Details about Patrick Houweling

Access statistics for papers by Patrick Houweling.

Last updated 2024-06-09. Update your information in the RePEc Author Service.

Short-id: pho1

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 View citations (5)
   See also Journal Article Comparing possible proxies of corporate bond liquidity, Journal of Banking & Finance, Elsevier (2005) View citations (116) (2005)
2. How to measure Corporate Bond Liquidity?
   Tinbergen Institute Discussion Papers, Tinbergen Institute View citations (8)
3. Pricing default swaps: empirical evidence
   Econometric Institute Research Papers, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute View citations (3)
   See also Journal Article Pricing default swaps: Empirical evidence, Journal of International Money and Finance, Elsevier (2005) View citations (121) (2005)
4. Valuing Euro Rating-Triggered Step-Up Telecom Bonds
   Tinbergen Institute Discussion Papers, Tinbergen Institute
   Also in Econometric Institute Research Papers, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute (2003) View citations (3)

2002

5. An Empirical Comparison of Default Swap Pricing Models
   Tinbergen Institute Discussion Papers, Tinbergen Institute View citations (12)
   Also in Finance, University Library of Munich, Germany (2001) View citations (16)
   Econometric Institute Research Papers, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute (2002) View citations (12)
   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 (2002) View citations (12)
6. Is Liquidity Reflected in Bond Yields? Evidence from the Euro Corporate Bond Market
   Finance, University Library of Munich, Germany View citations (6)

1999

7. 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)
   See also Journal Article The joint estimation of term structures and credit spreads, Journal of Empirical Finance, Elsevier (2001) View citations (12) (2001)

1998

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

1997

10. New Firm Survival: Industry versus Firm Effects
    Tinbergen Institute Discussion Papers, Tinbergen Institute View citations (6)

Journal Articles

2024

1. Applications of CDS to bond portfolio management
   Journal of Asset Management, 2024, 25, (6), 617-625

2017

2. Factor Investing in the Corporate Bond Market
   Financial Analysts Journal, 2017, 73, (2), 100-115 View citations (2)
3. Momentum spillover from stocks to corporate bonds
   Journal of Banking & Finance, 2017, 79, (C), 28-41 View citations (12)

2005

4. Comparing possible proxies of corporate bond liquidity
   Journal of Banking & Finance, 2005, 29, (6), 1331-1358 View citations (116)
   See also Working Paper Comparing possible proxies of corporate bond liquidity, Econometric Institute Research Papers (2003) View citations (5) (2003)
5. Pricing default swaps: Empirical evidence
   Journal of International Money and Finance, 2005, 24, (8), 1200-1225 View citations (121)
   See also Working Paper Pricing default swaps: empirical evidence, Econometric Institute Research Papers (2003) View citations (3) (2003)

2001

6. The joint estimation of term structures and credit spreads
   Journal of Empirical Finance, 2001, 8, (3), 297-323 View citations (12)
   See also Working Paper The Joint Estimation of Term Structures and Credit Spreads, Econometric Institute Research Papers (1999) (1999)

2000

7. Firm Survival in the Netherlands
   Review of Industrial Organization, 2000, 16, (1), 1-11 View citations (85)