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Publications

by alumni of

Maastricht University → School of Business and Economics → Limburg Institute of Financial Economics (LIFE)

These are publications listed in RePEc written by alumni of the above institution who are registered with the RePEc Author Service and listed in the RePEc Genealogy. List of alumni. For a list of publications by current members of the department, see here. Register yourself.

This page is updated in the first days of each month.

| Working papers | Journal articles | Books | Chapters |

Working papers

2017

  1. Koedijk, Kees & Mahieu, Ronald & van Toor, Joris & Horst, Jenke, 2017, "The World We Live In: Local or Global?," CEPR Discussion Papers, Centre for Economic Policy Research, number 11831, Feb.

2016

  1. Sylvester Eijffinger & Ronald Mahieu & Louis Raes, 2016, "Monetary Policy Committees, Voting Behavior and Ideal Points," BAFFI CAREFIN Working Papers, BAFFI CAREFIN, Centre for Applied Research on International Markets Banking Finance and Regulation, Universita' Bocconi, Milano, Italy, number 1628.

2015

  1. Eijffinger, Sylvester & Mahieu, Ronald & Raes, Louis, 2015, "Hawks and Doves at the FOMC," CEPR Discussion Papers, Centre for Economic Policy Research, number 10442, Feb.

2013

  1. Eijffinger, Sylvester & Mahieu, Ronald & Raes, Louis, 2013, "Inferring hawks and doves from voting records," CEPR Discussion Papers, Centre for Economic Policy Research, number 9418, Apr.
  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, number 2013-047.

2012

  1. 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, number 2012-012.
  2. Eijffinger, S.C.W. & Mahieu, R.J. & Raes, L.B.D., 2012, "Can the Fed Talk the Hind Legs off the Stock Market? (replaces EBC DP 2011-017)," Other publications TiSEM, Tilburg University, School of Economics and Management, number 2cab42f6-c75d-46ef-9801-4.
  3. Huang, X. & Mahieu, R.J., 2012, "Performance persistence of Dutch pension plans," Other publications TiSEM, Tilburg University, School of Economics and Management, number 3dba651c-bb31-443f-963c-4.

2011

  1. Eijffinger, Sylvester & Mahieu, Ronald & Raes, Louis, 2011, "Can the Fed talk the hind legs off the stock market?," CEPR Discussion Papers, Centre for Economic Policy Research, number 8450, Jun.

2010

  1. Eijffinger, Sylvester & Mahieu, Ronald & Raes, Louis, 2010, "The bond yield conundrum: alternative hypotheses and the state of the economy," CEPR Discussion Papers, Centre for Economic Policy Research, number 8063, Oct.

2007

  1. Lothian, James R. & Koedijk, Kees & Mahieu, Ronald & Campbell, Rachel, 2007, "Irving Fisher, Expectational Errors, and the UIP Puzzle," CEPR Discussion Papers, Centre for Economic Policy Research, number 6294, May.
  2. 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 Erasmus School of Economics (ESE) at Erasmus University Rotterdam, number ERS-2007-088-F&A, Dec.
  3. Huisman, R. & Mahieu, R.J. & Schlichter, F., 2007, "Electricity Portfolio Management: Optimal Peak / Off-Peak Allocations," 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 Erasmus School of Economics (ESE) at Erasmus University Rotterdam, number ERS-2007-089-F&A, Dec.
  4. 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 Erasmus School of Economics (ESE) at Erasmus University Rotterdam, number ERS-2007-001-F&A, Jan.
  5. Huisman, R. & Huurman, C. & Mahieu, R.J., 2007, "Hourly Electricity Prices in Day-Ahead Markets," 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 Erasmus School of Economics (ESE) at Erasmus University Rotterdam, number ERS-2007-002-F&A, Jan.
  6. 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 Erasmus School of Economics (ESE) at Erasmus University Rotterdam, number ERS-2007-012-F&A, Feb.
  7. 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 Erasmus School of Economics (ESE) at Erasmus University Rotterdam, number ERS-2007-013-F&A, Feb.

2004

  1. 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 Erasmus School of Economics (ESE) at Erasmus University Rotterdam, number ERS-2004-110-F&A, Dec.

2003

  1. 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 Erasmus School of Economics (ESE) at Erasmus University Rotterdam, number ERS-2003-011-F&A, Mar.
    • Ben Tims & Ronald Mahieu, 2011, "International Portfolio Choice," Palgrave Macmillan Books, Palgrave Macmillan, chapter 4, in: Greg N. Gregoriou & Razvan Pascalau, "Nonlinear Financial Econometrics: Forecasting Models, Computational and Bayesian Models", DOI: 10.1057/9780230295223_4.
  2. 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 Erasmus School of Economics (ESE) at Erasmus University Rotterdam, number ERS-2003-022-F&A, Mar.

2001

  1. Huisman, R. & Mahieu, R.J., 2001, "Regime Jumps in Electricity Prices," 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 Erasmus School of Economics (ESE) at Erasmus University Rotterdam, number ERS-2001-48-F&A, Aug.

2000

  1. 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, number 0504, Aug.
  2. Bos, C.S. & Mahieu, R.J. & van Dijk, H.K., 2000, "On the variation of hedging decisions in daily currency risk management," Econometric Institute Research Papers, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute, number EI 2000-20/A, Nov.

1999

  1. de Jong, Frank & Schotman, Peter C & Mahieu, Ronald, 1999, "Price Discovery on Foreign Exchange Markets," CEPR Discussion Papers, Centre for Economic Policy Research, number 2296, Nov.
  2. 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, number 99-56.

1994

  1. Ronald Mahieu & Peter Schotman, 1994, "Neglected Common Factors in Exchange Rate Volatility," CEPR Financial Market Papers, Centre for Economic Policy Research, number 0041, Jan.
  2. Ronald Mahieu & Peter C. Schotman, 1994, "Stochastic volatility and the distribution of exchange rate news," Discussion Paper / Institute for Empirical Macroeconomics, Federal Reserve Bank of Minneapolis, number 96, DOI: 10.21034/dp.96.

Journal articles

2018

  1. Eijffinger, Sylvester & Mahieu, Ronald & Raes, Louis, 2018, "Inferring hawks and doves from voting records," European Journal of Political Economy, Elsevier, volume 51, issue C, pages 107-120, DOI: 10.1016/j.ejpoleco.2017.03.004.

2017

  1. Sylvester Eijffinger & Ronald Mahieu & Louis Raes, 2017, "Can the Fed Talk the Hind Legs Off the Stock Market?," International Journal of Central Banking, International Journal of Central Banking, volume 13, issue 1, pages 53-94, February.

2013

  1. Pieterse-Bloem, Mary & Mahieu, Ronald J., 2013, "Factor decomposition and diversification in European corporate bond markets," Journal of International Money and Finance, Elsevier, volume 32, issue C, pages 194-213, DOI: 10.1016/j.jimonfin.2012.04.005.

2012

  1. Xiaohong Huang & Ronald Mahieu, 2012, "Performance Persistence of Dutch Pension Funds," De Economist, Springer, volume 160, issue 1, pages 17-34, March, DOI: 10.1007/s10645-011-9176-3.

2009

  1. Huisman, Ronald & Mahieu, Ronald & Schlichter, Felix, 2009, "Electricity portfolio management: Optimal peak/off-peak allocations," Energy Economics, Elsevier, volume 31, issue 1, pages 169-174, January.

2007

  1. Huisman, Ronald & Huurman, Christian & Mahieu, Ronald, 2007, "Hourly electricity prices in day-ahead markets," Energy Economics, Elsevier, volume 29, issue 2, pages 240-248, March.

2006

  1. Ben Tims & Ronald Mahieu, 2006, "A Range-Based Multivariate Stochastic Volatility Model for Exchange Rates," Econometric Reviews, Taylor & Francis Journals, volume 25, issue 2-3, pages 409-424, DOI: 10.1080/07474930600712814.

2003

  1. Huisman, Ronald & Mahieu, Ronald, 2003, "Regime jumps in electricity prices," Energy Economics, Elsevier, volume 25, issue 5, pages 425-434, September.

2000

  1. 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., volume 15, issue 6, pages 671-696.

1998

  1. 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, volume 17, issue 1, pages 5-27, February.
  2. Ronald J. Mahieu & Peter C. Schotman, 1998, "An empirical application of stochastic volatility models," Journal of Applied Econometrics, John Wiley & Sons, Ltd., volume 13, issue 4, pages 333-360.
  3. Ronald Mahieu & Rob Bauer, 1998, "A Bayesian analysis of stock return volatility and trading volume," Applied Financial Economics, Taylor & Francis Journals, volume 8, issue 6, pages 671-687, DOI: 10.1080/096031098332718.

1994

  1. Mahieu, Ronald & Schotman, Peter, 1994, "Neglected common factors in exchange rate volatility," Journal of Empirical Finance, Elsevier, volume 1, issue 3-4, pages 279-311, July.

Books

2016

  1. Jens Ulbrich, Carl-Christoph Hedrich and Morten Balling (ed.), 2016, "The SSM at 1," SUERF Studies, SUERF - The European Money and Finance Forum, number 2016/3, ISBN: ARRAY(0x98b32968), October.
  2. Ernest Gnan and Donato Masciandaro (ed.), 2016, "Central banking and monetary policy: Which will be the post-crisis new normal? Abstract: Central Bankers are currently facing big challenges in designing and implementing monetary policy, as well as with safeguarding financial stability, with the wor," SUERF Studies, SUERF - The European Money and Finance Forum, number 2016/4, ISBN: ARRAY(0x98a31488), October.

Chapters

2011

  1. Ben Tims & Ronald Mahieu, 2011, "International Portfolio Choice," Palgrave Macmillan Books, Palgrave Macmillan, chapter 4, in: Greg N. Gregoriou & Razvan Pascalau, "Nonlinear Financial Econometrics: Forecasting Models, Computational and Bayesian Models", DOI: 10.1057/9780230295223_4.

IDEAS is a RePEc service. RePEc uses bibliographic data supplied by the respective publishers.