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
Discussion paper DP9043 Spread the News: How the Crisis Affected the Impact of News on the European Sovereign Bond Markets Roel Beetsma Frank de Jong Massimo Giuliodori 1 Jul 2012 International Macroeconomics E62 G01 G12 G15 H61 H62
Discussion paper DP8630 The impact of dark trading and visible fragmentation on market quality Frank de Jong Hans Degryse Vincent van Kervel 1 Nov 2011 Financial Economics G10 G14 G15
Discussion paper DP4609 Pseudo Market Timing: Fact or Fiction? Frank de Jong Magnus Dahlquist 23 Sep 2004 Financial Economics C33 G14 G32
Discussion paper DP4449 Privatization and Stock Market Liquidity Bernardo Bortolotti Frank de Jong Giovanna Nicodano Ibolya Schindele 23 Jun 2004 Financial Economics Institutions and Economic Performance F30 G14 L33 O16
Discussion paper DP4285 Trading European Sovereign Bonds: The Microstructure of the MTS Trading Platforms Frank de Jong Barbara Rindi Yiu Chung Cheung 23 Mar 2004 Financial Economics C32 F31
Discussion paper DP3987 Price Discovery in Fragmented Markets Frank de Jong Peter C Schotman 23 Jul 2003 Financial Economics C32 F31
Discussion paper DP3102 Time-Varying Market Integration and Expected Returns in Emerging Markets Frank de Jong Frans de Roon 21 Dec 2001 Financial Economics G12 G15 G18