dr. (Mary) M.A. Pieterse-Bloem

dr. (Mary) M.A. Pieterse-Bloem

Assistant Professor Erasmus School of Economics Business Economics
Location
Erasmus University Rotterdam
Room
-
Telephone
Email
pietersebloem@ese.eur.nl

Latest academic publication

M. Pieterse-Bloem, Z. Qian, R.C.J. Zwinkels & W.F.C. Verschoor (2016). Time-varying importance of country and industry factors in European corporate bonds. Journal of Empirical Finance, 38 (A), 429-448. doi: http://dx.doi.org/10.1016/j.jempfin.2016.01.010[go to publisher's site]

More information

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The integration of financial markets and optimal portfolio allocations and diversification strategies remain subjects of intense interest in international finance. Yet, fixed income markets have taken a backseat compared to equity markets in the field. This is largely undeserved; given the size and prominence of these markets and the asset allocation share fixed income assets hold in the portfolios of investors, particularly with institutional investors. Given that the recent financial crisis originated in a subpart of fixed income markets (subprime and mortgage bonds), and has via the balance sheets of financial institutions rolled into a sovereign bond crisis, the urgency for more research on the financial integration and institutional investor behavior in fixed income markets is greater than ever.

The research subjects of international financial integration and portfolio diversification are strongly interrelated. Integrated financial markets are a prerequisite for diversified international investment portfolios. In turn, the extent in which portfolios are diversified is indicative for the degree of financial integration that has been achieved. The desire to increase financial benefits from more optimal portfolio allocations is often a leading force in the further breakdown of any remaining barriers between national financial markets. In this sense there is an ongoing dynamic interaction between financial integration and international diversification. New techniques have in the past decade been developed in the dual study of international financial integration and the benefits of international portfolio diversification. Erasmus School of Economics (ESE) is at the forefront of applying these new techniques to fixed income markets in an econometric-empirical research setting. The novelty in this research is that new and promising techniques in the field are adapted and applied to fixed income markets.

      • M. Pieterse-Bloem (2012). EMU and Bond Market Integration. Saarbrucken: LAP LAMBERT Academic Publishing
      • M. Pieterse-Bloem (1998). The Euro Government Bond Markets. In Paul Temperton (Ed.), The Euro (1st Edition). Wiley
      • M. Pieterse-Bloem (1997). The European Currency Unit. In N Battley (Ed.), The European Bond Markets: An Overview and Analysis for Issuers and Investors (6th Revised edition). McGraw-Hill Publishing Co
      • M. Pieterse-Bloem (2011, mei 13). The Effect of EMU on Bond Market Integration and Investor Portfolio Allocations. Tilburg University (215 pag.) Prom./coprom.: Prof.Dr. S.C.W. Eijffinger & D.M.N. Van Wensveen.
  • Assistant Professor

    University
    Erasmus University Rotterdam
    School
    Erasmus School of Economics
    Department
    Business Economics
    Country
    The Netherlands
    Telephone

    Global Head of Fixed Income Strategy & Portfolio Management

    University
    ABN AMRO Private Banking
    Department
    Products & Solutions
    Country
    The Netherlands
    Telephone

    Senior Strategist

    University
    APG AM
    Department
    Economics and Financial Markets Team
    Country
    Netherlands
    Telephone

    Senior Investment Strategist

    University
    ING Investment Management
    Country
    Netherlands
    Telephone

    PhD candidate (external)

    University
    Tilburg University
    School
    Tilburg School of Economics and Management
    Country
    Netherlands
    Telephone

    Executive Director

    University
    Lehman Brothers
    Department
    Debt Capital Markets - Investment Banking Division
    Country
    United Kingdom
    Telephone

    Director

    University
    Dresdner Kleinwort Wasserstein
    Department
    Debt Capital Markets - Investment Banking Division
    Country
    United Kingdom
    Telephone

    Director

    University
    BNP Paribas
    Department
    Debt Capital Markets - Fixed Income
    Country
    United Kingdom
    Telephone

    Euro Bond Strategist

    University
    Paribas Capital Markets
    Department
    Fixed Income Research
    Country
    United Kingdom
    Telephone
    • Zhaowen Qian

      International Financial Integration and Portfolio Diversification in Fixed Income Markets

  • ABN AMRO

    Start Date
    Sep/2015
    End Date
    Is current
    Place
    AMSTERDAM
    Description
    Hoofd Beleggingen Vastrentende Waarden
    Specialty
    Financial Markets
  • ING Investment Management

    Role
    Senior Investment Strategist
    Obtained Wage
    yes
    Start Date
    Sep/2011
    End Date
    Nov/2012

    Societe Generale

    Role
    Research Internship - CBIC Fixed Income
    Obtained Wage
    no
    Start Date
    Apr/2008
    End Date
    Oct/2008

    European Central Bank

    Role
    visiting Researcher - Financial Research Division
    Obtained Wage
    no
    Start Date
    Jul/2008
    End Date
    Jul/2008

    APG Asset Management

    Role
    Senior Strategist
    Obtained Wage
    yes
    Start Date
    Dec/2012

    ABN AMRO PBI

    Role
    Global Head of Fixed Income Strategy & Portfolio Management
    Obtained Wage
    yes
    Start Date
    Sep/2015