Daniela Osterrieder

Rutgers Business School

Janice H. Levin Bldg., Room 121

94 Rockafeller Road

Piscataway, NJ 08854-8054

United States

CREATES

Aarhus University

Fuglesangs Alle 4

DK-8210 Aarhus C

Denmark

SCHOLARLY PAPERS

5

DOWNLOADS

628

SSRN CITATIONS

0

CROSSREF CITATIONS

3

Scholarly Papers (5)

The Volatility of Long-Term Bond Returns: Persistent Interest Shocks and Time-Varying Risk Premiums

Number of pages: 51 Posted: 03 Aug 2012
Daniela Osterrieder and Peter C. Schotman
Rutgers Business School and Maastricht University - Department of Finance
Downloads 137 (255,700)

Abstract:

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term structure of interest rates, fractional integration, affine models

The Volatility of Long-Term Bond Returns: Persistent Interest Shocks and Time-Varying Risk Premiums

Netspar Discussion Paper No. 08/2012-060
Number of pages: 52 Posted: 13 Feb 2013
Daniela Osterrieder and Peter C. Schotman
Rutgers Business School and Maastricht University - Department of Finance
Downloads 74 (387,441)
Citation 2

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Term structure of interest rates, fractional integration, affine models

2.

Predicting Returns with a Co-Fractional VAR Model

Number of pages: 49 Posted: 22 Jan 2011
Daniela Osterrieder and Peter C. Schotman
Rutgers Business School and Maastricht University - Department of Finance
Downloads 189 (194,501)
Citation 2

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3.

Unbalanced Regressions and the Predictive Equation

Number of pages: 56 Posted: 04 Feb 2015
Rutgers Business School, CIDE and CREATES
Downloads 96 (327,635)

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Predictive regression, persistent predictor, fractional integration, regression unbalancedness, IV estimation

4.

An Efficient Fixed-Effects Estimator for Corporate Finance

Number of pages: 73 Posted: 22 May 2018 Last Revised: 13 Apr 2020
Daniela Osterrieder, Darius Palia and Ge Wu
Rutgers Business School, Rutgers University, Newark, School of Business-Newark, Department of Finance & Economics and University of Richmond
Downloads 93 (334,386)

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A Greater Multiplier with a Targeted Tax and Spend Strategy

Number of pages: 25 Posted: 27 Apr 2017
Michael S. Long, Daniela Osterrieder and Reza Farhadi
Rutgers University at Newark, Rutgers Business School and Scheller College of Business, Georgia Institute of Technology
Downloads 39 (523,406)

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Fiscal Multiplier, Varying MPC, Income Imbalance, Tax and Spend Policy