Stan Maes

European Commission - DG Internal market and financial services

Economist

Rue de la Loi 200

Brussels, B-1049

Belgium

European Commission - DG Competition

Member of the Chief Economist Team

Place Madou, Madouplein 1

Saint-Josse-ten-Noode/Sint-Joost-ten-Noode

Brussels, B-1049

Belgium

KU Leuven - Department of Economics

Naamsestraat 69

2nd Floor

B-3000 Leuven

Belgium

http://www.econ.kuleuven.ac.be/ew/academic/intecon

SCHOLARLY PAPERS

10

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Top 5,889

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13

CROSSREF CITATIONS

301

Scholarly Papers (10)

Modeling the Term Structure of Interest Rates: Where Do We Stand?

National Bank of Belgium Working Paper Series No. 42
Number of pages: 54 Posted: 20 May 2003
Stan Maes and Stan Maes
European Commission - DG Internal market and financial servicesEuropean Commission - DG Competition
Downloads 684 (72,268)
Citation 3

Abstract:

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term structure of interest rates, affine models, arbitrage, Brownian motion

Modeling the Term Structure of Interest Rates: Where Do We Stand?

National Bank of Belgium Working Paper No. 42
Number of pages: 54 Posted: 14 Oct 2010
Stan Maes and Stan Maes
European Commission - DG Internal market and financial servicesEuropean Commission - DG Competition
Downloads 216 (265,657)
Citation 139

Abstract:

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2.

A Multi-Factor Model for the Valuation and Risk Management of Demand Deposits

Number of pages: 24 Posted: 01 Sep 2005
Hans Dewachter, Marco Lyrio, Stan Maes and Stan Maes
Catholic University of Leuven (KUL) - Department of Economics, Insper Institute of Education and Research and European Commission - DG Internal market and financial servicesEuropean Commission - DG Competition
Downloads 712 (69,598)
Citation 44

Abstract:

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Demand deposits, affine term structure model, interest rate risk, risk management

3.

Contingent Capital: An In-Depth Discussion

Number of pages: 23 Posted: 06 Aug 2010 Last Revised: 28 Aug 2010
Stan Maes, Stan Maes and Wim Schoutens
European Commission - DG Internal market and financial servicesEuropean Commission - DG Competition and KU Leuven - Department of Mathematics
Downloads 670 (75,246)
Citation 12

Abstract:

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Contingent Capital, Moral Hazard, Financial Regulation

4.

An Affine Model for International Bond Markets

Number of pages: 45 Posted: 04 Apr 2001
Hans Dewachter, Stan Maes and Stan Maes
Catholic University of Leuven (KUL) - Department of Economics and European Commission - DG Internal market and financial servicesEuropean Commission - DG Competition
Downloads 635 (80,441)
Citation 7

Abstract:

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5.

A Multi-Factor Model for the Valuation and Risk Managment of Demand Deposits

National Bank of Belgium Working Paper No. 83
Number of pages: 46 Posted: 09 Oct 2010
Hans Dewachter, Marco Lyrio, Stan Maes and Stan Maes
Catholic University of Leuven (KUL) - Department of Economics, Insper Institute of Education and Research and European Commission - DG Internal market and financial servicesEuropean Commission - DG Competition
Downloads 537 (99,387)
Citation 2

Abstract:

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Demand Deposits, ALM, Risk Management, Arbitrage Free Pricing, Flexible-Affine Term

6.

Asset Relief Measures in the EU: Overview and Issues

Number of pages: 76 Posted: 16 Sep 2010
Yassine Boudghene, Stan Maes, Stan Maes and Martin Scheicher
Université Libre de Bruxelles (ULB) - Solvay Brussels School of Economics and Management, European Commission - DG Internal market and financial servicesEuropean Commission - DG Competition and European Central Bank (ECB)
Downloads 463 (118,837)
Citation 3

Abstract:

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Asset relief, impaired assets, asset purchase, asset guarantee

7.

Estimation of a Joint Model for the Term Structure of Interest Rates and the Macroeconomy

Journal of Applied Econometrics, Vol. 21, No. 4, pp. 439-462, 2006
Number of pages: 60 Posted: 01 Sep 2001
Hans Dewachter, Marco Lyrio, Stan Maes and Stan Maes
Catholic University of Leuven (KUL) - Department of Economics, Insper Institute of Education and Research and European Commission - DG Internal market and financial servicesEuropean Commission - DG Competition
Downloads 438 (126,892)
Citation 16

Abstract:

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Essentially affine term structure model, feedback interest rate rule, forecasting

8.

The Effect of Monetary Unification on German Bond Markets

Number of pages: 37 Posted: 24 Nov 2001
Hans Dewachter, Marco Lyrio, Stan Maes and Stan Maes
Catholic University of Leuven (KUL) - Department of Economics, Insper Institute of Education and Research and European Commission - DG Internal market and financial servicesEuropean Commission - DG Competition
Downloads 220 (262,124)
Citation 3

Abstract:

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EMU, ECB, Bundesbank, central bank monetary policy rule, essentially affine term structure model

9.

Monetary Unification and the Price of Risk: An Unconditional Analysis

Review of World Economics, Vol. 139, No. 2, pp. 276-305, 2003.
Number of pages: 32 Posted: 11 Dec 2001
Hans Dewachter, Stan Maes, Stan Maes and Kristien Smedts
Catholic University of Leuven (KUL) - Department of Economics, European Commission - DG Internal market and financial servicesEuropean Commission - DG Competition and KU Leuven - Faculty of Business and Economics (FEB)
Downloads 202 (283,541)

Abstract:

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EMU, multi-country asset pricing model, exchange risk, price of risk conversion

10.

Do Exchange Rates Convert Prices of Risk Across Countries?

Number of pages: 27 Posted: 04 Nov 2001
Hans Dewachter, Stan Maes, Stan Maes and Kristien Smedts
Catholic University of Leuven (KUL) - Department of Economics, European Commission - DG Internal market and financial servicesEuropean Commission - DG Competition and KU Leuven - Faculty of Business and Economics (FEB)
Downloads 197 (290,020)
Citation 1

Abstract:

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multi-country asset pricing model, exchange risk, price of risk conversion