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 0 0 0 269 0 0 2 604
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 2 2 4 8
Can the Fed talk the Hind Legs off the Stock Market? (replaces CentER DP 2011-072) 0 0 0 3 1 1 1 32
Can the Fed talk the hind legs off the stock market? 0 0 0 26 0 0 0 106
Daily Exchange Rate Behaviour and Hedging of Currency Risk 0 0 0 480 1 1 2 1,650
Daily Exchange Rate Behaviour and Hedging of Currency Risk 0 0 0 168 1 1 2 497
Daily Exchange Rate Behaviour and Hedging of Currency Risk 0 0 0 516 1 1 2 2,411
Daily exchange rate behaviour and hedging of currency risk 0 0 0 21 0 0 1 102
Daily exchange rate behaviour and hedging of currency risk 0 0 0 27 0 0 1 113
Do Exchange Rates Move in Line With Uncovered Interest Parity? 0 0 0 190 0 0 1 299
Electricity Portfolio Management: Optimal Peak / Off-Peak Allocations 0 0 0 153 0 0 2 407
Electricity portfolio management: Optimal peak/off-peak allocations 0 0 0 2 3 3 4 21
Estimating the Preferences of Central Bankers: An Analysis of Four Voting Records 0 0 0 32 0 0 1 57
Estimating the Preferences of Central Bankers: An Analysis of Four Voting Records 0 0 0 0 0 0 2 5
Estimating the Preferences of Central Bankers: An Analysis of Four Voting Records 0 0 0 2 0 0 1 7
Financial Integration Through Benchmarks: The European Banking Sector 0 0 0 209 0 1 15 606
Hawks and Doves at the FOMC 0 0 0 22 2 2 5 71
Hawks and Doves at the FOMC 0 0 0 1 0 0 1 7
Hawks and Doves at the FOMC 0 0 0 0 2 2 2 4
Hawks and Doves at the FOMC 0 0 0 62 1 3 4 189
Hedging Exposure to Electricity Price Risk in a Value at Risk Framework 0 0 0 402 1 1 1 898
Hourly Electricity Prices in Day-Ahead Markets 0 0 1 400 2 2 6 1,149
Inferring Hawks and Doves from Voting Records 0 0 0 0 1 1 1 8
Inferring Hawks and Doves from Voting Records 0 0 0 10 0 0 2 45
Inferring Hawks and Doves from Voting Records 0 0 0 2 2 3 3 10
Inferring hawks and doves from voting records 0 0 1 36 2 2 5 118
International Portfolio Choice 0 0 0 178 0 0 1 373
Irving Fisher and the UIP Puzzle: Meeting the Expectations a Century Later 0 0 0 116 0 0 0 318
Irving Fisher, Expectational Errors, and the UIP Puzzle 0 0 1 109 1 1 2 369
Monetary Policy Committees, Voting Behavior and Ideal Points 0 0 0 35 0 1 1 68
Neglected Common Factors in Exchange Rate Volatility 0 0 0 0 0 0 1 1,015
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 2 2 2 83
Performance persistence of Dutch pension plans 0 0 0 1 0 2 2 11
Price Discovery on Foreign Exchange Markets 0 0 0 85 1 1 3 552
Price Discovery on Foreign Exchange Markets with Differentially Informed Traders 0 0 0 166 2 2 3 876
Price Discovery on Foreign Exchange Markets with Differentially Informed Traders 0 0 0 0 0 0 1 273
Regime Jumps in Electricity Prices 0 0 0 638 1 1 4 1,330
Revisiting Uncovered Interest Rate Parity: Switching Between UIP and the Random Walk 0 0 0 129 2 4 5 348
Stochastic volatility and the distribution of exchange rate news 0 0 0 79 0 1 3 578
The Bond Yield Conundrum: Alternative Hypotheses and the State of the Economy 0 0 0 0 2 3 3 7
The Bond Yield Conundrum: Alternative Hypotheses and the State of the Economy 0 0 0 3 2 2 4 29
The Bond Yield Conundrum: Alternative Hypotheses and the State of the Economy 0 0 0 1 0 0 1 6
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 1 1 1 95
Total Working Papers 0 0 3 4,922 36 47 108 16,858

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 2 3 6 327
A Range-Based Multivariate Stochastic Volatility Model for Exchange Rates 0 0 0 24 0 0 0 78
An empirical application of stochastic volatility models 0 0 0 185 1 1 4 451
Can the Fed Talk the Hind Legs Off the Stock Market? 0 0 0 13 2 4 9 89
Daily exchange rate behaviour and hedging of currency risk 0 0 0 331 0 2 3 1,385
Electricity portfolio management: Optimal peak/off-peak allocations 0 0 0 68 1 1 2 262
Factor decomposition and diversification in European corporate bond markets 0 0 0 26 0 1 1 104
Hourly electricity prices in day-ahead markets 0 0 0 116 0 1 8 319
Inferring hawks and doves from voting records 0 0 1 18 4 5 11 111
Neglected common factors in exchange rate volatility 0 0 1 108 1 1 4 270
Performance Persistence of Dutch Pension Funds 0 0 0 17 3 3 4 122
Price discovery in the foreign exchange market: an empirical analysis of the yen/dmark rate1, 2 0 0 0 36 0 0 3 122
Regime jumps in electricity prices 1 1 3 188 2 3 7 451
Total Journal Articles 1 1 5 1,235 16 25 62 4,091

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 1 1 31 3 4 6 152
The SSM at 1 1 1 2 25 2 3 9 138
Total Books 1 2 3 56 5 7 15 290

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 2 2
Total Chapters 0 0 0 0 0 0 2 2

logo

LogEc Home

Top Working Papers
Top Journal Articles
Top Books
Top Chapters
Top Software Items

Top Authors

Top Working Paper series and Journals

About LogEc

Authors with papers registered in the RePEc Author Service.

Register yourself as an author or register more papers in the RePEc Author Service.

Authors with no registered papers

RePEc
LogEc provides access and usage statistics for services based on the RePEc data set.

Örebro UniversityLogEc is hosted by the Örebro University School of Business.

Questions or comments? Please see our explanation of how the statistics are collected or e-mail

Statistics updated 2025-11-08