WORKING PAPERS

Stefan T.M. Straetmans
WORKING PAPERS

 

Bank Lending Strategy, Credit Scoring and Financial Crises, with Katie Dinh, Stefanie Kleimeier.  

Disentangling Economic Recessions and Depressions, with Bertrand Candelon and Norbert Metiu.
 
 
Fat tails in small samples, with Bertrand Candelon. 
 
 
Pricing full deposit insurance in Germany amidst the financial crisis, with Markus Koesters and Mario Maggi.
 
 
What triggers exceptional bulls and bears in financial markets?, with Norbert Metiu and Bertrand Candelon.
 
The Breadth of Currency Crises, with Philipp Hartmann and Casper G. de Vries. 
Business and Financial Cycle Synchronization: a Non-linear Approach, with Sajid Chaudhry, Jameel Ahmed.
 
Predicting Stock Market Bears in the US, with Bertrand Candelon, Jameel Ahmed.
 
Excess cash, Tobin’s Q and Long-Run Bidder Returns, with David Snaphaan.
 
  
Multiplicative News in Foreign Exchange Markets, with Peter Schotman and Casper G. de Vries.
 
 
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