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Results: 50
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  • Driessen, J. J. A. G., de Jong, F. C. J. M., & Pelsser, A. (2001). Libor Market Models versus Swap Market Models for the Pricing of Interest Rate Derivatives: An Empirical Analysis. European Finance Review, 5(3), 201-237.
  • de Jong, F. C. J. M., Koster, H. A. J., & van Leijenhorst, A. (2000). De rol van derivaten. Economisch-Statistische Berichten, 85, 497-499.
  • de Jong, F. C. J. M., Koster, H. A. J., & van Leijenhorst, A. (2000). Derivaten in consumenten-producten. Economisch-Statistische Berichten, 85, 589-591.
  • de Jong, F. C. J. M., Driessen, J. J. A. G., & Pelsser, A. (2000). Libor and swap market models for the pricing of interest rate derivatives: An emperical analysis. CENTER Discussion paper, 0035.
  • de Jong, F. C. J. M. (2000). Time Series and Cross Section Information in Affine Term Structure Models. Journal of Business & Economic Statistics, 18(3), 300-314. https://doi.org/10.2307/1392263
  • de Jong, F. C. J. M. (1999). Time Series and Cross Section Information in Affine Term Structure Models. CEPR Discussion Paper Series, (2065).
  • de Jong, F. C. J. M., Mahieu, R., Schotman, P., & Leeuwen, I. (1999). Price dscovery in the foreign exchange markets with dfferentially informed traders. (Tinbergen Institute Discussion Paper; No. TI 1999-032/2). Tinbergen Institute Discussion Paper. http://papers.tinbergen.nl/99032.pdf
  • de Jong, F. C. J. M., & Santa-Clara, P. (1999). The Dynamics of the Forward Interest Curve: A Formulation with State Variables. Journal of Financial and Quantitative Analysis, 34(1), 131-157. https://doi.org/10.2307/2676249
  • de Jong, F. C. J. M., & Donders, M. (1998). Intraday Lead-lag Relationships between the Futures- Options and Stock Market. European Finance Review, 1(3), 337-359.
  • de Jong, F. C. J. M., Mahieu, R., & Schotman, P. (1998). Price Discovery in the Foreign Exchange Market: An Empirical Analysis of the YenDmark Rate. Journal of International Money and Finance, 17(1), 5-27. https://doi.org/10.1016/S0261-5606(97)00058-2
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