20012019
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Research Output 2001 2019

2019
183 Downloads (Pure)
Open Access
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2018

Business and Financial Cycles in the Eurozone: Synchronization or Decoupling

Ahmed, J., Chaudhry, S. M. & Straetmans, S., Jun 2018, In : The Manchester School. 86, 3, p. 358-389 32 p.

Research output: Contribution to journalArticleAcademicpeer-review

Move a little closer? Information sharing and the spatial clustering of bank branches

Qi, S., De Haas, R., Ongena, S. & Straetmans, S., 17 Sep 2018, Tilburg: CentER, Tilburg University, 55 p.

Research output: Working paperDiscussion paperProfessional

Open Access

Move a little closer? Information sharing and the spatial clustering of bank branches

Qi, S., De Haas, R., Ongena, S. & Straetmans, S., 2018, European Bank of Reconstruction and Development , p. 1-51, 51 p.

Research output: Working paperProfessional

Open Access
2016

Comparing Tail Risk and Systemic Risk Profiles for Different Types of US Financial Institutions

Straetmans, S. & Dinh, K., 2016, Extreme Events in Finance: a Handbook of Extreme Value Theory and Its Applications. Longin, F. (ed.). John Wiley & Sons, p. 357-390

Research output: Chapter in Book/Report/Conference proceedingChapterAcademic

2015
1 Citation (Scopus)

Predicting exchange rate cycles utilizing risk factors

Ahmed, J. & Straetmans, S. T. M., Dec 2015, In : Journal of Empirical Finance. 34, p. 112-130 19 p.

Research output: Contribution to journalArticleAcademicpeer-review

2 Citations (Scopus)

Tail risk and systemic risk of US and Eurozone financial institutions in the wake of the global financial crisis

Straetmans, S. T. M. & Chaudhry, S. M., Nov 2015, In : Journal of International Money and Finance. 58, p. 191-223 33 p.

Research output: Contribution to journalArticleAcademicpeer-review

2014

Inflation protection from home ownership: Long run evidence 1814-2008

Brounen, D., Eichholtz, P. M. A., Straetmans, S. T. M. & Theebe, M., 1 Jan 2014, In : Real Estate Economics. 42, 3, p. 662-689 28 p.

Research output: Contribution to journalArticleAcademicpeer-review

2013
1 Citation (Scopus)

Are capital controls in the foreign exchange market effective?

Straetmans, S. T. M., Versteeg, R. J. & Wolff, C. C. P., Jun 2013, In : Journal of International Money and Finance. 35, p. 36-53 18 p.

Research output: Contribution to journalArticleAcademicpeer-review

310 Downloads (Pure)
Open Access
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1 Citation (Scopus)

Does the Euro dominate Central and Eastern European money markets?

Kadow, A., Cerrato, M., Macdonald, R. & Straetmans, S. T. M., 1 Jan 2013, In : Journal of International Money and Finance. 32, 1, p. 700-718

Research output: Contribution to journalArticleAcademicpeer-review

7 Citations (Scopus)

Long-term asset tail risks in developed and emerging markets

Straetmans, S. T. M. & Candelon, B., 1 Jan 2013, In : Journal of Banking & Finance. 37, 6, p. 1832-1844

Research output: Contribution to journalArticleAcademicpeer-review

2012
199 Downloads (Pure)

Fat tails in small samples

Candelon, B. & Straetmans, S. T. M., 1 Jan 2012, Maastricht: METEOR, Maastricht University School of Business and Economics, 37 p.

Research output: Working paperProfessional

Open Access
File
231 Downloads (Pure)
Open Access
File
8 Citations (Scopus)

The Amsterdam rent index: The housing market and the economy 1550-1850

Eichholtz, P. M. A., Straetmans, S. T. M. & Theebe, M., Dec 2012, In : Journal of Housing Economics. 21, 4, p. 269-282 14 p.

Research output: Contribution to journalArticleAcademicpeer-review

2010

Are banks too big to fail? Measuring systemic importance of financial institutions: Discussion

Straetmans, S. T. M., 1 Jan 2010, In : International Journal of Central Banking. 6, 4, p. 4-4 4 p.

Research output: Contribution to journalArticleAcademicpeer-review

9 Citations (Scopus)

Comovements of different asset classes during times of market stress

Piplack, J. & Straetmans, S. T. M., 1 Jan 2010, In : Pacific Economic Review. 15, 3, p. 385-400 16 p.

Research output: Contribution to journalArticleAcademicpeer-review

8 Citations (Scopus)

Heavy tails and currency crises

Straetmans, S. T. M., Hartmann, P. & de Vries, C. G., Mar 2010, In : Journal of Empirical Finance. 17, 2, p. 241-254 14 p.

Research output: Contribution to journalArticleAcademicpeer-review

2009
7 Citations (Scopus)

Multivariate Business Cycle Synchronization in Small Samples

Straetmans, S. T. M., Candelon, B. & Piplack, J., 1 Jan 2009, In : Oxford Bulletin of Economics and Statistics. 71, 5, p. 715-737 23 p.

Research output: Contribution to journalArticleAcademicpeer-review

2008
26 Citations (Scopus)

Extreme U.S. Stock Market Fluctuations in the Wake of 9/11

Straetmans, S. T. M., Wolff, C. C. P. & Verschoor, W. F. C., 1 Jan 2008, In : Journal of Applied Econometrics. 23, 1, p. 17-42 26 p.

Research output: Contribution to journalArticleAcademicpeer-review

71 Citations (Scopus)

On Measuring Synchronisation of Bulls and Bears: the case of East Asia

Straetmans, S. T. M., Piplack, J. & Candelon, B., 1 Jan 2008, In : Journal of Banking & Finance. 32, 6, p. 1022-1035 14 p.

Research output: Contribution to journalArticleAcademicpeer-review

2006
12 Citations (Scopus)

Testing for Multiple Regimes in the Tail Behavior of Emerging Currency Returns

Candelon, B. & Straetmans, S. T. M., 1 Jan 2006, In : Journal of International Money and Finance. 25, p. 1187-1205 18 p.

Research output: Contribution to journalArticleAcademicpeer-review

2004
170 Citations (Scopus)

Asset Market Linkages in Crisis Periods

Hartmann, P., Straetmans, S. T. M. & de Vries, C., 1 Jan 2004, In : Review of Economics and Statistics. 2004, 86, p. 313-326 14 p.

Research output: Contribution to journalArticleAcademicpeer-review

2003

A global perspective on extreme currency linkages

Straetmans, S. T. M., Hartmann, P. & de Vries, C., 1 Jan 2003, Asset price bubbles: Implications for monetary, regulatory and international policies. Hunter, W. C., Kaufmann, G. G. & Pomerleano, M. (eds.). Cambridge (MA), USA: MIT Press, p. 361-382 19 p.

Research output: Chapter in Book/Report/Conference proceedingChapterAcademic

Tail behavior of credit loss distributions for general latent factor models

Straetmans, S. T. M., Lucas, A., Spreij, P. & Klaassen, P., 1 Jan 2003, In : Applied Mathematical Finance. 10, p. 1-21 21 p.

Research output: Contribution to journalArticleAcademicpeer-review

2002

Extreme Tails for Linear Portfolio Credit Risk Models

Straetmans, S. T. M., Lucas, A., Spreij, P. & Klaassen, P., 1 Jan 2002, Proceedings of the third Joint Central Bank Research Conf. on Risk Measurement and Systemic Risk. Basle: Bank for Intern. Settlements, p. 271-283

Research output: Chapter in Book/Report/Conference proceedingChapterAcademic

2001
42 Citations (Scopus)

An analytic approach to credit risk of large corporate bond and loan portfolios

Straetmans, S. T. M., 1 Jan 2001, In : Journal of Banking & Finance. 25, p. 1635-1664

Research output: Contribution to journalArticleAcademicpeer-review

Book Review on "Asian Contagion: The Causes and Consequences of a Financial Crisis

Straetmans, S. T. M., 1 Jan 2001, In : Economic Journal. p. 786-787

Research output: Contribution to journalArticleAcademicpeer-review