Details about Konstantijn Maes

Access statistics for papers by Konstantijn Maes.

Last updated 2007-09-03. Update your information in the RePEc Author Service.

Short-id: pma26

Working Papers

2006

1. A multi-factor model for the valuation and risk managment of demand deposits
   Research series, National Bank of Belgium

2004

2. Modeling the Term Structure of Interest Rates: Where Do We Stand?
   Research series, National Bank of Belgium View citations
   Also in
   International Economics Working Papers Series, Katholieke Universiteit Leuven, Centrum voor Economische Studiën, International Economics (2003) View citations

2001

3. A Joint Model for the Term Structure of Interest Rates and the Macroeconomy
   International Economics Working Papers Series, Katholieke Universiteit Leuven, Centrum voor Economische Studiën, International Economics View citations
   See Also Journal Article in Journal of Applied Econometrics (2006)
4. An Admissible Affine Model for Joint Term Structure Dynamics of Interest Rates
   International Economics Working Papers Series, Katholieke Universiteit Leuven, Centrum voor Economische Studiën, International Economics View citations
5. An Affine Model for International Bond Markets
   International Economics Working Papers Series, Katholieke Universiteit Leuven, Centrum voor Economische Studiën, International Economics
6. Do Exchange Rates Convert Prices of Risk Across Countries?
   International Economics Working Papers Series, Katholieke Universiteit Leuven, Centrum voor Economische Studiën, International Economics
7. Estimation of a Joint Model for the Term Structure of Interest Rates and the Macroeconomy
   International Economics Working Papers Series, Katholieke Universiteit Leuven, Centrum voor Economische Studiën, International Economics View citations
8. Fitting Correlations Within and Between Bond Markets
   International Economics Working Papers Series, Katholieke Universiteit Leuven, Centrum voor Economische Studiën, International Economics View citations
9. Monetary Unification and the Price of Risk: An Unconditional Analysis
   International Economics Working Papers Series, Katholieke Universiteit Leuven, Centrum voor Economische Studiën, International Economics
   Also in
   International Economics Working Papers Series, Katholieke Universiteit Leuven, Centrum voor Economische Studiën, International Economics (2001)
   See Also Journal Article in Review of World Economics (Weltwirtschaftliches Archiv) (2003)
10. The Effect of Monetary Unification on German Bond Markets
    International Economics Working Papers Series, Katholieke Universiteit Leuven, Centrum voor Economische Studiën, International Economics View citations
    Also in
    International Economics Working Papers Series, Katholieke Universiteit Leuven, Centrum voor Economische Studiën, International Economics (2001)

Journal Articles

2006

1. A joint model for the term structure of interest rates and the macroeconomy
   Journal of Applied Econometrics, 2006, 21, (4), 439-462 View citations
   See Also Working Paper (2001)

2003

2. Monetary unification and the price of risk: An unconditional analysis
   Review of World Economics (Weltwirtschaftliches Archiv), 2003, 139, (2), 276-305 View citations
   See Also Working Paper (2001)