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Straetmans, S.

( S. Straetmans)


market table return stock probability dependence banking currency distribution value linkage system euro area sample estimate result exchange model country crash paper correlation measure journal pdunhw spillover crisis level stability contagion parameter bivariate banking system stability premium dollar index section 2003. hartmann fundamental multivariate crises statistic slope coecient panel pdunhwv vwrfn asset exchange rates equation example period series euro area banks quantile number hypothesis risk premium regression estimation spillover risk olqndjhv variation function univariate banking system risk straetman factor price paper series economic conditioning point approach report time variation bank stock returns appendix nancial




8 Most Recent Publications

Heavy tails and currency crises (Article)
Hartmann, P. Straetmans, S. Vries, C.G. de
2010-03-01
Banking system stability: A cross-atlantic perspective (In Book)
Hartmann, P. Straetmans, S. Vries, C.G. de
2006-01-01
Fundamentals and joint currency crises (Research Report)
Hartmann, P. Straetmans, S. Vries, C.G. de
2004-03-30
Asset market linkages in crisis periods (Article)
Hartmann, P. Straetmans, S. Vries, C.G. de
2004-01-01
Asset Market Linkages in Crisis Periods (Research Paper)
Hartmann, P. Straetmans, S. Vries, C.G. de
2001-07-19
Big news in small samples (Research Paper)
Schotman, P.C. Straetmans, S. Vries, C.G. de
1997-08-16
Variation in the Slope Coefficient of the Fama Regression for Testing Uncovered Interest Rate Parity: Evidence from Fixed and Time-varying Coefficient Approaches (Research Paper)
Koning, C. de Straetmans, S.
1997-01-30
Fat tail distributions and local thin tail alternatives (Article)
Gielens, G. Straetmans, S. Vries, C.G. de
1996-01-01
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