Jong, Franciscus Cornelis Johannes Maria de (1966-)

Hoogleraar Financiële Markten en Risicomanagement, Universiteit van Tilburg, 2005-heden
rdfs:label "Jong, Franciscus Cornelis Johannes Maria de (1966-)"
schema:name "Franciscus Cornelis Johannes Maria de Jong"
schema:familyName "de Jong"
schema:givenName "Franciscus Cornelis Johannes Maria"
schema:alternateName "Jong, F.C.J.M. de"
schema:description "Hoogleraar Financiële Markten en Risicomanagement, Universiteit van Tilburg, 2005-heden"
"Hoogleraar Financiën en Verzekeringen, Universiteit van Amsterdam, 2001-2007"
"B0325504: Finance Group, Univ. of Amsterdam"
"B0330874: hoogleraar Financiering en Verzekeringen, UvA"
schema:birthDate "1966"
schema:sameAs <https://isni.org/isni/0000000110420357>
wd:Q30074705
<http://viaf.org/viaf/18297303>
schema:mainEntityOfPage <https://data.bibliotheken.nl/.well-known/genid/1fd52248c28efa58b969fca42abcc406>

Inverse relations

[ .. ] → schema:author → Jong, Franciscus Cornelis Johannes Maria de (1966-)

A comparison of the cost of trading French shares on the Paris Bourse and SEAQ International / by Frank de Jong, Theo Nijman and Ailsa Röellschema:ProductModel A contribution to event study methodology with an application to the Dutch stock market / Frank de Jong, Angelien Kemna and Teun Kloekschema:ProductModel A univariate analysis of EMS exchange rates using a target zone model / by Frank de Jongschema:ProductModel Empirical studies on exchange rate target zones and the microstructure of securities markets / Franciscus Cornelis Johannes Maria de Jongschema:ProductModel Exchange rate target zones : a new approach / by Frank de Jong, Feike C. Drost and Bas J.M. Werkerschema:ProductModel High frequency analysis of lead-lag relationships between financial markets / by Frank de Jong and Theo Nijmanschema:ProductModel High frequency analysis of lead-lag relationships between financial markets / by Frank de Jong and Theo Nijmanschema:ProductModel Intraday lead-lag relationships between the futures-, options and stock market / by Frank de Jong and Monique W.M. Dondersschema:ProductModel Intraday lead-lag relationships between the futures-, options and stock market / by Frank de Jong and Monique W.M. Dondersschema:ProductModel Is mijn pensioen nog wel veilig? : over sparen en beleggen voor later / Frank de Jongschema:ProductModel Is mijn pensioen nog wel veilig? : over sparen en beleggen voor later / Frank de Jongschema:ProductModel Libor and swap market models for the pricing of interest rate derivatives : an empirical analysis / Frank de Jong, Joost Driessen, Antoon Pelsserschema:ProductModel Libor market models versus swap market models for pricing interest rate derivatives : an empirical analysis / Frank de Jong, Joost Driessen and Antoon Pelsserschema:ProductModel Measures of contributions to price discovery / Frank de Jongschema:ProductModel Measures of contributions to price discovery : a comparison / Frank de Jongschema:ProductModel On the information in the interest rate term structure and option prices / Frank De Jong, Joost Driessen, Antoon Pelsserschema:ProductModel Price effects of trading and components of the bid-ask spread on the Paris Bourse / by Frank de Jong, Theo Nijman and Ailsa Röellschema:ProductModel Seigniorage, taxes, government debt and the EMS / by Frank de Jong and Frederick van der Ploegschema:ProductModel Specification, solution and estimation of a discrete time target zone model of EMS exchange rates / by Frank de Jongschema:ProductModel The valuation and hedging of variable rate savings accounts / Frank de Jong, Jacco Wielhouwerschema:ProductModel ... show all 25