Ronald Mahieu
Names
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Ronald |
| last: |
Mahieu |
Identifer
Contact
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Tilburg University
Faculty of Economics and Business Administration
Department of Econometrics & OR
P.O. Box 90153
5000 LE Tilburg |
Affiliations
Research profile
author of:
- Monetary Policy Committees, Voting Behavior and Ideal Points (RePEc:baf:cbafwp:cbafwp1628)
by Sylvester Eijffinger & Ronald Mahieu & Louis Raes - Hawks and Doves at the FOMC (RePEc:cpr:ceprdp:10442)
by Eijffinger, Sylvester & Mahieu, Ronald & Raes, Louis - The World We Live In: Local or Global? (RePEc:cpr:ceprdp:11831)
by Koedijk, Kees & Mahieu, Ronald & van Toor, Joris & Horst, Jenke - Price Discovery on Foreign Exchange Markets (RePEc:cpr:ceprdp:2296)
by de Jong, Frank & Mahieu, Ronald J & Schotman, Peter C - Irving Fisher, Expectational Errors, and the UIP Puzzle (RePEc:cpr:ceprdp:6294)
by Lothian, James R. & Koedijk, Kees & Mahieu, Ronald & Campbell, Rachel - The bond yield conundrum: alternative hypotheses and the state of the economy (RePEc:cpr:ceprdp:8063)
by Eijffinger, Sylvester & Mahieu, Ronald & Raes, Louis - Can the Fed talk the hind legs off the stock market? (RePEc:cpr:ceprdp:8450)
by Eijffinger, Sylvester & Mahieu, Ronald & Raes, Louis - Inferring hawks and doves from voting records (RePEc:cpr:ceprdp:9418)
by Eijffinger, Sylvester & Mahieu, Ronald & Raes, Louis - Neglected Common Factors in Exchange Rate Volatility (RePEc:cpr:ceprfm:0041)
by Ronald Mahieu & Peter Schotman - Daily Exchange Rate Behaviour and Hedging of Currency Risk (RePEc:ecm:wc2000:0504)
by Charles S. Bos & Ronald J. Mahieu & Herman K. van Dijk - Neglected common factors in exchange rate volatility (RePEc:eee:empfin:v:1:y:1994:i:3-4:p:279-311)
by Mahieu, Ronald & Schotman, Peter - Regime jumps in electricity prices (RePEc:eee:eneeco:v:25:y:2003:i:5:p:425-434)
by Huisman, Ronald & Mahieu, Ronald - Hourly electricity prices in day-ahead markets (RePEc:eee:eneeco:v:29:y:2007:i:2:p:240-248)
by Huisman, Ronald & Huurman, Christian & Mahieu, Ronald - Electricity portfolio management: Optimal peak/off-peak allocations (RePEc:eee:eneeco:v:31:y:2009:i:1:p:169-174)
by Huisman, Ronald & Mahieu, Ronald & Schlichter, Felix - Price discovery in the foreign exchange market: an empirical analysis of the yen/dmark rate1, 2 (RePEc:eee:jimfin:v:17:y:1998:i:1:p:5-27)
by De Jong, Frank & Mahieu, Ronald & Schotman, Peter - Factor decomposition and diversification in European corporate bond markets (RePEc:eee:jimfin:v:32:y:2013:i:c:p:194-213)
by Pieterse-Bloem, Mary & Mahieu, Ronald J. - Inferring hawks and doves from voting records (RePEc:eee:poleco:v:51:y:2018:i:c:p:107-120)
by Eijffinger, Sylvester & Mahieu, Ronald & Raes, Louis - Daily exchange rate behaviour and hedging of currency risk (RePEc:ems:eureir:1605)
by Bos, C.S. & Mahieu, R.J. & van Dijk, H.K. - On the variation of hedging decisions in daily currency risk management (RePEc:ems:eureir:1653)
by Bos, C.S. & Mahieu, R.J. & van Dijk, H.K. - Daily exchange rate behaviour and hedging of currency risk (RePEc:ems:eureir:1657)
by Bos, C.S. & Mahieu, R.J. & van Dijk, H.K. - Irving Fisher and the UIP Puzzle: Meeting the Expectations a Century Later (RePEc:ems:eureri:10774)
by Campbell-Pownall, R.A.J. & Koedijk, C.G. & Lothian, J.R. & Mahieu, R.J. - Electricity Portfolio Management: Optimal Peak / Off-Peak Allocations (RePEc:ems:eureri:10775)
by Huisman, R. & Mahieu, R.J. & Schlichter, F. - Regime Jumps in Electricity Prices (RePEc:ems:eureri:111)
by Huisman, R. & Mahieu, R.J. - Financial Integration Through Benchmarks: The European Banking Sector (RePEc:ems:eureri:1834)
by Moerman, G.A. & Mahieu, R.J. & Koedijk, C.G. - International Portfolio Choice (RePEc:ems:eureri:276)
by Tims, B. & Mahieu, R.J. - A Range-Based Multivariate Model for Exchange Rate Volatility (RePEc:ems:eureri:282)
by Tims, B. & Mahieu, R.J. - Revisiting Uncovered Interest Rate Parity: Switching Between UIP and the Random Walk (RePEc:ems:eureri:8288)
by Huisman, R. & Mahieu, R.J. - Hourly Electricity Prices in Day-Ahead Markets (RePEc:ems:eureri:8289)
by Huisman, R. & Huurman, C. & Mahieu, R.J. - Do Exchange Rates Move in Line With Uncovered Interest Parity? (RePEc:ems:eureri:8993)
by Huisman, R. & Mahieu, R.J. & Mulder, A. - Hedging Exposure to Electricity Price Risk in a Value at Risk Framework (RePEc:ems:eureri:8995)
by Huisman, R. & Mahieu, R.J. & Schlichter, F. - The SSM at 1 (RePEc:erf:erfstu:88)
by Luc Laeven & Mario Draghi & Andreas Dombret & Ignazio Angeloni & Sergio Nicoletti-Altimari & Felix Hufeld & Ludger Schuknecht & Hendrik Ritter & Christian Thimann & Josef A. Korte & Sascha Steffen & E - 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 w (RePEc:erf:erfstu:89)
by Howard Davies & David Miles & Forrest Capie & Alex Cukierman & Jakob de Haan & Sylvester Eijffinger & Charles Goodhart & Ronald Mahieu & Aleksandra Maslowska-Jokinen & Anna Matysek-Jedrych & Martin Me - Stochastic volatility and the distribution of exchange rate news (RePEc:fip:fedmem:96)
by Ronald Mahieu & Peter C. Schotman - Price Discovery on Foreign Exchange Markets with Differentially Informed Traders (RePEc:fth:socabu:99-56)
by de Jong, F. & Mahieu, R. & Schotman, P. & Leeuwen, I. - Can the Fed Talk the Hind Legs Off the Stock Market? (RePEc:ijc:ijcjou:y:2017:q:0:a:2)
by Sylvester Eijffinger & Ronald Mahieu & Louis Raes - An empirical application of stochastic volatility models (RePEc:jae:japmet:v:13:y:1998:i:4:p:333-360)
by Ronald J. Mahieu & Peter C. Schotman - Daily exchange rate behaviour and hedging of currency risk (RePEc:jae:japmet:v:15:y:2000:i:6:p:671-696)
by Charles S. Bos & Ronald J. Mahieu & Herman K. Van Dijk - Performance Persistence of Dutch Pension Funds (RePEc:kap:decono:v:160:y:2012:i:1:p:17-34)
by Xiaohong Huang & Ronald Mahieu - International Portfolio Choice (RePEc:pal:palchp:978-0-230-29522-3_4)
by Ben Tims & Ronald Mahieu - A Bayesian analysis of stock return volatility and trading volume (RePEc:taf:apfiec:v:8:y:1998:i:6:p:671-687)
by Ronald Mahieu & Rob Bauer - A Range-Based Multivariate Stochastic Volatility Model for Exchange Rates (RePEc:taf:emetrv:v:25:y:2006:i:2-3:p:409-424)
by Ben Tims & Ronald Mahieu - Price Discovery on Foreign Exchange Markets with Differentially Informed Traders (RePEc:tin:wpaper:19990032)
by Frank de Jong & Ronald Mahieu & Peter Schotman & Irma van Leeuwen - Daily Exchange Rate Behaviour and Hedging of Currency Risk (RePEc:tin:wpaper:19990078)
by Charles S. Bos & Ronald J. Mahieu & Herman K. van Dijk - Daily Exchange Rate Behaviour and Hedging of Currency Risk (RePEc:tin:wpaper:20010017)
by Charles S. Bos & Ronald J. Mahieu & Herman K. van Dijk - On the Variation of Hedging Decisions in Daily Currency Risk Management (RePEc:tin:wpaper:20010018)
by Charles S. Bos & Ronald J. Mahieu & Herman K. van Dijk - Can the Fed talk the Hind Legs off the Stock Market? (replaces CentER DP 2011-072) (RePEc:tiu:tiucen:347a970d-4a05-416f-a351-1a8ac7b011d0)
by Eijffinger, S.C.W. & Mahieu, R.J. & Raes, L.B.D. - The Bond Yield Conundrum : Alternative Hypotheses and the State of the Economy (RePEc:tiu:tiucen:8b320ebf-1447-46c9-82e3-c234495ce384)
by Eijffinger, S.C.W. & Mahieu, R.J. & Raes, L.B.D. - Estimating the Preferences of Central Bankers : An Analysis of Four Voting Records (RePEc:tiu:tiucen:b8f10be2-d664-4d83-8bf4-6106d54448de)
by Eijffinger, S.C.W. & Mahieu, R.J. & Raes, L.B.D. - Hawks and Doves at the FOMC (RePEc:tiu:tiucen:c5fab1b1-c69d-4298-a6e0-e328c46df364)
by Eijffinger, S.C.W. & Mahieu, R.J. & Raes, L.B.D. - Inferring Hawks and Doves from Voting Records (RePEc:tiu:tiucen:daf17793-6ce0-4c29-827b-d3fbafafaf43)
by Eijffinger, S.C.W. & Mahieu, R.J. & Raes, L.B.D. - Hawks and Doves at the FOMC (RePEc:tiu:tiutis:12291c8c-5dcd-4192-b37f-41a98200d3ab)
by Eijffinger, S.C.W. & Mahieu, R.J. & Raes, L.B.D. - Inferring Hawks and Doves from Voting Records (RePEc:tiu:tiutis:1588f60e-61f6-4492-a5d1-5e4ed1559d74)
by Eijffinger, S.C.W. & Mahieu, R.J. & Raes, L.B.D. - Can the Fed Talk the Hind Legs off the Stock Market? (replaces EBC DP 2011-017) (RePEc:tiu:tiutis:2cab42f6-c75d-46ef-9801-42ad46198004)
by Eijffinger, S.C.W. & Mahieu, R.J. & Raes, L.B.D. - Can the Fed talk the Hind Legs off the Stock Market? (replaces CentER DP 2011-072) (RePEc:tiu:tiutis:347a970d-4a05-416f-a351-1a8ac7b011d0)
by Eijffinger, S.C.W. & Mahieu, R.J. & Raes, L.B.D. - Performance persistence of Dutch pension plans (RePEc:tiu:tiutis:3dba651c-bb31-443f-963c-440994fd9018)
by Huang, X. & Mahieu, R.J. - The Bond Yield Conundrum : Alternative Hypotheses and the State of the Economy (RePEc:tiu:tiutis:8b320ebf-1447-46c9-82e3-c234495ce384)
by Eijffinger, S.C.W. & Mahieu, R.J. & Raes, L.B.D. - The Bond Yield Conundrum : Alternative Hypotheses and the State of the Economy (RePEc:tiu:tiutis:b44feba5-acd3-43b8-969e-114a8affee7a)
by Eijffinger, S.C.W. & Mahieu, R.J. & Raes, L.B.D. - Estimating the Preferences of Central Bankers : An Analysis of Four Voting Records (RePEc:tiu:tiutis:b8f10be2-d664-4d83-8bf4-6106d54448de)
by Eijffinger, S.C.W. & Mahieu, R.J. & Raes, L.B.D. - Hawks and Doves at the FOMC (RePEc:tiu:tiutis:c5fab1b1-c69d-4298-a6e0-e328c46df364)
by Eijffinger, S.C.W. & Mahieu, R.J. & Raes, L.B.D. - Inferring Hawks and Doves from Voting Records (RePEc:tiu:tiutis:daf17793-6ce0-4c29-827b-d3fbafafaf43)
by Eijffinger, S.C.W. & Mahieu, R.J. & Raes, L.B.D. - Estimating the Preferences of Central Bankers : An Analysis of Four Voting Records (RePEc:tiu:tiutis:ea85a7a5-07de-4416-ba44-b49a7c2b7760)
by Eijffinger, S.C.W. & Mahieu, R.J. & Raes, L.B.D. - Electricity portfolio management : Optimal peak/off-peak allocations (RePEc:tiu:tiutis:f880b2e6-c56c-483c-9334-9238076b36ea)
by Huisman, R. & Mahieu, R.J. & Schlichter, F.