cv24.pdf
(151.84 KB, PDF)
… Economics Maastricht University P.O. Box 616 6200 MD Maastricht tel: (+31) 43 388 3838 Netherlands Email P.Schotman@maastrichtuniversity.nl EDUCATION 1989 PhD at Erasmus University Rotterdam: Empirical Studies on the Behaviour of Interest Rates and Exchange Rates; Supervisors: Eduard Bomhoff and Teun Kloek 1984 Master (drs.) degree in econometrics, Erasmus University Rotterdam EMPLOYMENT 1994 - present Full Professor at Maastricht University (UM) 1991 – 1993 Associate Professor at UM 1984 – 1990 … models, Journal of Applied Econometrics 13, 333- 360, 1998 (with Ronald Mahieu) The re-emergence of PPP in the nineties, Journal of International Money and Finance 17, 51-61, 1998 (with Kees Koedijk and Mathijs van Dijk) Price discovery in the foreign exchange market: an empirical analysis of the yen/dmark rate, Journal of International Money and Finance 17, 5-27, 1998 (with Frank de Jong and Ronald Mahieu) Small sample properties of the regression test of the expectations model of the term … subjective well-being, 2007, presented at CEPR conference on European Pension Challenges, Zürich (with Kathrin Nies) Valuation and optimal exercise of Dutch mortgage loans with prepayment restrictions, 2006 (with Bart Kuijpers) Price discovery on foreign exchange markets with differentially informed traders, CEPR DP 2296, 2001 (with Frank de Jong, Ronald Mahieu and Irma van Leeuwen) Valuation and interest rate risk of the prepayment option in Dutch mortgages, working paper, 2000 (with Arjan van …