Stefan Straetmans

Maastricht University

Associate Professor of Finance

Tongersestraat 53

Maastricht, 6200 MD

Netherlands

http://www.stefanstraetmans.com

University of Antwerp - Faculty of Applied Economics

Prinsstraat 13

Antwerp, B-2000

Belgium

  • Maastricht University

  • University of Antwerp - Faculty of Applied Economics

SCHOLARLY PAPERS

15

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4,233

SSRN CITATIONS
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Top 3,968

in Total Papers Citations

97

CROSSREF CITATIONS

327

Scholarly Papers (15)

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1.

Asset Market Linkages in Crisis Periods

Downloads 988 (40,541)
Citation 142

Asset Market Linkages in Crisis Periods

Number of pages: 35 Posted: 05 Jul 2001
Philipp Hartmann, Stefan Straetmans and Casper G. de Vries
European Central Bank (ECB), Maastricht University and Erasmus University Rotterdam (EUR) - Erasmus School of Economics (ESE)
Downloads 958 (41,686)
Citation 7

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Financial crises, systemic risk, contagion, market crashes, flight to quality, bivariate extreme value analysis, extreme co-movements

Asset Market Linkages in Crisis Periods

Number of pages: 32 Posted: 04 Sep 2001
Philipp Hartmann, Stefan Straetmans and Casper G. de Vries
European Central Bank (ECB), Maastricht University and Erasmus University Rotterdam (EUR) - Erasmus School of Economics (ESE)
Downloads 30 (820,517)
Citation 23
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Financial crises, systemic risk, contagion, market crashes, flight to quality, bivariate extreme value analysis, extreme co-movements

Asset Market Linkages in Crisis Periods

Posted: 22 Aug 2003
Philipp Hartmann, Stefan Straetmans and Casper G. de Vries
European Central Bank (ECB), Maastricht University and Erasmus University Rotterdam (EUR) - Erasmus School of Economics (ESE)

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Financial crises, systemic risk, contagion, market crashes, flight to quality, bivariate extreme value analysis, extreme co-movements

2.

Skewness Measures for the Weibull Distribution

Number of pages: 16 Posted: 07 Apr 2015
Cokki Versluis and Stefan Straetmans
Independent and Maastricht University
Downloads 679 (67,355)
Citation 1

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Skewness, Symmetry, Asymmetry, Ordering, Weibull, Distribution

3.

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

Number of pages: 27 Posted: 08 Dec 2003
Stefan Straetmans, Willem F. C. Verschoor and Christian C. P. Wolff
Maastricht University, Vrije Universiteit Amsterdam, School of Business and Economics and University of Luxembourg
Downloads 489 (101,333)
Citation 22

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Market Crashes, Bivariate Extreme Value Analysis, Extreme Co-movements, heavy tails, Value-at-Risk, tail beta, extreme dependence

4.

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

Downloads 483 (102,869)
Citation 2

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

Swiss Finance Institute Research Paper No. 17-74
Number of pages: 64 Posted: 09 Jan 2018 Last Revised: 28 Jun 2023
Shusen Qi, Ralph De Haas, Steven Ongena, Stefan Straetmans and Tamas Vadasz
Xiamen University - School of Management, European Bank for Reconstruction and Development, University of Zurich - Department of Banking and Finance, Maastricht University and KU Leuven - Faculty of Business and Economics (FEB)
Downloads 364 (141,492)
Citation 2

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Information sharing, branch clustering, spatial bank competition

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

EBRD Working Paper No. 223
Number of pages: 62 Posted: 27 Nov 2018 Last Revised: 28 Jun 2023
Shusen Qi, Ralph De Haas, Steven Ongena, Stefan Straetmans and Tamas Vadasz
Xiamen University - School of Management, European Bank for Reconstruction and Development, University of Zurich - Department of Banking and Finance, Maastricht University and KU Leuven - Faculty of Business and Economics (FEB)
Downloads 81 (521,739)
Citation 1

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Information sharing, branch clustering, spatial bank competition

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

CentER Discussion Paper Series No. 2018-038
Number of pages: 55 Posted: 20 Sep 2018
Shusen Qi, Ralph De Haas, Steven Ongena and Stefan Straetmans
Xiamen University - School of Management, European Bank for Reconstruction and Development, University of Zurich - Department of Banking and Finance and Maastricht University
Downloads 38 (756,531)

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branch clustering, information sharing, spatial oligopoly model

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

CEPR Discussion Paper No. DP15829
Number of pages: 61 Posted: 01 Mar 2021
Ralph De Haas, Steven Ongena, Shusen Qi and Stefan Straetmans
European Bank for Reconstruction and Development, University of Zurich - Department of Banking and Finance, Xiamen University - School of Management and Maastricht University
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5.

Banking System Stability: A Cross-Atlantic Perspective

Downloads 369 (140,427)
Citation 40

Banking System Stability: A Cross-Atlantic Perspective

ECB Working Paper No. 527
Number of pages: 95 Posted: 19 Oct 2005
Philipp Hartmann, Stefan Straetmans and Casper G. de Vries
European Central Bank (ECB), Maastricht University and Erasmus University Rotterdam (EUR) - Erasmus School of Economics (ESE)
Downloads 327 (159,022)
Citation 1

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Banking, Systemic Risk, Asymptotic Dependence, Multivariate Extreme Value Theory, Structural Change Tests

Banking System Stability: A Cross-Atlantic Perspective

NBER Working Paper No. w11698
Number of pages: 87 Posted: 20 Dec 2005 Last Revised: 26 Dec 2022
Philipp Hartmann, Stefan Straetmans and Casper G. de Vries
European Central Bank (ECB), Maastricht University and Erasmus University Rotterdam (EUR) - Erasmus School of Economics (ESE)
Downloads 42 (727,140)
Citation 3

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6.

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

Number of pages: 45 Posted: 09 Oct 2012
Dirk Brounen, Piet M. A. Eichholtz, Stefan Straetmans and Marcel A.J. Theebe
Erasmus University Rotterdam (EUR) - Department of Financial Management, University of Maastricht - Limburg Institute of Financial Economics (LIFE), Maastricht University and ING Real Estate Investment
Downloads 262 (201,268)
Citation 5

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Inflation hedging, House Prices, Investment Horizons

7.

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

25th Australasian Finance and Banking Conference 2012
Number of pages: 56 Posted: 28 Aug 2012
Stefan Straetmans, Sajid M. Chaudhry and Sajid M. Chaudhry
Maastricht University and Aston University - Aston Business SchoolAston University - Aston Business School
Downloads 261 (202,060)
Citation 2

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Banking, Systemic Risk, Asymptotic Dependence, Multivariate Extreme Value Theory

8.

Fundamentals and Joint Currency Crises

Downloads 151 (332,133)
Citation 2

Fundamentals and Joint Currency Crises

Number of pages: 31 Posted: 19 May 2004
Philipp Hartmann, Stefan Straetmans and Casper G. de Vries
European Central Bank (ECB), Maastricht University and Erasmus University Rotterdam (EUR) - Erasmus School of Economics (ESE)
Downloads 140 (353,565)
Citation 5

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Financial crises, currency market linkages, fundamentals, heavy tails, asymptotic dependence

Fundamentals and Joint Currency Crises

Number of pages: 21 Posted: 12 May 2004
Philipp Hartmann, Stefan Straetmans and Casper G. de Vries
European Central Bank (ECB), Maastricht University and Erasmus University Rotterdam (EUR) - Erasmus School of Economics (ESE)
Downloads 11 (1,007,597)
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Financial crises, currency market linkages, fundamentals, heavy tails, asymptotic dependence

9.

The Effect of Capital Controls on Exchange Rate Risk

Number of pages: 26 Posted: 12 Feb 2009
Stefan Straetmans and Roald J. Versteeg
Maastricht University and Imperial College London - Accounting, Finance, and Macroeconomics
Downloads 129 (375,717)
Citation 1

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Capital controls, Exchange Rates, Extreme Value Theory, Exchange rate risk, Extreme quantiles

10.

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

Number of pages: 38 Posted: 09 Oct 2012
Piet M. A. Eichholtz, Stefan Straetmans and Marcel A.J. Theebe
University of Maastricht - Limburg Institute of Financial Economics (LIFE), Maastricht University and ING Real Estate Investment
Downloads 127 (380,120)
Citation 3

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rent index, Amsterdam housing market, long term

11.

Are Capital Controls in the Foreign Exchange Market Effective?

Downloads 115 (409,162)
Citation 6

Are Capital Controls in the Foreign Exchange Market Effective?

Number of pages: 38 Posted: 24 Feb 2008
Stefan Straetmans, Roald J. Versteeg and Christian C. P. Wolff
Maastricht University, Imperial College London - Accounting, Finance, and Macroeconomics and University of Luxembourg
Downloads 110 (424,934)
Citation 1

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Capital controls; Exchange Rates; Interest differentials; Forward Premia

Are Capital Controls in the Foreign Exchange Market Effective?

CEPR Discussion Paper No. DP6727
Number of pages: 39 Posted: 11 Jun 2008
Stefan Straetmans, Roald J. Versteeg and Christian C. P. Wolff
Maastricht University, Imperial College London - Accounting, Finance, and Macroeconomics and University of Luxembourg
Downloads 5 (1,063,315)
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Capital controls, Exchange Rates, Forward premia, Interest differentials, Monetary freedom

12.

Are Capital Controls in the Foreign Exchange Market Effective?

Number of pages: 34 Posted: 22 Jan 2009
Stefan Straetmans, Christian C. P. Wolff and Roald J. Versteeg
Maastricht University, University of Luxembourg and Imperial College London - Accounting, Finance, and Macroeconomics
Downloads 78 (527,803)
Citation 2

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Capital controls, Exchange Rates, Interest differentials, Forward premia, Monetary Freedom

13.

Long-Term Asset Tail Risk in Developed and Emerging Markets

Number of pages: 32 Posted: 15 Mar 2012
Stefan Straetmans and Bertrand Candelon
Maastricht University and University of Maastricht - Department of Economics
Downloads 68 (569,590)

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Tail Index, Extreme Value Analysis, Endogenous Stability Test, Finite Sample Properties, Bootstrap

14.

Disentangling Economic Recessions and Depressions

Bundesbank Discussion Paper No. 43/2013
Number of pages: 33 Posted: 21 Jun 2016
Bertrand Candelon, Norbert Metiu and Stefan Straetmans
University of Maastricht - Department of Economics, Deutsche Bundesbank and Maastricht University
Downloads 34 (766,114)

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Business cycles, Depression, Leading indicators, Multinomial logistic regression, Nonparametric statistics, Outlier

15.

Inflation Protection from Homeownership: Long-Run Evidence 1811-2008

Real Estate Economics, Forthcoming
Posted: 03 Jan 2013
Dirk Brounen, Piet M. A. Eichholtz, Marcel A.J. Theebe and Stefan Straetmans
Erasmus University Rotterdam (EUR) - Department of Financial Management, University of Maastricht - Limburg Institute of Financial Economics (LIFE), ING Real Estate Investment and Maastricht University

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inflation hedging, house prices, investment horizons