Frans de Roon

An Anatomy of Commodity Futures Risk Premia

Marta Szymanowska, Frans de Roon, Theo Nijman et al. · The Journal of Finance · 2013 · 332 citations

Economics, Spot Premia, Financial Economics +13

Time-varying inflation risk and stock returns

Martijn Boons, Fernando Duarte, Frans de Roon et al. · Journal of Financial Economics · 2019 · 105 citations

Economics, Volatility Modeling, Financial Economics +5

Announcement effects of convertible bond loans and warrant-bond loans: An empirical analysis for the Dutch market

Frans de Roon, Chris Veld · Journal of Banking & Finance · 1998 · 96 citations

Economics, Announcement Effects, Financial Structure +8

Out-of-sample hedging effectiveness of currency futures for alternative models and hedging strategies

Abe de Jong, Frans de Roon, Chris Veld · Journal of Futures Markets · 1997 · 59 citations

Hedging, Economics, Currency Hedging +9

Time-Varying Market Integration and Expected Returns in Emerging Markets

Frans de Roon, Frank de Jong · SSRN Electronic Journal · 2001 · 51 citations · Full text

Empirical Finance, Emerging Market, Economics +14