Stefan Straetmans

University of Maastricht - Limburg Institute of Financial Economics (LIFE)

Associate Professor of Finance

Tongersestraat 53

Maastricht, 6200 MD

Netherlands

SCHOLARLY PAPERS

6

DOWNLOADS

504

CITATIONS
Rank 40,114

SSRN RANKINGS

Top 40,114

in Total Papers Citations

4

Scholarly Papers (6)

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), University of Maastricht - Limburg Institute of Financial Economics (LIFE) and ING Real Estate Investment
Downloads 200 (119,909)
Citation 1

Abstract:

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), University of Maastricht - Limburg Institute of Financial Economics (LIFE) and University of Amsterdam
Downloads 0
Citation 1

Abstract:

2.

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
University of Maastricht - Limburg Institute of Financial Economics (LIFE) and Birmingham Business School, University of Birmingham
Downloads 173 (113,100)
Citation 1

Abstract:

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

3.

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), University of Maastricht - Limburg Institute of Financial Economics (LIFE) and ING Real Estate Investment
Downloads 46 (291,782)
Citation 2

Abstract:

rent index, Amsterdam housing market, long term

4.

Long-Term Asset Tail Risk in Developed and Emerging Markets

Number of pages: 32 Posted: 15 Mar 2012
Stefan Straetmans and Bertrand Candelon
University of Maastricht - Limburg Institute of Financial Economics (LIFE) and University of Maastricht - Department of Economics
Downloads 24 (382,839)

Abstract:

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

5.

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 University of Maastricht - Limburg Institute of Financial Economics (LIFE)
Downloads 0 (504,736)

Abstract:

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

6.

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 University of Maastricht - Limburg Institute of Financial Economics (LIFE)

Abstract:

inflation hedging, house prices, investment horizons