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Ronald Mahieu

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This is information that was supplied by Ronald Mahieu in registering through RePEc. If you are Ronald Mahieu , you may change this information at the RePEc Author Service. Or if you are not registered and would like to be listed as well, register at the RePEc Author Service. When you register or update your RePEc registration, you may identify the papers and articles you have authored.

Personal Details

First Name: Ronald
Middle Name:
Last Name: Mahieu
Suffix:

RePEc Short-ID: pma286

Email: [This author has chosen not to make the email address public]
Homepage: http://center.uvt.nl/staff/mahieu/
Postal Address: Tilburg University Faculty of Economics and Business Administration Department of Econometrics & OR P.O. Box 90153 5000 LE Tilburg
Phone:

Affiliation

CentER for Economic Research
Universiteit van Tilburg
Location: Tilburg, Netherlands
Homepage: http://center.uvt.nl/
Email:
Phone: 31 13 4663050
Fax: 31 13 4663066
Postal: P.O. Box 90153, 5000 LE Tilburg
Handle: RePEc:edi:cekubnl (more details at EDIRC)

Works

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Working papers

  1. Eijffinger, Sylvester C W & Mahieu, Ronald J & Raes, Louis, 2013. "Inferring hawks and doves from voting records," CEPR Discussion Papers, C.E.P.R. Discussion Papers 9418, C.E.P.R. Discussion Papers.
  2. Eijffinger, S.C.W. & Mahieu, R.J. & Raes, L.B.D., 2013. "Estimating the Preferences of Central Bankers: An Analysis of Four Voting Records," Discussion Paper, Tilburg University, Center for Economic Research 2013-047, Tilburg University, Center for Economic Research.
  3. Eijffinger, S.C.W. & Mahieu, R.J. & Raes, L.B.D., 2012. "Can the Fed talk the Hind Legs off the Stock Market? (replaces CentER DP 2011-072)," Discussion Paper, Tilburg University, Center for Economic Research 2012-012, Tilburg University, Center for Economic Research.
  4. Huang, X. & Mahieu, R.J., 2012. "Performance persistence of Dutch pension plans," Open Access publications from Tilburg University, Tilburg University urn:nbn:nl:ui:12-5556493, Tilburg University.
  5. Raes, L.B.D. & Eijffinger, S.C.W. & Mahieu, R.J., 2011. "Can the Fed Talk the Hind Legs off the Stock Market? (replaced by CentER DP 2012-012)," Discussion Paper, Tilburg University, Center for Economic Research 2011-072, Tilburg University, Center for Economic Research.
  6. Eijffinger, Sylvester C W & Mahieu, Ronald J & Raes, Louis, 2011. "Can the Fed talk the hind legs off the stock market?," CEPR Discussion Papers, C.E.P.R. Discussion Papers 8450, C.E.P.R. Discussion Papers.
  7. Eijffinger, Sylvester C. W. & Mahieu, Ronald J & Raes, Louis, 2010. "The bond yield conundrum: alternative hypotheses and the state of the economy," CEPR Discussion Papers, C.E.P.R. Discussion Papers 8063, C.E.P.R. Discussion Papers.
  8. Huisman, R. & Mahieu, R.J. & Schlichter, F., 2009. "Electricity portfolio management: Optimal peak/off-peak allocations," Open Access publications from Tilburg University, Tilburg University urn:nbn:nl:ui:12-3130619, Tilburg University.
  9. Huisman, R. & Mahieu, R.J. & Schlichter, F., 2007. "Hedging Exposure to Electricity Price Risk in a Value at Risk Framework," ERIM Report Series Research in Management, Erasmus Research Institute of Management (ERIM), ERIM is the joint research institute of the Rotterdam School of Management, Erasmus University and the Erasm ERS-2007-013-F&A, Erasmus Research Institute of Management (ERIM), ERIM is the joint research institute of the Rotterdam School of Management, Erasmus University and the Erasmus School of Economics (ESE) at Erasmus University Rotterdam.
  10. Huisman, R. & Mahieu, R.J., 2007. "Revisiting Uncovered Interest Rate Parity: Switching Between UIP and the Random Walk," ERIM Report Series Research in Management, Erasmus Research Institute of Management (ERIM), ERIM is the joint research institute of the Rotterdam School of Management, Erasmus University and the Erasm ERS-2007-001-F&A, Erasmus Research Institute of Management (ERIM), ERIM is the joint research institute of the Rotterdam School of Management, Erasmus University and the Erasmus School of Economics (ESE) at Erasmus University Rotterdam.
  11. Campbell-Pownall, R.A.J. & Koedijk, C.G. & Lothian, J.R. & Mahieu, R.J., 2007. "Irving Fisher and the UIP Puzzle: Meeting the Expectations a Century Later," ERIM Report Series Research in Management, Erasmus Research Institute of Management (ERIM), ERIM is the joint research institute of the Rotterdam School of Management, Erasmus University and the Erasm ERS-2007-088-F&A, Erasmus Research Institute of Management (ERIM), ERIM is the joint research institute of the Rotterdam School of Management, Erasmus University and the Erasmus School of Economics (ESE) at Erasmus University Rotterdam.
  12. Campbell, Rachel & Koedijk, Kees & Lothian, James R & Mahieu, Ronald J, 2007. "Irving Fisher, Expectational Errors, and the UIP Puzzle," CEPR Discussion Papers, C.E.P.R. Discussion Papers 6294, C.E.P.R. Discussion Papers.
  13. Huisman, R. & Mahieu, R.J. & Mulder, A., 2007. "Do Exchange Rates Move in Line With Uncovered Interest Parity?," ERIM Report Series Research in Management, Erasmus Research Institute of Management (ERIM), ERIM is the joint research institute of the Rotterdam School of Management, Erasmus University and the Erasm ERS-2007-012-F&A, Erasmus Research Institute of Management (ERIM), ERIM is the joint research institute of the Rotterdam School of Management, Erasmus University and the Erasmus School of Economics (ESE) at Erasmus University Rotterdam.
  14. Huisman, R. & Huurman, C. & Mahieu, R.J., 2007. "Hourly electricity prices in day-ahead markets," Open Access publications from Tilburg University, Tilburg University urn:nbn:nl:ui:12-3131737, Tilburg University.
  15. Tims, B. & Mahieu, R.J., 2006. "A range-based multivariate stochastic volatility model for exchange rates," Open Access publications from Tilburg University, Tilburg University urn:nbn:nl:ui:12-3132773, Tilburg University.
  16. Moerman, G.A. & Mahieu, R.J. & Koedijk, C.G., 2004. "Financial Integration Through Benchmarks: The European Banking Sector," ERIM Report Series Research in Management, Erasmus Research Institute of Management (ERIM), ERIM is the joint research institute of the Rotterdam School of Management, Erasmus University and the Erasm ERS-2004-110-F&A, Erasmus Research Institute of Management (ERIM), ERIM is the joint research institute of the Rotterdam School of Management, Erasmus University and the Erasmus School of Economics (ESE) at Erasmus University Rotterdam.
  17. Tims, B. & Mahieu, R.J., 2003. "A Range-Based Multivariate Model for Exchange Rate Volatility," ERIM Report Series Research in Management, Erasmus Research Institute of Management (ERIM), ERIM is the joint research institute of the Rotterdam School of Management, Erasmus University and the Erasm ERS-2003-022-F&A, Erasmus Research Institute of Management (ERIM), ERIM is the joint research institute of the Rotterdam School of Management, Erasmus University and the Erasmus School of Economics (ESE) at Erasmus University Rotterdam.
  18. Huisman, R. & Mahieu, R.J., 2003. "Regime jumps in electricity prices," Open Access publications from Tilburg University, Tilburg University urn:nbn:nl:ui:12-3131736, Tilburg University.
  19. Tims, B. & Mahieu, R.J., 2003. "International Portfolio Choice," ERIM Report Series Research in Management, Erasmus Research Institute of Management (ERIM), ERIM is the joint research institute of the Rotterdam School of Management, Erasmus University and the Erasm ERS-2003-011-F&A, Erasmus Research Institute of Management (ERIM), ERIM is the joint research institute of the Rotterdam School of Management, Erasmus University and the Erasmus School of Economics (ESE) at Erasmus University Rotterdam.
  20. Charles S. Bos & Ronald J. Mahieu & Herman K. van Dijk, 2001. "On the Variation of Hedging Decisions in Daily Currency Risk Management," Tinbergen Institute Discussion Papers, Tinbergen Institute 01-018/4, Tinbergen Institute.
  21. Charles S. Bos & Ronald J. Mahieu & Herman K. van Dijk, 2000. "Daily Exchange Rate Behaviour and Hedging of Currency Risk," Econometric Society World Congress 2000 Contributed Papers, Econometric Society 0504, Econometric Society.
  22. Flood, M. & Huisman , R. & Koedijk, C.G. & Mahieu, R.J., 1999. "Quote disclosure and price discovery in multiple-dealer financial markets," Open Access publications from Tilburg University, Tilburg University urn:nbn:nl:ui:12-3106474, Tilburg University.
  23. de Jong, F. & Mahieu, R. & Schotman, P. & Leeuwen, I., 1999. "Price Discovery on Foreign Exchange Markets with Differentially Informed Traders," Papers, Southern California - School of Business Administration 99-56, Southern California - School of Business Administration.
  24. de Jong, Frank & Mahieu, Ronald J & Schotman, Peter C, 1999. "Price Discovery on Foreign Exchange Markets," CEPR Discussion Papers, C.E.P.R. Discussion Papers 2296, C.E.P.R. Discussion Papers.
  25. Mahieu, R.J. & Bauer, R., 1998. "A Bayesian analysis of stock return volatility and trading volume," Open Access publications from Tilburg University, Tilburg University urn:nbn:nl:ui:12-3130704, Tilburg University.
  26. Mahieu, R.J. & Schotman, P.C., 1998. "An empirical application of stochastic volatility models," Open Access publications from Tilburg University, Tilburg University urn:nbn:nl:ui:12-3131739, Tilburg University.
  27. Mahieu, R.J., 1997. "Asset liability management: Anker in financieel risico-management," Open Access publications from Tilburg University, Tilburg University urn:nbn:nl:ui:12-3159491, Tilburg University.
  28. Bussel, A. van & Kerkhoffs, P. & Mahieu, R.J., 1996. "Een nieuwe index voor de huizenmarkt," Open Access publications from Tilburg University, Tilburg University urn:nbn:nl:ui:12-3159487, Tilburg University.
  29. Mahieu, R.J., 1995. "Financial market volatility: Statistical models and empirical analysis," Open Access publications from Tilburg University, Tilburg University urn:nbn:nl:ui:12-3237379, Tilburg University.
  30. Ronald Mahieu & Peter Schotman, 1994. "Neglected Common Factors in Exchange Rate Volatility," CEPR Financial Markets Paper, European Science Foundation Network in Financial Markets, c/o C.E.P.R, 77 Bastwick Street, London EC1V 3PZ 0041, European Science Foundation Network in Financial Markets, c/o C.E.P.R, 77 Bastwick Street, London EC1V 3PZ.
  31. Ronald Mahieu & Peter Schotman, 1994. "Stochastic volatility and the distribution of exchange rate news," Discussion Paper / Institute for Empirical Macroeconomics, Federal Reserve Bank of Minneapolis 96, Federal Reserve Bank of Minneapolis.
  32. Koedijk, C.G. & Mahieu, R.J., 1992. "Asian-Pacific real exchange rates," Open Access publications from Tilburg University, Tilburg University urn:nbn:nl:ui:12-3108718, Tilburg University.

Articles

  1. Pieterse-Bloem, Mary & Mahieu, Ronald J., 2013. "Factor decomposition and diversification in European corporate bond markets," Journal of International Money and Finance, Elsevier, Elsevier, vol. 32(C), pages 194-213.
  2. Xiaohong Huang & Ronald Mahieu, 2012. "Performance Persistence of Dutch Pension Funds," De Economist, Springer, Springer, vol. 160(1), pages 17-34, March.
  3. Huisman, Ronald & Mahieu, Ronald & Schlichter, Felix, 2009. "Electricity portfolio management: Optimal peak/off-peak allocations," Energy Economics, Elsevier, Elsevier, vol. 31(1), pages 169-174, January.
  4. Huisman, Ronald & Huurman, Christian & Mahieu, Ronald, 2007. "Hourly electricity prices in day-ahead markets," Energy Economics, Elsevier, Elsevier, vol. 29(2), pages 240-248, March.
  5. Ben Tims & Ronald Mahieu, 2006. "A Range-Based Multivariate Stochastic Volatility Model for Exchange Rates," Econometric Reviews, Taylor & Francis Journals, Taylor & Francis Journals, vol. 25(2-3), pages 409-424.
  6. Huisman, Ronald & Mahieu, Ronald, 2003. "Regime jumps in electricity prices," Energy Economics, Elsevier, Elsevier, vol. 25(5), pages 425-434, September.
  7. Charles S. Bos & Ronald J. Mahieu & Herman K. Van Dijk, 2000. "Daily exchange rate behaviour and hedging of currency risk," Journal of Applied Econometrics, John Wiley & Sons, Ltd., John Wiley & Sons, Ltd., vol. 15(6), pages 671-696.
  8. Ronald J. Mahieu & Peter C. Schotman, 1998. "An empirical application of stochastic volatility models," Journal of Applied Econometrics, John Wiley & Sons, Ltd., John Wiley & Sons, Ltd., vol. 13(4), pages 333-360.
  9. Ronald Mahieu & Rob Bauer, 1998. "A Bayesian analysis of stock return volatility and trading volume," Applied Financial Economics, Taylor & Francis Journals, Taylor & Francis Journals, vol. 8(6), pages 671-687.
  10. De Jong, Frank & Mahieu, Ronald & Schotman, Peter, 1998. "Price discovery in the foreign exchange market: an empirical analysis of the yen/dmark rate1, 2," Journal of International Money and Finance, Elsevier, Elsevier, vol. 17(1), pages 5-27, February.
  11. Mahieu, Ronald & Schotman, Peter, 1994. "Neglected common factors in exchange rate volatility," Journal of Empirical Finance, Elsevier, Elsevier, vol. 1(3-4), pages 279-311, July.

NEP Fields

11 papers by this author were announced in NEP, and specifically in the following field reports (number of papers):
  1. NEP-AGE: Economics of Ageing (1) 2012-06-25
  2. NEP-CBA: Central Banking (4) 2007-05-26 2011-07-02 2012-02-27 2013-09-13. Author is listed
  3. NEP-CDM: Collective Decision-Making (2) 2013-07-15 2013-09-13
  4. NEP-CFN: Corporate Finance (1) 2001-05-02
  5. NEP-ECM: Econometrics (1) 1999-12-01
  6. NEP-FMK: Financial Markets (2) 2001-05-02 2001-05-02
  7. NEP-IFN: International Finance (5) 1999-12-01 1999-12-21 2001-05-02 2001-05-02 2007-05-26. Author is listed
  8. NEP-MAC: Macroeconomics (3) 2011-07-02 2013-07-15 2013-09-13. Author is listed
  9. NEP-MON: Monetary Economics (6) 2007-05-26 2011-07-02 2012-02-27 2013-04-13 2013-07-15 2013-09-13. Author is listed
  10. NEP-POL: Positive Political Economics (3) 2013-04-13 2013-07-15 2013-09-13. Author is listed
  11. NEP-TRA: Transition Economics (1) 2013-09-13

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