Details about Konstantijn Maes

Access statistics for papers by Konstantijn Maes.

Last updated 2015-01-08. Update your information in the RePEc Author Service.

Short-id: pma26

Working Papers

2003

1. Modeling the Term Structure of Interest Rates: Where Do We Stand?
   International Economics Working Papers Series, Katholieke Universiteit Leuven, Centrum voor Economische Studiën, International Economics View citations (9)

2002

2. The Effect of Monetary Unification on German Bond Markets
   Working Papers of Department of Economics, Leuven, KU Leuven, Faculty of Economics and Business (FEB), Department of Economics, Leuven View citations (4)
   Also in International Economics Working Papers Series, Katholieke Universiteit Leuven, Centrum voor Economische Studiën, International Economics (2001) View citations (8)
   International Economics Working Papers Series, Katholieke Universiteit Leuven, Centrum voor Economische Studiën, International Economics (2001)
   See also Journal Article The Effect of Monetary Unification on German Bond Markets, European Financial Management, European Financial Management Association (2004) View citations (10) (2004)

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 (10)
   See also Journal Article A joint model for the term structure of interest rates and the macroeconomy, Journal of Applied Econometrics, John Wiley & Sons, Ltd. (2006) View citations (39) (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 (15)
5. An Affine Model for International Bond Markets
   International Economics Working Papers Series, Katholieke Universiteit Leuven, Centrum voor Economische Studiën, International Economics View citations (3)
   Also in Working Papers of Department of Economics, Leuven, KU Leuven, Faculty of Economics and Business (FEB), Department of Economics, Leuven (2001)
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 (13)
8. Fitting Correlations Within and Between Bond Markets
   International Economics Working Papers Series, Katholieke Universiteit Leuven, Centrum voor Economische Studiën, International Economics View citations (1)
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 Monetary unification and the price of risk: An unconditional analysis, Review of World Economics (Weltwirtschaftliches Archiv), Springer (2003) (2003)

Journal Articles

2012

1. Contingent Capital: An In-Depth Discussion
   Economic Notes, 2012, 41, (1-2), 59-79 View citations (14)

2006

2. A joint model for the term structure of interest rates and the macroeconomy
   Journal of Applied Econometrics, 2006, 21, (4), 439-462 View citations (39)
   See also Working Paper A Joint Model for the Term Structure of Interest Rates and the Macroeconomy, International Economics Working Papers Series (2001) View citations (10) (2001)

2005

3. Measuring the interest rate risk of Belgian regulated savings deposits
   Financial Stability Review, 2005, 3, (1), 137-151 View citations (10)

2004

4. Interest Rate Risk in the Belgian Banking Sector
   Financial Stability Review, 2004, 2, (1), 157-179 View citations (4)
5. The Effect of Monetary Unification on German Bond Markets
   European Financial Management, 2004, 10, (3), 487-509 View citations (10)
   See also Working Paper The Effect of Monetary Unification on German Bond Markets, Working Papers of Department of Economics, Leuven (2002) View citations (4) (2002)

2003

6. Monetary unification and the price of risk: An unconditional analysis
   Review of World Economics (Weltwirtschaftliches Archiv), 2003, 139, (2), 276-305
   See also Working Paper Monetary Unification and the Price of Risk: An Unconditional Analysis, International Economics Working Papers Series (2001) (2001)