Mary Pieterse-Bloem

Erasmus University Rotterdam (EUR) - Erasmus School of Economics (ESE)

Assistant Professor

P.O. Box 1738

3000 DR Rotterdam, NL 3062 PA

Netherlands

Erasmus Research Institute of Management (ERIM)

P.O. Box 1738

3000 DR Rotterdam

Netherlands

SCHOLARLY PAPERS

5

DOWNLOADS

655

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Scholarly Papers (5)

1.

Expected Issuance Fees and Market Liquidity

Number of pages: 41 Posted: 02 Oct 2017 Last Revised: 12 Nov 2018
ABN AMRO - ABN-Amro Bank, The Netherlands, Erasmus University Rotterdam (EUR) - Erasmus School of Economics (ESE), Vrije Universiteit Amsterdam, School of Business and Economics and Vrije Universiteit Amsterdam
Downloads 213 (140,534)

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sovereign bonds; market microstructure; market liquidity; issuance fee

2.

Time-Varying Importance of Country and Industry Factors in European Corporate Bonds

Journal of Empirical Finance, Forthcoming
Number of pages: 53 Posted: 21 Feb 2014 Last Revised: 01 Feb 2016
Erasmus University Rotterdam (EUR) - Erasmus School of Economics (ESE), Erasmus University Rotterdam (EUR) - Department of Business Economics, Vrije Universiteit Amsterdam, School of Business and Economics and Vrije Universiteit Amsterdam
Downloads 145 (197,426)

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market integration, corporate bond markets, factor decomposition, Sovereign debt crisis

3.

Factor Decomposition and Diversification in European Corporate Bond Markets

Number of pages: 33 Posted: 25 Aug 2010 Last Revised: 12 Sep 2011
Ronald Mahieu and Mary Pieterse-Bloem
Tilburg University - Center for Economic Research, Econometrics and Finance Group and Erasmus University Rotterdam (EUR) - Erasmus School of Economics (ESE)
Downloads 136 (207,850)

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4.

Optimal Portfolio Choice in Corporate Bond Markets

Number of pages: 43 Posted: 18 Aug 2017 Last Revised: 12 Nov 2018
Erasmus University Rotterdam (EUR) - Erasmus School of Economics (ESE), Vrije Universiteit Amsterdam, School of Business and Economics, Erasmus University Rotterdam (EUR) - Department of Business Economics and Vrije Universiteit Amsterdam
Downloads 97 (265,770)

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Corporate bonds; Dynamic portfolio strategies; Country and industry factors; Mean-variance model

5.

How European Unification Has Shaped the Debate on Measuring International Financial Integration

Number of pages: 19 Posted: 03 Jan 2012 Last Revised: 11 Feb 2013
Mary Pieterse-Bloem and Sylvester C. W. Eijffinger
Erasmus University Rotterdam (EUR) - Erasmus School of Economics (ESE) and Tilburg University (CentER) - Department of Economics
Downloads 64 (339,190)

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Europe, international financial integration, financial markets, macroeconomics, finance