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Mahieu, Ronald


 SSRN Author Rank: 4,152 by Downloads
 Associate Professor of Financial Econometrics
 

Tilburg University - Center for Economic Research, Econometrics and Finance Group


 P.O. Box 90153
 Tilburg, 5000 LE
 Netherlands
 +31 13 466 2430 (Phone)
 +31 13 466 3280 (Fax)
 HOME PAGE: http://center.uvt.nl/staff/mahieu/
 email address
 Professor of Finance and Innovation
 

TiasNimbas Business School


 Warandelaan 2
 Tilburg, North-Brabant 5071HS
 Netherlands
 email address

  SSRN's personal information usage policy
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. Mahieu, Ronald's Scholarly Papers Click on the title of any column to sort the table by that column.
Aggregate Statistics
Total
Downloads
6,327
Total
Citations
65
Authors Date Downloads
 (Rank)
Citations
ACTIONS:    Email Selected Abstracts    Export Selected Bibliographic Info    VIEW: Selected      Original List     All Versions       All Abstracts       Legend
1.  
Regime Jumps in Electricity Prices | Show Abstract | Download This Paper | Open PDF in Browser |
ERIM Report Series Reference No. ERS-2001-48-F&A
Number of Pages in PDF File: 20
Huisman, Ronald
Erasmus University Rotterdam (EUR) - Erasmus School of Economics (ESE)
Mahieu, Ronald
Tilburg University - Center for Economic Research, Econometrics and Finance Group
Posted:
04 Jun 01
876
(15,560)
30

2.  
Robbe, Paul
Erasmus University Rotterdam (EUR) - Department of Financial Management
Mahieu, Ronald
Tilburg University - Center for Economic Research, Econometrics and Finance Group
Posted:
02 Feb 05
803
(17,766)
4

3.  
Mahieu, Ronald
Tilburg University - Center for Economic Research, Econometrics and Finance Group
Xu, Ying
Erasmus University Rotterdam (EUR) - Department of Financial Management
Posted:
19 Mar 07
524
(32,228)
2

4.   Incl. Electronic Paper
Huisman, Ronald
Erasmus University Rotterdam (EUR) - Erasmus School of Economics (ESE)
Huurman, C.
Erasmus University Rotterdam (EUR) - Rotterdam School of Management (RSM)
Mahieu, Ronald
Tilburg University - Center for Economic Research, Econometrics and Finance Group
Posted:
21 Jul 06
Last Revised:
24 Jul 13
439
(40,455)
12

5.  
Flood, Mark D.
Office of Financial Research
Huisman, Ronald
Erasmus University Rotterdam (EUR) - Erasmus School of Economics (ESE)
Koedijk, Kees C. G.
Tilburg University - Department of Finance
Mahieu, Ronald
Tilburg University - Center for Economic Research, Econometrics and Finance Group
Röell, Ailsa
Columbia University, School of International and Public Affairs
Posted:
25 Jun 97
429
(41,629)
4

6.  
Financial Integration Through Benchmarks: The European Banking Sector | Show Abstract | Download This Paper | Open PDF in Browser |
ERIM Report Series Reference No. ERS-2004-110-F&A
Number of Pages in PDF File: 33
Moerman, G. A.
AEGON Asset Management
Mahieu, Ronald
Tilburg University - Center for Economic Research, Econometrics and Finance Group
Koedijk, Kees C. G.
Tilburg University - Department of Finance
Posted:
20 Nov 06
363
(51,081)
 

7.  
Do Exchange Rates Move in Line With Uncovered Interest Parity? | Show Abstract | Download This Paper | Open PDF in Browser |
ERIM Report Series Reference No. ERS-2007-012-F&A
Number of Pages in PDF File: 7
Huisman, Ronald
Erasmus University Rotterdam (EUR) - Erasmus School of Economics (ESE)
Mahieu, Ronald
Tilburg University - Center for Economic Research, Econometrics and Finance Group
Mulder, Arjen
Erasmus University Rotterdam (EUR) - Department of Financial Management
Posted:
02 Jan 07
345
(54,320)
 

8.  
Hedging Exposure to Electricity Price Risk in a Value at Risk Framework | Show Abstract | Download This Paper | Open PDF in Browser |
ERIM Report Series Reference No. ERS-2007-013-F&A
Number of Pages in PDF File: 17
Huisman, Ronald
Erasmus University Rotterdam (EUR) - Erasmus School of Economics (ESE)
Mahieu, Ronald
Tilburg University - Center for Economic Research, Econometrics and Finance Group
Schlichter, F.
affiliation not provided to SSRN
Posted:
07 Mar 07
330
(57,260)
 

9.  
Electricity Portfolio Management: Optimal Peak / Off-Peak Allocations | Show Abstract | Download This Paper | Open PDF in Browser |
ERIM Report Series Reference No. ERS-2007-089-F&A
Number of Pages in PDF File: 25
Huisman, Ronald
Erasmus University Rotterdam (EUR) - Erasmus School of Economics (ESE)
Mahieu, Ronald
Tilburg University - Center for Economic Research, Econometrics and Finance Group
Schlichter, Felix
Erasmus University Rotterdam (EUR) - Department of Financial Management
Posted:
29 Jan 08
294
(65,313)
 

10.   Incl. Electronic Paper
Huisman, Ronald
Erasmus University Rotterdam (EUR) - Erasmus School of Economics (ESE)
Mahieu, Ronald
Tilburg University - Center for Economic Research, Econometrics and Finance Group
Posted:
03 Jan 07
Last Revised:
24 Jul 13
291
(66,067)
1

11.   Incl. Electronic Paper
Huang, Xiaohong
University of Twente - Department of Finance & Accounting
Mahieu, Ronald
Tilburg University - Center for Economic Research, Econometrics and Finance Group
Posted:
19 Feb 08
Last Revised:
06 Dec 10
289
(66,578)
5

12.  
Mahieu, Ronald
Tilburg University - Center for Economic Research, Econometrics and Finance Group
Mulder, Arjen
Erasmus University Rotterdam (EUR) - Department of Financial Management
Posted:
26 Jan 05
269
(71,978)
 

13.  
van Bussel, Arjan
De Nationale Investeringsbank NV
Mahieu, Ronald
Tilburg University - Center for Economic Research, Econometrics and Finance Group
Posted:
04 Dec 96
252
(77,196)
1

14.   Incl. Electronic Paper
Koedijk, Kees C. G.
Tilburg University - Department of Finance
Lothian, James R.
Fordham University Schools of Business
Mahieu, Ronald
Tilburg University - Center for Economic Research, Econometrics and Finance Group
Posted:
17 Mar 07
Last Revised:
11 Mar 10
119
(153,398)
2

15.  
Mahieu, Ronald
Tilburg University - Center for Economic Research, Econometrics and Finance Group
Pieterse-Bloem, Mary
Erasmus University Rotterdam (EUR) - Erasmus School of Economics (ESE)
Posted:
25 Aug 10
Last Revised:
12 Sep 11
110
(162,746)
1

16.   Incl. Electronic Paper
Raes, Louis
Tilburg University
Eijffinger, Sylvester C. W.
Tilburg University (CentER) - Department of Economics
Mahieu, Ronald
Tilburg University - Center for Economic Research, Econometrics and Finance Group
Posted:
16 Jun 11
Last Revised:
09 Oct 12
103
(170,508)
 

17.  
A Range-Based Multivariate Model for Exchange Rate Volatility | Show Abstract | Download This Paper | Open PDF in Browser |
ERIM Report Series Reference No. ERS-2003-022-F&A
Number of Pages in PDF File: 33
Tims, Ben
Erasmus University Rotterdam (EUR) - Rotterdam School of Management (RSM)
Mahieu, Ronald
Tilburg University - Center for Economic Research, Econometrics and Finance Group
Posted:
28 Feb 08
101
(172,887)
3

18.   Incl. Electronic Paper
de Roode, Alexander
Tilburg University - Center for Economic Research (CentER)
Mahieu, Ronald
Tilburg University - Center for Economic Research, Econometrics and Finance Group
Posted:
23 Jan 14
70
(190,812)
 

19.  
Koedijk, Kees C. G.
Tilburg University - Department of Finance
Lothian, James R.
Fordham University Schools of Business
Mahieu, Ronald
Tilburg University - Center for Economic Research, Econometrics and Finance Group
Posted:
05 Mar 07
82
(197,859)
 

20.   Incl. Electronic Paper
Eijffinger, Sylvester C. W.
Tilburg University (CentER) - Department of Economics
Mahieu, Ronald
Tilburg University - Center for Economic Research, Econometrics and Finance Group
Raes, Louis
Tilburg University
Posted:
09 Apr 13
Last Revised:
24 Jun 13
74
(210,477)
 

21.  
Irving Fisher and the Uip Puzzle: Meeting the Expectations a Century Later | Show Abstract | Download This Paper | Open PDF in Browser |
ERIM Report Series Reference No. ERS-2007-088-F&A
Number of Pages in PDF File: 48
Koedijk, Kees C. G.
Tilburg University - Department of Finance
Lothian, James R.
Fordham University Schools of Business
Mahieu, Ronald
Tilburg University - Center for Economic Research, Econometrics and Finance Group
Posted:
29 Jan 08
74
(210,477)
 

22.  
Generational Pension Plan Designs | Show Abstract | Download This Paper | Open PDF in Browser |
Netspar Discussion Paper No. 10/2010-071
Number of Pages in PDF File: 27
Huang, Xiaohong
University of Twente - Department of Finance & Accounting
Mahieu, Ronald
Tilburg University - Center for Economic Research, Econometrics and Finance Group
Posted:
06 Dec 10
28
(318,714)
 

23.  
Guaranteeing Benefits in Generational Pension Plans | Show Abstract | Download This Paper | Open PDF in Browser |
Netspar Discussion Paper No. 01/2010-037
Number of Pages in PDF File: 37
Huang, Xiaohong
University of Twente - Department of Finance & Accounting
Mahieu, Ronald
Tilburg University - Center for Economic Research, Econometrics and Finance Group
Posted:
14 Nov 10
Last Revised:
22 Aug 11
25
(330,334)
 

24.   Incl. Electronic Paper
Eijffinger, Sylvester C. W.
Tilburg University (CentER) - Department of Economics
Mahieu, Ronald
Tilburg University - Center for Economic Research, Econometrics and Finance Group
Raes, Louis
Tilburg University
Posted:
20 Aug 13
Last Revised:
30 Aug 13
24
(334,531)
 

25.  
Eijffinger, Sylvester C. W.
Tilburg University (CentER) - Department of Economics
Mahieu, Ronald
Tilburg University - Center for Economic Research, Econometrics and Finance Group
Raes, Louis
Tilburg University
Posted:
22 Nov 10
8
(405,778)
 

26.   Incl. Electronic Paper
Eijffinger, Sylvester C. W.
Tilburg University (CentER) - Department of Economics
Mahieu, Ronald
Tilburg University - Center for Economic Research, Econometrics and Finance Group
Raes, Louis
Tilburg University
Posted:
24 Feb 15
Last Revised:
28 Feb 15
5
(418,355)
 

27.  
Brounen, Dirk
Erasmus University Rotterdam (EUR) - Department of Financial Management
Mahieu, Ronald
Tilburg University - Center for Economic Research, Econometrics and Finance Group
Posted:
01 Dec 10
 

28.  
Tims, Ben
Erasmus University Rotterdam (EUR) - Rotterdam School of Management (RSM)
Mahieu, Ronald
Tilburg University - Center for Economic Research, Econometrics and Finance Group
Posted:
03 Apr 03
 

29.  
Mahieu, Ronald
Tilburg University - Center for Economic Research, Econometrics and Finance Group
Schotman, Peter C.
Maastricht University
Posted:
14 Sep 99
 

30.  
Eichholtz, Piet M. A.
University of Maastricht - Limburg Institute of Financial Economics (LIFE)
Mahieu, Ronald
Tilburg University - Center for Economic Research, Econometrics and Finance Group
Schotman, Peter C.
Maastricht University
Posted:
13 Sep 99
 

31.  
Eichholtz, Piet M. A.
University of Maastricht - Limburg Institute of Financial Economics (LIFE)
Mahieu, Ronald
Tilburg University - Center for Economic Research, Econometrics and Finance Group
Posted:
02 Sep 99
 

32.  
Mahieu, Ronald
Tilburg University - Center for Economic Research, Econometrics and Finance Group
Koedijk, Kees C. G.
Tilburg University - Department of Finance
Posted:
20 Dec 98
 

33.  
Flood, Mark D.
Office of Financial Research
Huisman, Ronald
Erasmus University Rotterdam (EUR) - Erasmus School of Economics (ESE)
Koedijk, Kees C. G.
Tilburg University - Department of Finance
Mahieu, Ronald
Tilburg University - Center for Economic Research, Econometrics and Finance Group
Posted:
08 Sep 98
 


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