Rob C. Sperna Weiland

University of Amsterdam Business School

Roetersstraat 18

Amsterdam, 1018WB

Netherlands

Tinbergen Institute

PhD Researcher

Gustav Mahlerplein 117

Amsterdam, 1082 MS

Netherlands

SCHOLARLY PAPERS

3

DOWNLOADS

453

SSRN CITATIONS

0

CROSSREF CITATIONS

0

Scholarly Papers (3)

1.

Feedback Between Credit and Liquidity Risk in the US Corporate Bond Market

30th Australasian Finance and Banking Conference 2017
Number of pages: 81 Posted: 08 Jun 2017 Last Revised: 20 Oct 2017
Rob C. Sperna Weiland, Roger J. A. Laeven and Frank De Jong
University of Amsterdam Business School, University of Amsterdam - Department of Quantitative Economics (KE) and Tilburg University - Department of Finance
Downloads 280 (108,659)
Citation 1

Abstract:

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Credit risk, Liquidity risk, Corporate bonds, Mutually exciting processes, Jumps, MCMC

2.

Credit Risk Premia in Sovereign Credit Default Swaps

Number of pages: 53 Posted: 15 May 2018 Last Revised: 25 Nov 2018
Rob C. Sperna Weiland
University of Amsterdam Business School
Downloads 87 (290,313)

Abstract:

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Sovereign Default Risk, Sovereign CDS, Default Event Risk Premium, Distress Risk Premium

3.

Labor Income Risk and Stock Returns: The Role of Horizon Effects

Number of pages: 67 Posted: 07 May 2019
Esther Eiling, Frank De Jong, Roger J. A. Laeven and Rob C. Sperna Weiland
University of Amsterdam - Amsterdam Business School, Tilburg University - Department of Finance, University of Amsterdam - Department of Quantitative Economics (KE) and University of Amsterdam Business School
Downloads 86 (292,412)

Abstract:

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Labor and Finance, Human Capital, Horizon Effects, Cross-Section of Stock Returns, Hedging Demand