Ton Vorst

Finance · 2003

A researcher in the Science corpus: 2 papers; trusts 15 researchers and is trusted by 5 researchers here, as inferred from the citation graph.

Subfields

Whom Ton Vorst trusts overall

Their strongest outbound trust, strongest first, inferred from their citations.

  1. Sanjiv Ranjan Das
  2. Darrell Duffie
  3. Arvind Krishnamurthy
  4. Dilip B Madan 5
  5. Rangarajan K. Sundaram

Who trusts Ton Vorst overall

  1. Philippe Jorion
  2. Gaiyan Zhang

Papers from Ton Vorst's perspective

Ordered by how strongly the researchers Ton Vorst trusts endorse each paper. Same corpus, a different order for every researcher.

  1. Modeling Sovereign Yield Spreads: A Case Study of Russian Debt
  2. The Determinants of Credit Spread Changes
  3. The Bond/Old-Bond Spread
  4. The Price of Future Liquidity: Time-Varying Liquidity in the U.S. Treasury Market
  5. An Empirical Study of Bond Market Transactions
  6. Corporate Bond Trading Costs: A Peek Behind the Curtain
  7. Understanding the Role of Recovery in Default Risk Models: Empirical Comparisons and Implied Recovery Rates
  8. Trading activity and expected stock returns
  9. A Libor Market Model with Default Risk
  10. The cross-section of expected corporate bond returns: Betas or characteristics?

Their papers