Anouk G. P. Claes

Université Saint-Louis Brussels

Professor of Finance

43 Boulevard du Jardin botanique

Brussels, 1000

Belgium

http://www.usaintlouis.be/

University of Antwerp, Faculty of Applied Economics - City Campus

Guest Lecturer

Prinsstraat 13

Antwerp, 2000

Belgium

http://www.ua.ac.be/anouk.claes

SCHOLARLY PAPERS

4

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SSRN CITATIONS
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Top 47,937

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3

CROSSREF CITATIONS

9

Scholarly Papers (4)

1.

Estimating the Yield Curve Using the Nelson-Siegel Model: A Ridge Regression Approach

International Review of Economics & Finance, Forthcoming
Number of pages: 44 Posted: 08 May 2012 Last Revised: 16 Feb 2015
University of Antwerp Department of Accounting & Finance, Université Saint-Louis Brussels, University of Antwerp - Faculty of Applied Economics - City Campus and Universiteit Antwerpen
Downloads 1,785 (9,866)
Citation 5

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Smoothed Bootstrap, Ridge Regression, Nelson-Siegel, Spot Rates

2.

The Estimation of Svensson Model Term Structures and Their Volatilities

Number of pages: 33 Posted: 08 May 2012
University of Antwerp Department of Accounting & Finance, Université Saint-Louis Brussels, University of Antwerp - Faculty of Applied Economics - City Campus and Universiteit Antwerpen
Downloads 425 (74,639)
Citation 1

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Term Structure, Nelson-Siegel Model, Svensson Model, Ridge Regression

3.

Inter-Temporal Stability of the European Credit Spread Co-Movement Structure

University of Antwerp Working Paper
Number of pages: 19 Posted: 02 Jan 2004
Marc J. K. de Ceuster, Jan Annaert and Anouk G. P. Claes
University of Antwerp - Faculty of Applied Economics - City Campus, University of Antwerp Department of Accounting & Finance and Université Saint-Louis Brussels
Downloads 161 (201,210)

Abstract:

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credit spreads, diversification, correlations, corporate bonds

4.

Anatomy of the Eurobond Market 1980-2000

Number of pages: 13 Posted: 18 Mar 2003
Anouk G. P. Claes, Ruud Polfliet and Marc J. K. de Ceuster
Université Saint-Louis Brussels, University of Antwerp - Faculty of Applied Economics and University of Antwerp - Faculty of Applied Economics - City Campus
Downloads 38 (470,159)
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Eurobond Market, Primary Market, Bondware