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

527

1

!

Under construction: SSRN citations will be offline until July when we will launch a brand new and improved citations service, check here for more details.

For more information

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 133 (212,442)

Abstract:

Loading...

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 70 (327,351)

Abstract:

Loading...

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 180 (164,269)

Abstract:

Loading...

3.

Unbalanced Regressions and the Predictive Equation

Number of pages: 56 Posted: 04 Feb 2015
Rutgers Business School, CIDE and CREATES
Downloads 76 (309,060)

Abstract:

Loading...

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

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 34 (451,597)

Abstract:

Loading...

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

5.

Evaluating Panel Regression Estimators in Corporate Finance: Evidence from CEO Pay

Number of pages: 43 Posted: 22 May 2018
Daniela Osterrieder, Darius Palia and Ge Wu
Rutgers Business School, Rutgers University, Newark, School of Business-Newark, Department of Finance & Economics and Rutgers, The State University of New Jersey - Rutgers Business School at Newark & New Brunswick
Downloads 34 (441,209)

Abstract:

Loading...