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Stefan T.M. Straetmans

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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Location: Maastricht, Netherlands
Homepage: http://www.maastrichtuniversity.nl/SBE
Email:
Phone: +31 (0)43 38 83 830
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Postal: P.O. Box 616, 6200 MD Maastricht
Handle: RePEc:edi:meteonl (more details at EDIRC)
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  1. J. Piplack & S. Straetmans, 2009. "Comovements of Different Asset Classes During Market Stress," Working Papers 09-09, Utrecht School of Economics.
  2. Straetmans, Stefan & Versteeg, Roald & Wolff, Christian C, 2008. "Are Capital Controls in the Foreign Exchange Market Effective?," CEPR Discussion Papers 6727, C.E.P.R. Discussion Papers.
  3. Hartmann, Philipp & Straetmans, Stefan & de Vries, Casper, 2005. "Banking system stability: a cross-Atlantic perspective," Working Paper Series 0527, European Central Bank.
  4. Hartmann, Philipp & Straetmans, Stefan & de Vries, Casper, 2004. "Fundamentals and joint currency crises," Working Paper Series 0324, European Central Bank.
  5. Hartmann, Philipp & Straetmans, Stefan & de Vries, Casper, 2001. "Asset market linkages in crisis periods," Working Paper Series 0071, European Central Bank.

    RePEc:dgr:uvatin:20010071 is not listed on IDEAS
    RePEc:dgr:uvatin:19970014 is not listed on IDEAS
    RePEc:dgr:uvatin:20010023 is not listed on IDEAS
  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. P. Hartmann & S. Straetmans & C. G. de Vries, 2004. "Asset Market Linkages in Crisis Periods," The Review of Economics and Statistics, MIT Press, vol. 86(1), pages 313-326, February.
  8. Andre Lucas & Pieter Klaassen & Peter Spreij & Stefan Straetmans, 2003. "Tail behaviour of credit loss distributions for general latent factor models," Applied Mathematical Finance, Taylor & Francis Journals, vol. 10(4), pages 337-357.
  9. 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.
  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.
  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.
7 papers by this author were announced in NEP, and specifically in the following field reports (number of papers):
  1. NEP-CBA: Central Banking (1) 2008-04-12
  2. NEP-EEC: European Economics (2) 2005-10-22 2005-11-12. Author is listed
  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 (3) 2001-09-10 2005-11-12 2009-05-23. Author is listed
  5. NEP-IFN: International Finance (4) 2001-09-10 2004-06-13 2005-10-04 2008-04-12. Author is listed
  6. NEP-MAC: Macroeconomics (2) 2004-06-13 2008-04-12. Author is listed
  7. NEP-MON: Monetary Economics (1) 2008-04-12
  8. NEP-OPM: Open Economy Macroeconomics (1) 2008-04-12
  9. NEP-RMG: Risk Management (1) 2009-05-23

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