Frank de Jong

Publications 

Discussion paper

DP13729 The Maturity of Sovereign Debt Issuance in the Euro Area

• Roel Beetsma
• Massimo Giuliodori
• Jesper Hanson
• Frank de Jong

12 May 2019

• International Macroeconomics and Finance
• G11
• G12
• G18
• E62

Discussion paper

DP11932 Bid-to-cover and yield changes around public debt auctions in the euro area

• Roel Beetsma
• Massimo Giuliodori
• Jesper Hanson
• Frank de Jong

23 Mar 2017

• Financial Economics
• G11
• G12
• G14
• G18

Discussion paper

DP11122 Domestic and Cross-Border Auction Cycle Effects of Sovereign Bond Issuance in the Euro Area

• Jesper Hanson
• Frank de Jong
• Massimo Giuliodori
• Roel Beetsma

19 Feb 2016

• Financial Economics
• International Macroeconomics and Finance
• G12
• G18

Discussion paper

DP9803 The Impact of News and the SMP on Realized (Co)Variances in the Eurozone Sovereign Debt Market

• Roel Beetsma
• Frank de Jong
• Massimo Giuliodori

2 Feb 2014

• Financial Economics
• International Macroeconomics
• E62
• G01
• G12
• G15
• H63

Discussion paper

DP9659 Price Effects of Sovereign Debt Auctions in the Euro-zone: The Role of the Crisis

• Roel Beetsma
• Frank de Jong
• Massimo Giuliodori

22 Sep 2013

• Financial Economics
• G12
• G18

Latest contributions 

VoxEU Column

The impact of dark trading and visible fragmentation on market quality

• Hans Degryse
• Vincent van Kervel
• Frank de Jong

24 Nov 2011

• International Finance

VoxEU Column

A prudential regulatory issue at the heart of Solvency II

• Mario Wüthrich
• Enrico Perotti
• Christian Laux
• Roger Laeven
• Frank de Jong
• Jon Danielsson

31 Mar 2011

• International Finance