Patrick Houweling : Citation Profile


Are you Patrick Houweling?

5

H index

5

i10 index

296

Citations

RESEARCH PRODUCTION:

5

Articles

15

Papers

RESEARCH ACTIVITY:

   20 years (1997 - 2017). See details.
   Cites by year: 14
   Journals where Patrick Houweling has often published
   Relations with other researchers
   Recent citing documents: 41.    Total self citations: 1 (0.34 %)

MORE DETAILS IN:
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   Permalink: http://citec.repec.org/pho1
   Updated: 2020-01-25    RAS profile: 2017-08-07    
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Relations with other researchers


Works with:

Authors registered in RePEc who have co-authored more than one work in the last five years with Patrick Houweling.

Is cited by:

Fritsch, Michael (6)

Avino, Davide (6)

Wedow, Michael (4)

Weber, Martin (4)

Mallick, Sushanta (4)

Ericsson, Jan (4)

Falck, Oliver (4)

Zakrajšek, Egon (4)

Gilchrist, Simon (4)

Zhou, Hao (4)

Gündüz, Yalin (4)

Cites to:

Audretsch, David (6)

Duffie, Darrell (5)

baldwin, john (3)

Subrahmanyam, Avanidhar (3)

merton, robert (3)

Fleming, Michael (3)

Singleton, Kenneth (3)

Gorecki, Paul (3)

Jarrow, Robert (3)

White, Alan (2)

McCulloch, J. Huston (2)

Main data


Where Patrick Houweling has published?


Journals with more than one article published# docs
Journal of Banking & Finance2

Working Papers Series with more than one paper published# docs
Tinbergen Institute Discussion Papers / Tinbergen Institute6
Econometric Institute Research Papers / Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute5
Finance / University Library of Munich, Germany2

Recent works citing Patrick Houweling (2018 and 2017)


YearTitle of citing document
2018Alternative Futures for Government of Canada Debt Management. (2018). Walton, Adrian ; Rivadeneyra, Francisco ; Garriott, Corey ; Nolin, Guillaume ; Lefebvre, Sophie. In: Discussion Papers. RePEc:bca:bocadp:18-15.

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2017Systemic Financial Sector and Sovereign Risks. (2017). Nadal De Simone, Francisco ; Jin, Xisong. In: BCL working papers. RePEc:bcl:bclwop:bclwp109.

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2017Risk factors in Australian bond returns. (2017). Roca, Eduardo ; Drew, Michael ; Whittaker, Timothy ; Bianchi, Robert J. In: Accounting and Finance. RePEc:bla:acctfi:v:57:y:2017:i:2:p:373-400.

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2018Effects of Brexit on Corporate Yield Spreads: Evidence from UK and Eurozone Corporate Bond Markets. (2018). Kadiric, Samir ; Korus, Arthur. In: EIIW Discussion paper. RePEc:bwu:eiiwdp:disbei251.

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2019The Financial Development of London in the 17th Century Revisited: A View from the Accounts of the Corporation of London. (2019). Sussman, Nathan. In: CEPR Discussion Papers. RePEc:cpr:ceprdp:13920.

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2017Liquidity commonality in the secondary corporate loan market. (2017). Anthony, John ; Shamsuddin, Abul ; Lee, Doowon ; Docherty, Paul. In: Economics Letters. RePEc:eee:ecolet:v:161:y:2017:i:c:p:10-14.

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2019A two-stage estimator for heterogeneous panel models with common factors. (2019). Castagnetti, Carolina ; Trapani, Lorenzo ; Rossi, Eduardo. In: Econometrics and Statistics. RePEc:eee:ecosta:v:11:y:2019:i:c:p:63-82.

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2019Integrated structural approach to Credit Value Adjustment. (2019). Ballotta, Laura ; Marazzina, Daniele ; Fusai, Gianluca. In: European Journal of Operational Research. RePEc:eee:ejores:v:272:y:2019:i:3:p:1143-1157.

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2017A causal link between bond liquidity and stock returns. (2017). Anderson, Mike. In: Journal of Empirical Finance. RePEc:eee:empfin:v:44:y:2017:i:c:p:190-208.

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2018The re-pricing of sovereign risks following the Global Financial Crisis. (2018). Migiakis, Petros ; Malliaropulos, Dimitris. In: Journal of Empirical Finance. RePEc:eee:empfin:v:49:y:2018:i:c:p:39-56.

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2017Liquidity measures throughout the lifetime of the U.S. Treasury bond. (2017). Diaz, Antonio ; Escribano, Ana . In: Journal of Financial Markets. RePEc:eee:finmar:v:33:y:2017:i:c:p:42-74.

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2017An international forensic perspective of the determinants of bank CDS spreads. (2017). Sousa, Ricardo ; Mallick, Sushanta ; Benbouzid, Nadia. In: Journal of Financial Stability. RePEc:eee:finsta:v:33:y:2017:i:c:p:60-70.

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2017Do country-level financial structures explain bank-level CDS spreads?. (2017). Sousa, Ricardo ; Mallick, Sushanta ; Benbouzid, Nadia. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:48:y:2017:i:c:p:135-145.

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2017Organizational structure, risk-based capital requirements, and the sales of downgraded bonds. (2017). Ma, Qingzhong ; Lu, Erin P ; Lai, Gene C. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:74:y:2017:i:c:p:51-68.

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2017Information in CDS spreads. (2017). Norden, Lars. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:75:y:2017:i:c:p:118-135.

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2018Unobservable systematic risk, economic activity and stock market. (2018). De Santis, Roberto A. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:97:y:2018:i:c:p:51-69.

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2019The effect of pro-environmental preferences on bond prices: Evidence from green bonds. (2019). Zerbib, Olivier David. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:98:y:2019:i:c:p:39-60.

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2019Cross-sectional seasonalities in international government bond returns. (2019). Zaremba, Adam. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:98:y:2019:i:c:p:80-94.

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2019Risk mitigation by institutional participants in the secondary market: Evidence from foreign Rule 144A debt market. (2019). Ramchand, Latha ; Nayak, Subhankar ; Kalimipalli, Madhu ; Huang, Alan G. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:99:y:2019:i:c:p:202-221.

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2018Unobservable country bond premia and fragmentation. (2018). De Santis, Roberto A. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:82:y:2018:i:c:p:1-25.

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2019Measuring the liquidity impact on catastrophe bond spreads. (2019). Yu, Min-Teh ; Zhao, Yang. In: Pacific-Basin Finance Journal. RePEc:eee:pacfin:v:56:y:2019:i:c:p:197-210.

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2017Liquidity basis between credit default swaps and corporate bonds markets. (2017). Kim, Kwanho. In: International Review of Economics & Finance. RePEc:eee:reveco:v:48:y:2017:i:c:p:98-115.

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2018The housing market and the credit default swap premium in the UK banking sector: A VAR approach. (2018). Benbouzid, Nadia ; Pilbeam, Keith ; Mallick, Sushanta. In: Research in International Business and Finance. RePEc:eee:riibaf:v:44:y:2018:i:c:p:1-15.

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2017Rating Migration and Bond Valuation: Decomposing Rating Migration Matrices from Market Data via Default Probability Term Structures. (2017). Barnard, Brian. In: Expert Journal of Finance. RePEc:exp:finnce:v:5:y:2017:i::p:49-72.

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2018Carenze informative e vulnerabilità delle imprese giovani: il ruolo del business plan. (2018). Nicolo, Domenico. In: MANAGEMENT CONTROL. RePEc:fan:macoma:v:html10.3280/maco2018-su2003.

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2017Estimating Loss Given Default from CDS under Weak Identification. (2017). Liu, Lily. In: Supervisory Research and Analysis Working Papers. RePEc:fip:fedbqu:rpa17-1.

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2019Sustainable Local Currency Debt: An Analysis of Foreigners’ Korea Treasury Bonds Investments Using a LA-VARX Model. (2019). Atukeren, Erdal ; Jang, Jae Young. In: Sustainability. RePEc:gam:jsusta:v:11:y:2019:i:13:p:3603-:d:244413.

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2019Green Bonds, Corporate Performance, and Corporate Social Responsibility. (2019). Cui, Yadi ; Zhou, Xiaoguang. In: Sustainability. RePEc:gam:jsusta:v:11:y:2019:i:23:p:6881-:d:293789.

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2018Post-acquisition dynamics of technology start-ups: drawing the temporal boundaries of post-acquisition restructuring process. (2018). Xiao, Jing. In: Papers in Innovation Studies. RePEc:hhs:lucirc:2018_012.

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2019Demystifying Yield Spread on Corporate Bonds Trades in India. (2019). Mukherjee, Kedar nath . In: Asia-Pacific Financial Markets. RePEc:kap:apfinm:v:26:y:2019:i:2:d:10.1007_s10690-018-09266-w.

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2019The effects of Brexit on credit spreads: Evidence from UK and Eurozone corporate bond markets. (2019). Korus, Arthur ; Kadiric, Samir. In: International Economics and Economic Policy. RePEc:kap:iecepo:v:16:y:2019:i:1:d:10.1007_s10368-018-00424-z.

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2018To survive or succeed? An analysis of biotechnology firms. (2018). Pajunen, Kalle ; Jarvinen, Joonas . In: Small Business Economics. RePEc:kap:sbusec:v:51:y:2018:i:3:d:10.1007_s11187-017-9963-6.

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2018Initial submarket positioning and firm survival: evidence from the British automobile industry, 1895–1970. (2018). Rong, Zhao ; Peng, Yuanyuan ; Broadstock, David C. In: Small Business Economics. RePEc:kap:sbusec:v:51:y:2018:i:4:d:10.1007_s11187-017-9970-7.

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2018Credit Risk Research: Review and Agenda. (2018). Zamore, Stephen ; Hobdari, Bersant ; Alon, Ilan ; Djan, Kwame Ohene. In: Emerging Markets Finance and Trade. RePEc:mes:emfitr:v:54:y:2018:i:4:p:811-835.

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2017Currency risk in corporate bond spreads in the eurozone. (2017). Bleaney, Michael ; Veleanu, Veronica. In: Discussion Papers. RePEc:not:notcfc:17/07.

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2018Dissecting the ‘doom loop’: the bank-sovereign credit risk nexus during the US debt ceiling crisis. (2018). Gori, Filippo. In: MPRA Paper. RePEc:pra:mprapa:87994.

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2018Modelling credit spreads with time volatility, skewness, and kurtosis. (2018). Clark, Ephraim ; Baccar, Selima. In: Annals of Operations Research. RePEc:spr:annopr:v:262:y:2018:i:2:d:10.1007_s10479-015-1975-5.

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2018Empirical studies on the cross-section of corporate bond and stock markets. (2018). van Zundert, Jeroen . In: Other publications TiSEM. RePEc:tiu:tiutis:338205fc-a031-4e06-a636-966b7596ad1c.

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2017The missing piece of the puzzle: Liquidity premiums in inflation-indexed markets. (2017). Simon, Zorka ; Nijman, Theo E ; Driessen, Joost. In: SAFE Working Paper Series. RePEc:zbw:safewp:183.

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2018Lighting up the dark: Liquidity in the German corporate bond market. (2018). Schneider, Michael ; Pelizzon, Loriana ; Gündüz, Yalin ; Subrahmanyam, Marti G ; Ottonello, Giorgio ; Gunduz, Yalin. In: SAFE Working Paper Series. RePEc:zbw:safewp:230.

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Works by Patrick Houweling:


YearTitleTypeCited
2001The joint estimation of term structures and credit spreads In: Journal of Empirical Finance.
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article11
1999The Joint Estimation of Term Structures and Credit Spreads.(1999) In: Econometric Institute Research Papers.
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This paper has another version. Agregated cites: 11
paper
1999The Joint Estimation of Term Structures and Credit Spreads.(1999) In: Tinbergen Institute Discussion Papers.
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This paper has another version. Agregated cites: 11
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2005Comparing possible proxies of corporate bond liquidity In: Journal of Banking & Finance.
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article78
2003Comparing possible proxies of corporate bond liquidity.(2003) In: Econometric Institute Research Papers.
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This paper has another version. Agregated cites: 78
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2017Momentum spillover from stocks to corporate bonds In: Journal of Banking & Finance.
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article2
2005Pricing default swaps: Empirical evidence In: Journal of International Money and Finance.
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article98
2003Pricing default swaps: empirical evidence.(2003) In: Econometric Institute Research Papers.
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This paper has another version. Agregated cites: 98
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2003Valuing Euro rating-triggered step-up telecom bonds In: Econometric Institute Research Papers.
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2003Valuing Euro Rating-Triggered Step-Up Telecom Bonds.(2003) In: Tinbergen Institute Discussion Papers.
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This paper has another version. Agregated cites: 3
paper
2002An Empirical Comparison of Default Swap Pricing Models In: Econometric Institute Research Papers.
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2002An Empirical Comparison of Default Swap Pricing Models.(2002) In: ERIM Report Series Research in Management.
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This paper has another version. Agregated cites: 26
paper
2002An Empirical Comparison of Default Swap Pricing Models.(2002) In: Tinbergen Institute Discussion Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 26
paper
2001An Empirical Comparison of Default Swap Pricing Models.(2001) In: Finance.
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This paper has another version. Agregated cites: 26
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1998Firm Failure and Industrial Dynamics in the Netherlands. In: NEUHUYS - RESEARCH INSTITUTE FOR SMALL AND MEDIUM.
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2000Firm Survival in the Netherlands In: Review of Industrial Organization.
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1997New Firm Survival: Industry versus Firm Effects In: Tinbergen Institute Discussion Papers.
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1998Industry Evolution: Diversity, Selection and the Role of Learning In: Tinbergen Institute Discussion Papers.
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2003How to measure Corporate Bond Liquidity? In: Tinbergen Institute Discussion Papers.
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2002Is Liquidity Reflected in Bond Yields? Evidence from the Euro Corporate Bond Market In: Finance.
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