Concepedia

Peter Vlaar

PV

Statistics

Publications

19

Citations

817

H-Index

13

Active since

1993

Affiliations

De Nederlandsche Bank(Current)

Peter Vlaar is an author at De Nederlandsche Bank specializing in economics, financial economics, and monetary economics.

Publications per year

1993–2011

19

Publications

19

The Message in Weekly Exchange Rates in the European Monetary System: Mean Reversion, Conditional Heteroscedasticity, and Jumps

Peter Vlaar, Franz C. Palm · Journal of Business and Economic Statistics · 1993 · 219 citations

Social Sciences, Economics, Financial Economics +14

Value at risk models for Dutch bond portfolios

Peter Vlaar · Journal of Banking & Finance · 2000 · 109 citations

Business, Economics, Finance +14

Conditional Indexation in Defined Benefit Pension Plans

Jacob A. Bikker, Peter Vlaar · RePEc: Research Papers in Economics · 2006 · 95 citations

Public Affairs, Economics, Insurance +17

The Message in Weekly Exchange Rates in the European Monetary System: Mean Reversion, Conditional Heteroscedasticity, and Jumps

Peter Vlaar, Franz C. Palm · Journal of Business and Economic Statistics · 1993 · 65 citations

Social Sciences, Economics, Financial Economics +14

Shocking the eurozone

Peter Vlaar · European Economic Review · 2003 · 50 citations

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