Frank C. J. M. de Jong : Citation Profile


Are you Frank C. J. M. de Jong?

Universiteit van Tilburg

17

H index

23

i10 index

812

Citations

RESEARCH PRODUCTION:

22

Articles

31

Papers

2

Books

RESEARCH ACTIVITY:

   22 years (1991 - 2013). See details.
   Cites by year: 36
   Journals where Frank C. J. M. de Jong has often published
   Relations with other researchers
   Recent citing documents: 90.    Total self citations: 6 (0.73 %)

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   Permalink: http://citec.repec.org/pde849
   Updated: 2018-06-16    RAS profile:    
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Relations with other researchers


Works with:

Authors registered in RePEc who have co-authored more than one work in the last five years with Frank C. J. M. de Jong.

Is cited by:

Beetsma, Roel (21)

Dufour, Alfonso (9)

Donadelli, Michael (7)

Rime, Dagfinn (7)

van der Wel, Michel (7)

Giuliodori, Massimo (6)

Caporale, Guglielmo Maria (6)

Ehrmann, Michael (6)

Brooks, Chris (5)

Li, Youwei (5)

Dunne, Peter (5)

Cites to:

Madhavan, Ananth (9)

Foucault, Thierry (7)

Bekaert, Geert (7)

Bollerslev, Tim (7)

Eichengreen, Barry (6)

Lo, Andrew (6)

Andersen, Torben (6)

Mehl, Arnaud (6)

Fratzscher, Marcel (6)

Rose, Andrew (6)

Biais, Bruno (6)

Main data


Where Frank C. J. M. de Jong has published?


Journals with more than one article published# docs
Journal of Financial and Quantitative Analysis2
Journal of Financial Perspectives2
Journal of Banking & Finance2
Journal of Empirical Finance2
Journal of International Money and Finance2

Recent works citing Frank C. J. M. de Jong (2018 and 2017)


YearTitle of citing document
2017The role of cointegration for optimal hedging with heteroscedastic error term. (2017). Johansen, Soren ; Gatarek, Lukasz . In: CREATES Research Papers. RePEc:aah:create:2017-12.

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2017Limit-order book resiliency after effective market orders: Spread, depth and intensity. (2017). Xu, Hai-Chuan ; Zhou, Wei-Xing ; Zhang, Wei ; Xiong, Xiong ; Chen, Wei. In: Papers. RePEc:arx:papers:1602.00731.

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2018Wavelet-based methods for high-frequency lead-lag analysis. (2018). Koike, Yuta ; Hayashi, Takaki . In: Papers. RePEc:arx:papers:1612.01232.

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2018Multi-scale analysis of lead-lag relationships in high-frequency financial markets. (2018). Hayashi, Takaki ; Koike, Yuta. In: Papers. RePEc:arx:papers:1708.03992.

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2017A new approach to the modeling of financial volumes. (2017). D'Amico, Guglielmo ; Petroni, Filippo. In: Papers. RePEc:arx:papers:1709.05823.

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2017On the Singular Control of Exchange Rates. (2017). Vargiolu, Tiziano ; Ferrari, Giorgio. In: Papers. RePEc:arx:papers:1712.02164.

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2017No arbitrage and lead-lag relationships. (2017). Hayashi, Takaki ; Koike, Yuta. In: Papers. RePEc:arx:papers:1712.09854.

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2017Assessing the Predictive Ability of Sovereign Default Risk on Exchange Rate Returns. (2017). Ravazzolo, Francesco ; Foroni, Claudia ; Sadaba, Barbara . In: Staff Working Papers. RePEc:bca:bocawp:17-19.

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2018The Impact of Progressive Tuition Fees on Dropping Out of Higher Education: A Regression Discontinuity Design. (2018). Garcia-Montalvo, Jose. In: Working Papers. RePEc:bge:wpaper:1017.

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2017Informal one-sided target zone model and the Swiss franc. (2017). Moessner, Richhild ; Funke, Michael ; Chen, Yu-Fu. In: BIS Working Papers. RePEc:bis:biswps:660.

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2017ODD LOT ORDER AGGRESSIVENESS AND STEALTH TRADING. (2017). Johnson, Hardy ; Roseman, Brian. In: Journal of Financial Research. RePEc:bla:jfnres:v:40:y:2017:i:2:p:249-281.

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2017A Factor Analytical Approach to Price Discovery. (2017). , Joakimwesterlund ; Narayan, Paresh ; Reese, Simon ; Westerlund, Joakim. In: Oxford Bulletin of Economics and Statistics. RePEc:bla:obuest:v:79:y:2017:i:3:p:366-394.

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2017Was it different the second time? An empirical analysis of contagion during the crises in Greece 2009–15. (2017). Pentecost, Eric ; Willett, Thomas ; Du, Wenti ; Bird, Graham. In: The World Economy. RePEc:bla:worlde:v:40:y:2017:i:12:p:2530-2542.

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2017Solvency and wholesale funding cost interactions at UK banks. (2017). Hacioglu Hoke, Sinem ; Panagiotopoulos, Apostolos ; Dent, Kieran . In: Bank of England working papers. RePEc:boe:boeewp:0681.

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2018Implications of High-Frequency Trading for Security Markets. (2018). LINTON, OLIVER ; Mahmoodzadeh, S. In: Cambridge Working Papers in Economics. RePEc:cam:camdae:1802.

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2017REGULATION, INSIDER TRADING AND STOCK MARKET REACTION. WHAT DO WE KNOW?. (2017). Milos, Marius Cristian. In: Annals - Economy Series. RePEc:cbu:jrnlec:y:2017:v:1special:p:174-179.

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2017Bid-to-cover and yield changes around public debt auctions in the euro area. (2017). Beetsma, Roel ; Hanson, Jesper ; Giuliodori, Massimo ; de Jong, Frank. In: CEPR Discussion Papers. RePEc:cpr:ceprdp:11932.

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2018Analyzing Credit Risk Transmission to the Non-Financial Sector in Europe: A Network Approach. (2018). Gross, Christian ; Siklos, Pierre L. In: CQE Working Papers. RePEc:cqe:wpaper:7218.

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2017An Empirical Analysis of Market Segmentation on U.S. Equity Markets. (2017). Hatheway, Frank ; Zheng, Hui ; Kwan, Amy. In: Journal of Financial and Quantitative Analysis. RePEc:cup:jfinqa:v:52:y:2017:i:06:p:2399-2427_00.

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2018The effect of fiscal announcements on interest spreads: Evidence from the Netherlands. (2018). De Jong, Jasper. In: DNB Working Papers. RePEc:dnb:dnbwpp:584.

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2017Dark pools in European equity markets: emergence, competition and implications. (2017). Wedow, Michael ; Petrescu, Monica . In: Occasional Paper Series. RePEc:ecb:ecbops:2017193.

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2017Bid-to-cover and yield changes around public debt auctions in the euro area. (2017). Beetsma, Roel ; de Jong, Frank ; Hanson, Jesper ; Giuliodori, Massimo. In: Working Paper Series. RePEc:ecb:ecbwps:20172056.

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2017Kenya Commercial Banks are Star Performers: Myth or Truth? Exploratory Empirical Evidence from Nairobi Securities Exchange. (2017). Karanja, James Mwangi ; Muinde, Patrick Mumo . In: International Journal of Economics and Financial Issues. RePEc:eco:journ1:2017-01-45.

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2017Sovereign risk, bank funding and investors’ pessimism. (2017). Faia, Ester. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:79:y:2017:i:c:p:79-96.

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2017Analyzing the determinants of terrorist attacks and their market reactions. (2017). Managi, Shunsuke ; HALKOS, GEORGE ; Zisiadou, Argyro . In: Economic Analysis and Policy. RePEc:eee:ecanpo:v:54:y:2017:i:c:p:57-73.

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2017Do voluntary disclosures of bad news improve liquidity?. (2017). Dayanandan, Ajit ; Karahan, Gokhan ; Donker, Han . In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:40:y:2017:i:c:p:16-29.

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2018The impact of funding liquidity on market quality. (2018). Chen, Wei-Peng ; Wu, Chih-Chiang ; Lu, Jun ; Lin, Shu Ling. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:44:y:2018:i:c:p:153-166.

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2018Immunity and infection: Emerging and developed market sovereign spreads over the Global Financial Crisis. (2018). Wu, Eliza ; Thorp, Susan ; Cayon, Edgardo. In: Emerging Markets Review. RePEc:eee:ememar:v:34:y:2018:i:c:p:162-174.

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2017Limit order books and liquidity around scheduled and non-scheduled announcements: Empirical evidence from NASDAQ Nordic. (2017). Siikanen, Milla ; Valli, Jaakko ; Kanniainen, Juho. In: Finance Research Letters. RePEc:eee:finlet:v:21:y:2017:i:c:p:264-271.

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2017Intraday price discovery in fragmented markets. (2017). van der Wel, Michel ; Ozturk, Sait ; van Dijk, Dick . In: Journal of Financial Markets. RePEc:eee:finmar:v:32:y:2017:i:c:p:28-48.

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2017Effects of lit and dark market fragmentation on liquidity. (2017). Gresse, Carole. In: Journal of Financial Markets. RePEc:eee:finmar:v:35:y:2017:i:c:p:1-20.

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2017Price discovery in equity and CDS markets. (2017). Perrakis, Stylianos ; Zhong, Rui ; Kryzanowski, Lawrence. In: Journal of Financial Markets. RePEc:eee:finmar:v:35:y:2017:i:c:p:21-46.

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2017The impact of central clearing on banks’ lending discipline. (2017). Arnold, M. In: Journal of Financial Markets. RePEc:eee:finmar:v:36:y:2017:i:c:p:91-114.

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2017Firm size, ownership structure, and systematic liquidity risk: The case of an emerging market. (2017). Sensoy, Ahmet. In: Journal of Financial Stability. RePEc:eee:finsta:v:31:y:2017:i:c:p:62-80.

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2017Mean–variance target-based optimisation for defined contribution pension schemes in a stochastic framework. (2017). Menoncin, Francesco ; Vigna, Elena. In: Insurance: Mathematics and Economics. RePEc:eee:insuma:v:76:y:2017:i:c:p:172-184.

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2017The equity-like behaviour of sovereign bonds. (2017). Dufour, Alfonso ; Varotto, Simone ; Stancu, Andrei . In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:48:y:2017:i:c:p:25-46.

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2017Discrete-time option pricing with stochastic liquidity. (2017). Leippold, Markus ; Scharer, Steven . In: Journal of Banking & Finance. RePEc:eee:jbfina:v:75:y:2017:i:c:p:1-16.

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2017Information in CDS spreads. (2017). Norden, Lars . In: Journal of Banking & Finance. RePEc:eee:jbfina:v:75:y:2017:i:c:p:118-135.

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2017Which market integration measure?. (2017). Paradiso, Antonio ; Donadelli, Michael ; Billio, Monica ; Riedel, M. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:76:y:2017:i:c:p:150-174.

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2017Investor sentiment, flight-to-quality, and corporate bond comovement. (2017). Bethke, Sebastian ; Kempf, Alexander ; Gehde-Trapp, Monika . In: Journal of Banking & Finance. RePEc:eee:jbfina:v:82:y:2017:i:c:p:112-132.

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2018Bid-to-cover and yield changes around public debt auctions in the euro area. (2018). Beetsma, Roel ; de Jong, Frank ; Hanson, Jesper ; Giuliodori, Massimo. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:87:y:2018:i:c:p:118-134.

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2018Dealing with dealers: Sovereign CDS comovements. (2018). Mayordomo, Sergio ; Rodriguezmoreno, Maria ; Anton, Miguel. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:90:y:2018:i:c:p:96-112.

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2018Cross-border arbitrage and acquirers’ returns in the Eurozone crisis. (2018). rao-nicholson, Rekha ; Ayton, Julie . In: Journal of Economics and Business. RePEc:eee:jebusi:v:95:y:2018:i:c:p:87-102.

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2017Dark pool trading strategies, market quality and welfare. (2017). Buti, Sabrina ; Werner, Ingrid M ; Rindi, Barbara. In: Journal of Financial Economics. RePEc:eee:jfinec:v:124:y:2017:i:2:p:244-265.

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2017Shades of darkness: A pecking order of trading venues. (2017). Menkveld, Albert ; Zhu, Haoxiang ; Yueshen, Bart Zhou . In: Journal of Financial Economics. RePEc:eee:jfinec:v:124:y:2017:i:3:p:503-534.

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2017Euro area government bonds – Fragmentation and contagion during the sovereign debt crisis. (2017). Fratzscher, Marcel ; Ehrmann, Michael. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:70:y:2017:i:c:p:26-44.

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2017Realized (co)variances of eurozone sovereign yields during the crisis: The impact of news and the Securities Markets Programme. (2017). Beetsma, Roel ; Widijanto, Daniel ; Giuliodori, Massimo ; de Jong, Frank. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:75:y:2017:i:c:p:14-31.

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2018Assessing the predictive ability of sovereign default risk on exchange rate returns. (2018). Ravazzolo, Francesco ; Foroni, Claudia ; Sadaba, Barbara . In: Journal of International Money and Finance. RePEc:eee:jimfin:v:81:y:2018:i:c:p:242-264.

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2018Regulation and pension fund risk-taking. (2018). Boon, L N ; Rigot, S ; Briere, M. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:84:y:2018:i:c:p:23-41.

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2017Deviations in expected price impact for small transaction volumes under fee restructuring. (2017). Wilcox, D ; Harvey, M ; Hendricks, D ; Gebbie, T. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:471:y:2017:i:c:p:416-426.

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2017Valuation of systematic risk in the cross-section of credit default swap spreads. (2017). Scheule, Harald ; Rosch, Daniel ; Lohr, Sebastian ; Claussen, Arndt . In: The Quarterly Review of Economics and Finance. RePEc:eee:quaeco:v:64:y:2017:i:c:p:183-195.

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2017The liquidity advantage of the quote-driven market: Evidence from the betting industry. (2017). Franck, Egon ; Flepp, Raphael ; Nuesch, Stephan . In: The Quarterly Review of Economics and Finance. RePEc:eee:quaeco:v:64:y:2017:i:c:p:306-317.

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2017Liquidity basis between credit default swaps and corporate bonds markets. (2017). Kim, Kwanho . In: International Review of Economics & Finance. RePEc:eee:reveco:v:48:y:2017:i:c:p:98-115.

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2018Co-movement between equity and bond markets. (2018). Sakemoto, Ryuta. In: International Review of Economics & Finance. RePEc:eee:reveco:v:53:y:2018:i:c:p:25-38.

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2018Do foreign institutional traders have private information for the market index? The aspect of market microstructure. (2018). Weng, Pei-Shih ; Tsai, Wei-Che. In: International Review of Economics & Finance. RePEc:eee:reveco:v:55:y:2018:i:c:p:308-323.

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2017Volatility transmission between US and Latin American stock markets: Testing the decoupling hypothesis. (2017). Agudelo, Diego ; Gutierrez, Marcela ; Cardona, Laura . In: Research in International Business and Finance. RePEc:eee:riibaf:v:39:y:2017:i:pa:p:115-127.

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2018The housing market and the credit default swap premium in the UK banking sector: A VAR approach. (2018). Benbouzid, Nadia ; Pilbeam, Keith ; Mallick, Sushanta. In: Research in International Business and Finance. RePEc:eee:riibaf:v:44:y:2018:i:c:p:1-15.

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2017Intraday Seasonality in Efficiency, Liquidity, Volatility, and Volume: Platinum and gold futures in Tokyo and New York. (2017). Watkins, Clinton ; Iwatsubo, Kentaro ; Tao, XU ; Kentaro, Iwatsubo. In: Discussion papers. RePEc:eti:dpaper:17120.

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2017TRADE PATTERN ON WARSAW STOCK EXCHANGE AND PREDICTION OF NUMBER OF TRADES. (2017). Gurgul, Henryk ; Machno, Artur . In: Statistics in Transition New Series. RePEc:exl:29stat:v:18:y:2017:i:1:p:91-114.

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2017A Discussion of a Risk-Sharing Pension Plan. (2017). Donnelly, Catherine . In: Risks. RePEc:gam:jrisks:v:5:y:2017:i:1:p:12-:d:90221.

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2017Effects of Lit and Dark Market Fragmentation on Liquidity. (2017). Gresse, Carole. In: Post-Print. RePEc:hal:journl:hal-01631771.

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2017Can Exchange Rate Dynamics in Krugman¡¯s Target-zone Model be Directly Tested?Abstract: Despite Krugmans (1991) model being a benchmark for modelling target zones, empirical support has been sparse . (2017). Chau, Po-Hon ; Lo, Chi-Fai ; Hui, Cho-Hoi. In: Working Papers. RePEc:hkm:wpaper:032017.

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2017Has the Grexit news affected euro area financial markets?. (2017). Sacchi, Agnese ; Gregori, Wildmer Daniel. In: Working Papers. RePEc:jrs:wpaper:201713.

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2017Behavioral Finance and Efficient Markets: What does the Euro Crisis Tell us?. (2017). Bird, Graham ; Willett, Thomas ; Du, Wenti. In: Open Economies Review. RePEc:kap:openec:v:28:y:2017:i:2:d:10.1007_s11079-017-9436-1.

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2017Sources of time varying return comovements during different economic regimes: evidence from the emerging Indian equity market. (2017). Poshakwale, Sunil S ; Mandal, Anandadeep . In: Review of Quantitative Finance and Accounting. RePEc:kap:rqfnac:v:48:y:2017:i:4:d:10.1007_s11156-016-0580-2.

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2017Explaining co-movements between equity and CDS bid-ask spreads. (2017). Marra, Miriam . In: Review of Quantitative Finance and Accounting. RePEc:kap:rqfnac:v:49:y:2017:i:3:d:10.1007_s11156-016-0609-6.

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2018Does the major market influence transfer? Alternative effect on Asian stock markets. (2018). Lin, Luke. In: Review of Quantitative Finance and Accounting. RePEc:kap:rqfnac:v:50:y:2018:i:4:d:10.1007_s11156-017-0658-5.

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2017Intraday Seasonality in Efficiency, Liquidity, Volatility and Volume: Platinum and Gold Futures in Tokyo and New York. (2017). Watkins, Clinton ; Iwatsubo, Kentaro ; Xu, Tao. In: Discussion Papers. RePEc:koe:wpaper:1722.

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2017A likviditás és a permanens árhatás szerepe a portfólióértékelésben. (2017). Hever, Judit. In: Közgazdasági Szemle (Economic Review - monthly of the Hungarian Academy of Sciences). RePEc:ksa:szemle:1702.

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2018Tax Evasion and Inequality. (2018). Johansen, Soren ; Gatarek, Lukasz . In: Discussion Papers. RePEc:kud:kuiedp:1703.

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2017Rating Agencies, Self-Fulfilling Prophecy and Multiple Equilibria? An Empirical Model of the European Sovereign Debt Crisis 2009-2011. (2017). Gärtner, Manfred ; Griesbach, Bjrn ; Grtner, Manfred . In: Business and Economic Research. RePEc:mth:ber888:v:7:y:2017:i:1:p:199-226.

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2018Sensitivity of credit risk stress test results: Modelling issues with an application to Belgium. (2018). Van Roy, Patrick ; Vespro, Cristina ; Ferrari, Stijn . In: Working Paper Research. RePEc:nbb:reswpp:201803-338.

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2017Impact of the Market in Financial Instruments Directive (MiFID) on the Italian financial market: Evidence from bank bonds. (2017). Giudice, Alfonso . In: Journal of Banking Regulation. RePEc:pal:jbkreg:v:18:y:2017:i:3:d:10.1057_s41261-016-0035-7.

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2017Tuition Reduces Enrollment Less Than Commonly Thought. (2017). Zeynalova, Olesia ; Irsova, Zuzana ; Havranek, Tomas. In: MPRA Paper. RePEc:pra:mprapa:78813.

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2017Price Discovery in the Stock Index Futures Market: Evidence from the Chinese stock market crash. (2017). Nartea, Gilbert ; Hou, Yang. In: MPRA Paper. RePEc:pra:mprapa:81995.

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2017Time-Varying Price Discovery and Autoregressive Loading Factors: Evidence from S&P 500 Cash and E-Mini Futures Markets. (2017). Hou, Yang ; Li, Steven. In: MPRA Paper. RePEc:pra:mprapa:81999.

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2017Options valuation included jumps in intervention period. (2017). Divi, Martin. In: Český finanční a účetní časopis. RePEc:prg:jnlcfu:v:2017:y:2017:i:3:id:499:p:19-38.

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2018The impact of central clearing on the market for single-name credit default swaps. (2018). Dionne, Georges ; Breton, Michele ; Ben-Abdallah, Ramzi ; Akari, Mohamed-Ali. In: Working Papers. RePEc:ris:crcrmw:2018_001.

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2018Market-reaction-adjusted optimal central bank intervention policy in a forex market with jumps. (2018). Perera, Sandun ; Long, Hongwei ; Buckley, Winston . In: Annals of Operations Research. RePEc:spr:annopr:v:262:y:2018:i:1:d:10.1007_s10479-016-2297-y.

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2018The variance risk premium and capital structure. (2018). Lotfaliei, Babak. In: ESRB Working Paper Series. RePEc:srk:srkwps:201870.

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2017The dynamics of price discovery for cross-listed stocks evidence from US and Chinese markets. (2017). Duppati, Geeta ; Hadsell, Lester ; Scrimgeour, Frank ; Hou, Yang. In: Cogent Economics & Finance. RePEc:taf:oaefxx:v:5:y:2017:i:1:p:1389675.

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2017Financial fairness and conditional indexation. (2017). Schumacher, Johannes ; Kleinow, Torsten . In: Other publications TiSEM. RePEc:tiu:tiutis:8beebbc8-47f4-4063-a099-ec97281fd390.

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2017Essays on robust asset pricing. (2017). Horvath, Ferenc. In: Other publications TiSEM. RePEc:tiu:tiutis:e54d7b33-1f27-4b0e-9f84-f96636a04c1e.

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2018The impact of progressive tuition fees on dropping out of higher education: a regression discontinuity design. (2018). Montalvo, Jose Garcia. In: Economics Working Papers. RePEc:upf:upfgen:1597.

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2017Property Rights and CDS Spreads: When Is There a Strong Transfer Risk from the Sovereigns to the Corporates?. (2017). Bai, Jennie ; Wei, Shang-Jin. In: Quarterly Journal of Finance (QJF). RePEc:wsi:qjfxxx:v:07:y:2017:i:04:n:s2010139217500136.

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2017Major Currency ETFs and Their Associated Spot and Futures Rates. (2017). Padungsaksawasdi, Chaiyuth ; Parhizgari, Ali . In: Review of Pacific Basin Financial Markets and Policies (RPBFMP). RePEc:wsi:rpbfmp:v:20:y:2017:i:04:n:s0219091517500266.

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2017Liquidity premia in CDS markets. (2017). Kamga, Merlin Kuate ; Wilde, Christian. In: SAFE Working Paper Series. RePEc:zbw:safewp:173.

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2017The missing piece of the puzzle: Liquidity premiums in inflation-indexed markets. (2017). Driessen, Joost ; Simon, Zorka ; Nijman, Theo E. In: SAFE Working Paper Series. RePEc:zbw:safewp:183.

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2017Coordination of circuit breakers? Volume migration and volatility spillover in fagmented markets. (2017). Clapham, Benjamin ; Panz, Sven ; Gomber, Peter. In: SAFE Working Paper Series. RePEc:zbw:safewp:196.

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2017The Draghi-Put: When unexpected words on joint liability speak louder than actions. (2017). Wolfinger, Julia ; Kohler, Ekkehard. In: Annual Conference 2017 (Vienna): Alternative Structures for Money and Banking. RePEc:zbw:vfsc17:168265.

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Works by Frank C. J. M. de Jong:


YearTitleTypeCited
2000Time Series and Cross-Section Information in Affine Term-Structure Models. In: Journal of Business & Economic Statistics.
[Citation analysis]
article58
1999Time-series and Cross-section Information in Affine Term Structure Models.(1999) In: CEPR Discussion Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 58
paper
2011Derivative Pricing with Liquidity Risk: Theory and Evidence from the Credit Default Swap Market In: Journal of Finance.
[Full Text][Citation analysis]
article91
2001A Jump-diffusion Model for Exchange Rates in a Target Zone In: Statistica Neerlandica.
[Full Text][Citation analysis]
article17
2009An Empirical Analysis of Legal Insider Trading in the Netherlands In: CESifo Working Paper Series.
[Full Text][Citation analysis]
paper9
2009An Empirical Analysis of Legal Insider Trading in the Netherlands.(2009) In: Discussion Paper.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 9
paper
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