activity and Prices in Energy Futures Market. (2016). Ates, Aysegul . In: Eurasian Journal of Economics and Finance. RePEc:ejn:ejefjr:v:4:y:2016:i:2:p:1-11.

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2016Volatility Spillover and Multivariate Volatility Impulse Response Analysis of GFC News Events. (2016). McAleer, Michael ; Allen, David ; Singh, AK ; Powell, R J. In: Econometric Institute Research Papers. RePEc:ems:eureir:98037.

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2017The Occurrence and Impact of Pension Fund Discontinuity. (2017). , ; van der Lecq, S G ; Steenbeek, O W. In: ERIM Report Series Research in Management. RePEc:ems:eureri:99472.

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2017On Long-Term Transmission Rights in the Nordic Electricity Markets. (2017). Spodniak, Petr ; Makkonen, Mari ; Collan, Mikael . In: Energies. RePEc:gam:jeners:v:10:y:2017:i:3:p:295-:d:91913.

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2017Japanese Mutual Funds before and after the Crisis Outburst: A Style- and Performance-Analysis. (2017). Papadamou, Stephanos ; Mermigka, Lydia ; Kyriazis, Nikolaos A. In: International Journal of Financial Studies. RePEc:gam:jijfss:v:5:y:2017:i:1:p:9-:d:91815.

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2016Lead–Lag Relationship Using a Stop-and-Reverse-MinMax Process. (2016). Maier-Paape, Stanislaus . In: Risks. RePEc:gam:jrisks:v:4:y:2016:i:3:p:27-:d:73452.

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2017Les inégalités de niveaux de vie entre les générations en France. (2017). d'Albis, Hippolyte ; Badji, Ikpidi . In: Post-Print. RePEc:hal:journl:halshs-01524882.

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2017Does it pay to be a doctor in France?. (2017). Dormont, Brigitte ; Samson, Anne-Laure . In: Working Papers. RePEc:hal:wpaper:hal-01518428.

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2016Hidden in the Factors? The Effect of Credit Risk on the Cross-section of Equity Returns. (2016). Nielsen, Caren Yinxia ; Nielsen, Caren Yinxia Guo, . In: Working Papers. RePEc:hhs:lunewp:2011_038.

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2016STATE DEPENDENCE, UNOBSERVED HETEROGENEITY, AND HEALTH DYNAMICS IN KOREA. (2016). Lee, Yong-Woo . In: Hitotsubashi Journal of Economics. RePEc:hit:hitjec:v:57:y:2016:i:2:p:195-221.

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2016Mental Health and Productivity at Work: Does What You Do Matter?. (2016). Wooden, Mark ; Cobb-Clark, Deborah ; Bubonya, Melisa . In: Melbourne Institute Working Paper Series. RePEc:iae:iaewps:wp2016n16.

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2017The Bilateral Relationship between Depressive Symptoms and Employment Status. (2017). Cobb-Clark, Deborah ; Ribar, David C ; Bubonya, Melisa . In: Melbourne Institute Working Paper Series. RePEc:iae:iaewps:wp2017n10.

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2017Can Obesity Cause Depression? Using Pseudo Panel Analysis. (2017). Han, Chirok ; Kim, Beomsoo . In: Discussion Paper Series. RePEc:iek:wpaper:1701.

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2017Assessment of Density Forecast for Energy Commodities in Post-Financialization Era. (2017). Deepak, Bisht ; Laha, A K. In: IIMA Working Papers. RePEc:iim:iimawp:14574.

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2016“Technological cooperation in Spanish firms”. (2016). , Erika . In: IREA Working Papers. RePEc:ira:wpaper:201601.

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2017The Bilateral Relationship between Depressive Symptoms and Employment Status. (2017). Cobb-Clark, Deborah ; Ribar, David C ; Bubonya, Melisa . In: IZA Discussion Papers. RePEc:iza:izadps:dp10653.

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2017The Dynamics of Study-Work Choice and Its Effect on Intended and Actual University Attainment. (2017). Gong, Xiaodong . In: IZA Discussion Papers. RePEc:iza:izadps:dp10785.

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2016Low Paid Employment in Britain: Estimating State-Dependence and Stepping Stone Effects. (2016). sloane, peter ; Mavromaras, Kostas ; Cai, Lixin. In: IZA Discussion Papers. RePEc:iza:izadps:dp9633.

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2016Mental Health and Productivity at Work: Does What You Do Matter?. (2016). Wooden, Mark ; Cobb-Clark, Deborah ; Bubonya, Melisa . In: IZA Discussion Papers. RePEc:iza:izadps:dp9879.

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2017Can investors benefit from the performance of alternative UCITS funds?. (2017). Busack, Michael ; Tille, Jan ; Drobetz, Wolfgang . In: Financial Markets and Portfolio Management. RePEc:kap:fmktpm:v:31:y:2017:i:1:d:10.1007_s11408-016-0283-7.

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2016Long-run effects of democracy on income inequality in Latin America. (2016). Balcazar, Carlos. In: The Journal of Economic Inequality. RePEc:kap:jecinq:v:14:y:2016:i:3:d:10.1007_s10888-016-9329-3.

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2017Strategic Choice of Risk: Evidence from Mutual Fund Families. (2017). Lai, Christine W ; Chan, Chia-Ying ; Lee, Liang-Chung . In: Journal of Financial Services Research. RePEc:kap:jfsres:v:51:y:2017:i:1:d:10.1007_s10693-016-0242-5.

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2016Trading activities and price discovery in foreign currency futures markets. (2016). Chen, Yu-Lun ; Liao, Wen-Ju ; Gau, Yin-Feng . In: Review of Quantitative Finance and Accounting. RePEc:kap:rqfnac:v:46:y:2016:i:4:d:10.1007_s11156-014-0486-9.

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2016Further evidence on the explanatory power of spot food and energy commodities market prices for futures prices. (2016). Cartwright, Phillip A ; Riabko, Natalija . In: Review of Quantitative Finance and Accounting. RePEc:kap:rqfnac:v:47:y:2016:i:3:d:10.1007_s11156-015-0513-5.

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2017Estimating Regional Returns to Education in India. (2017). Sato, Takahiro ; Bhattacharya, Prabir . In: Discussion Paper Series. RePEc:kob:dpaper:dp2017-09.

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2016Falling Behind or Catching Up? Cross-Country Evidence in Intra-Generational Wages Mobility through Pseudo-Panels. (2016). Lilla, Marco . In: LIS Working papers. RePEc:lis:liswps:669.

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2017Consumption of cultural goods and services and time allocation in Brazil [Consumption of cultural goods and services and time allocation in Brazil]. (2017). DINIZ, SIBELLE ; Day, Luiz Carlos ; Golgher, Andre Braz ; Machado, Ana Flavia . In: Nova Economia. RePEc:nov:artigo:v:27:y:2017:i:1:p:35-63.

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2016Diversification Benefits of Commodities: A Stochastic Dominance Efficiency Approach. (2016). Skiadopoulos, George ; Daskalaki, Charoula ; Topaloglou, Nikolas . In: Working Papers. RePEc:qmw:qmwecw:wp797.

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2016The Dynamics of Heterogeneous Political Party Support and Egocentric Economic Evaluations: the Scottish Case. (2016). Guilló, María ; Chrysanthou, Georgios. In: QM&ET Working Papers. RePEc:ris:qmetal:2016_003.

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2016On the Linkage between the International Crude Oil Price and Stock Markets: Evidence from the Nordic and Other European Oil Importing and Oil Exporting Countries. (2016). Bein, murad ; Aga, Mehmet . In: Journal for Economic Forecasting. RePEc:rjr:romjef:v::y:2016:i:4:p:115-134.

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2016Particulate matter and labor supply: evidence from Peru. (2016). Oliva, Paulina ; Miranda, Juan Jose ; Aragon, Fernando. In: Discussion Papers. RePEc:sfu:sfudps:dp16-01.

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2016Are Relational Goods Important for People with Disabilities?. (2016). Pagan, Ricardo . In: Applied Research in Quality of Life. RePEc:spr:ariqol:v:11:y:2016:i:4:d:10.1007_s11482-015-9423-x.

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2016Maternal Risk Exposure and Adult Daughters’ Health, Schooling, and Employment: A Constructed Cohort Analysis of 50 Developing Countries. (2016). Li, Qingfeng ; Tsui, Amy O. In: Demography. RePEc:spr:demogr:v:53:y:2016:i:3:d:10.1007_s13524-016-0472-z.

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2016How do smoking bans in restaurants affect restaurant and at-home alcohol consumption?. (2016). wohlgenant, michael ; Koksal, Aycan . In: Empirical Economics. RePEc:spr:empeco:v:50:y:2016:i:4:d:10.1007_s00181-015-0986-z.

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2017A new look at oil price pass-through into inflation: evidence from disaggregated European data. (2017). Jiménez-Rodríguez, Rebeca ; Senra, Eva ; Poncela, Pilar ; Jimenez-Rodriguez, Rebeca ; Castro, Cesar . In: Economia Politica: Journal of Analytical and Institutional Economics. RePEc:spr:epolit:v:34:y:2017:i:1:d:10.1007_s40888-016-0048-9.

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2016Is there a low-risk anomaly across countries?. (2016). Zaremba, Adam . In: Eurasian Economic Review. RePEc:spr:eurase:v:6:y:2016:i:1:d:10.1007_s40822-015-0036-3.

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2017Job loss and the mental health of spouses and adolescent children. (2017). Wooden, Mark ; Cobb-Clark, Deborah ; Bubonya, Melisa . In: IZA Journal of Labor Economics. RePEc:spr:izalbr:v:6:y:2017:i:1:d:10.1186_s40172-017-0056-1.

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2017Impact of Working Time Mismatch on Job Satisfaction: Evidence for German Workers with Disabilities. (2017). Pagan, Ricardo . In: Journal of Happiness Studies. RePEc:spr:jhappi:v:18:y:2017:i:1:d:10.1007_s10902-016-9721-5.

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2017Quality service in banking: a longitudinal approach. (2017). Mariani, Paolo ; Masserini, Lucio ; Liberati, Caterina . In: Quality & Quantity: International Journal of Methodology. RePEc:spr:qualqt:v:51:y:2017:i:2:d:10.1007_s11135-016-0420-4.

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2017Quantifying the economic cost of children: a note on intertemporal equivalence scales. (2017). Betti, Gianni. In: Quality & Quantity: International Journal of Methodology. RePEc:spr:qualqt:v:51:y:2017:i:3:d:10.1007_s11135-016-0325-2.

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2016School accountability: can we reward schools and avoid pupil selection?. (2016). Schokkaert, Erik ; Ooghe, Erwin. In: Social Choice and Welfare. RePEc:spr:sochwe:v:46:y:2016:i:2:d:10.1007_s00355-015-0917-0.

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2017Relationship between Crude Oil Prices and the U.S. Dollar Exchange Rates: Constant or Time-varying?. (2017). Le, Duong . In: Journal of Applied Finance & Banking. RePEc:spt:apfiba:v:7:y:2017:i:5:f:7_5_6.

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2016Mental Health and Productivity at Work: Does What You Do Matter?. (2016). Wooden, Mark ; Cobb-Clark, Deborah ; Bubonya, Melisa . In: Working Papers. RePEc:syd:wpaper:2016-07.

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2016Institutional wage-setting, labour demand and labour supply: causal estimates from a South African pseudo-panel. (2016). von Fintel, Dieter. In: Working Papers. RePEc:sza:wpaper:wpapers263.

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2017Disentangling Age and Cohorts Effects on Home-Ownership and Housing Wealth in Turkey. (2017). Ceritoğlu, Evren ; Ceritoglu, Evren . In: Working Papers. RePEc:tcb:wpaper:1706.

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More than 100 citations found, this list is not complete...

Works by Theo Nijman:


YearTitleTypeCited
1993Premia in Forward Foreign Exchange as Unobserved Components: A Note. In: Journal of Business & Economic Statistics.
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article16
1998Estimation and Testing in Models Containing Both Jump and Conditional Heteroscedasticity. In: Journal of Business & Economic Statistics.
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article29
1994Estimation and testing in models containing both jumps and conditional heteroskedasticity.(1994) In: Discussion Paper.
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paper
1986The Construction and Use of Approximations for Missing Quarterly Observations: A Model-based Approach. In: Journal of Business & Economic Statistics.
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article6
1990Predictive Accuracy Gain from Disaggregate Sampling in ARIMA Models. In: Journal of Business & Economic Statistics.
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article17
1987Predictive accuracy gain from disaggregate sampling in ARIMA-models.(1987) In: Research Memorandum.
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paper
2000Hedging Pressure Effects in Futures Markets In: Journal of Finance.
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article110
2002Evaluating Style Analysis In: CEPR Discussion Papers.
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paper11
2004Evaluating style analysis.(2004) In: Journal of Empirical Finance.
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article
2000Evaluating Style Analysis.(2000) In: Discussion Paper.
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paper
1998Pricing Term Structure Risk in Futures Markets In: Journal of Financial and Quantitative Analysis.
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article7
1996Pricing Term Structure Risk in Futures Markets.(1996) In: Discussion Paper.
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paper
2004An Anatomy of Futures Returns: Risk Premiums and Trading Strategies In: WO Research Memoranda (discontinued).
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paper0
1984Missing Observations in the Dynamic Regression Model. In: Econometrica.
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article22
1993Temporal Aggregation of GARCH Processes. In: Econometrica.
[Full Text][Citation analysis]
article319
1990TEMPORAL AGGREGATION OF GARCH PROCESSES..(1990) In: Tilburg - Center for Economic Research.
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This paper has another version. Agregated cites: 319
paper
1992Temporal Aggregation of Garch Processes..(1992) In: Tilburg - Center for Economic Research.
[Citation analysis]
This paper has another version. Agregated cites: 319
paper
1990Temporal aggregation of GARCH processes.(1990) In: Discussion Paper.
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This paper has another version. Agregated cites: 319
paper
1992Temporal aggregation of GARCH processes.(1992) In: Discussion Paper.
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This paper has another version. Agregated cites: 319
paper
2000Testing Affine Term Structure Models in Case of Transaction Costs In: Econometric Society World Congress 2000 Contributed Papers.
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paper4
2005Testing affine term structure models in case of transaction costs.(2005) In: Journal of Econometrics.
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article
1999Testing Affine Term Structure Models in Case of Transaction Costs.(1999) In: Discussion Paper.
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This paper has another version. Agregated cites: 4
paper
1982Linear regression using both temporally aggregated and temporally disaggregated data In: Journal of Econometrics.
[Full Text][Citation analysis]
article3
1990Estimation of time-dependent parameters in linear models using cross-sections, panels, or both In: Journal of Econometrics.
[Full Text][Citation analysis]
article7
1988Estimation of time dependent parameters in linear models using cross sections, panels or both.(1988) In: Research Memorandum.
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This paper has another version. Agregated cites: 7
paper
1991The efficiency of rotating-panel designs in an analysis-of-variance model In: Journal of Econometrics.
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article4
1992The optimal choice of controls and pre-experimental observations In: Journal of Econometrics.
[Full Text][Citation analysis]
article0
1993Minimum MSE estimation of a regression model with fixed effects from a series of cross-sections In: Journal of Econometrics.
[Full Text][Citation analysis]
article43
1992Minimum MSE Estimatin of a Regression Model with Fixed Effects from a Series of Cross Sections..(1992) In: Tilburg - Center for Economic Research.
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This paper has another version. Agregated cites: 43
paper
1996Marginalization and contemporaneous aggregation in multivariate GARCH processes In: Journal of Econometrics.
[Full Text][Citation analysis]
article50
1994Marginalization and Contemporaneous Aggregation in Multivariate Garch Proceses..(1994) In: Centro de Estudios Monetarios Y Financieros-.
[Citation analysis]
This paper has another version. Agregated cites: 50
paper
1993Marginalization and Contemporaneous Aggregation in Multivariate Garch Processes..(1993) In: Tilburg - Center for Economic Research.
[Citation analysis]
This paper has another version. Agregated cites: 50
paper
1993Marginalization and contemporaneous aggregation in multivariate GARCH processes.(1993) In: Discussion Paper.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 50
paper
1995A comparison of the cost of trading French shares on the Paris Bourse and on SEAQ International In: European Economic Review.
[Full Text][Citation analysis]
article32
1993A comparison of the cost of trading French shares on the Paris Bourse and on SEAQ International.(1993) In: Discussion Paper.
[Full Text][Citation analysis]
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paper
2004Do countries or industries explain momentum in Europe? In: Journal of Empirical Finance.
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article13
2002Do Countries or Industries Explain Momentum in Europe?.(2002) In: Discussion Paper.
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This paper has another version. Agregated cites: 13
paper
2005Yet another look at mutual fund tournaments In: Journal of Empirical Finance.
[Full Text][Citation analysis]
article23
1996Price effects of trading and components of the bid-ask spread on the Paris Bourse In: Journal of Empirical Finance.
[Full Text][Citation analysis]
article19
1994Price effects of trading and components of the bid-ask spread on the Paris Bource.(1994) In: Discussion Paper.
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This paper has another version. Agregated cites: 19
paper
1997High frequency analysis of lead-lag relationships between financial markets In: Journal of Empirical Finance.
[Full Text][Citation analysis]
article30
1995High frequency analysis of lead-lag relationships between financial markets.(1995) In: Discussion Paper.
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This paper has another version. Agregated cites: 30
paper
2001Testing for mean-variance spanning: a survey In: Journal of Empirical Finance.
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article53
1998Testing for mean-variance spanning : A survey.(1998) In: Discussion Paper.
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paper
2001Eliminating look-ahead bias in evaluating persistence in mutual fund performance In: Journal of Empirical Finance.
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article16
2008Performance information dissemination in the mutual fund industry In: Journal of Financial Markets.
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article8
2008Estimating the term structure of mortality In: Insurance: Mathematics and Economics.
[Full Text][Citation analysis]
article9
2008Longevity risk in portfolios of pension annuities In: Insurance: Mathematics and Economics.
[Full Text][Citation analysis]
article23
2010Longevity risk and capital markets: The 2008-2009 update In: Insurance: Mathematics and Economics.
[Full Text][Citation analysis]
article2
2003Currency hedging for international stock portfolios: The usefulness of mean-variance analysis In: Journal of Banking & Finance.
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article20
2003Common factors in international bond returns In: Journal of International Money and Finance.
[Full Text][Citation analysis]
article35
2000Common Factors in International Bond Returns.(2000) In: Discussion Paper.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 35
paper
1989GENERALIZED LEAST SQUARES ESTIMATION OF LINEAR MODELS CONTAINING RATIONAL FUTURE EXEPECTATIONS In: Tilburg - Center for Economic Research.
[Citation analysis]
paper0
1991Generalized Least Squares Estimation of Linear Models Containing Rational Future Expectations..(1991) In: International Economic Review.
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This paper has another version. Agregated cites: 0
article
1989Generalized least squares estimation of linear models containing rational future expectations.(1989) In: Discussion Paper.
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This paper has another version. Agregated cites: 0
paper
1989THE NONRESPONSE BIAS IN THE ANALYSIS OF THE DETERMINANTS OF TOTAL EXPENDITURES OF HOUSEHOLDS BASED ON PANEL DATA. In: Tilburg - Center for Economic Research.
[Citation analysis]
paper0
1990TESTING FOR SELECTIVITY BIAS IN PANEL DATA MODELS. In: Tilburg - Center for Economic Research.
[Citation analysis]
paper206
1992Testing for Selectivity Bias in Panel Data Models..(1992) In: International Economic Review.
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This paper has another version. Agregated cites: 206
article
1990Testing for selectivity bias in panel data models.(1990) In: Discussion Paper.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 206
paper
1990CAN COHORT DATA BE TREATED AS GENUINE PANEL DATA. In: Tilburg - Center for Economic Research.
[Citation analysis]
paper101
1992Can Cohort Data Be Treated as Genuine Panel Data?.(1992) In: Empirical Economics.
[Citation analysis]
This paper has another version. Agregated cites: 101
article
1990Can cohort data be treated as genuine panel data?.(1990) In: Discussion Paper.
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This paper has another version. Agregated cites: 101
paper
1990EMPIRICAL TESTS OF A SIMPLE PRICING MODEL FOR SUGAR FUTURES. In: Tilburg - Center for Economic Research.
[Citation analysis]
paper0
1990Empirical tests of a simple pricing model for sugar futures.(1990) In: Discussion Paper.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 0
paper
1991Premia in Forward Foreign Exchange as Unobserved Components. In: Tilburg - Center for Economic Research.
[Citation analysis]
paper18
1991Premia in forward foreign exchange as unobserved components.(1991) In: Discussion Paper.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 18
paper
1991Recent Developments in Modeling Volatility in Financial Data. In: Tilburg - Center for Economic Research.
[Citation analysis]
paper0
1991Recent developments in modeling volatility in financial data.(1991) In: Discussion Paper.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 0
paper
1992Incomplete Panels and Selection Bias: A Survey. In: Tilburg - Center for Economic Research.
[Citation analysis]
paper20
1992Incomplete panels and selection bias : A survey.(1992) In: Discussion Paper.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 20
paper
1993A Comparison of Cost of Trading French Shares on the Paris Bourse and on SEAQ International. In: Tilburg - Center for Economic Research.
[Citation analysis]
paper6
1992Nonresponse in Panel Data: The Impact on Estimates of a Life Cycle Consumption Function. In: Journal of Applied Econometrics.
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article73
2011Optimal Annuity Risk Management In: Review of Finance.
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article9
2010When Can Life Cycle Investors Benefit from Time-Varying Bond Risk Premia? In: Review of Financial Studies.
[Full Text][Citation analysis]
article18
2010Optimal Annuitization with Incomplete Annuity Markets and Background Risk During Retirement In: Discussion Paper.
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paper2
1999Currency Hedging for International Stock Portfolios : A General Approach In: Discussion Paper.
[Full Text][Citation analysis]
paper0
1997Analyzing specification errors in models for futures risk premia with hedging pressure In: Discussion Paper.
[Full Text][Citation analysis]
paper0
2002Modeling Comovements in Trading Intensities to Distinguish Sector and Stock Specific News In: Discussion Paper.
[Full Text][Citation analysis]
paper3
2001On the Empirical Evidence of Mutual Fund Strategic Risk Taking In: Discussion Paper.
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paper0
1996Testing for Spanning with Futrures Contracts and Nontraded Assets : A General Approach In: Discussion Paper.
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paper4
1996Testing for Spanning with Futures Contracts and Nontraded Assets: A general Approach.(1996) In: SFB 373 Discussion Papers.
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This paper has another version. Agregated cites: 4
paper
1989The nonresponse bias in the analysis of the determinants of total annual expenditures of households based on panel data In: Discussion Paper.
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paper0
1998Testing for mean-variance spanning with short sales constraints and transaction costs : The case of emerging markets In: Discussion Paper.
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paper26
2005Labor Income and the Demand for Long-term Bonds In: Discussion Paper.
[Full Text][Citation analysis]
paper2
1992Minimum MSE estimation of a regression model with fixed effects from a series of cross sections (Revised version) In: Discussion Paper.
[Full Text][Citation analysis]
paper0
2003Strategic and Tactical Allocation to Commodities for Retirement Savings Schemes In: Discussion Paper.
[Full Text][Citation analysis]
paper8
2002The Dynamics of the Impact of Past Performance on Mutual Fund Flows In: Discussion Paper.
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paper3
2002The Price Impact of Trades in Illiquid Stocks in Periods of High and Low Market Activity In: Discussion Paper.
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paper2
1998Style Analysis and Performance Evaluation of Dutch Mutual Funds In: Discussion Paper.
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paper6
1998Performance analysis of international mutual funds incorporating market frictions In: Discussion Paper.
[Full Text][Citation analysis]
paper2
2006Optimal Portfolio Choice with Annuitization In: Discussion Paper.
[Full Text][Citation analysis]
paper12
2010When Can Insurers Offer Products That Dominate Delayed Old-Age Pension Benefit Claiming? In: Discussion Paper.
[Full Text][Citation analysis]
paper1
1998Eliminating biases in evaluating mutual fund performance from a survivorship free sample In: Discussion Paper.
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paper0
2010Health Cost Risk and Optimal Retirement Provision : A Simple Rule for Annuity Demand In: Discussion Paper.
[Full Text][Citation analysis]
paper5
1986Efficiency gains due to using missing data procedures in regression models In: Research Memorandum.
[Full Text][Citation analysis]
paper2
1988Exclusion restrictions in instrumental variables equations In: Research Memorandum.
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paper0
1988The optimal design of rotating panels in a simple analysis of variance model In: Research Memorandum.
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paper0
1989A natural approach to optimal forecasting in case of preliminary observations In: Research Memorandum.
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paper0
1987Consistent estimation of regression models with incompletely observed exogenous variables In: Research Memorandum.
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paper1
1986Consistent estimation of rational expectation models In: Research Memorandum.
[Full Text][Citation analysis]
paper0
2000Derivatengebruik van Nederlandse Niet-Financiële Bedrijven In: Research Memorandum.
[Full Text][Citation analysis]
paper0

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