|Stefan T.M. Straetmans|
I. Articles in peer-reviewed international Journals
• “Asset Market Linkages in Crisis Periods”, with Philipp Hartmann and Casper G. de Vries, Review of Economics and Statistics, 86(1), 313-326, 2004. [see also CEPR Working Paper nr. 2916 and ECB working paper nr.71]
II. Book chapters, book reviews and discussions
• Developed and Emerging Equity Market Tail Risk: Is It Constant? , with Bertrand Candelon, In Emerging Markets and the Global Economy: a Handbook, Arouri, M., Boubaker, S., Nguyen, D. (eds.), Elsevier (Nort-Holland), forthcoming
• Asset Market Linkages in Crisis Periods, with Philipp Hartmann and Casper G. de Vries, In the Handbook on Liquidity and Crises, Allen, F., Carletti, E., Krahnen, J.P., Tyrel, M. (eds.), Oxford University Press, 2011.
• Banking System Stability: a Cross Atlantic Perspective, with Philipp Hartmann and Casper G. de Vries, In the Risk of Financial Institutions, Carey, M, Stulz RM (eds.), The University of Chicago Press (Chicago and London), 2006, 133-193. [see also NBER WP nr.11698, ECB WP nr.527]
• A Global Perspective on Extreme Currency Linkages, with Philipp Hartmann and Casper G. de Vries, in Asset Price Bubbles: Implications for Monetary, Regulatory and International Policies, Hunter, WC, Kaufmann GG, Pomerleano M (eds.), MIT Press (Cambridge), 2004, 361-383.
• Extremal Spillovers in Equity Markets, in Extremes and Integrated Risk Management, Embrechts, P. (ed.), Risk Books London, 2000, 187-205.
• Joint review on “Asian Contagion: the Causes and Consequences of a Financial Crisis”, edited by Karl. D. Jackson, Boulder, Colorado and Oxford, UK: Westview Press and “Toward a New International Financial Architecture: A Practical Post-Asia Agenda”, by B. Eichengreen, Washington DC: Institute for International Economics, The Economic Journal, vol. 111, nr. 475, F786-F787, 2001.
• Extreme Financial Returns and Their Comovements (1998), Ph.D. Thesis, Tinbergen Institute Research Series nr. 181 (Members of the predefense Committee: C.G. de Vries, P.C. Schotman, L.F.M. de Haan, J.M. Viaene, J. Danielsson, N. Mark, C. van Marrewijk), 143 pp.
[Note: My PhD thesis is unavailable in electronic format but a hardcopy can still be obtained via regular mail when you send me your postal address - see my contact e-mail]