Photo of Frank Jong, de
  • Warandelaan 2, Koopmans Building, room K 614

    5037 AB Tilburg

    Netherlands

1991 …2019

Research output per year

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Personal profile

Research interests

Professor de Jong's research focuses on risk management tools for financial institutions. He has done work on the term structure of interest rates and derivatives, and currently works on questions around valuation and risk management for pension funds. Other fields of interest are international finance, including investments in emerging markets, market microstructure and liquidity. He has published in many international journals and is a regular referee for finance journals.

Career

Professor of Financial Markets and Risk Management, Tilburg University, 2005-recent

Professor of Finance and Insurance, University of Amsterdam, 2001-2007

Associate professor of finance, University of Amsterdam, 1998-2000

Assistant professor of econometrics and finance, Tilburg University, 1994-1998

Lecturer in econometrics and statistics, Tilburg University, September 1992-1993

 

PhD supervision

Graduated:

Franc Klaassen (with Harry Huizinga), Tilburg University, January 28, 2000

Han Donker (with Piet Moerland), Tilburg University, December 17, 2001

Yiu Chung Cheung, University of Amsterdam, May 31, 2005

Roger Laeven, (co-promotor), University of Amsterdam, September 21, 2005

Antoine van der Ploeg (with Peter Boswijk), University of Amsterdam, February 10, 2006

Gunther Wuyts, (with Hans Degryse), KU Leuven, March 31, 2006

Otto van Hemert (with Joost Driessen), University of Amsterdam, July 4, 2006

David Schrager (with Peter Boswijk), University of Amsterdam, February 9, 2007

Jiajia Cui (with Eduard Ponds), Tilburg University, January 16, 2009

Dion Bongaerts (with Joost Driessen), Universiteit van Amsterdam, June 11, 2010

Jérémie Lefebvre (with Hans Degryse), Tilburg University, March 28, 2011

Roel Mehlkopf (with Lans Bovenberg), Tilburg University, October 21, 2011

Vincent van Kervel (with Hans Degryse) Tilburg University, January 25, 2013

Current courses

Click here for my courses.

External positions

Research (guest appointment) (Universiteit van Amsterdam)

1 Aug 2014 → …

Keywords

  • Finance
  • Econometrics
  • Insurance
  • Statistics
  • Financial Markets

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Research Output

The dividend term structure

Kragt, J., de Jong, F. & Driessen, J., May 2019, In : Journal of Financial and Quantitative Analysis.

Research output: Contribution to journalArticleScientificpeer-review

  • Cross-border auction cycle effects of sovereign bond issuance in the Euro area

    Beetsma, R. M. W. J., Giuliodori, M., Hanson, J. & de Jong, F., Oct 2018, In : Journal of Money, Credit and Banking. 50, 7, p. 1401-1440

    Research output: Contribution to journalArticleScientificpeer-review

    Open Access
  • An asset pricing approach to liquidity effects in corporate bond markets

    Bongaerts, D., de Jong, F. & Driessen, J., Apr 2017, In : The Review of Financial Studies. 30, 4, p. 1229-1269

    Research output: Contribution to journalArticleScientificpeer-review

  • Realized (co)variances of eurozone sovereign yields during the crisis: The impact of news and the Securities Markets Programme

    Beetsma, R. M. W. J., de Jong, F., Giuliodori, M. & Widijanto, D., Jul 2017, In : Journal of International Money and Finance. 75, p. 14-31

    Research output: Contribution to journalArticleScientificpeer-review

  • Interest Rate Models for Pension and Insurance Regulation

    Broeders, D. W. G. A., de Jong, F. & Schotman, P., May 2016, Tilburg: NETSPAR, 44 p. (Netspar Industry Paper; vol. Design 56).

    Research output: Working paperDiscussion paperOther research output

    Open Access
    File
  • Activities

    • 3 Editorial activity

    De Economist (Journal)

    F.C.J.M. de Jong (Editorial board member)
    2012 → …

    Activity: Publication peer-review and editorial work typesEditorial activityScientific

    Journal of Financial Markets (Journal)

    F.C.J.M. de Jong (Editorial board member)
    2012 → …

    Activity: Publication peer-review and editorial work typesEditorial activityScientific

    Journal of Financial Econometrics (Journal)

    F.C.J.M. de Jong (Editorial board member)
    2012 → …

    Activity: Publication peer-review and editorial work typesEditorial activityScientific

    Projects

    Guarantees in pension plans

    Zhou, Y. & de Jong, F.

    1/09/111/09/14

    Project: Research project

    Competition between Stock Exchanges

    van Kervel, V. L., Degryse, H. A. & de Jong, F.

    1/09/0925/01/13

    Project: Research project

    Essays on non-bank financial intermediaries

    Düzce, S. B., Sengmuller, P. & de Jong, F.

    1/09/081/09/12

    Project: Research project

    Essays on insider trading regulation and market microstructure

    Lefebvre, J. J. G., de Jong, F. & Degryse, H. A.

    1/08/061/08/09

    Project: Research project