Details about Jon Wongswan

Access statistics for papers by Jon Wongswan.

Last updated 2017-08-19. Update your information in the RePEc Author Service.

Short-id: pwo162

Working Papers

2014

1. Uncovered Equity Parity and Rebalancing in International Portfolios
   NBER Working Papers, National Bureau of Economic Research, Inc View citations (32)
   Also in International Finance Discussion Papers, Board of Governors of the Federal Reserve System (U.S.) (2014) View citations (29)

2013

2. Financial Development and Long-term Growth
   Working Papers, Monetary Policy Group, Bank of Thailand

2011

3. U.S. International Equity Investment and Past and Prospective Returns
   NBER Working Papers, National Bureau of Economic Research, Inc View citations (43)
   See also Journal Article US International Equity Investment and Past and Prospective Returns, American Economic Review, American Economic Association (2011) View citations (55) (2011)
4. U.S. international equity investment and past prospective returns
   International Finance Discussion Papers, Board of Governors of the Federal Reserve System (U.S.) View citations (10)

2008

5. Do fundamentals explain the international impact of U.S. interest rates? evidence at the firm level
   International Finance Discussion Papers, Board of Governors of the Federal Reserve System (U.S.) View citations (7)

2006

6. Global asset prices and FOMC announcements
   International Finance Discussion Papers, Board of Governors of the Federal Reserve System (U.S.) View citations (21)
   See also Journal Article Global asset prices and FOMC announcements, Journal of International Money and Finance, Elsevier (2011) View citations (138) (2011)
7. The Performance of International Equity Portfolios
   NBER Working Papers, National Bureau of Economic Research, Inc View citations (19)
   Also in International Finance Discussion Papers, Board of Governors of the Federal Reserve System (U.S.) (2004) View citations (25)
8. Transmission of volatility and trading activity in the global interdealer foreign exchange market: evidence from electronic broking services (EBS) data
   International Finance Discussion Papers, Board of Governors of the Federal Reserve System (U.S.) View citations (3)

2005

9. The response of global equity indexes to U.S. monetary policy announcements
   International Finance Discussion Papers, Board of Governors of the Federal Reserve System (U.S.) View citations (9)
   See also Journal Article The response of global equity indexes to U.S. monetary policy announcements, Journal of International Money and Finance, Elsevier (2009) View citations (98) (2009)

2004

10. Cash flows and discount rates, industry and country effects, and co-movement in stock returns
    International Finance Discussion Papers, Board of Governors of the Federal Reserve System (U.S.)
    See also Journal Article Cash Flows and Discount Rates, Industry and Country Effects and Co‐Movement in Stock Returns, The Financial Review, Eastern Finance Association (2007) View citations (7) (2007)

2003

11. Contagion: an empirical test
    International Finance Discussion Papers, Board of Governors of the Federal Reserve System (U.S.) View citations (4)
12. Transmission of information across international equity markets
    International Finance Discussion Papers, Board of Governors of the Federal Reserve System (U.S.) View citations (9)
    See also Journal Article Transmission of Information across International Equity Markets, The Review of Financial Studies, Society for Financial Studies (2006) View citations (114) (2006)

Journal Articles

2011

1. Global asset prices and FOMC announcements
   Journal of International Money and Finance, 2011, 30, (3), 547-571 View citations (138)
   See also Working Paper Global asset prices and FOMC announcements, International Finance Discussion Papers (2006) View citations (21) (2006)
2. International fund investment and local market returns
   Journal of Banking & Finance, 2011, 35, (3), 572-587 View citations (26)
3. US International Equity Investment and Past and Prospective Returns
   American Economic Review, 2011, 101, (7), 3440-55 View citations (55)
   See also Working Paper U.S. International Equity Investment and Past and Prospective Returns, NBER Working Papers (2011) View citations (43) (2011)

2010

4. International Transmission of U.S. Monetary Policy Shocks: Evidence from Stock Prices
   Journal of Money, Credit and Banking, 2010, 42, (s1), 179-198 View citations (46)

2009

5. The response of global equity indexes to U.S. monetary policy announcements
   Journal of International Money and Finance, 2009, 28, (2), 344-365 View citations (98)
   See also Working Paper The response of global equity indexes to U.S. monetary policy announcements, International Finance Discussion Papers (2005) View citations (9) (2005)

2008

6. Informational linkages across trading regions: Evidence from foreign exchange markets
   Journal of International Money and Finance, 2008, 27, (8), 1215-1243 View citations (53)

2007

7. Cash Flows and Discount Rates, Industry and Country Effects and Co‐Movement in Stock Returns
   The Financial Review, 2007, 42, (2), 211-226 View citations (7)
   See also Working Paper Cash flows and discount rates, industry and country effects, and co-movement in stock returns, International Finance Discussion Papers (2004) (2004)

2006

8. Transmission of Information across International Equity Markets
   The Review of Financial Studies, 2006, 19, (4), 1157-1189 View citations (114)
   See also Working Paper Transmission of information across international equity markets, International Finance Discussion Papers (2003) View citations (9) (2003)