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DP13729 The Maturity of Sovereign Debt Issuance in the Euro Area 智库出版物
2019
作者:  Roel Beetsma;  Massimo Giuliodori;  Jesper Hanson;  Frank de Jong
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Maturity  Euro-area public debt auctions  Yield curve  Liquidity services of short debt  Risk aversion  Expected repayment probability  
DP11932 Bid-to-cover and yield changes around public debt auctions in the euro area 智库出版物
2017
作者:  Roel Beetsma;  Massimo Giuliodori;  Jesper Hanson;  Frank de Jong
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Public debt auctions  Bid-to-cover ratios  Primary and secondary markets  Primary dealers  Volatility  
DP9803 The Impact of News and the SMP on Realized (Co)Variances in the Eurozone Sovereign Debt Market 智库出版物
2014
作者:  Roel Beetsma;  Frank de Jong;  Massimo Giuliodori
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Crisis  Eurozone  Realized covariances  Smp  Sovereign debt  Spillovers  
DP9659 Price Effects of Sovereign Debt Auctions in the Euro-zone: The Role of the Crisis 智库出版物
2013
作者:  Roel Beetsma;  Frank de Jong;  Massimo Giuliodori
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Auctions  Bid-to-cover ratio  Crisis  Euro-zone  Event study  Germany  Italy  Primary dealers  Public debt  Yield movements  
DP9043 Spread the News: How the Crisis Affected the Impact of News on the European Sovereign Bond Markets 智库出版物
2012
作者:  Roel Beetsma;  Frank de Jong;  Massimo Giuliodori
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Co-movement  Spill-overs  Interest rate spreads  New variables  Euro-intelligence  Giips  Non-giips  
The impact of dark trading and visible fragmentation on market quality 智库出版物
2011
作者:  Frank de Jong;  Hans Degryse;  Vincent van Kervel
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Pensions  Private pensions  Public debt  
DP8630 The impact of dark trading and visible fragmentation on market quality 智库出版物
2011
作者:  Frank de Jong;  Hans Degryse;  Vincent van Kervel
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Market microstructure  Fragmentation  Dark trading  Liquidity  
A prudential regulatory issue at the heart of Solvency II 智库出版物
2011
作者:  Jon Danielsson;  Frank de Jong;  Roger Laeven;  Christian Laux;  Enrico Perotti;  Mario Wüthrich
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monetary policy  Fiscal policy  Macroeconomic policy  
DP4609 Pseudo Market Timing: Fact or Fiction? 智库出版物
2004
作者:  Frank de Jong;  Magnus Dahlquist
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Heckscher-ohlin  International trade  Inter-industry trade  Trade costs  Entry and exit  
DP4285 Trading European Sovereign Bonds: The Microstructure of the MTS Trading Platforms 智库出版物
2004
作者:  Frank de Jong;  Barbara Rindi;  Yiu Chung Cheung
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C91  Unemployment benefits  Sanctions  Experiments  Job search