Access Statistics for Frank C. J. M. de Jong

Author contact details at EconPapers.

Working Paper File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
(UBS Pensions Series 036) Dynamic portfolio and mortgage choice for homeowners 0 0 0 40 3 3 3 210
A Comparison of Cost of Trading French Shares on the Paris Bourse and on SEAQ International 0 0 0 0 1 1 1 473
A Univariate Analysis of EMS Exchange Rates Using a Target Zone Model 0 0 0 0 1 1 2 309
A comparison of the cost of trading French shares on the Paris Bourse and on SEAQ International 0 0 0 4 0 2 3 22
Aggressive Orders and the Resiliency of a Limit Order Market 0 0 0 9 0 1 5 48
An Empirical Analysis of Legal Insider Trading in the Netherlands 0 0 0 218 3 6 9 775
An Empirical Analysis of Legal Insider Trading in the Netherlands 0 0 0 4 1 1 4 44
Exchange rate target zones: A new approach 0 0 0 0 0 0 0 10
High frequency analysis of lead-lag relationships between financial markets 0 1 2 108 1 3 7 254
Intraday Lead-Lag Relationships between the Futures-, Options and Stock Market 0 0 0 24 0 0 0 66
Libor and Swap Market Models for the Pricing of Interest Rate Derivatives: An Empirical Analysis 0 0 0 26 0 0 1 97
Price Discovery in Fragmented Markets 0 0 1 88 2 3 5 289
Price Discovery on Foreign Exchange Markets 0 0 0 85 1 2 3 553
Price Discovery on Foreign Exchange Markets with Differentially Informed Traders 0 0 0 0 1 1 2 274
Price effects of trading and components of the bid-ask spread on the Paris Bource 0 0 0 4 1 1 2 34
Privatization and Stock Market Liquidity 0 0 0 72 2 4 5 391
Privatization and Stock Market Liquidity 0 0 1 482 0 3 7 2,099
Pseudo Market Timing: Fact or Fiction? 0 0 0 104 1 1 4 763
Pseudo Market Timing: Fact or Fiction? 0 0 0 51 0 0 1 242
Seigiorage, Taxes, Government Debt and EMS 0 0 0 0 2 3 4 199
Seigniorage, taxes, government debt and the EMS 0 1 3 6 0 1 4 22
Specification, Solution and Estimation of a Discrete Time Target Zone Model of EMS Exchange Rates 0 0 0 0 1 1 2 133
Spread the News: How the Crisis Affected the Impact of News on the European Sovereign Bond Markets 0 0 1 93 2 2 4 214
The Impact of Dark and Visible Fragmentation on Market Quality (Replaces CentER Discussion Paper 2011-051) 0 0 0 9 0 0 2 43
The impact of dark trading and visible fragmentation on market quality 0 0 0 66 4 5 6 218
Time Varying Market Integration and Expected Rteurns in Emerging Markets 0 0 2 9 0 0 3 38
Time-Varying Market Integration and Expected Returns in Emerging Markets 0 0 0 109 3 5 7 384
Time-series and Cross-section Information in Affine Term Structure Models 0 0 2 647 1 3 7 1,145
Trading European Sovereign Bonds: The Microstructure of the MTS Trading Platforms 0 0 1 99 0 0 3 518
Total Working Papers 0 2 13 2,357 31 53 106 9,867


Journal Article File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
A Jump‐diffusion Model for Exchange Rates in a Target Zone 0 0 2 25 0 0 4 79
A Univariate Analysis of EMS Exchange Rates Using a Target Zone Model 0 0 1 52 3 3 4 356
A comparison of the cost of trading French shares on the Paris Bourse and on SEAQ International 0 0 0 61 0 0 4 223
A contribution to event study methodology with an application to the Dutch stock market 0 0 1 269 0 0 6 628
Derivative Pricing with Liquidity Risk: Theory and Evidence from the Credit Default Swap Market 1 1 4 107 4 7 13 344
Do Firm Characteristics Influence Mutual Fund Performance? An Empirical Study for European Mutual Funds 0 0 0 0 1 1 1 100
Do firm characteristics influence mutual fund performance? An empirical study for European mutual funds 0 0 0 0 0 2 2 109
High frequency analysis of lead-lag relationships between financial markets 0 0 2 274 2 4 8 660
Measures of contributions to price discovery: a comparison 0 0 0 143 0 0 1 302
On the Information in the Interest Rate Term Structure and Option Prices 0 0 0 169 1 2 3 428
Pension fund investments and the valuation of liabilities under conditional indexation 0 0 0 60 1 2 2 137
Price Discovery in Fragmented Markets 0 0 0 37 1 1 2 113
Price discovery in the foreign exchange market: an empirical analysis of the yen/dmark rate1, 2 0 0 0 36 0 0 1 122
Price effects of trading and components of the bid-ask spread on the Paris Bourse 0 0 0 142 2 5 10 410
Privatization and stock market liquidity 0 0 0 54 0 0 4 304
Pseudo Market Timing: A Reappraisal 0 0 0 18 1 2 3 55
Spread the news: The impact of news on the European sovereign bond markets during the crisis 0 1 3 150 2 4 10 510
The Dynamics of the Forward Interest Rate Curve: A Formulation with State Variables 0 0 0 21 0 1 2 58
The demand for higher education in The Netherlands, 1950-1999 0 0 1 136 0 1 3 356
Time Series and Cross-Section Information in Affine Term-Structure Models 0 0 0 0 3 5 9 624
Time-varying market integration and expected returns in emerging markets 0 1 1 131 2 5 13 332
Valuation of pension liabilities in incomplete markets* 0 0 0 13 0 1 1 64
Total Journal Articles 1 3 15 1,898 23 46 106 6,314


Book File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
The Microstructure of Financial Markets 0 0 0 0 3 5 21 482
The Microstructure of Financial Markets 0 0 0 0 11 13 20 1,105
Total Books 0 0 0 0 14 18 41 1,587


Statistics updated 2025-12-06