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Stefan T.M. Straetmans

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This is information that was supplied by Stefan Straetmans in registering through RePEc. If you are Stefan T.M. Straetmans , you may change this information at the RePEc Author Service. Or if you are not registered and would like to be listed as well, register at the RePEc Author Service. When you register or update your RePEc registration, you may identify the papers and articles you have authored.

Personal Details

First Name: Stefan
Middle Name: T.M.
Last Name: Straetmans
Suffix:

RePEc Short-ID: pst399

Email: [This author has chosen not to make the email address public]
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Affiliation

Graduate School of Business and Economics (GSBE)
School of Business and Economics
Maastricht University
Location: Maastricht, Netherlands
Homepage: http://www.maastrichtuniversity.nl/SBE
Email:
Phone: +31 (0)43 38 83 830
Fax:
Postal: P.O. Box 616, 6200 MD Maastricht
Handle: RePEc:edi:meteonl (more details at EDIRC)

Works

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Working papers

  1. Candelon, Bertrand & Piplack, Jan & Straetmans, Stefan, 2009. "Multivariate business cycle synchronization in small samples," Open Access publications from Maastricht University urn:nbn:nl:ui:27-19690, Maastricht University.
  2. Jan Piplack & Stefan Straetmans, 2009. "Comovements of Different Asset Classes During Market Stress," Working Papers 09-09, Utrecht School of Economics.
  3. Candelon, Bertrand & Piplack, Jan & Straetmans, Stefan, 2008. "On measuring synchronization of bulls and bears: the case of East Asia," Open Access publications from Maastricht University urn:nbn:nl:ui:27-19693, Maastricht University.
  4. Straetmans, S.T.M. & Verschoor, W.F.C. & Wolff, C.C.P., 2008. "Extreme US stock market fluctuations in the wake of 9/11," Open Access publications from Maastricht University urn:nbn:nl:ui:27-13933, Maastricht University.
  5. Christian Wolff & Stefan T.M. Straetmans & Roald J. Versteeg, 2008. "Are Capital Controls in the Foreign Exchange Market Effective?," LSF Research Working Paper Series 08-12, Luxembourg School of Finance, University of Luxembourg.
  6. Candelon, Bertrand & Straetmans, Stefan, 2006. "Testing for multiple regimes in the tail behavior of emerging currency returns," Open Access publications from Maastricht University urn:nbn:nl:ui:27-19695, Maastricht University.
  7. Philipp Hartmann & Stefan Straetmans & Casper de Vries, 2005. "Banking system stability - a cross-Atlantic perspective," Working Paper Series 527, European Central Bank.
  8. Philipp Hartmann & Stefan Straetmans & Caspar G. de Vries, 2004. "Fundamentals and joint currency crises," Working Paper Series 324, European Central Bank.
  9. André Lucas & Pieter Klaassen & Peter Spreij & Stefan Straetmans, 2001. "Tail Behavior of Credit Loss Distributions for General Latent Factor Models," Tinbergen Institute Discussion Papers 01-023/2, Tinbergen Institute.
  10. Stefan Straetmans & Casper G. De Vries & Philipp Hartmann, 2001. "Asset market linkages in crisis periods," Working Paper Series 071, European Central Bank.
  11. P. Hartmann & S. Straetmans & C.G. de Vries, 2001. "Asset Market Linkages in Crisis Periods," Tinbergen Institute Discussion Papers 01-071/2, Tinbergen Institute.
  12. Straetmans, Stefan, 2000. "Extremal spillovers in financial markets," Serie Research Memoranda 0013, VU University Amsterdam, Faculty of Economics, Business Administration and Econometrics.
  13. Lucas, Andr‚ & Straetmans, Stefan & Klaassen, Pieter, 1999. "Tail behavior of credit loss distributions," Serie Research Memoranda 0060, VU University Amsterdam, Faculty of Economics, Business Administration and Econometrics.
  14. Koning, Camiel de & Straetmans, Stefan, 1998. "Time varying forex market inefficiency," Serie Research Memoranda 0063, VU University Amsterdam, Faculty of Economics, Business Administration and Econometrics.
  15. Peter Schotman & Stefan Straetmans & Casper G. de Vries, 1997. "Big News in Small Samples," Tinbergen Institute Discussion Papers 97-083/2, Tinbergen Institute.
  16. Camiel de Koning & Stefan Straetmans, 1997. "Variation in the Slope Coefficient of the Fama Regression for Testing Uncovered Interest Rate Parity: Evidence from Fixed and Time-varying Coefficient Approaches," Tinbergen Institute Discussion Papers 97-014/2, Tinbergen Institute.

Articles

  1. Hartmann, P. & Straetmans, S. & de Vries, C.G., 2010. "Heavy tails and currency crises," Journal of Empirical Finance, Elsevier, vol. 17(2), pages 241-254, March.
  2. Jan Piplack & Stefan Straetmans, 2010. "Comovements Of Different Asset Classes During Market Stress," Pacific Economic Review, Wiley Blackwell, vol. 15(3), pages 385-400, 08.
  3. Bertrand Candelon & Jan Piplack & Stefan Straetmans, 2009. "Multivariate Business Cycle Synchronization in Small Samples," Oxford Bulletin of Economics and Statistics, Department of Economics, University of Oxford, vol. 71(5), pages 715-737, October.
  4. Candelon, Bertrand & Piplack, Jan & Straetmans, Stefan, 2008. "On measuring synchronization of bulls and bears: The case of East Asia," Journal of Banking & Finance, Elsevier, vol. 32(6), pages 1022-1035, June.
  5. S. T. M. Straetmans & W. F. C. Verschoor & C. C. P. Wolff, 2008. "Extreme US stock market fluctuations in the wake of 9|11," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 23(1), pages 17-42.
  6. Candelon, Bertrand & Straetmans, Stefan, 2006. "Testing for multiple regimes in the tail behavior of emerging currency returns," Journal of International Money and Finance, Elsevier, vol. 25(7), pages 1187-1205, November.
  7. Andre Lucas & Pieter Klaassen & Peter Spreij & Stefan Straetmans, 2003. "Tail behaviour of credit loss distributions for general latent factor models," Applied Mathematical Finance, Taylor and Francis Journals, vol. 10(4), pages 337-357.
  8. Lucas, Andre & Klaassens, Pieter & Spreij, Peter & Straetmans, Stefan, 2002. "Erratum to "An analytic approach to credit risk of large corporate bond and loan portfolios" [Journal of Banking and Finance 25, no. 9, pp. 1635-1664]," Journal of Banking & Finance, Elsevier, vol. 26(1), pages 201-202, January.
  9. Philipp Hartmann & Stefan Straetmans & Casper G. de Vries, 2001. "Asset market linkages in crisis periods," Proceedings, Federal Reserve Bank of Chicago, issue May, pages 555-576.
  10. Lucas, Andre & Klaassen, Pieter & Spreij, Peter & Straetmans, Stefan, 2001. "An analytic approach to credit risk of large corporate bond and loan portfolios," Journal of Banking & Finance, Elsevier, vol. 25(9), pages 1635-1664, September.

Chapters

  1. Philipp Hartmann & Stefan Straetmans & Casper de Vries, 2007. "Banking System Stability. A Cross-Atlantic Perspective," NBER Chapters, in: The Risks of Financial Institutions, pages 133-192 National Bureau of Economic Research, Inc.

NEP Fields

9 papers by this author were announced in NEP, and specifically in the following field reports (number of papers):
  1. NEP-CBA: Central Banking (2) 2002-03-14 2008-04-12
  2. NEP-EEC: European Economics (2) 2005-10-22 2005-11-12
  3. NEP-FIN: Finance (4) 2004-06-13 2005-10-04 2005-10-22 2005-11-12. Author is listed
  4. NEP-FMK: Financial Markets (4) 2001-09-10 2002-03-14 2005-11-12 2009-05-23. Author is listed
  5. NEP-IAS: Insurance Economics (1) 2002-03-14
  6. NEP-IFN: International Finance (5) 2001-09-10 2002-03-14 2004-06-13 2005-10-04 2008-04-12. Author is listed
  7. NEP-MAC: Macroeconomics (2) 2004-06-13 2008-04-12
  8. NEP-MON: Monetary Economics (1) 2008-04-12
  9. NEP-OPM: Open Economy Macroeconomic (1) 2008-04-12
  10. NEP-RMG: Risk Management (1) 2009-05-23

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