Browsing All of EconStor by Author de Jong, Frank

Showing results 1 to 11 of 11
Year of PublicationTitleAuthor(s)
1999 Price Discovery on Foreign Exchange Markets with Differentially Informed Tradersde Jong, Frank; Mahieu, Ronald; Schotman, Peter; van Leeuwen, Irma
2001 Time-Varying Market Integration and Expected Returns in Emerging Marketsde Jong, Frank; de Roon, Frans A.
2001 Measures of Contributions to Price Discovery: A Comparisonde Jong, Frank
2001 The Valuation and Hedging of Variable Rate Savings Accountde Jong, Frank; Wielhouwer, Jacco
2002 Privatization and stock market liquidityBortolotti, Bernardo; de Jong, Frank; Nicodano, Giovanna; Schindele, Ibolya
2004 Euro area sovereign yield dynamics: the role of order imbalanceMenkveld, Albert J.; Cheung, Yiu Chung; de Jong, Frank
2005 Trading European sovereign bonds: the microstructure of the MTS trading platformsCheung, Yiu Chung; de Jong, Frank; Rindi, Barbara
2013 Price Effects of Sovereign Debt Auctions in the Euro-zone: The Role of the CrisisBeetsma, Roel; Giuliodori, Massimo; de Jong, Frank; Widijanto, Daniel
2013 Price effects of sovereign debt auctions in the Euro-zone: the role of the crisisBeetsma, 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 marketBeetsma, Roel; de Jong, Frank; Giuliodori, Massimo; Widijanto, Daniel
2017 Bid-to-cover and yield changes around public debt auctions in the euro areaBeetsma, Roel; Giuliodori, Massimo; Hanson, Jesper; de Jong, Frank