Frank de Jong

Finance · with Driessen · 2010–2012

A researcher in the Science corpus: 3 papers; trusts 7 researchers and is trusted by 1 researcher here, as inferred from the citation graph.

Subfields

Whom Frank de Jong trusts overall

Their strongest outbound trust, strongest first, inferred from their citations.

  1. Francis A. Longstaff
  2. Roberto Blanco Escolar
  3. Donald B. Keim
  4. Ian W. Marsh
  5. Joel Hasbrouck
  6. Tarun Chordia
  7. Y. Amihud
  8. P. Bostock
  9. S. Brennan
  10. Joost Driessen

Who trusts Frank de Jong overall

  1. R. Jankowitsch
  2. N. Friewald

Papers from Frank de Jong's perspective

Ordered by how strongly the researchers Frank de Jong trusts endorse each paper. Same corpus, a different order for every researcher.

  1. The Determinants of Credit Spread Changes
  2. Corporate Yield Spreads: Default Risk or Liquidity? New Evidence from the Credit-Default Swap Market
  3. Explaining the Rate Spread on Corporate Bonds
  4. The jump-risk premia implicit in options: evidence from an integrated time-series study $
  5. The Bond/Old-Bond Spread
  6. Specification Analysis of Affine Term Structure Models
  7. Tepper School of Business 7-2008 Measuring Default Risk Premia from Default Swap Rates and EDFs
  8. Modeling Sovereign Yield Spreads: A Case Study of Russian Debt
  9. Market liquidity and funding liquidity
  10. Illiquidity and Stock Returns: Cross-Section and Time-Series Effects

Their papers