Access Statistics for Ronald Mahieu

Author contact details at EconPapers.

Working Paper File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
A Range-Based Multivariate Model for Exchange Rate Volatility 1 2 21 238 1 3 34 479
Daily Exchange Rate Behaviour and Hedging of Currency Risk 3 6 26 432 9 31 114 1,430
Daily Exchange Rate Behaviour and Hedging of Currency Risk 3 5 13 159 3 7 22 416
Daily Exchange Rate Behaviour and Hedging of Currency Risk 0 0 0 1 7 16 53 1,021
Daily Exchange Rate Behaviour and Hedging of Currency Risk 1 2 6 501 1 4 26 2,281
Daily exchange rate behaviour and hedging of currency risk 2 3 18 466 6 17 61 1,762
Daily exchange rate behaviour and hedging of currency risk 1 2 2 2 1 3 3 3
Daily exchange rate behaviour and hedging of currency risk 1 1 1 1 1 4 4 4
Daily exchange rate behaviour and hedging of currency risk 2 3 8 232 2 5 39 673
Do Exchange Rates Move in Line With Uncovered Interest Parity? 5 6 30 88 7 8 53 130
Electricity Portfolio Management: Optimal Peak / Off-Peak Allocations 2 9 41 80 5 19 90 184
Financial Integration Through Benchmarks: The European Banking Sector 0 5 18 167 3 12 60 425
Hedging Exposure to Electricity Price Risk in a Value at Risk Framework 6 20 72 173 16 51 165 381
Hourly Electricity Prices in Day-Ahead Markets 5 18 69 161 21 54 191 432
International Portfolio Choice 0 0 5 156 0 1 6 297
Irving Fisher and the UIP Puzzle: Meeting the Expectations a Century Later 1 10 18 57 2 15 54 111
Irving Fisher, Expectational Errors, and the UIP Puzzle 1 3 12 65 4 14 41 142
Neglected Common Factors in Exchange Rate Volatility 0 0 0 0 5 13 54 895
On the Variation of Hedging Decisions in Daily Currency Risk Management 3 3 13 259 7 9 45 777
On the variation of hedging decisions in daily currency risk management 4 5 21 271 5 9 45 1,009
On the variation of hedging decisions in daily currency risk management 0 0 0 0 0 0 0 0
Price Discovery on Foreign Exchange Markets 2 2 8 66 6 7 34 466
Price Discovery on Foreign Exchange Markets with Differentially Informed Traders 0 0 0 0 1 3 14 229
Price Discovery on Foreign Exchange Markets with Differentially Informed Traders 0 0 8 143 0 2 23 779
Regime Jumps in Electricity Prices 2 16 52 561 6 28 101 1,115
Revisiting Uncovered Interest Rate Parity: Switching Between UIP and the Random Walk 3 8 32 79 3 12 62 178
Stochastic volatility and the distribution of exchange rate news 3 5 22 51 7 14 50 418
Total Working Papers 51 134 516 4,409 129 361 1,444 16,037


Journal Article File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
A Bayesian Analysis of Stock Return Volatility and Trading Volume 0 0 6 87 0 1 15 219
An empirical application of stochastic volatility models 0 2 7 161 0 2 19 371
Asian-Pacific Real Exchange Rates 0 0 0 0 0 0 3 39
Daily exchange rate behaviour and hedging of currency risk 3 7 16 295 7 17 49 1,203
Electricity portfolio management: Optimal peak/off-peak allocations 3 4 11 11 13 32 71 71
Hourly electricity prices in day-ahead markets 0 3 7 35 2 9 26 97
Neglected common factors in exchange rate volatility 0 1 6 84 1 3 20 191
Price discovery in the foreign exchange market: an empirical analysis of the yen/dmark rate1, 2 0 0 0 14 0 0 1 50
Regime jumps in electricity prices 0 1 12 119 1 7 31 249
Total Journal Articles 6 18 65 806 24 71 235 2,490


Statistics updated 2009-11-04