Patrick Houweling
Personal Details
First Name: | Patrick |
Middle Name: | |
Last Name: | Houweling |
Suffix: | |
RePEc Short-ID: | pho1 |
[This author has chosen not to make the email address public] | |
https://papers.ssrn.com/sol3/cf_dev/AbsByAuth.cfm?per_id=158781 | |
Weena 850, 3014 DA Rotterdam, The Netherlands | |
+31-10-224.3538 |
Research output
Jump to: Working papers ArticlesWorking papers
- Houweling, P. & Mentink, A.A. & Vorst, A.C.F., 2003.
"Valuing Euro rating-triggered step-up telecom bonds,"
Econometric Institute Research Papers
EI 2003-50, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute.
- Patrick Houweling & Albert Mentink & Ton Vorst, 2003. "Valuing Euro Rating-Triggered Step-Up Telecom Bonds," Tinbergen Institute Discussion Papers 03-028/2, Tinbergen Institute.
- Patrick Houweling & Albert Mentink & Ton Vorst, 2003. "How to measure Corporate Bond Liquidity?," Tinbergen Institute Discussion Papers 03-030/2, Tinbergen Institute.
- Houweling, P. & Mentink, A.A. & Vorst, A.C.F., 2003.
"Comparing possible proxies of corporate bond liquidity,"
Econometric Institute Research Papers
EI 2003-49, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute.
- Houweling, Patrick & Mentink, Albert & Vorst, Ton, 2005. "Comparing possible proxies of corporate bond liquidity," Journal of Banking & Finance, Elsevier, vol. 29(6), pages 1331-1358, June.
- Houweling, P. & Vorst, A.C.F., 2003.
"Pricing default swaps: empirical evidence,"
Econometric Institute Research Papers
EI 2003-51, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute.
- Houweling, Patrick & Vorst, Ton, 2005. "Pricing default swaps: Empirical evidence," Journal of International Money and Finance, Elsevier, vol. 24(8), pages 1200-1225, December.
- Patrick Houweling & Albert Mentink & Ton Vorst, 2002. "Is Liquidity Reflected in Bond Yields? Evidence from the Euro Corporate Bond Market," Finance 0206001, University Library of Munich, Germany.
- Patrick Houweling & Ton Vorst, 2001.
"An Empirical Comparison of Default Swap Pricing Models,"
Finance
0112003, University Library of Munich, Germany.
- Houweling, P. & Vorst, A.C.F., 2002. "An Empirical Comparison of Default Swap Pricing Models," ERIM Report Series Research in Management ERS-2002-23-F&A, 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.
- Patrick Houweling & Ton Vorst, 2002. "An Empirical Comparison of Default Swap Pricing Models," Tinbergen Institute Discussion Papers 02-004/2, Tinbergen Institute.
- Houweling, P. & Vorst, A.C.F., 2002. "An Empirical Comparison of Default Swap Pricing Models," Econometric Institute Research Papers ERS-2002-23-F&A, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute.
- Houweling, P. & Hoek, J. & Kleibergen, F.R., 1999.
"The Joint Estimation of Term Structures and Credit Spreads,"
Econometric Institute Research Papers
EI 9916-/A, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute.
- Houweling, Patrick & Hoek, Jaap & Kleibergen, Frank, 2001. "The joint estimation of term structures and credit spreads," Journal of Empirical Finance, Elsevier, vol. 8(3), pages 297-323, July.
- Patrick Houweling & Jaap Hoek & Frank Kleibergen, 1999. "The Joint Estimation of Term Structures and Credit Spreads," Tinbergen Institute Discussion Papers 99-027/4, Tinbergen Institute.
- D.B. Audretsch & P. Houweling & A.R. Thurik, 1998. "Industry Evolution: Diversity, Selection and the Role of Learning," Tinbergen Institute Discussion Papers 98-014/3, Tinbergen Institute.
- Audretsch, D.B. & Houweling, P. & Thurik, A.R., 1998. "Firm Failure and Industrial Dynamics in the Netherlands," Papers 9802/a, NEUHUYS - RESEARCH INSTITUTE FOR SMALL AND MEDIUM.
- David B. Audretsch & Patrick Houweling & A. Roy Thurik, 1997. "New Firm Survival: Industry versus Firm Effects," Tinbergen Institute Discussion Papers 97-063/3, Tinbergen Institute.
Articles
- Haesen, Daniel & Houweling, Patrick & van Zundert, Jeroen, 2017. "Momentum spillover from stocks to corporate bonds," Journal of Banking & Finance, Elsevier, vol. 79(C), pages 28-41.
- Houweling, Patrick & Mentink, Albert & Vorst, Ton, 2005.
"Comparing possible proxies of corporate bond liquidity,"
Journal of Banking & Finance, Elsevier, vol. 29(6), pages 1331-1358, June.
- Houweling, P. & Mentink, A.A. & Vorst, A.C.F., 2003. "Comparing possible proxies of corporate bond liquidity," Econometric Institute Research Papers EI 2003-49, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute.
- Houweling, Patrick & Vorst, Ton, 2005.
"Pricing default swaps: Empirical evidence,"
Journal of International Money and Finance, Elsevier, vol. 24(8), pages 1200-1225, December.
- Houweling, P. & Vorst, A.C.F., 2003. "Pricing default swaps: empirical evidence," Econometric Institute Research Papers EI 2003-51, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute.
- Houweling, Patrick & Hoek, Jaap & Kleibergen, Frank, 2001.
"The joint estimation of term structures and credit spreads,"
Journal of Empirical Finance, Elsevier, vol. 8(3), pages 297-323, July.
- Houweling, P. & Hoek, J. & Kleibergen, F.R., 1999. "The Joint Estimation of Term Structures and Credit Spreads," Econometric Institute Research Papers EI 9916-/A, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute.
- Patrick Houweling & Jaap Hoek & Frank Kleibergen, 1999. "The Joint Estimation of Term Structures and Credit Spreads," Tinbergen Institute Discussion Papers 99-027/4, Tinbergen Institute.
- David Audretsch & Patrick Houweling & A. Thurik, 2000. "Firm Survival in the Netherlands," Review of Industrial Organization, Springer;The Industrial Organization Society, vol. 16(1), pages 1-11, February.
More information
Research fields, statistics, top rankings, if available.Statistics
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Co-authorship network on CollEc
NEP Fields
NEP is an announcement service for new working papers, with a weekly report in each of many fields. This author has had 5 papers announced in NEP. These are the fields, ordered by number of announcements, along with their dates. If the author is listed in the directory of specialists for this field, a link is also provided.- NEP-FIN: Finance (3) 1999-05-10 2002-06-13 2002-07-31
- NEP-EEC: European Economics (2) 2002-07-31 2003-04-27
- NEP-FMK: Financial Markets (2) 2001-12-26 2002-07-31
- NEP-CFN: Corporate Finance (1) 2003-04-27
- NEP-MON: Monetary Economics (1) 1999-05-10
- NEP-RMG: Risk Management (1) 2003-04-27
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