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Results: 50
Number of items: 50
  • Beetsma, R., Giuliodori, M., de Jong, F., & Widijanto, D. (2013). Spread the news: The impact of news on the European sovereign bond markets during the crisis. Journal of International Money and Finance, 34, 83-101. https://doi.org/10.1016/j.jimonfin.2012.11.005
  • Perotti, E., Danielsson, J., de Jong, F., Laux, C., Laeven, R., & Wüthrich, M. (2011). A prudential regulatory issue at the heart of Solvency II. VOX : Research-based Policy Analysis and Commentary from leading Economists, 2011(31 March). http://www.voxeu.org/index.php?q=node/6305
  • Cui, J., de Jong, F., & Ponds, E. (2011). Intergenerational risk sharing within funded pension schemes. Journal of Pension Economics and Finance, 10(1), 1-29. https://doi.org/10.1017/S1474747210000065
  • Open Access
    Danielsson, J., de Jong, F., Laux, C., Laeven, R., Perotti, E., & Wüthrich, M. (2011). A prudential regulatory issue at the heart of Solvency II. (DSF policy briefs; No. 2). Duisenberg School of Finance. http://www.dsf.nl/assets/cms/File/Research/DSF%20policy%20brief%20No%202%20A%20Prudential%20Regulatory%20Issue%20at%20the%20Heart%20of%20Solvency%20II%20-%20March%202011.pdf
  • de Jong, F., & Pelsser, A. (2010). Risk and portfolio choices in individual and collective pension plans. Comments. In L. Bovenberg, A. Van Soest, & A. Zaidi (Eds.), Ageing, Health and Pensions in Europe: An Economic and Social Policy Perspective (pp. 64-66). Palgrave Macmillan. https://doi.org/10.1057/9780230307346_3
  • Open Access
    Bongaerts, D. G. J. (2010). Overrated credit risk: three essays on credit risk in turbulent times. [Thesis, fully internal, Universiteit van Amsterdam].
  • Open Access
    Cui, J., de Jong, F., & Ponds, E. (2009). Intergenerational risk sharing within funded pension schemes. Faculteit Economie en Bedrijfskunde [etc.]. http://papers.ssrn.com/sol3/papers.cfm?abstract_id=989127
  • de Jong, F., Driessen, J., & van Hemert, O. (2008). Hedging house price risk: Portfolio choice with housing futures. Faculteit Economie en Bedrijfskunde. http://www1.fee.uva.nl/pp/bin/329fulltext.pdf
  • Bongaerts, D., de Jong, F., & Driessen, J. (2008). Derivative pricing with liquidity risk: Theory and evidence from the credit default swap market. (EFA 2007 Ljubljana meetings paper). EFA 2007 Ljubljana Meeting. http://ssrn.com/abstract=966167
  • Open Access
    Schrager, D. F. (2007). Essays on asset liability modeling. [Thesis, fully internal, Universiteit van Amsterdam]. Thela Thesis / Tinbergen Institute.
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