The joint estimation of term structures and credit spreads

P (Patrick) Houweling, J Hoek, FR (Frank) Kleibergen

Research output: Contribution to journal › Article › Academic › peer-review

13 Citations (Scopus)

Original language	Undefined/Unknown
Pages (from-to)	297-323
Number of pages	27
Journal	Journal of Empirical Finance
Volume	8
Publication status	Published - 2001

Research programs

@article{ce5832f8eddc47ad9d1a0ba012d6222c,

title = "The joint estimation of term structures and credit spreads",

author = "Houweling, {P (Patrick)} and J Hoek and Kleibergen, {FR (Frank)}",

year = "2001",

language = "Undefined/Unknown",

volume = "8",

pages = "297--323",

journal = "Journal of Empirical Finance",

issn = "0927-5398",

publisher = "Elsevier",

}