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~institution:"Tinbergen Institute"
~person:"Minford, Patrick"
~person:"Vorst, Ton"
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MEDEA: a DSGE model for the Sp...
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Fama-French model
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Jarrow-Lando-Turnbull model
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corporate bonds
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euro market
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liquidity
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rating-based reduced form model
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step-up bonds
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Minford, Patrick
Vorst, Ton
Dijk, Herman K. van
17
Bos, Charles S.
11
Koopman, Siem Jan
11
Hoogerheide, Lennart
8
Ardia, David
5
Kiviet, Jan F.
5
Paap, Richard
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Ravazzolo, Francesco
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Dijk, Dick van
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Hoogerheide, Lennart F.
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Houweling, Patrick
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Kleibergen, Frank
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Strachan, Rodney W.
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Azevedo, Joao Valle e
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Beine, Michel
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Block, Joern H.
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Boswijk, H. Peter
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Cakmakli, Cem
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Casarin, Roberto
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Franses, Philip Hans
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Hallerbach, Winfried G.
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Janssen, Maarten C.W.
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Kleijn, Richard
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Lee, Kai Ming
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Mahieu, Ronald J.
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Mentink, Albert
2
Moraga-González, José Luis
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Pooter, Michiel D. de
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Thurik, Roy
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Wildenbeest, Matthijs R.
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Tinbergen Institute
C.E.P.R. Discussion Papers
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Faculteit der Economische Wetenschappen, Erasmus Universiteit Rotterdam
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Tinbergen Instituut
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EconWPA
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Erasmus Research Institute of Management (ERIM), Erasmus Universiteit Rotterdam
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Valuing Euro Rating-Triggered Step-Up Telecom Bonds
Houweling, Patrick
;
Mentink, Albert
;
Vorst, Ton
-
Tinbergen Institute
-
2003
We value rating-triggered step-up bonds with three methods: (i) the Jarrow, Lando and
Persistent link: https://www.econbiz.de/10005209470
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2
How to measure Corporate Bond Liquidity?
Houweling, Patrick
;
Mentink, Albert
;
Vorst, Ton
-
Tinbergen Institute
-
2003
We consider eight different measures (issued amount, coupon, listed, age, missing
Persistent link: https://www.econbiz.de/10005209522
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