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  1. 2019
  2. Published
    Qi, S., De Haas, R., Ongena, S., & Straetmans, S. (2019). Move a Little Closer? Information Sharing and the Spatial Clustering of Bank Branches. (GSBE Research Memoranda; No. 006). GSBE.
  3. 2018
  4. Published
    Qi, S., De Haas, R., Ongena, S., & Straetmans, S. (2018). Move a little closer? Information sharing and the spatial clustering of bank branches. (CentER Discussion Paper Series ; Vol. 2018, No. 038). Tilburg: CentER, Tilburg University.
  5. Published
  6. Published
    Qi, S., De Haas, R., Ongena, S., & Straetmans, S. (2018). Move a little closer? Information sharing and the spatial clustering of bank branches. (pp. 1-51). (EBRD Working Paper series ; No. 223). European Bank of Reconstruction and Development .
  7. 2016
  8. Published
    Straetmans, S., & Dinh, K. (2016). Comparing Tail Risk and Systemic Risk Profiles for Different Types of US Financial Institutions. In F. Longin (Ed.), Extreme Events in Finance: a Handbook of Extreme Value Theory and Its Applications (pp. 357-390). John Wiley & Sons.
  9. 2015
  10. Published
  11. Published
  12. 2014
  13. Published
  14. 2013
  15. Published
  16. Published
    Dinh, T. H. T., Kleimeier, S., & Straetmans, S. T. M. (2013). Bank lending strategy, credit scoring and financial crises. (GSBE Research Memoranda; No. 053). Maastricht: GSBE.
  17. Published
  18. Published
  19. 2012
  20. Published
  21. Published
    Candelon, B., & Straetmans, S. T. M. (2012). Fat tails in small samples. (METEOR Research Memoranda; No. 014). Maastricht: METEOR, Maastricht University School of Business and Economics.
  22. Published
    Straetmans, S. T. M., Candelon, B., & Ahmed, J. (2012). Predicting and capitalizing on stock market bears in the U.S. (METEOR Research Memorandum; No. 019). Maastricht: METEOR, Maastricht University School of Business and Economics.
  23. 2010
  24. Published
  25. Published
  26. Published
  27. 2009
  28. Published
  29. 2008
  30. Published
  31. 2004
  32. Published
  33. 2003
  34. Published
    Straetmans, S. T. M., Hartmann, P., & de Vries, C. (2003). A global perspective on extreme currency linkages. In W. C. Hunter, G. G. Kaufmann, & M. Pomerleano (Eds.), Asset price bubbles: Implications for monetary, regulatory and international policies (pp. 361-382). Cambridge (MA), USA: MIT Press.
  35. Published
  36. 2002
  37. Published
    Straetmans, S. T. M., Lucas, A., Spreij, P., & Klaassen, P. (2002). Extreme Tails for Linear Portfolio Credit Risk Models. In Proceedings of the third Joint Central Bank Research Conf. on Risk Measurement and Systemic Risk (pp. 271-283). Basle: Bank for Intern. Settlements.
  38. 2001
  39. Published
  40. Published