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Factor decomposition and diversification in European corporate bond markets
Pieterse-Bloem, Mary; Mahieu, Ronald J. - In: Journal of international money and finance 32 (2013), pp. 194-213
Persistent link: https://www.econbiz.de/10009732890
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Stochastic volatility and the distribution of exchange rate news
Mahieu, Ronald J.; Schotman, Peter C. - 1994
Persistent link: https://www.econbiz.de/10000904013
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A Bayesian analysis of stock return volatility and trading volume
Mahieu, Ronald J.; Bauer, Rob - 1997
Persistent link: https://www.econbiz.de/10000969016
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Price discovery in the foreign exchange market : an empirical analysis of the yen/dmark rate
Jong, Frank de - In: Journal of international money and finance 17 (1998) 1, pp. 5-27
Persistent link: https://www.econbiz.de/10001338374
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An empirical application of stochastic volatility models
Mahieu, Ronald J. - In: Journal of applied econometrics 13 (1998) 4, pp. 333-359
Persistent link: https://www.econbiz.de/10001247132
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A Bayesian analysis of stock return volatility and trading volume
Mahieu, Ronald J. - In: Applied financial economics 8 (1998) 6, pp. 671-687
Persistent link: https://www.econbiz.de/10001253232
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Asian-Pacific reale exchange rates
Koedijk, Kees - In: Applied economics 24 (1992) 11, pp. 1255-1262
Persistent link: https://www.econbiz.de/10001132785
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Daily exchange rate behaviour and hedging of currency risk
Bos, Charles S.; Mahieu, Ronald J.; Dijk, Herman K. van - 2000 - rev.
Persistent link: https://www.econbiz.de/10001554496
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On the variation of hedging decissions in daily currency risk management
Bos, Charles S.; Mahieu, Ronald J.; Dijk, Herman K. van - 2000
Persistent link: https://www.econbiz.de/10001554514
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Daily exchange rate behaviour and hedging of currency risk
Bos, Charles S.; Mahieu, Ronald J.; Dijk, Herman K. van - 1999
Persistent link: https://www.econbiz.de/10001412189