Jon Wongswan - Central Bank Research Hub

Papers by year: All | 2014 | 2011 | 2008 | 2007 | 2006 | 2005 | 2004 | 2003

Title Other author(s)

Uncovered Equity Parity and Rebalancing in International Portfolios

Board of Governors of the Federal Reserve System International Financial Discussion Papers [View] (Paper: 1103, 22.05.2014)

JEL: F21, G11, G12

U.S. International Equity Investment and Past Prospective Returns

Board of Governors of the Federal Reserve System International Financial Discussion Papers [View] (Paper: 1016, 22.03.2011)

Do Fundamentals Explain the International Impact of U.S. Interest Rates? Evidence at the Firm Level

Board of Governors of the Federal Reserve System International Financial Discussion Papers [View] (Paper: 0952, 10.11.2008)

JEL: E44, E52, G14, G15

Global Asset Prices and FOMC Announcements

Board of Governors of the Federal Reserve System International Financial Discussion Papers [View] (Paper: 0886, 04.03.2007)

JEL: E44, E52, G14, G15

Transmission of Volatility and Trading Activity in the Global Interdealer Foreign Exchange Market: Evidence from Electronic Broking Services (EBS) Data

Board of Governors of the Federal Reserve System International Financial Discussion Papers [View] (Paper: 0863, 03.07.2006)

JEL: F31, G15

The Response of Global Equity Indexes to U.S. Monetary Policy Announcements

Board of Governors of the Federal Reserve System International Financial Discussion Papers [View] (Paper: 0844, 01.11.2005)

JEL: E44, E52, G14, G15

The Performance of International Portfolios

Board of Governors of the Federal Reserve System International Financial Discussion Papers [View] (Paper: 0817, 01.10.2004)

JEL: F21, G11, G12

Cash Flows and Discount Rates, Industry and Country Effects, and Co-Movement in Stock Returns

Board of Governors of the Federal Reserve System International Financial Discussion Papers [View] (Paper: 0818, 01.10.2004)

JEL: F36, G15

Contagion: An Empirical Test

Board of Governors of the Federal Reserve System International Financial Discussion Papers [View] (Paper: 0775, 01.10.2003)

JEL: F30, G12, G14, G15

Transmission of Information Across International Equity Markets

Board of Governors of the Federal Reserve System International Financial Discussion Papers [View] (Paper: 0759, 01.03.2003)

JEL: E44, G14, G15

Papers by year: All | 2014 | 2011 | 2008 | 2007 | 2006 | 2005 | 2004 | 2003