Patrick Houweling
Names
first: |
Patrick |
last: |
Houweling |
Identifer
Contact
Affiliations
-
Robeco Asset Management
- http://www.robeco.com/
- location: Rotterdam, The Netherlands
Research profile
author of:
- The joint estimation of term structures and credit spreads (RePEc:eee:empfin:v:8:y:2001:i:3:p:297-323)
by Houweling, Patrick & Hoek, Jaap & Kleibergen, Frank - Comparing possible proxies of corporate bond liquidity (RePEc:eee:jbfina:v:29:y:2005:i:6:p:1331-1358)
by Houweling, Patrick & Mentink, Albert & Vorst, Ton - Momentum spillover from stocks to corporate bonds (RePEc:eee:jbfina:v:79:y:2017:i:c:p:28-41)
by Haesen, Daniel & Houweling, Patrick & van Zundert, Jeroen - Pricing default swaps: Empirical evidence (RePEc:eee:jimfin:v:24:y:2005:i:8:p:1200-1225)
by Houweling, Patrick & Vorst, Ton - Comparing possible proxies of corporate bond liquidity (RePEc:ems:eureir:1081)
by Houweling, P. & Mentink, A.A. & Vorst, A.C.F. - Valuing Euro rating-triggered step-up telecom bonds (RePEc:ems:eureir:1082)
by Houweling, P. & Mentink, A.A. & Vorst, A.C.F. - Pricing default swaps: empirical evidence (RePEc:ems:eureir:1083)
by Houweling, P. & Vorst, A.C.F. - The Joint Estimation of Term Structures and Credit Spreads (RePEc:ems:eureir:1586)
by Houweling, P. & Hoek, J. & Kleibergen, F.R. - An Empirical Comparison of Default Swap Pricing Models (RePEc:ems:eureir:172)
by Houweling, P. & Vorst, A.C.F. - An Empirical Comparison of Default Swap Pricing Models (RePEc:ems:eureri:172)
by Houweling, P. & Vorst, A.C.F. - Firm Failure and Industrial Dynamics in the Netherlands (RePEc:fth:miklrr:9802/a)
by Audretsch, D.B. & Houweling, P. & Thurik, A.R. - Firm Survival in the Netherlands (RePEc:kap:revind:v:16:y:2000:i:1:p:1-11)
by David Audretsch & Patrick Houweling & A. Thurik - New Firm Survival: Industry versus Firm Effects (RePEc:tin:wpaper:19970063)
by David B. Audretsch & Patrick Houweling & A. Roy Thurik - Industry Evolution: Diversity, Selection and the Role of Learning (RePEc:tin:wpaper:19980014)
by D.B. Audretsch & P. Houweling & A.R. Thurik - The Joint Estimation of Term Structures and Credit Spreads (RePEc:tin:wpaper:19990027)
by Patrick Houweling & Jaap Hoek & Frank Kleibergen - An Empirical Comparison of Default Swap Pricing Models (RePEc:tin:wpaper:20020004)
by Patrick Houweling & Ton Vorst - Valuing Euro Rating-Triggered Step-Up Telecom Bonds (RePEc:tin:wpaper:20030028)
by Patrick Houweling & Albert Mentink & Ton Vorst - How to measure Corporate Bond Liquidity? (RePEc:tin:wpaper:20030030)
by Patrick Houweling & Albert Mentink & Ton Vorst - An Empirical Comparison of Default Swap Pricing Models (RePEc:wpa:wuwpfi:0112003)
by Patrick Houweling & Ton Vorst - Is Liquidity Reflected in Bond Yields? Evidence from the Euro Corporate Bond Market (RePEc:wpa:wuwpfi:0206001)
by Patrick Houweling & Albert Mentink & Ton Vorst