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

DOWNLOADS
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4,055

CITATIONS
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Top 9,324

in Total Papers Citations

47

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
European Commission - DG Internal market and financial services
Downloads 617 (33,082)
Citation 4

Abstract:

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
European Commission - DG Internal market and financial services
Downloads 59 (301,789)
Citation 4

Abstract:

2.

An Affine Model for International Bond Markets

EFA 2001 Barcelona Meetings; CES Discussion Paper No. 01.06
Number of pages: 45 Posted: 04 Apr 2001
Hans Dewachter and Stan Maes
Catholic University of Leuven (KUL) - Department of Economics and European Commission - DG Internal market and financial services
Downloads 570 (36,224)
Citation 4

Abstract:

3.

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 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 services
Downloads 558 (35,726)
Citation 2

Abstract:

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

4.

Contingent Capital: An In-Depth Discussion

Number of pages: 23 Posted: 06 Aug 2010 Last Revised: 28 Aug 2010
Stan Maes and Wim Schoutens
European Commission - DG Internal market and financial services and KU Leuven - Department of Mathematics
Downloads 536 (37,060)
Citation 4

Abstract:

Contingent Capital, Moral Hazard, Financial Regulation

5.

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 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 services
Downloads 391 (58,232)
Citation 20

Abstract:

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

6.

Asset Relief Measures in the EU: Overview and Issues

Number of pages: 76 Posted: 16 Sep 2010
Université Libre de Bruxelles (ULB) - Solvay Brussels School of Economics and Management, European Commission - DG Internal market and financial services and European Central Bank (ECB)
Downloads 359 (59,826)
Citation 1

Abstract:

Asset relief, impaired assets, asset purchase, asset guarantee

7.

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 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 services
Downloads 226 (86,046)
Citation 2

Abstract:

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

The Effect of Monetary Unification on German Bond Markets

Number of pages: 37 Posted: 24 Nov 2001
Hans Dewachter, Marco Lyrio 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 services
Downloads 193 (127,746)
Citation 9

Abstract:

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

The Effect of Monetary Unification on German Bond Markets

European Financial Management, Vol. 10, No. 3, pp. 487-509, September 2004
Number of pages: 24 Posted: 06 Sep 2004
Hans Dewachter, Marco Lyrio 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 services
Downloads 25 (424,627)
Citation 9
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Abstract:

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
Catholic University of Leuven (KUL) - Department of Economics, European Commission - DG Internal market and financial services and KU Leuven - Faculty of Business and Economics (FEB)
Downloads 174 (140,028)

Abstract:

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
Catholic University of Leuven (KUL) - Department of Economics, European Commission - DG Internal market and financial services and KU Leuven - Faculty of Business and Economics (FEB)
Downloads 162 (147,496)
Citation 1

Abstract:

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