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Extremal spillovers in financi...
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Funktionsfähigkeit und Stabilität von Finanzmärkten : [Referate und Korreferate des 34. Wirtschaftswissenschaftlichen Seminars vom 12. bis 15. September 2004] ; Wirtschaftswissenschaftliches Seminar Ottobeuren 34
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ECONIS (ZBW)
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Le rejet de l'hypothèse d'efficience variable dans le temps sur le marché des changes
Koning, Camiel de
;
Straetmans, Stefan
- In:
Economie & prévision : EP
(
1999
)
4/5
,
pp. 77-90
Persistent link: https://www.econbiz.de/10001490922
Saved in:
2
Big news in small samples
Schotman, Peter C.
;
Straetmans, Stefan
;
Vries, Casper G. de
-
1997
Persistent link: https://www.econbiz.de/10000968761
Saved in:
3
Variation in the slope coefficient of the Fama regression for testing uncovered interest rate parity : evidence from fixed and time-varying coefficient approaches
Koning, Camiel de
;
Straetmans, Stefan
-
1997
Persistent link: https://www.econbiz.de/10000953290
Saved in:
4
Tail behaviour of credit loss distributions for general latent factor models
Lucas, André
;
Klaassen, Pieter
;
Spreij, Peter
; …
- In:
Applied mathematical finance
10
(
2003
)
4
,
pp. 337-357
Persistent link: https://www.econbiz.de/10001864390
Saved in:
5
Variation in the slope coefficient of the Fama regression for testing uncovered interest rate parity : evidence from fixed and time-varying coefficient approaches
Koning, Camiel de
;
Straetmans, Stefan
-
1997
We investigate the potential presence of time variation in the coefficients of the ''Fama regression'' for Uncovered InterestRate Parity. We implement coefficient constancy tests, rolling regression techniques, and stochastic coefficient modelsbased on state space modelling. Among six major US...
Persistent link: https://www.econbiz.de/10010232864
Saved in:
6
Long-term asset tail risks in developed and emerging markets
Straetmans, Stefan
;
Candelon, Bertrand
- In:
Journal of banking & finance
37
(
2013
)
6
,
pp. 1832-1844
Persistent link: https://www.econbiz.de/10009741911
Saved in:
7
The effect of capital controls on exchange rate risk
Versteeg, Roald
;
Straetmans, Stefan
-
2010
Persistent link: https://www.econbiz.de/10008937789
Saved in:
8
Comovements of different asset classes during market stress
Piplack, Jan
;
Straetmans, Stefan
- In:
Pacific economic review
15
(
2010
)
3
,
pp. 385-400
Persistent link: https://www.econbiz.de/10008696380
Saved in:
9
Heavy tails and currency crises
Hartmann, Philipp
;
Straetmans, Stefan
;
Vries, Casper G. de
- In:
Journal of empirical finance
17
(
2010
)
2
,
pp. 241-254
Persistent link: https://www.econbiz.de/10009271852
Saved in:
10
How synchronized are European business cycles? : A finite sample concordance test approach
Candelon, Bertrand
;
Piplack, Jan
;
Straetmans, Stefan
-
2005
Persistent link: https://www.econbiz.de/10003082816
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