Stefan T.M. Straetmans

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Bertrand CandelonLouvain Finance - Université Catholique de Louvain and Maastricht UniversityVerified email at uclouvain.be
Peter SpreijUniversiteit van Amsterdam, Korteweg-de Vries Institute for MathematicsVerified email at uva.nl
Andre LucasVrije Universiteit Amsterdam and Tinbergen InstituteVerified email at vu.nl
Christian WolffUniversity of LuxembourgVerified email at uni.lu
Roald J. VersteegPrincipal Teaching Fellow in Finance, Imperial College Business SchoolVerified email at ic.ac.uk
Sajid M ChaudhryAston UniversityVerified email at aston.ac.uk
Piet EichholtzProfessor of Real Estate Finance, Maastricht UniversityVerified email at maastrichtuniversity.nl
Steven OngenaUniversity of ZurichVerified email at bf.uzh.ch
Willem F.C. VerschoorVrije Universiteit Amsterdam School of Business and EconomicsVerified email at vu.nl
Ralph De HaasDirector of Research, European Bank for Reconstruction and DevelopmentVerified email at ebrd.com
Shusen QiXiamen UniversityVerified email at xmu.edu.cn
Dr. Jameel AhmedAdditional Director, State Bank of PakistanVerified email at sbp.org.pk
Dirk BrounenUniversiteit van TilburgVerified email at uvt.nl
Tamas VadaszKU LeuvenVerified email at kuleuven.be
Peter SchotmanMaastricht UniversityVerified email at maastrichtuniversity.nl
ronald macdonaldProfessor of Economics, University of GlasgowVerified email at glasgow.ac.uk
Norbert MetiuDeutsche BundesbankVerified email at bundesbank.de
Tim HuijtsProfessor, Maastricht UniversityVerified email at maastrichtuniversity.nl
Madelon JacobsThe Research Centre for Education and the Labour Market (ROA)Verified email at maastrichtuniversity.nl
Kim van BroekhovenAssistant Professor, Erasmus UniversityVerified email at essb.eur.nl

Stefan T.M. Straetmans

Associate Professor of Finance, Maastricht University

Verified email at maastrichtuniversity.nl

Financial contagion banking crises systemic risk financial risk management international finance


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Asset market linkages in crisis periods P Hartmann, S Straetmans, CG Vries Review of Economics and Statistics 86 (1), 313-326, 2004	893	2004
Banking system stability: A cross-Atlantic perspective P Hartmann, S Straetmans, C De Vries National Bureau of Economic Research, 2005	272	2005
On measuring synchronization of bulls and bears: The case of East Asia B Candelon, J Piplack, S Straetmans Journal of banking & finance 32 (6), 1022-1035, 2008	224	2008
An analytic approach to credit risk of large corporate bond and loan portfolios A Lucas, P Klaassen, P Spreij, S Straetmans Journal of Banking & Finance 25 (9), 1635-1664, 2001	186	2001
Extreme US stock market fluctuations in the wake of 9/11 STM Straetmans, WFC Verschoor, CCP Wolff Journal of Applied Econometrics 23 (1), 17-42, 2008	169	2008
Extreme financial returns and their comovements STM Straetmans	60	1998
Tail risk and systemic risk of US and Eurozone financial institutions in the wake of the global financial crisis S Straetmans, SM Chaudhry Journal of International Money and Finance 58, 191-223, 2015	55	2015
Testing for multiple regimes in the tail behavior of emerging currency returns B Candelon, S Straetmans Journal of International Money and Finance 25 (7), 1187-1205, 2006	55	2006
The Amsterdam rent index: The housing market and the economy, 1550–1850 P Eichholtz, S Straetmans, M Theebe Journal of Housing Economics 21 (4), 269-282, 2012	51	2012
Heavy tails and currency crises P Hartmann, S Straetmans, CG de Vries Journal of Empirical Finance 17 (2), 241-254, 2010	48	2010
A global perspective on extreme currency linkages P Hartmann, S Straetmans, C de Vries	46	2003
Extremal spillovers in equity markets STM Straetmans Extremes and Integrated Risk Management, 187-205, 2000	32	2000
Comovements of different asset classes during market stress J Piplack, S Straetmans Pacific Economic Review 15 (3), 385-400, 2010	29	2010
Tail behaviour of credit loss distributions for general latent factor models A Lucas, P Klaassen, P Spreij, S Straetmans Applied Mathematical Finance 10 (4), 337-357, 2003	29	2003
Multivariate business cycle synchronization in small samples B Candelon, J Piplack, S Straetmans Oxford Bulletin of Economics and Statistics 71 (5), 715-737, 2009	28	2009
Move a little closer? Information sharing and the spatial clustering of bank branches S Qi, R De Haas, S Ongena, S Straetmans, T Vadasz EBRD Working Paper, 2023	24	2023
Inflation Protection from Homeownership: Long‐Run Evidence, 1814–2008 D Brounen, P Eichholtz, S Staetmans, M Theebe Real Estate Economics 42 (3), 662-689, 2014	22	2014
Predicting and capitalizing on stock market bears in the US B Candelon, J Ahmed, S Straetmans Department of Research, Ipag Business School Working Papers, 2014	22	2014
Big news in small samples P Schotman, S Straetmans, C de Vries Discussion paper/Tinbergen Institute, 1997	21	1997
Business and financial cycles in the Eurozone: Synchronization or decoupling J Ahmed, SM Chaudhry, S Straetmans The Manchester School 86 (3), 358-389, 2018	20	2018

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