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Rob Sperna Weiland

Credit and Liquidity Risk in the Corporate Bond Market


My research focuses on the interplay between credit and liquidity risk in the corporate bond market. We investigate what the effects of these risks are on the bond prices, taking into account their interrelationships. We will do this from both a theoretical and an empirical point of view. 


Rob Sperna Weiland, MSc

Supervisor: prof. dr. Roger Laeven

Supervisor: prof. dr. Frank de Jong

Supervisor: dr. Peter Spreij