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

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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 626 (40,037)

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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
European Commission - DG Internal market and financial services
Downloads 61 (352,130)

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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 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 623 (40,886)

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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 and Wim Schoutens
European Commission - DG Internal market and financial services and KU Leuven - Department of Mathematics
Downloads 598 (43,194)

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Contingent Capital, Moral Hazard, Financial Regulation

4.

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 592 (43,806)

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5.

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 412 (68,891)

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Asset relief, impaired assets, asset purchase, asset guarantee

6.

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 405 (70,368)

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

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 352 (82,816)

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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 195 (152,543)

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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 (498,418)
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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 177 (166,597)

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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
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 168 (174,474)

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