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Search Results - Straetmans, Stefan T.M.
Search Results - Straetmans, Stefan T.M.
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On measuring synchronization of bulls and bears: The case of East Asia
by
Candelon, Bertrand
,
Piplack, Jan
,
Straetmans, Stefan
Published in
Journal of banking & finance
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Are capital controls in the foreign exchange market effective?
by
Straetmans, Stefan T.M.
,
Versteeg, Roald J.
,
Wolff, Christian C.P.
Published in
Journal of international money and finance
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Multivariate Business Cycle Synchronization in Small Samples
by
Candelon, Bertrand
,
Piplack, Jan
,
Straetmans, Stefan
Published in
Oxford bulletin of economics and statistics
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Heavy tails and currency crises
by
Hartmann, P.
,
Straetmans, S.
,
de Vries, C.G.
Published in
Journal of empirical finance
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An analytic approach to credit risk of large corporate bond and loan portfolios
by
Lucas, André
,
Klaassen, Pieter
,
Spreij, Peter
,
Straetmans, Stefan
Published in
Journal of banking & finance
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Testing for multiple regimes in the tail behavior of emerging currency returns
by
Candelon, Bertrand
,
Straetmans, Stefan
Published in
Journal of international money and finance
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Erratum to “An analytic approach to credit risk of large corporate bond and loan portfolios” [Journal of Banking and Finance 25, no. 9, pp. 1635–1664]
by
Lucas, André
,
Klaassens, Pieter
,
Spreij, Peter
,
Straetmans, Stefan
Published in
Journal of banking & finance
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Tail behaviour of credit loss distributions for general latent factor models
by
Lucas, André
,
Klaassen, Pieter
,
Spreij, Peter
,
Straetmans, Stefan
Published in
Applied mathematical finance.
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Extreme US stock market fluctuations in the wake of 9/11
by
Straetmans, S. T. M.
,
Verschoor, W. F. C.
,
Wolff, C. C. P.
Published in
Journal of applied econometrics (Chichester, England)
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