Access Statistics for Ronald Mahieu

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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 0 0 0 269 0 0 0 602
Can the Fed Talk the Hind Legs off the Stock Market? (replaces EBC DP 2011-017) 0 0 0 0 0 0 0 3
Can the Fed talk the Hind Legs off the Stock Market? (replaces CentER DP 2011-072) 0 0 0 0 0 0 1 4
Can the Fed talk the Hind Legs off the Stock Market? (replaces CentER DP 2011-072) 0 0 0 3 0 0 0 31
Can the Fed talk the hind legs off the stock market? 0 0 0 26 0 0 0 105
Daily Exchange Rate Behaviour and Hedging of Currency Risk 0 0 0 168 0 0 0 495
Daily Exchange Rate Behaviour and Hedging of Currency Risk 0 0 0 516 0 0 1 2,409
Daily Exchange Rate Behaviour and Hedging of Currency Risk 0 0 1 480 0 0 2 1,648
Daily exchange rate behaviour and hedging of currency risk 0 0 0 21 0 0 0 101
Daily exchange rate behaviour and hedging of currency risk 0 0 0 27 0 0 1 112
Do Exchange Rates Move in Line With Uncovered Interest Parity? 0 0 0 190 0 0 1 298
Electricity Portfolio Management: Optimal Peak / Off-Peak Allocations 0 0 1 153 0 0 1 405
Electricity portfolio management: Optimal peak/off-peak allocations 0 0 0 2 0 0 1 17
Estimating the Preferences of Central Bankers: An Analysis of Four Voting Records 0 0 0 0 0 0 1 3
Estimating the Preferences of Central Bankers: An Analysis of Four Voting Records 0 0 0 32 0 0 2 56
Estimating the Preferences of Central Bankers: An Analysis of Four Voting Records 1 1 1 2 1 1 1 6
Financial Integration Through Benchmarks: The European Banking Sector 0 0 0 209 4 12 13 584
Hawks and Doves at the FOMC 0 0 1 22 0 0 1 66
Hawks and Doves at the FOMC 0 0 0 1 0 0 1 6
Hawks and Doves at the FOMC 0 0 0 0 0 0 0 2
Hawks and Doves at the FOMC 0 0 2 62 0 1 10 185
Hedging Exposure to Electricity Price Risk in a Value at Risk Framework 0 0 1 402 0 0 1 897
Hourly Electricity Prices in Day-Ahead Markets 0 0 1 399 0 2 7 1,143
Inferring Hawks and Doves from Voting Records 0 0 0 10 0 0 1 43
Inferring Hawks and Doves from Voting Records 0 0 0 0 0 0 0 7
Inferring Hawks and Doves from Voting Records 0 0 0 2 0 0 0 7
Inferring hawks and doves from voting records 0 0 0 35 0 0 1 113
International Portfolio Choice 0 0 0 178 0 0 0 372
Irving Fisher and the UIP Puzzle: Meeting the Expectations a Century Later 0 0 1 116 1 1 3 318
Irving Fisher, Expectational Errors, and the UIP Puzzle 0 0 0 108 0 0 0 367
Monetary Policy Committees, Voting Behavior and Ideal Points 0 0 0 35 0 0 3 67
Neglected Common Factors in Exchange Rate Volatility 0 0 0 0 0 0 0 1,014
On the Variation of Hedging Decisions in Daily Currency Risk Management 0 0 0 281 0 0 0 938
On the variation of hedging decisions in daily currency risk management 0 0 0 13 0 0 2 81
Performance persistence of Dutch pension plans 0 0 0 1 0 0 0 9
Price Discovery on Foreign Exchange Markets 0 0 0 85 0 0 0 549
Price Discovery on Foreign Exchange Markets with Differentially Informed Traders 0 0 0 166 0 1 1 873
Price Discovery on Foreign Exchange Markets with Differentially Informed Traders 0 0 0 0 0 0 1 272
Regime Jumps in Electricity Prices 0 0 0 638 0 2 2 1,326
Revisiting Uncovered Interest Rate Parity: Switching Between UIP and the Random Walk 0 0 0 129 0 0 0 343
Stochastic volatility and the distribution of exchange rate news 0 0 0 79 2 2 2 575
The Bond Yield Conundrum: Alternative Hypotheses and the State of the Economy 0 0 0 0 0 0 1 4
The Bond Yield Conundrum: Alternative Hypotheses and the State of the Economy 0 0 0 1 0 0 0 5
The Bond Yield Conundrum: Alternative Hypotheses and the State of the Economy 0 0 0 3 0 0 0 25
The World We Live In: Local or Global? 0 0 0 30 0 0 0 162
The bond yield conundrum: alternative hypotheses and the state of the economy 0 0 0 25 0 0 0 94
Total Working Papers 1 1 9 4,919 8 22 62 16,742

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 0 105 0 0 0 321
A Range-Based Multivariate Stochastic Volatility Model for Exchange Rates 0 0 0 24 0 0 0 77
An empirical application of stochastic volatility models 0 0 0 185 0 0 1 447
Can the Fed Talk the Hind Legs Off the Stock Market? 0 0 1 13 0 0 2 80
Daily exchange rate behaviour and hedging of currency risk 0 0 0 331 0 0 3 1,382
Electricity portfolio management: Optimal peak/off-peak allocations 0 0 2 68 0 1 5 259
Factor decomposition and diversification in European corporate bond markets 0 0 0 26 0 0 1 103
Hourly electricity prices in day-ahead markets 0 0 3 116 1 2 7 309
Inferring hawks and doves from voting records 0 0 1 17 0 1 8 100
Neglected common factors in exchange rate volatility 0 0 0 107 0 0 1 266
Performance Persistence of Dutch Pension Funds 0 0 0 17 0 0 1 118
Price discovery in the foreign exchange market: an empirical analysis of the yen/dmark rate1, 2 0 0 0 36 2 3 4 109
Regime jumps in electricity prices 1 4 9 185 1 5 13 442
Total Journal Articles 1 4 16 1,230 4 12 46 4,013

Book File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
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 world economy still in the process of digesting the legacy of the crisis. The crisis has changed central banking in many ways: by shifting the focus of monetary policy from fighting too high inflation towards fighting too low inflation; by prompting new ‘experimental’ non-conventional measures, which risk to cause large, long-lasting market distortions and imbalances and which also have more far-reaching distributional consequences than ‘normal, conventional’ monetary policy; and by broadening central banks’ responsibilities particularly in the direction of safeguarding banking stability and financial stability at large. This raises several questions for the future: How long will ultra-easy monetary policies last? What are post-crisis growth trajectories, and how will the natural rate of interest rates evolve? How could an exit from ultra-easy monetary policy and a return towards higher nominal interest rates be eventually managed smoothly? Does ultra-easy monetary policy itself affect the economy in a lasting and structural way? Is the pre-crisis economic paradigm governing monetary policy still valid? If not, in what ways should it be adjusted? Are there any reasonable and practical alternatives? Against this background and given the larger post-crisis range of central banks’ responsibilities: is the current institutionalset-up governing central banks and their relationship to government, Parliament and the financial system still appropriate? What adaptations might be considered? Would they bring an improvement or, on the contrary, a set-back to the unsuccessful policy approaches of the 1960s and 1970s? 0 0 1 30 0 1 6 145
The SSM at 1 0 0 0 23 0 0 3 128
Total Books 0 0 1 53 0 1 9 273

Chapter File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
International Portfolio Choice 0 0 0 0 0 0 0 0
Total Chapters 0 0 0 0 0 0 0 0

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Statistics updated 2024-09-04