Comparing possible proxies of corporate bond liquidity P Houweling, A Mentink, T Vorst Journal of Banking & Finance 29 (6), 1331-1358, 2005 | 562* | 2005 |
Pricing default swaps: Empirical evidence P Houweling, T Vorst Journal of International Money and Finance 24 (8), 1200-1225, 2005 | 509* | 2005 |
Factor Investing in the Corporate Bond Market P Houweling, J van Zundert Financial Analysts Journal 73 (2), 1-16, 2017 | 180 | 2017 |
DTS (Duration Times Spread)—A new measure of spread exposure in credit portfolios AB Dor, L Dynkin, J Hyman, P Houweling, E van Leeuwen, O Penning J. Portf. Manag 33, 77-100, 2007 | 113* | 2007 |
The joint estimation of term structures and credit spreads P Houweling, J Hoek, F Kleibergen Journal of Empirical Finance 8 (3), 297-323, 2001 | 57 | 2001 |
Momentum Spillover from Stocks to Corporate Bonds D Haesen, P Houweling, J van Zundert | 53* | 2015 |
On the Performance of Fixed-Income Exchange-Traded Funds P Houweling The Journal of Index Investing 3 (1), 39-44, 2012 | 24 | 2012 |
Valuing euro rating-triggered step-up telecom bonds P Houweling, A Mentink, TCF Vorst The Journal of Derivatives 11 (3), 63-80, 2004 | 23 | 2004 |
Ibbotson’s Default Premium: Risky Data WG Hallerbach, P Houweling The Journal of Investing 22 (2), 95-105, 2013 | 20 | 2013 |
Factor investing in emerging market credits L Dekker, P Houweling, F Muskens The Journal of Beta Investment Strategies 12 (2), 28-46, 2021 | 10 | 2021 |
On the nature and predictability of corporate bond returns D Haesen, P Houweling Available at SSRN 1914680, 2012 | 7 | 2012 |
Empirical studies on credit markets P Houweling Erasmus University Rotterdam, 2003 | 2 | 2003 |
Pension and insurance solvency regulations and low-risk investing: A comparative analysis of the Nordic countries and the Netherlands P Houweling, L Swinkels Nordic Journal of Business, 2019 | 1 | 2019 |
True Value Investing in Credits through Machine Learning P Houweling, P Messow, RJ t Hoen Available at SSRN, 2024 | | 2024 |
The Past, Present, and Future of Low-Risk Corporate Bonds P Houweling, F Muskens Present, and Future of Low-Risk Corporate Bonds (September 18, 2023), 2023 | | 2023 |
Continuous innovation in factor credit strategies P Houweling, F Muskens, RJT Hoen Bankers, Markets & Investors, 23-30, 2021 | | 2021 |
Credit Derivatives P Houweling | | |