| . |
Straetmans, Stefan's
Scholarly Papers
Click on the title of any column to sort the table by that
column. |
|
|
| |
|
|
Aggregate Statistics |
|
Total
Downloads
1,537 |
Total
Citations
143 |
|
|
|
|
|
1.
|
|
Asset Market Linkages in Crisis Periods
|
Show Abstracts |
Hide Abstracts |
Versions (3)
|
hide multiple versions |
Export Bibliographic Info |
|
Hartmann, Philipp
European Central Bank (ECB) Straetmans, Stefan
University of Maastricht - Limburg Institute of Financial Economics (LIFE) de Vries, Casper G.
Erasmus University Rotterdam (EUR) - Erasmus School of Economics (ESE)
|
|
Posted:
|
|
05 Jul 01
|
|
Last Revised:
|
|
03 Aug 05
|
|
580
(20,927)
|
93
|
|
|
|
|
Hartmann, Philipp
European Central Bank (ECB) Straetmans, Stefan
University of Maastricht - Limburg Institute of Financial Economics (LIFE) de Vries, Casper G.
Erasmus University Rotterdam (EUR) - Erasmus School of Economics (ESE)
|
|
0
|
|
|
| |
|
| |
Financial crises, systemic risk, contagion, market crashes, flight to quality, bivariate extreme value analysis, extreme co-movements
|
|
|
|
|
|
|
Hartmann, Philipp
European Central Bank (ECB) Straetmans, Stefan
University of Maastricht - Limburg Institute of Financial Economics (LIFE) de Vries, Casper G.
Erasmus University Rotterdam (EUR) - Erasmus School of Economics (ESE)
|
|
30
|
93
|
|
| |
|
| |
Financial crises, systemic risk, contagion, market crashes, flight to quality, bivariate extreme value analysis, extreme co-movements
|
|
|
|
|
|
|
Hartmann, Philipp
European Central Bank (ECB) Straetmans, Stefan
University of Maastricht - Limburg Institute of Financial Economics (LIFE) de Vries, Casper G.
Erasmus University Rotterdam (EUR) - Erasmus School of Economics (ESE)
|
|
550
|
93
|
|
| |
|
| |
Financial crises, systemic risk, contagion, market crashes, flight to quality, bivariate extreme value analysis, extreme co-movements
|
|
|
|
|
|
2.
|
|
|
Straetmans, Stefan
University of Maastricht - Limburg Institute of Financial Economics (LIFE) Verschoor, Willem F. C.
Erasmus University Rotterdam (EUR) - Erasmus School of Economics (ESE) Wolff, Christian C. P.
University of Luxembourg - Luxembourg School of Finance
|
|
387
(35,531)
|
19
|
|
| |
|
| |
Market Crashes, Bivariate Extreme Value Analysis, Extreme Co-movements, heavy tails, Value-at-Risk, tail beta, extreme dependence
|
|
|
3.
|
|
Banking System Stability: A Cross-Atlantic Perspective
|
Show Abstracts |
Hide Abstracts |
Versions (2)
|
hide multiple versions |
Export Bibliographic Info |
|
Hartmann, Philipp
European Central Bank (ECB) Straetmans, Stefan
University of Maastricht - Limburg Institute of Financial Economics (LIFE) de Vries, Casper G.
Erasmus University Rotterdam (EUR) - Erasmus School of Economics (ESE)
|
|
Posted:
|
|
19 Oct 05
|
|
Last Revised:
|
|
11 Jan 06
|
|
295
(49,198)
|
28
|
|
|
|
|
Hartmann, Philipp
European Central Bank (ECB) Straetmans, Stefan
University of Maastricht - Limburg Institute of Financial Economics (LIFE) de Vries, Casper G.
Erasmus University Rotterdam (EUR) - Erasmus School of Economics (ESE)
|
|
21
|
28
|
|
| |
|
| |
|
|
|
|
|
|
|
Hartmann, Philipp
European Central Bank (ECB) Straetmans, Stefan
University of Maastricht - Limburg Institute of Financial Economics (LIFE) de Vries, Casper G.
Erasmus University Rotterdam (EUR) - Erasmus School of Economics (ESE)
|
|
274
|
28
|
|
| |
|
| |
Banking, Systemic Risk, Asymptotic Dependence, Multivariate Extreme Value Theory, Structural Change Tests
|
|
|
|
|
|
4.
|
|
Fundamentals and Joint Currency Crises
|
Show Abstracts |
Hide Abstracts |
Versions (2)
|
hide multiple versions |
Export Bibliographic Info |
|
Hartmann, Philipp
European Central Bank (ECB) Straetmans, Stefan
University of Maastricht - Limburg Institute of Financial Economics (LIFE) de Vries, Casper G.
Erasmus University Rotterdam (EUR) - Erasmus School of Economics (ESE)
|
|
Posted:
|
|
12 May 04
|
|
Last Revised:
|
|
19 May 04
|
|
107
(129,023)
|
|
|
|
|
|
Hartmann, Philipp
European Central Bank (ECB) Straetmans, Stefan
University of Maastricht - Limburg Institute of Financial Economics (LIFE) de Vries, Casper G.
Erasmus University Rotterdam (EUR) - Erasmus School of Economics (ESE)
|
|
11
|
|
|
| |
|
| |
Financial crises, currency market linkages, fundamentals, heavy tails, asymptotic dependence
|
|
|
|
|
|
|
Hartmann, Philipp
European Central Bank (ECB) Straetmans, Stefan
University of Maastricht - Limburg Institute of Financial Economics (LIFE) de Vries, Casper G.
Erasmus University Rotterdam (EUR) - Erasmus School of Economics (ESE)
|
|
96
|
|
|
| |
|
| |
Financial crises, currency market linkages, fundamentals, heavy tails, asymptotic dependence
|
|
|
|
|
|
5.
|
|
|
Straetmans, Stefan
University of Maastricht - Limburg Institute of Financial Economics (LIFE) Versteeg, Roald J.
University of London, Birkbeck College - School of Economics, Mathematics and Statistics
|
|
84
(151,869)
|
1
|
|
| |
|
| |
Capital controls, Exchange Rates, Extreme Value Theory, Exchange rate risk, Extreme quantiles
|
|
|
6.
|
|
Are Capital Controls in the Foreign Exchange Market Effective?
|
Show Abstracts |
Hide Abstracts |
Versions (2)
|
hide multiple versions |
Export Bibliographic Info |
|
Straetmans, Stefan
University of Maastricht - Limburg Institute of Financial Economics (LIFE) Versteeg, Roald J.
University of London, Birkbeck College - School of Economics, Mathematics and Statistics Wolff, Christian C. P.
University of Luxembourg - Luxembourg School of Finance
|
|
Posted:
|
|
24 Feb 08
|
|
Last Revised:
|
|
27 Jul 08
|
|
84
(151,869)
|
2
|
|
|
|
|
Straetmans, Stefan
University of Maastricht - Limburg Institute of Financial Economics (LIFE) Versteeg, Roald J.
University of London, Birkbeck College - School of Economics, Mathematics and Statistics Wolff, Christian C. P.
University of Luxembourg - Luxembourg School of Finance
|
|
5
|
2
|
|
| |
|
| |
Capital controls, Exchange Rates, Forward premia, Interest differentials, Monetary freedom
|
|
|
|
|
|
|
Straetmans, Stefan
University of Maastricht - Limburg Institute of Financial Economics (LIFE) Versteeg, Roald J.
University of London, Birkbeck College - School of Economics, Mathematics and Statistics Wolff, Christian C. P.
University of Luxembourg - Luxembourg School of Finance
|
|
79
|
2
|
|
| |
|
| |
Capital controls; Exchange Rates; Interest differentials; Forward Premia
|
|
|
|
|
