P. Houweling

Finance · 2000–2017

A researcher in the Science corpus: 4 papers; trusts 15 researchers and is trusted by 5 researchers here, as inferred from the citation graph.

Subfields

Whom P. Houweling trusts overall

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

  1. Arvind Krishnamurthy
  2. Sanjiv Ranjan Das
  3. Darrell Duffie
  4. Dilip B Madan 5
  5. William R. Gebhardt
  6. David Goldreich
  7. Donald B. Keim
  8. Tarun Chordia
  9. Lasse Heje Pedersen
  10. Rangarajan K. Sundaram

Who trusts P. Houweling overall

  1. Philippe Jorion
  2. Jens Dick‐Nielsen
  3. Gaiyan Zhang
  4. Peter Feldhütter
  5. Jan Ericsson
  6. Peter P. Carr
  7. Carol Alexander
  8. D. Tang
  9. Amrut J. Nashikkar

Papers from P. Houweling's perspective

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

  1. The Determinants of Credit Spread Changes
  2. Modeling Sovereign Yield Spreads: A Case Study of Russian Debt
  3. The Bond/Old-Bond Spread
  4. An Empirical Study of Bond Market Transactions
  5. Corporate Bond Trading Costs: A Peek Behind the Curtain
  6. The Price of Future Liquidity: Time-Varying Liquidity in the U.S. Treasury Market
  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 Discrete-Time Approach to Arbitrage-Free Pricing of Credit Derivatives
  10. A Libor Market Model with Default Risk

Their papers