Browsing All of EconStor by Author de Jong, Frank
Showing results 1 to 11 of 11
Year of Publication | Title | Author(s) |
1999 | Price Discovery on Foreign Exchange Markets with Differentially Informed Traders | de Jong, Frank; Mahieu, Ronald; Schotman, Peter; van Leeuwen, Irma |
2001 | Time-Varying Market Integration and Expected Returns in Emerging Markets | de Jong, Frank; de Roon, Frans A. |
2001 | Measures of Contributions to Price Discovery: A Comparison | de Jong, Frank |
2001 | The Valuation and Hedging of Variable Rate Savings Account | de Jong, Frank; Wielhouwer, Jacco |
2002 | Privatization and stock market liquidity | Bortolotti, Bernardo; de Jong, Frank; Nicodano, Giovanna; Schindele, Ibolya |
2004 | Euro area sovereign yield dynamics: the role of order imbalance | Menkveld, Albert J.; Cheung, Yiu Chung; de Jong, Frank |
2005 | Trading European sovereign bonds: the microstructure of the MTS trading platforms | Cheung, Yiu Chung; de Jong, Frank; Rindi, Barbara |
2013 | Price Effects of Sovereign Debt Auctions in the Euro-zone: The Role of the Crisis | Beetsma, Roel; Giuliodori, Massimo; de Jong, Frank; Widijanto, Daniel |
2013 | Price effects of sovereign debt auctions in the Euro-zone: the role of the crisis | Beetsma, Roel; Giuliodori, Massimo; de Jong, Frank; Widijanto, Daniel |
2014 | The impact of news and the SMP on realized (co)variances in the eurozone sovereign debt market | Beetsma, Roel; de Jong, Frank; Giuliodori, Massimo; Widijanto, Daniel |
2017 | Bid-to-cover and yield changes around public debt auctions in the euro area | Beetsma, Roel; Giuliodori, Massimo; Hanson, Jesper; de Jong, Frank |