Research output per year
Research output per year
- 14 results
Search results
-
2024
Gamma positioning and market quality
Buis, B., Pieterse-Bloem, M., Verschoor, W. F. C. & Zwinkels, R. C. J., Jul 2024, In: Journal of Economic Dynamics and Control. 164, 20 p., 104880.Research output: Contribution to journal › Article › Academic › peer-review
Open AccessFile135 Downloads (Pure) -
2023
Eurozone government bond spreads: A tale of different ECB policy regimes
Eijffinger, S. C. W. & Pieterse-Bloem, M., Dec 2023, In: Journal of International Money and Finance. 139, 16 p., 102965.Research output: Contribution to journal › Article › Academic › peer-review
Open AccessFile7 Citations (Scopus)75 Downloads (Pure) -
Dynamic connectedness between credit and liquidity risks in euro area sovereign debt markets
Gómez-Puig, M., Pieterse-Bloem, M. & Sosvilla-Rivero, S., Jun 2023, In: Journal of Multinational Financial Management. 68, 100800.Research output: Contribution to journal › Article › Academic › peer-review
Open AccessFile5 Citations (Scopus)9 Downloads (Pure) -
2022
Gearing the gravity of gamma: Utilizing gamma positioning of dynamic hedgers to improve market quality
Bloem, M., Verschoor, W., Zwinkels, R. & Buis, B., 13 May 2022, p. 0, 34 p.Research output: Working paper › Academic
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2020
Do Sustainability Ratings Matter? Evidence from Private Wealth Investment Flows
Bloem, M., Amel-Zadeh, A. & Lustermans, R., 11 May 2020, p. 0, 72 p.Research output: Working paper › Academic
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Expected issuance fees and market liquidity
Pieterse - Bloem, M., Buis, B., Verschoor, W. & Zwinkels, R., 2020, In: Journal of Financial Markets. 48Research output: Contribution to journal › Article › Academic
Open AccessFile6 Citations (Scopus)39 Downloads (Pure) -
2017
Beating the Benchmark: Bond Portfolios based on Country and Industry Factors
Bloem, M., Verschoor, W., Zwinkels, R. & Qian, Z., 18 Aug 2017, p. 0, 29 p.Research output: Working paper › Academic
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2016
Time-varying importance of country and industry factors in European corporate bonds
Pieterse - Bloem, M., Qian, Z., Zwinkels, R. & Verschoor, W., 21 Jan 2016, In: Journal of Empirical Finance. 38, A, p. 429-448 20 p.Research output: Contribution to journal › Article › Academic › peer-review
10 Citations (Scopus) -
2015
A practical approach to constructing price-based funding liquidity factors
Pieterse - Bloem, M., Bouwman, K., Tham, W. & Buis, B., 2015, In: International Review of Economics and Finance. 40, p. 90-97 15 p.Research output: Contribution to journal › Article › Academic › peer-review
2 Citations (Scopus) -
2013
Factor decomposition and diversification in European corporate bond markets
Pieterse - Bloem, M. & Mahieu, R., 2013, In: Journal of International Money and Finance. 32, February, p. 194-213 21 p.Research output: Contribution to journal › Article › Academic › peer-review
5 Citations (Scopus) -
2012
EMU and Bond Market Integration
Pieterse - Bloem, M., 2012, Saarbrucken. 233 p.Research output: Book/Report/Inaugural speech/Farewell speech › Book › Academic
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2011
The effect of Emu on bond market integration and investor portfolio allocations
Bloem, M., 25 Feb 2011Research output: Types of Thesis › Doctoral Thesis › External
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1998
The Euro Government Bond Markets
Pieterse - Bloem, M., 1998, The Euro. Temperton, P. (ed.). 1st Edition ed. John Wiley & Sons Inc., 391 p.Research output: Chapter/Conference proceeding › Chapter › Academic
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1997
The European Currency Unit
Pieterse - Bloem, M., 1997, The European Bond Markets: An Overview and Analysis for Issuers and Investors. Battley, N. (ed.). 2 p. (6th Revised edition).Research output: Chapter/Conference proceeding › Chapter › Academic