Stefan T.M. Straetmans
Stefan T.M. Straetmans
Associate Professor of Finance, Maastricht University
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Asset market linkages in crisis periods
P Hartmann, S Straetmans, CG Vries
Review of Economics and Statistics 86 (1), 313-326, 2004
Banking system stability: A cross-Atlantic perspective
P Hartmann, S Straetmans, C De Vries
National Bureau of Economic Research, 2005
On measuring synchronization of bulls and bears: The case of East Asia
B Candelon, J Piplack, S Straetmans
Journal of banking & finance 32 (6), 1022-1035, 2008
An analytic approach to credit risk of large corporate bond and loan portfolios
A Lucas, P Klaassen, P Spreij, S Straetmans
Journal of Banking & Finance 25 (9), 1635-1664, 2001
Extreme US stock market fluctuations in the wake of 9/11
STM Straetmans, WFC Verschoor, CCP Wolff
Journal of Applied Econometrics 23 (1), 17-42, 2008
Extreme financial returns and their comovements
STM Straetmans
Testing for multiple regimes in the tail behavior of emerging currency returns
B Candelon, S Straetmans
Journal of International Money and Finance 25 (7), 1187-1205, 2006
The Amsterdam rent index: The housing market and the economy, 1550–1850
P Eichholtz, S Straetmans, M Theebe
Journal of Housing Economics 21 (4), 269-282, 2012
Tail risk and systemic risk of US and Eurozone financial institutions in the wake of the global financial crisis
S Straetmans, SM Chaudhry
Journal of International Money and Finance 58, 191-223, 2015
Heavy tails and currency crises
P Hartmann, S Straetmans, CG de Vries
Journal of Empirical Finance 17 (2), 241-254, 2010
A global perspective on extreme currency linkages
P Hartmann, S Straetmans, CG De Vries
Asset Price Bubbles: Implications for Monetary, Regulatory and Internationalá…, 2003
Tail behaviour of credit loss distributions for general latent factor models
A Lucas, P Klaassen, P Spreij, S Straetmans
Applied Mathematical Finance 10 (4), 337-357, 2003
Extremal spillovers in equity markets
STM Straetmans
Extremes and Integrated Risk Management, 187-205, 2000
Comovements of different asset classes during market stress
J Piplack, S Straetmans
Pacific Economic Review 15 (3), 385-400, 2010
Multivariate business cycle synchronization in small samples
B Candelon, J Piplack, S Straetmans
Oxford Bulletin of Economics and Statistics 71 (5), 715-737, 2009
Big news in small samples
P Schotman, S Straetmans, C de Vries
Discussion paper/Tinbergen Institute, 1997
Move a little closer? Information sharing and the spatial clustering of bank branches
S Qi, R De Haas, S Ongena, S Straetmans
Information Sharing and the Spatial Clustering of Bank Branches (April 24á…, 2019
Business and financial cycles in the Eurozone: Synchronization or decoupling
J Ahmed, SM Chaudhry, S Straetmans
The Manchester School 86 (3), 358-389, 2018
Long-term asset tail risks in developed and emerging markets
S Straetmans, B Candelon
Journal of Banking & Finance 37 (6), 1832-1844, 2013
Are capital controls in the foreign exchange market effective?
STM Straetmans, RJ Versteeg, CCP Wolff
Journal of International Money and Finance 35, 36-53, 2013
Il sistema al momento non pu˛ eseguire l'operazione. Riprova pi¨ tardi.
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