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Details about Patrick Houweling

Homepage:http://www.PatrickHouweling.com/research/
Phone:+31-10-224.3538
Postal address:Coolsingel 120; 3011 AG Rotterdam; The Netherlands
Workplace:Robeco Asset Management

Access statistics for papers by Patrick Houweling.

Last updated 2017-08-07. Update your information in the RePEc Author Service.

Short-id: pho1


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Working Papers

2003

  1. Comparing possible proxies of corporate bond liquidity
    Econometric Institute Research Papers, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute Downloads View citations (4)
    See also Journal Article in Journal of Banking & Finance (2005)
  2. How to measure Corporate Bond Liquidity?
    Tinbergen Institute Discussion Papers, Tinbergen Institute Downloads View citations (1)
  3. Pricing default swaps: empirical evidence
    Econometric Institute Research Papers, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute Downloads View citations (3)
    See also Journal Article in Journal of International Money and Finance (2005)
  4. Valuing Euro Rating-Triggered Step-Up Telecom Bonds
    Tinbergen Institute Discussion Papers, Tinbergen Institute Downloads
    Also in Econometric Institute Research Papers, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute (2003) Downloads View citations (3)

2002

  1. An Empirical Comparison of Default Swap Pricing Models
    ERIM Report Series Research in Management, Erasmus Research Institute of Management (ERIM), ERIM is the joint research institute of the Rotterdam School of Management, Erasmus University and the Erasmus School of Economics (ESE) at Erasmus University Rotterdam Downloads View citations (10)
    Also in Finance, University Library of Munich, Germany (2001) Downloads View citations (16)
    Tinbergen Institute Discussion Papers, Tinbergen Institute (2002) Downloads View citations (4)
    Econometric Institute Research Papers, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute (2002) Downloads View citations (10)
  2. Is Liquidity Reflected in Bond Yields? Evidence from the Euro Corporate Bond Market
    Finance, University Library of Munich, Germany Downloads View citations (3)

1999

  1. The Joint Estimation of Term Structures and Credit Spreads
    Econometric Institute Research Papers, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute
    Also in Tinbergen Institute Discussion Papers, Tinbergen Institute (1999) Downloads

    See also Journal Article in Journal of Empirical Finance (2001)

1998

  1. Firm Failure and Industrial Dynamics in the Netherlands
    Working Papers, NEUHUYS - RESEARCH INSTITUTE FOR SMALL AND MEDIUM View citations (2)
  2. Industry Evolution: Diversity, Selection and the Role of Learning
    Tinbergen Institute Discussion Papers, Tinbergen Institute Downloads

1997

  1. New Firm Survival: Industry versus Firm Effects
    Tinbergen Institute Discussion Papers, Tinbergen Institute Downloads View citations (4)

Journal Articles

2017

  1. Momentum spillover from stocks to corporate bonds
    Journal of Banking & Finance, 2017, 79, (C), 28-41 Downloads View citations (2)

2005

  1. Comparing possible proxies of corporate bond liquidity
    Journal of Banking & Finance, 2005, 29, (6), 1331-1358 Downloads View citations (75)
    See also Working Paper (2003)
  2. Pricing default swaps: Empirical evidence
    Journal of International Money and Finance, 2005, 24, (8), 1200-1225 Downloads View citations (95)
    See also Working Paper (2003)

2001

  1. The joint estimation of term structures and credit spreads
    Journal of Empirical Finance, 2001, 8, (3), 297-323 Downloads View citations (11)
    See also Working Paper (1999)

2000

  1. Firm Survival in the Netherlands
    Review of Industrial Organization, 2000, 16, (1), 1-11 Downloads View citations (68)
 
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