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Information about:
Patrick Houweling

Personal Details | Affiliation | Works

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Other registered authors

Personal Details

First Name: Patrick
Middle Name:
Last Name: Houweling
Suffix:

RePEc Short-ID: pho1

Email: [This author has chosen not to make the email address public]
Homepage: http://www.PatrickHouweling.com/research/
Postal Address: Coolsingel 120; 3011 AG Rotterdam; The Netherlands
Phone: +31-10-224.3538

Affiliation

(in no particular order)

Robeco Asset Management
Homepage: http://www.robeco.com/
Location: Rotterdam, The Netherlands

Works

Working papers

Patrick Houweling & Albert Mentink & Ton Vorst, 2003. "Valuing Euro Rating-Triggered Step-Up Telecom Bonds," Tinbergen Institute Discussion Papers 03-028/2, Tinbergen Institute. [Downloadable!]
Other versions:
- Houweling, P. & Mentink, A.A. & Vorst, A.C.F., 2003. "Valuing Euro rating-triggered step-up telecom bonds," Econometric Institute Report EI 2003-50 Revision_Date:, Erasmus University Rotterdam, Econometric Institute. [Downloadable!]
Patrick Houweling & Albert Mentink & Ton Vorst, 2003. "How to measure Corporate Bond Liquidity?," Tinbergen Institute Discussion Papers 03-030/2, Tinbergen Institute. [Downloadable!]
Patrick Houweling & Albert Mentink & Ton Vorst, 2002. "Is Liquidity Reflected in Bond Yields? Evidence from the Euro Corporate Bond Market," Finance 0206001, EconWPA. [Downloadable!]
Patrick Houweling & Ton Vorst, 2001. "An Empirical Comparison of Default Swap Pricing Models," Finance 0112003, EconWPA. [Downloadable!]
Other versions:
- Houweling, P. & Vorst, A.C.F., 2002. "An Empirical Comparison of Default Swap Pricing Models," Research Paper ERS-2002-23-F&A Revision_, 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 Uni. [Downloadable!]
- P. Houweling & A.C.F. Vorst, 2001. "An empirical comparison of default swap pricing models," Econometric Institute Report 251, Erasmus University Rotterdam, Econometric Institute. [Downloadable!]
- Patrick Houweling & Ton Vorst, 2002. "An Empirical Comparison of Default Swap Pricing Models," Tinbergen Institute Discussion Papers 02-004/2, Tinbergen Institute. [Downloadable!]
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. [Downloadable!]
P. Houweling & J. Hoek & F.R. Kleibergen, 1999. "The joint estimation of term sturctures and credit spreads," Econometric Institute Report 142, Erasmus University Rotterdam, Econometric Institute. [Downloadable!]
Other versions:
- Houweling, P. & Hoek, J. & Kleibergen, F.R., 1999. "The Joint Estimation of Term Structures and Credit Spreads," Econometric Institute Report EI 9916-/A Revision_Date:, Erasmus University Rotterdam, Econometric Institute. [Downloadable!]
Published as:
- 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. [Downloadable!] (restricted)
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.
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. [Downloadable!]
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. [Downloadable!]

Articles

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. [Downloadable!] (restricted)
Other versions:
- Houweling, P. & Mentink, A.A. & Vorst, A.C.F., 2003. "Comparing possible proxies of corporate bond liquidity," Econometric Institute Report EI 2003-49 Revision_Date:, Erasmus University Rotterdam, Econometric Institute. [Downloadable!]
Houweling, Patrick & Vorst, Ton, 2005. "Pricing default swaps: Empirical evidence," Journal of International Money and Finance, Elsevier, vol. 24(8), pages 1200-1225, December. [Downloadable!] (restricted)
Other versions:
- Houweling, P. & Vorst, A.C.F., 2003. "Pricing default swaps: empirical evidence," Econometric Institute Report EI 2003-51 Revision_Date:, Erasmus University Rotterdam, Econometric Institute. [Downloadable!]
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. [Downloadable!] (restricted)
Other versions:
- Houweling, P. & Hoek, J. & Kleibergen, F.R., 1999. "The Joint Estimation of Term Structures and Credit Spreads," Econometric Institute Report EI 9916-/A Revision_Date:, Erasmus University Rotterdam, Econometric Institute. [Downloadable!]
- P. Houweling & J. Hoek & F.R. Kleibergen, 1999. "The joint estimation of term sturctures and credit spreads," Econometric Institute Report 142, Erasmus University Rotterdam, Econometric Institute. [Downloadable!]
David Audretsch & Patrick Houweling & A. Thurik, 2000. "Firm Survival in the Netherlands," Review of Industrial Organization, Springer, vol. 16(1), pages 1-11, February. [Downloadable!] (restricted)

NEP Fields

9 papers by this author were announced in NEP, and specifically in the following field reports (number of papers):

NEP-CFN: Corporate Finance (2) 2003-04-27 2003-04-27
NEP-EEC: European Economics (2) 2002-07-31 2003-04-27
NEP-ETS: Econometric Time Series (1) 1999-05-10
NEP-FIN: Finance (4) 1999-05-10 2002-06-13 2002-07-31 2003-04-27 Author is listed
NEP-FMK: Financial Markets (5) 2001-12-26 2002-03-14 2002-06-13 2002-07-31 2003-04-27 Author is listed
NEP-IFN: International Finance (1) 2003-04-27
NEP-MON: Monetary Economics (1) 1999-05-10
NEP-RMG: Risk Management (2) 2003-04-27 2003-04-27

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This page was last updated on 2009-11-25.

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