Stefan Straetmans

Maastricht University

Associate Professor of Finance

Tongersestraat 53

Maastricht, 6200 MD

Netherlands

http://www.stefanstraetmans.com

University of Antwerp - Faculty of Applied Economics

Prinsstraat 13

Antwerp, B-2000

Belgium

SCHOLARLY PAPERS

16

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3,235

SSRN CITATIONS
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Top 3,401

in Total Papers Citations

59

CROSSREF CITATIONS

343

Scholarly Papers (16)

1.
Downloads 642 ( 52,913)
Citation 128

Asset Market Linkages in Crisis Periods

Number of pages: 35 Posted: 05 Jul 2001
Philipp Hartmann, Stefan Straetmans and Casper G. de Vries
European Central Bank (ECB), Maastricht University and Erasmus University Rotterdam (EUR) - Erasmus School of Economics (ESE)
Downloads 612 (55,584)
Citation 7

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Financial crises, systemic risk, contagion, market crashes, flight to quality, bivariate extreme value analysis, extreme co-movements

Asset Market Linkages in Crisis Periods

Number of pages: 32 Posted: 04 Sep 2001
Philipp Hartmann, Stefan Straetmans and Casper G. de Vries
European Central Bank (ECB), Maastricht University and Erasmus University Rotterdam (EUR) - Erasmus School of Economics (ESE)
Downloads 30 (597,659)
Citation 9
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Financial crises, systemic risk, contagion, market crashes, flight to quality, bivariate extreme value analysis, extreme co-movements

Asset Market Linkages in Crisis Periods

Posted: 22 Aug 2003
Philipp Hartmann, Stefan Straetmans and Casper G. de Vries
European Central Bank (ECB), Maastricht University and Erasmus University Rotterdam (EUR) - Erasmus School of Economics (ESE)

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Financial crises, systemic risk, contagion, market crashes, flight to quality, bivariate extreme value analysis, extreme co-movements

2.

Skewness Measures for the Weibull Distribution

Number of pages: 16 Posted: 07 Apr 2015
Cokki Versluis and Stefan Straetmans
Independent and Maastricht University
Downloads 478 (76,528)
Citation 1

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Skewness, Symmetry, Asymmetry, Ordering, Weibull, Distribution

3.

Extreme Us Stock Market Fluctuations in the Wake of 9/11

Number of pages: 27 Posted: 08 Dec 2003
Maastricht University, Vrije Universiteit Amsterdam, School of Business and Economics and University of Luxembourg - Luxembourg School of Finance
Downloads 452 (81,820)
Citation 20

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Market Crashes, Bivariate Extreme Value Analysis, Extreme Co-movements, heavy tails, Value-at-Risk, tail beta, extreme dependence

4.
Downloads 336 (114,947)
Citation 40

Banking System Stability: A Cross-Atlantic Perspective

ECB Working Paper No. 527
Number of pages: 95 Posted: 19 Oct 2005
Philipp Hartmann, Stefan Straetmans and Casper G. de Vries
European Central Bank (ECB), Maastricht University and Erasmus University Rotterdam (EUR) - Erasmus School of Economics (ESE)
Downloads 306 (126,376)
Citation 1

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Banking, Systemic Risk, Asymptotic Dependence, Multivariate Extreme Value Theory, Structural Change Tests

Banking System Stability: A Cross-Atlantic Perspective

Number of pages: 87 Posted: 20 Dec 2005 Last Revised: 20 Jun 2021
Philipp Hartmann, Stefan Straetmans and Casper G. de Vries
European Central Bank (ECB), Maastricht University and Erasmus University Rotterdam (EUR) - Erasmus School of Economics (ESE)
Downloads 30 (597,659)
Citation 3

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Move a Little Closer? Information Sharing and the Spatial Clustering of Bank Branches

Swiss Finance Institute Research Paper No. 17-74
Number of pages: 64 Posted: 09 Jan 2018 Last Revised: 29 Oct 2021
Xiamen University - School of Management, European Bank for Reconstruction and Development, University of Zurich - Department of Banking and FinanceNTNU Business School and Maastricht University
Downloads 230 (169,084)
Citation 2

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Branch clustering, information sharing, spatial oligopoly model

Move a Little Closer? Information Sharing and the Spatial Clustering of Bank Branches

EBRD Working Paper No. 223
Number of pages: 55 Posted: 27 Nov 2018 Last Revised: 26 Mar 2020
Xiamen University - School of Management, European Bank for Reconstruction and Development, University of Zurich - Department of Banking and FinanceNTNU Business School and Maastricht University
Downloads 40 (540,635)
Citation 1

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Branch clustering, information sharing, spatial oligopoly model

Move a Little Closer? Information Sharing and the Spatial Clustering of Bank Branches

CentER Discussion Paper Series No. 2018-038
Number of pages: 55 Posted: 20 Sep 2018
Xiamen University - School of Management, European Bank for Reconstruction and Development, University of Zurich - Department of Banking and FinanceNTNU Business School and Maastricht University
Downloads 13 (727,182)

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branch clustering, information sharing, spatial oligopoly model

Move a Little Closer? Information Sharing and the Spatial Clustering of Bank Branches

Number of pages: 61 Posted: 01 Mar 2021
European Bank for Reconstruction and Development, University of Zurich - Department of Banking and FinanceNTNU Business School, Xiamen University - School of Management and Maastricht University
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Inflation Protection from Homeownership: Long-Run Evidence: 1814-2008

Number of pages: 45 Posted: 09 Oct 2012
Erasmus University Rotterdam (EUR) - Department of Financial Management, University of Maastricht - Limburg Institute of Financial Economics (LIFE), Maastricht University and ING Real Estate Investment
Downloads 240 (162,234)
Citation 2

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Inflation hedging, House Prices, Investment Horizons

Inflation Protection from Homeownership: Long‐Run Evidence, 1814–2008

Real Estate Economics, Vol. 42, Issue 3, pp. 662-689, 2014
Number of pages: 28 Posted: 28 Aug 2014
Erasmus University Rotterdam (EUR) - Department of Financial Management, University of Maastricht - Limburg Institute of Financial Economics (LIFE), Maastricht University and University of Amsterdam
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7.

Tail Risks and Systemic Risks for U.S. and Eurozone Financial Institutions in the Wake of the Global Financial Crisis

25th Australasian Finance and Banking Conference 2012
Number of pages: 56 Posted: 28 Aug 2012
Stefan Straetmans, Sajid M. Chaudhry and Sajid M. Chaudhry
Maastricht University and Aston University - Aston Business SchoolAston University - Aston Business School
Downloads 237 (164,730)
Citation 2

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Banking, Systemic Risk, Asymptotic Dependence, Multivariate Extreme Value Theory

8.
Downloads 131 (275,406)
Citation 1

Fundamentals and Joint Currency Crises

Number of pages: 31 Posted: 19 May 2004
Philipp Hartmann, Stefan Straetmans and Casper G. de Vries
European Central Bank (ECB), Maastricht University and Erasmus University Rotterdam (EUR) - Erasmus School of Economics (ESE)
Downloads 120 (295,254)

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Financial crises, currency market linkages, fundamentals, heavy tails, asymptotic dependence

Fundamentals and Joint Currency Crises

Number of pages: 21 Posted: 12 May 2004
Philipp Hartmann, Stefan Straetmans and Casper G. de Vries
European Central Bank (ECB), Maastricht University and Erasmus University Rotterdam (EUR) - Erasmus School of Economics (ESE)
Downloads 11 (744,311)
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Financial crises, currency market linkages, fundamentals, heavy tails, asymptotic dependence

9.

The Effect of Capital Controls on Exchange Rate Risk

Number of pages: 26 Posted: 12 Feb 2009
Stefan Straetmans and Roald J. Versteeg
Maastricht University and University of London - Economics, Mathematics and Statistics
Downloads 112 (308,562)
Citation 1

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Capital controls, Exchange Rates, Extreme Value Theory, Exchange rate risk, Extreme quantiles

Are Capital Controls in the Foreign Exchange Market Effective?

Number of pages: 38 Posted: 24 Feb 2008
Stefan Straetmans, Roald J. Versteeg and Christian C. P. Wolff
Maastricht University, University of London - Economics, Mathematics and Statistics and University of Luxembourg - Luxembourg School of Finance
Downloads 94 (349,207)

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Capital controls; Exchange Rates; Interest differentials; Forward Premia

Are Capital Controls in the Foreign Exchange Market Effective?

Number of pages: 39 Posted: 11 Jun 2008
Stefan Straetmans, Roald J. Versteeg and Christian C. P. Wolff
Maastricht University, University of London - Economics, Mathematics and Statistics and University of Luxembourg - Luxembourg School of Finance
Downloads 5 (795,767)
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Capital controls, Exchange Rates, Forward premia, Interest differentials, Monetary freedom

11.

The Amsterdam Rent Index: The Housing Market and the Economy, 1550-1850

Number of pages: 38 Posted: 09 Oct 2012
Piet M. A. Eichholtz, Stefan Straetmans and Marcel A.J. Theebe
University of Maastricht - Limburg Institute of Financial Economics (LIFE), Maastricht University and ING Real Estate Investment
Downloads 96 (342,003)
Citation 3

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rent index, Amsterdam housing market, long term

12.

Are Capital Controls in the Foreign Exchange Market Effective?

Number of pages: 34 Posted: 22 Jan 2009
Stefan Straetmans, Christian C. P. Wolff and Roald J. Versteeg
Maastricht University, University of Luxembourg - Luxembourg School of Finance and University of London - Economics, Mathematics and Statistics
Downloads 60 (446,079)
Citation 2

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Capital controls, Exchange Rates, Interest differentials, Forward premia, Monetary Freedom

13.

Long-Term Asset Tail Risk in Developed and Emerging Markets

Number of pages: 32 Posted: 15 Mar 2012
Stefan Straetmans and Bertrand Candelon
Maastricht University and University of Maastricht - Department of Economics
Downloads 49 (488,704)

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Tail Index, Extreme Value Analysis, Endogenous Stability Test, Finite Sample Properties, Bootstrap

14.

Disentangling Economic Recessions and Depressions

Number of pages: 33 Posted: 21 Jun 2016
Bertrand Candelon, Norbert Metiu and Stefan Straetmans
University of Maastricht - Department of Economics, Deutsche Bundesbank and Maastricht University
Downloads 20 (648,822)

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Business cycles, Depression, Leading indicators, Multinomial logistic regression, Nonparametric statistics, Outlier

15.

Business and Financial Cycles in the Eurozone: Synchronization or Decoupling

The Manchester School, Vol. 86, Issue 3, pp. 358-389, 2018
Number of pages: 32 Posted: 13 Apr 2018
Aligarh Muslim University (AMU), Aston University - Aston Business SchoolAston University - Aston Business School and Maastricht University
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16.

Inflation Protection from Homeownership: Long-Run Evidence 1811-2008

Real Estate Economics, Forthcoming
Posted: 03 Jan 2013
Erasmus University Rotterdam (EUR) - Department of Financial Management, University of Maastricht - Limburg Institute of Financial Economics (LIFE), ING Real Estate Investment and Maastricht University

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inflation hedging, house prices, investment horizons