Prof.dr. B.J.M. Werker

Update Persondata

• asset
• asymptotic
• econometrics
• finance
• investment
• pricing
• statistics
• theory

Active as

Publications

(the most recent at the top)

An alternative asymptotic analysis of residual-based statistics

DNB speelt hoog spel met introductie van rekenrente die niet bepaald risicovrij is

Short-horizon regulation for long-term investors

Rank-based Tests of the Cointegrating Rank in Semiparametric Error Correction Models

De laatste loodjes voor de discontocurve

All publications..

Enhanced publications

(the most recent at the top)

Doctoral Thesis: Integer-Valued Time Series

Current research

(the most recent research is at the top)
Supervisor	Risk-sharing with financial fairness
Supervisor	Macroeconomic fundamentals and asset markets
Project leader	The price of macroeconomic announcement news

Completed research projects

(the most recent research is at the top)
Supervisor	Dynamic intraday derivative strategies
Supervisor	Asset allocation, financial regulation and individual retirementdecision making
Supervisor	Essays in banking and asset pricing
Supervisor	Optimal life-cycle planning of individuals and collective pension schemes
Project leader	Banks and Bonds: The Impact of Bank Loan Announcements on Bond and Equity Prices

All completed research..

Classification

D43000	Economics