Publications

“A Range-Based Multivariate Stochastic Volatility Model for Exchange Rates” (with Ronald Mahieu), Econometric Reviews, 2006, vol. 25, pp. 409 - 424.

" Purchasing Power Parity and the Euro Area" (with Kees Koedijk and Mathijs van Dijk), Journal of International Money and Finance, 2004, vol. 23, no. 7-8, pp. 1081-1107.

"Portefeuille-allocatie en beleggingshorizon: een algemene benadering " (met Ronald Mahieu), Financial Analysts Journal, 2002, vol. 1, no. 2, pp 42-45.