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Specification, solution and estimation of a discrete time target zone model of EMS exchange rates

Jong, Frank de - 1993

Persistent link: https://www.econbiz.de/10000880184

Seigniorage, taxes, government debt and the EMS

Jong, Frank de; Ploeg, Frederick van der - 1991 - Rev.

Persistent link: https://www.econbiz.de/10000818131

A univariate analysis of EMS exchange rates using a target zone model

Jong, Frank de - 1991 - Rev

Persistent link: https://www.econbiz.de/10000824217

A univariate analysis of EMS exchange rates using a target zone model

Jong, Frank de - In: Journal of applied econometrics 9 (1994) 1, pp. 31-45

Persistent link: https://www.econbiz.de/10001153859

The maturity of sovereign debt issuance in the euro area

Beetsma, Roel; Giuliodori, Massimo; Hanson, Jesper; … - 2019

Persistent link: https://www.econbiz.de/10012161601

Realized (co)variances of eurozone sovereign yields during the crisis : the impact of news and the securities markets programme

Beetsma, Roel; Jong, Frank de; Giuliodori, Massimo; … - In: Journal of international money and finance 75 (2017), pp. 14-31

Persistent link: https://www.econbiz.de/10011788018

Trading European sovereign bonds : the microstructure of the MTS trading platforms

Cheung, Yiu Chung (contributor); Jong, Frank de (contributor) - 2005

We study the microstructure of the MTS Global Market bond trading system, which is the largest interdealer trading system for Eurozone government bonds. Using a unique new dataset we find that quoted and effective spreads are related to maturity and trading intensity. Securities can be traded on...

Persistent link: https://www.econbiz.de/10002812972

Trading European sovereign bonds : the microstructure of the MTS trading platforms

Cheung, Yiu Chung; Jong, Frank de; Rindi, Barbara - 2004

Persistent link: https://www.econbiz.de/10002006428

Spread the news : how the crisis affected the impact of news on the European sovereign bond markets

Beetsman, Roel; Giuliodori, Massimo; Jong, Frank de; … - 2012

Persistent link: https://www.econbiz.de/10009577564

Risk and portfolio choices in individual and collective pension plans

Jong, Frank de; Pelsser, Antoon André Jean - In: Ageing, health and pensions in Europe : an economic and …, (pp. 64-66). 2010

Persistent link: https://www.econbiz.de/10008906994