Herman J. Bierens

Pennsylvania State University - College of the Liberal Arts - Department of Economic

Professor of Economics

524 Kern Graduate Building

University Park, PA 16802-3306

United States

SCHOLARLY PAPERS

2

DOWNLOADS

720

SSRN CITATIONS
Rank 36,656

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Top 36,656

in Total Papers Citations

3

CROSSREF CITATIONS

18

Scholarly Papers (2)

An Econometric Model of Credit Spreads with Rebalancing, Arch and Jump Effects

Number of pages: 42 Posted: 23 May 2003
Herman J. Bierens, Jing-Zhi Huang and Weipeng Kong
Pennsylvania State University - College of the Liberal Arts - Department of Economic, Pennsylvania State University - University Park - Department of Finance and Pennsylvania State University
Downloads 621 (51,158)
Citation 10

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Credit risk, corporate bonds, credit spread index, index rebalancing, jumps

An Econometric Model of Credit Spreads with Rebalancing, Arch and Jump Effects

NYU Working Paper No. S-CDM-03-07
Number of pages: 43 Posted: 05 Nov 2008
Herman J. Bierens and Jing-Zhi Huang
Pennsylvania State University - College of the Liberal Arts - Department of Economic and Pennsylvania State University - University Park - Department of Finance
Downloads 52 (459,730)

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Credit risk, corporate bonds, credit spread index, index rebalancing, jumps

An Economeic Model of Credit Spreads with Rebalancing, Arch and Jump Effects

NYU Working Paper No. FIN-03-012
Number of pages: 43 Posted: 11 Nov 2008
Herman J. Bierens, Jing-Zhi Huang and Weipeng Kong
Pennsylvania State University - College of the Liberal Arts - Department of Economic, Pennsylvania State University - University Park - Department of Finance and Pennsylvania State University
Downloads 47 (480,670)

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Credit risk, corporate bonds, credit spread index, index rebalancing, jumps

2.

Job Search, Conditional Treatment and Recidivism: The Employment Services for Ex-Offenders Program Reconsidered

Journal of Economic Analysis and Policy, Vol. 11, No. 1
Posted: 09 Mar 2011
Herman J. Bierens
Pennsylvania State University - College of the Liberal Arts - Department of Economic

Abstract:

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Job search, Recidivism, Conditional treatment, Program evaluation, Duration models, Interval-censoring