Jon Wongswan
Finance · 2003–2006
A researcher in the Science corpus: 3 papers; trusts 25 researchers and is trusted by 6 researchers here, as inferred from the citation graph.
Subfields
- Finance — 44 citations into it; #3,766 of 10,518 by trust here, #5,165 by citations
- Economics and Econometrics — 39 citations into it; #8,181 of 23,481 by trust here, #12,781 by citations
Whom Jon Wongswan trusts overall
Their strongest outbound trust, strongest first, inferred from their citations.
- Jay C. Shambaugh
- Ken Kuttner
- Torben G. Andersen
- Peter Blair Henry
- E. Kaplan
- Tim Bollerslev
- Jacques A Miniane
- Michael Ehrmann
- Albert S. Kyle
- Jun Pan
Who trusts Jon Wongswan overall
- Georgios P. Georgiadis
- Suzanne S. Lee
- Marcel Fratzscher
- Joshua K. Hausman
- Evézen Kocenda
- Vit Bubak
- Syed Mujahid Hussain
- Torben G. Andersen
Papers from Jon Wongswan's perspective
Ordered by how strongly the researchers Jon Wongswan trusts endorse each paper. Same corpus, a different order for every researcher.
- The Effect of Fixed Exchange Rates on Monetary Policy
- Did the Malaysian Capital Controls Work
- Taking Stock: Monetary Policy Transmission to Equity Markets (Social Science Research Network)
- Capital Controls and the International Transmission of U.S. Money Shocks
- Monetary policy surprises and interest rates: evidence from the Fed funds futures markets
- The jump-risk premia implicit in options: evidence from an integrated time-series study $
- A study towards a unified approach to the joint estimation of objective and risk neutral measures for the purpose of options valuation
- MODELING AND FORECASTING REALIZED VOLATILITY
- Separating Microstructure Noise from Volatility
- Estimating Daily Volatility in Financial Markets Utilizing Intraday Data
Their papers
- The response of global equity indexes to U.S. monetary policy announcements (2005) — 177 citations
- Transmission of Information Across International Equity Markets (2003) — 218 citations
- Global Asset Prices and FOMC Announcements (2006) — 262 citations