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

SCHOLARLY PAPERS

16

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39

CROSSREF CITATIONS

336

Scholarly Papers (16)

1.
Downloads 627 ( 43,220)
Citation 122

Asset Market Linkages in Crisis Periods

EFA 2001 Barcelona Meetings; ECB Working Paper No. 71
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 597 (45,476)
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

CEPR Discussion Paper No. 2916
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 (497,707)
Citation 3
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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

Review of Economics and Statistics, Forthcoming
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.

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

AFA 2004 San Diego Meetings
Number of pages: 27 Posted: 08 Dec 2003
Maastricht University, Vrije Universiteit Amsterdam, School of Business and Economics and University of Luxembourg - Luxembourg School of Finance
Downloads 422 (71,089)
Citation 18

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

3.
Downloads 328 ( 95,045)
Citation 38

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 298 (105,091)
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: 11 Jan 2006
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 (497,707)
Citation 1

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4.

Skewness Measures for the Weibull Distribution

Number of pages: 16 Posted: 07 Apr 2015
Cokki Versluis and Stefan Straetmans
Independent and Maastricht University
Downloads 320 (97,723)
Citation 1

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Skewness, Symmetry, Asymmetry, Ordering, Weibull, Distribution

5.

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 and Sajid M. Chaudhry
Maastricht University and Aston University - Aston Business School
Downloads 232 (136,970)
Citation 2

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

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

Number of pages: 45 Posted: 09 Oct 2012
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 227 (139,413)
Citation 1

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Inflation hedging, House Prices, Investment Horizons

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

Real Estate Economics, Vol. 42, Issue 3, pp. 662-689, 2014
Number of pages: 28 Posted: 28 Aug 2014
Erasmus University Rotterdam (EUR) - Department of Financial Management, University of Maastricht - Limburg Institute of Financial Economics (LIFE), Maastricht University and University of Amsterdam
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Move a Little Closer? Information Sharing and the Spatial Clustering of Bank Branches

Swiss Finance Institute Research Paper No. 17-74
Number of pages: 57 Posted: 09 Jan 2018 Last Revised: 29 Apr 2019
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 139 (216,554)

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Information Sharing, Branch Clustering

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

EBRD Working Paper No. 223
Number of pages: 52 Posted: 27 Nov 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 30 (497,707)

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Branch clustering, information sharing, spatial oligopoly model.

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 6 (659,129)

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branch clustering, information sharing, spatial oligopoly model

8.
Downloads 122 (238,868)
Citation 1

Fundamentals and Joint Currency Crises

ECB Working Paper No. 324
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 111 (257,208)

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

Fundamentals and Joint Currency Crises

CEPR Discussion Paper No. 4338
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 (622,721)
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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 University of London - Economics, Mathematics and Statistics
Downloads 107 (262,532)
Citation 1

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

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, University of London - Economics, Mathematics and Statistics and University of Luxembourg - Luxembourg School of Finance
Downloads 91 (294,613)
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, University of London - Economics, Mathematics and Statistics and University of Luxembourg - Luxembourg School of Finance
Downloads 5 (666,719)
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Capital controls, Exchange Rates, Forward premia, Interest differentials, Monetary freedom

11.

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 84 (307,357)
Citation 3

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rent index, Amsterdam housing market, long term

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 - Luxembourg School of Finance and University of London - Economics, Mathematics and Statistics
Downloads 55 (385,823)
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 46 (416,837)

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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 14 (578,333)

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

15.

Business and Financial Cycles in the Eurozone: Synchronization or Decoupling

The Manchester School, Vol. 86, Issue 3, pp. 358-389, 2018
Number of pages: 32 Posted: 13 Apr 2018
Jameel Ahmed, Sajid M. Chaudhry and Stefan Straetmans
Aligarh Muslim University (AMU), Aston University - Aston Business School and Maastricht University
Downloads 0 (691,842)
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16.

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

Real Estate Economics, Forthcoming
Posted: 03 Jan 2013
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