Ben Tims

Erasmus University Rotterdam (EUR) - Rotterdam School of Management (RSM)

P.O. Box 1738

Room T08-21

3000 DR Rotterdam, 3000 DR

Netherlands

SCHOLARLY PAPERS

7

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SSRN CITATIONS
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Top 23,234

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3

CROSSREF CITATIONS

30

Scholarly Papers (7)

1.
Downloads 582 ( 47,661)
Citation 10

Purchasing Power Parity and the Euro Area

ERIM Report Series Reference No. ERS-2004-025-F&A
Number of pages: 41 Posted: 29 Mar 2004
Tilburg University - Department of Finance, Erasmus University Rotterdam (EUR) - Rotterdam School of Management (RSM) and Erasmus University - Rotterdam School of Management
Downloads 515 (55,004)

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european integration, real exchange rates, purchasing power parity, heterogeneous SUR

Purchasing Power Parity and the Euro Area

Journal of International Money and Finance, Vol. 23, pp. 1081-1107, 2004
Number of pages: 37 Posted: 15 May 2011
Tilburg University - Department of Finance, Erasmus University Rotterdam (EUR) - Rotterdam School of Management (RSM) and Erasmus University - Rotterdam School of Management
Downloads 49 (413,051)

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European integration, real exchange rates, purchasing power parity, heterogeneous SUR

Purchasing Power Parity and the Euro Area

CEPR Discussion Paper No. 4510
Number of pages: 39 Posted: 13 Sep 2004
Tilburg University - Department of Finance, Erasmus University Rotterdam (EUR) - Rotterdam School of Management (RSM) and Erasmus University - Rotterdam School of Management
Downloads 18 (573,388)
Citation 1
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European integration, real exchange rates, purchasing power parity, heterogenous SUR

2.

Conditioning Carry Trades: Less Risk, More Return!

Number of pages: 39 Posted: 02 Aug 2015
Arjen Mulder and Ben Tims
Erasmus University Rotterdam (EUR) - Department of Financial Management and Erasmus University Rotterdam (EUR) - Rotterdam School of Management (RSM)
Downloads 220 (144,166)

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Carry trade, international finance, uncovered interest parity

Why Panel Tests of Purchasing Power Parity Should Allow for Heterogeneous Mean Reversion

Journal of International Money and Finance, Vol. 30, pp. 246-267, 2010
Number of pages: 43 Posted: 12 Dec 2005 Last Revised: 16 May 2011
Tilburg University - Department of Finance, Erasmus University Rotterdam (EUR) - Rotterdam School of Management (RSM) and Erasmus University - Rotterdam School of Management
Downloads 85 (307,681)

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PPP, real exchange rates, panel models, unit root tests, heterogeneity, panel tests

Purchasing Power Parity and Heterogeneous Mean Reversion

ERIM Report Series Reference No. ERS-2005-085-F&A
Number of pages: 44 Posted: 21 Dec 2005
Tilburg University - Department of Finance, Erasmus University Rotterdam (EUR) - Rotterdam School of Management (RSM) and Erasmus University - Rotterdam School of Management
Downloads 79 (321,904)

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Panel Models, Heterogeneity, Purchasing Power Parity, Real Exchange Rates, Unit Root Tests

Purchasing Power Parity and Heterogenous Mean Reversion

CEPR Discussion Paper No. 5473
Number of pages: 42 Posted: 08 May 2006
Tilburg University - Department of Finance, Erasmus University Rotterdam (EUR) - Rotterdam School of Management (RSM) and Erasmus University - Rotterdam School of Management
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International economics, purchasing power parity, real exchange rates, panel models, unit root tests, heterogeneity

4.

A Range-Based Multivariate Model for Exchange Rate Volatility

ERIM Report Series Reference No. ERS-2003-022-F&A
Number of pages: 33 Posted: 28 Feb 2008
Ben Tims and Ronald Mahieu
Erasmus University Rotterdam (EUR) - Rotterdam School of Management (RSM) and Tilburg University - Center for Economic Research, Econometrics and Finance Group
Downloads 114 (251,057)

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multivariate stochastic volatility models, range-based volatility, exchange rates

5.

The Effect of Financial Sector Size on Fiscal Multipliers

Number of pages: 34 Posted: 20 May 2014
Stijn van Zon and Ben Tims
Erasmus University Rotterdam (EUR) - Rotterdam School of Management (RSM) and Erasmus University Rotterdam (EUR) - Rotterdam School of Management (RSM)
Downloads 54 (389,025)

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fiscal policy, government expenditure, fiscal multiplier, financial sector size, developed countries, developing countries, structural vector autoregression, SVAR

6.

Asymmetric Extreme Sampling, Developed Versus Emerging Countries, and the Forward Premium Puzzle

Number of pages: 26 Posted: 29 Jul 2011
Arjen Mulder and Ben Tims
Erasmus University Rotterdam (EUR) - Department of Financial Management and Erasmus University Rotterdam (EUR) - Rotterdam School of Management (RSM)
Downloads 35 (461,214)
Citation 1

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Uncovered interest parity, asymmetric extreme sampling, developed and emerging markets

7.

International Portfolio Choice: A Spanning Approach

Posted: 03 Apr 2003
Ben Tims and Ronald Mahieu
Erasmus University Rotterdam (EUR) - Rotterdam School of Management (RSM) and Tilburg University - Center for Economic Research, Econometrics and Finance Group

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international portfolio choice, spanning, mean-variance, horizon