Details about Frederick Van Gysegem

Access statistics for papers by Frederick Van Gysegem.

Last updated 2023-03-16. Update your information in the RePEc Author Service.

Short-id: pva521

Working Papers

2014

1. Bid-Ask Spread Components on the Foreign Exchange Market: Quantifying the Risk Component
   Working Papers of Faculty of Economics and Business Administration, Ghent University, Belgium, Ghent University, Faculty of Economics and Business Administration

2013

2. News, Liquidity Dynamics and Intraday Jumps: Evidence from the HUF/EUR market
   Working Papers of Faculty of Economics and Business Administration, Ghent University, Belgium, Ghent University, Faculty of Economics and Business Administration View citations (1)

2011

3. Spread Components in the Hungarian Forint-Euro Market
   Working Papers of Faculty of Economics and Business Administration, Ghent University, Belgium, Ghent University, Faculty of Economics and Business Administration View citations (2)
   Also in 2011 Meeting Papers, Society for Economic Dynamics (2011) View citations (2)
   See also Journal Article Spread Components in the Hungarian Forint-Euro Market, Emerging Markets Finance and Trade, Taylor & Francis Journals (2012) View citations (4) (2012)

Journal Articles

2015

1. Further Evidence on Foreign Exchange Jumps and News Announcements
   Emerging Markets Finance and Trade, 2015, 51, (4), 774-787 View citations (7)

2012

2. Spread Components in the Hungarian Forint-Euro Market
   Emerging Markets Finance and Trade, 2012, 48, (3), 52-69 View citations (4)
   See also Working Paper Spread Components in the Hungarian Forint-Euro Market, Working Papers of Faculty of Economics and Business Administration, Ghent University, Belgium (2011) View citations (2) (2011)