S. Straetmans

发表

An analytic approach to credit risk of large corporate bond and loan portfolios

P. Spreij, A. Lucas, P. Klaassen, 2001 .

Tail risk and systemic risk of US and Eurozone financial institutions in the wake of the global financial crisis

S. Straetmans, S. M. Chaudhry, S. Chaudhry, 2015 .

Tail Behavior of Credit Loss Distributions

Peter Spreij, Andre Lucas, Stefan Straetmans, 1999 .

Discussion of “ Are Banks Too Big to Fail ? ”

S. Straetmans, 2010 .

Time varying forex market inefficiency

S. Straetmans, C. D. Koning, 1998 .

The Amsterdam rent index: The housing market and the economy 1550-1850

Piet Eichholtz, S. Straetmans, Marcel A.J. Theebe, 2012 .

Disentangling Economic Recessions and Depressions

B. Candelon, S. Straetmans, N. Metiu, 2013, SSRN Electronic Journal.

Inflation Protection from Homeownership: Long‐Run Evidence, 1814–2008

Piet Eichholtz, D. Brounen, S. Straetmans, 2014 .

Inflation Protection from Homeownership: Long-Run Evidence: 1814-2008

Piet Eichholtz, D. Brounen, S. Straetmans, 2012 .

Developed and Emerging Equity Market Tail Risk: Is it Constant?

B. Candelon, S. Straetmans, 2014 .

Long-term asset tail risks in developed and emerging markets

B. Candelon, S. Straetmans, 2013 .

Heavy tails and currency crises

S. Straetmans, C. G. Vries, Philipp Hartmann, 2010 .

Tail structural change in small samples

B. Candelon, S. Straetmans, 2008 .

Variation in the slope coe cient of the Fama regression for testing uncovered interest rate parity : Evidence from xed and time-varying coe cient approaches 1 January 30 , 1997

S. Straetmans, C. D. Koning, 1997 .

Asset Market Linkages in Crisis Periods

P. Hartmann, C. de Vries, S. Straetmans, 2001, Review of Economics and Statistics.

Does the euro dominate Central and Eastern European money markets

R. MacDonald, Alexander Kadow, S. Straetmans, 2013 .

Extreme Us Stock Market Fluctuations in the Wake of 9/11

Stefan Straetmans, Christian C. P. Wolff, W. Verschoor, 2003 .

Skewness Measures for the Weibull Distribution

S. Straetmans, C. Versluis, 2015 .

Are Capital Controls in the Foreign Exchange Market Effective?

Christian C. P. Wolff, S. Straetmans, R. J. Versteeg, 2008 .

Bank lending strategy, credit scoring and financial crises

T. Dinh, S. Kleimeier, S. Straetmans, 2013 .

Business and Financial Cycles in the Eurozone: Synchronization or Decoupling

S. Straetmans, S. M. Chaudhry, J. Ahmed, 2018 .

Predicting exchange rate cycles utilizing risk factors

S. Straetmans, J. Ahmed, Jameel Ahmed, 2015 .

Extremal spillovers in financial markets

S. Straetmans, 2000 .

Banking System Stability: A Cross-Atlantic Perspective

Stefan Straetmans, Philipp Hartmann, C. de Vries, 2005, SSRN Electronic Journal.

On measuring synchronization of bulls and bears: The case of East Asia

Bertrand Candelon, Stefan Straetmans, B. Candelon, 2008 .

Banking System Stability

S. Straetmans, C. G. Vries, Philipp Hartmann, 2007 .

Comparing Tail Risk and Systemic Risk Profiles for Different Types of US Financial Institutions

S. Straetmans, Katie Dinh, 2016 .

Tail Risks and Systemic Risks for U.S. and Eurozone Financial Institutions in the Wake of the Global Financial Crisis

S. Straetmans, S. M. Chaudhry, S. Chaudhry, 2012 .

Long-Term Asset Tail Risk in Developed and Emerging Markets

B. Candelon, S. Straetmans, 2012 .

The Effect of Capital Controls on Exchange Rate Risk

S. Straetmans, R. J. Versteeg, 2009 .

Testing for multiple regimes in the tail behavior of emerging currency returns

B. Candelon, S. Straetmans, 2006 .

FINANCIAL CRISES, CRISIS SPILLOVERS AND THE BUSINESS CYCLE

S. Straetmans, 2014 .

Fat tails in small samples

B. Candelon, S. Straetmans, 2012 .

A Global Perspective on Extreme Currency Linkages

Casper G. de Vries, Stefan Straetmans, Philipp Hartmann, 2003 .

Extreme Tails for Linear Portfolio Credit Risk Models

P. Spreij, A. Lucas, P. Klaassen, 2002 .

Predicting and Capitalizing on Stock Market Bears in the U.S

B. Candelon, S. Straetmans, J. Ahmed, 2012 .

Fundamentals and Joint Currency Crises

C. de Vries, S. Straetmans, Philipp Hartmann, 2004, SSRN Electronic Journal.

Measuring Bulls and Bears Synchronization in East Asian Stock Markets

B. Candelon, S. Straetmans, J. Piplack, 2011 .

How synchronized are European Business Cycles? A Finite Sample Concordance Test Approach

B. Candelon, S. Straetmans, J. Piplack, 2005 .

From macro to micro

S. Ongena, R. Letschert, H. Degryse, 2017 .

Effects of participation in excellence programmes on cognitive and non-cognitive skills among higher education students in the Netherlands

T. Huijts, S. Straetmans, C. Meng, 2021 .

Move a Little Closer? Information Sharing and the Spatial Clustering of Bank Branches

Shusen Qi, Ralph De Haas, Steven Ongena, 2018 .

Extreme financial returns and their comovements

S. Straetmans, 1998 .

Tail behaviour of credit loss distributions for general latent factor models

Peter Spreij, Stefan Straetmans, André Lucas, 2003 .

The Amsterdam Rent Index: The Housing Market and the Economy, 1550-1850

Piet Eichholtz, S. Straetmans, Marcel A.J. Theebe, 2012 .

Fat tail distributions and local thin tail alternatives

Casper G. de Vries, Stefan Straetmans, S. Straetmans, 1996 .