Jon Wongswan
Personal Details
First Name: | Jon |
Middle Name: | |
Last Name: | Wongswan |
Suffix: | |
RePEc Short-ID: | pwo162 |
[This author has chosen not to make the email address public] | |
http://th.linkedin.com/pub/jon-wongswan/4/663/641 | |
Affiliation
(95%) Puey Ungphakorn Institute for Economic Research (PIER)
Bangkok, Thailandhttp://www.pier.or.th/
RePEc:edi:pierbth (more details at EDIRC)
(5%) Phatra Securities Public Company Limited (Phatra Securities Public Company Limited)
http://www.phatrasecurities.com/en/Thailand, Bangkok
Research output
Jump to: Working papers ArticlesWorking papers
- Stephanie E. Curcuru & Charles P. Thomas & Francis E. Warnock & Jon Wongswan, 2014.
"Uncovered Equity Parity and Rebalancing in International Portfolios,"
NBER Working Papers
19963, National Bureau of Economic Research, Inc.
- Curcuru, Stephanie E. & Thomas, Charles P. & Warnock, Francis E. & Wongswan, Jon, 2014. "Uncovered Equity Parity and rebalancing in international portfolios," Journal of International Money and Finance, Elsevier, vol. 47(C), pages 86-99.
- Stephanie E. Curcuru & Charles P. Thomas & Francis E. Warnock & Jon Wongswan, 2014. "Uncovered Equity Parity and Rebalancing in International Portfolios," International Finance Discussion Papers 1103, Board of Governors of the Federal Reserve System (U.S.).
- Jon wongswan & Pipat Luengnaruemitchai & Watcharida Boonthaveepat, 2013. "Financial Development and Long-term Growth," Working Papers 2013-04, Monetary Policy Group, Bank of Thailand.
- Stephanie E. Curcuru & Charles P. Thomas & Francis E. Warnock & Jon Wongswan, 2011.
"U.S. International Equity Investment and Past and Prospective Returns,"
NBER Working Papers
16677, National Bureau of Economic Research, Inc.
- Stephanie E. Curcuru & Charles P. Thomas & Francis E. Warnock & Jon Wongswan, 2011. "US International Equity Investment and Past and Prospective Returns," American Economic Review, American Economic Association, vol. 101(7), pages 3440-3455, December.
- Stephanie E. Curcuru & Charles P. Thomas & Francis E. Warnock & Jon Wongswan, 2011. "U.S. international equity investment and past prospective returns," International Finance Discussion Papers 1016, Board of Governors of the Federal Reserve System (U.S.).
- John Ammer & Clara Vega & Jon Wongswan, 2008. "Do fundamentals explain the international impact of U.S. interest rates? evidence at the firm level," International Finance Discussion Papers 952, Board of Governors of the Federal Reserve System (U.S.).
- Joshua Hausman & Jon Wongswan, 2006.
"Global asset prices and FOMC announcements,"
International Finance Discussion Papers
886, Board of Governors of the Federal Reserve System (U.S.).
- Hausman, Joshua & Wongswan, Jon, 2011. "Global asset prices and FOMC announcements," Journal of International Money and Finance, Elsevier, vol. 30(3), pages 547-571, April.
- Fang Cai & Edward Howorka & Jon Wongswan, 2006. "Transmission of volatility and trading activity in the global interdealer foreign exchange market: evidence from electronic broking services (EBS) data," International Finance Discussion Papers 863, Board of Governors of the Federal Reserve System (U.S.).
- Charles P. Thomas & Francis E. Warnock & Jon Wongswan, 2006.
"The Performance of International Equity Portfolios,"
NBER Working Papers
12346, National Bureau of Economic Research, Inc.
- Charles P. Thomas, 2006. "The Performance of International Equity Portfolios," The Institute for International Integration Studies Discussion Paper Series iiisdp162, IIIS.
- Charles P. Thomas & Francis E. Warnock & Jon Wongswan, 2004. "The Performance of International Equity Portfolios," International Finance Discussion Papers 817, Board of Governors of the Federal Reserve System (U.S.).
- Jon Wongswan, 2005.
"The response of global equity indexes to U.S. monetary policy announcements,"
International Finance Discussion Papers
844, Board of Governors of the Federal Reserve System (U.S.).
- Wongswan, Jon, 2009. "The response of global equity indexes to U.S. monetary policy announcements," Journal of International Money and Finance, Elsevier, vol. 28(2), pages 344-365, March.
- John Ammer & Jon Wongswan, 2004.
"Cash flows and discount rates, industry and country effects, and co-movement in stock returns,"
International Finance Discussion Papers
818, Board of Governors of the Federal Reserve System (U.S.).
- John Ammer & Jon Wongswan, 2007. "Cash Flows and Discount Rates, Industry and Country Effects and Co‐Movement in Stock Returns," The Financial Review, Eastern Finance Association, vol. 42(2), pages 211-226, May.
- Jon Wongswan, 2003. "Contagion: an empirical test," International Finance Discussion Papers 775, Board of Governors of the Federal Reserve System (U.S.).
- Jon Wongswan, 2003.
"Transmission of information across international equity markets,"
International Finance Discussion Papers
759, Board of Governors of the Federal Reserve System (U.S.).
- Jon Wongswan, 2006. "Transmission of Information across International Equity Markets," The Review of Financial Studies, Society for Financial Studies, vol. 19(4), pages 1157-1189.
Articles
- Jinjarak, Yothin & Wongswan, Jon & Zheng, Huanhuan, 2011. "International fund investment and local market returns," Journal of Banking & Finance, Elsevier, vol. 35(3), pages 572-587, March.
- Stephanie E. Curcuru & Charles P. Thomas & Francis E. Warnock & Jon Wongswan, 2011.
"US International Equity Investment and Past and Prospective Returns,"
American Economic Review, American Economic Association, vol. 101(7), pages 3440-3455, December.
- Stephanie E. Curcuru & Charles P. Thomas & Francis E. Warnock & Jon Wongswan, 2011. "U.S. International Equity Investment and Past and Prospective Returns," NBER Working Papers 16677, National Bureau of Economic Research, Inc.
- Hausman, Joshua & Wongswan, Jon, 2011.
"Global asset prices and FOMC announcements,"
Journal of International Money and Finance, Elsevier, vol. 30(3), pages 547-571, April.
- Joshua Hausman & Jon Wongswan, 2006. "Global asset prices and FOMC announcements," International Finance Discussion Papers 886, Board of Governors of the Federal Reserve System (U.S.).
- John Ammer & Clara Vega & Jon Wongswan, 2010. "International Transmission of U.S. Monetary Policy Shocks: Evidence from Stock Prices," Journal of Money, Credit and Banking, Blackwell Publishing, vol. 42(s1), pages 179-198, September.
- Wongswan, Jon, 2009.
"The response of global equity indexes to U.S. monetary policy announcements,"
Journal of International Money and Finance, Elsevier, vol. 28(2), pages 344-365, March.
- Jon Wongswan, 2005. "The response of global equity indexes to U.S. monetary policy announcements," International Finance Discussion Papers 844, Board of Governors of the Federal Reserve System (U.S.).
- Cai, Fang & Howorka, Edward & Wongswan, Jon, 2008. "Informational linkages across trading regions: Evidence from foreign exchange markets," Journal of International Money and Finance, Elsevier, vol. 27(8), pages 1215-1243, December.
- John Ammer & Jon Wongswan, 2007.
"Cash Flows and Discount Rates, Industry and Country Effects and Co‐Movement in Stock Returns,"
The Financial Review, Eastern Finance Association, vol. 42(2), pages 211-226, May.
- John Ammer & Jon Wongswan, 2004. "Cash flows and discount rates, industry and country effects, and co-movement in stock returns," International Finance Discussion Papers 818, Board of Governors of the Federal Reserve System (U.S.).
- Jon Wongswan, 2006.
"Transmission of Information across International Equity Markets,"
The Review of Financial Studies, Society for Financial Studies, vol. 19(4), pages 1157-1189.
- Jon Wongswan, 2003. "Transmission of information across international equity markets," International Finance Discussion Papers 759, Board of Governors of the Federal Reserve System (U.S.).
More information
Research fields, statistics, top rankings, if available.Statistics
Access and download statistics for all items
Co-authorship network on CollEc
Featured entries
This author is featured on the following reading lists, publication compilations, Wikipedia, or ReplicationWiki entries:NEP Fields
NEP is an announcement service for new working papers, with a weekly report in each of many fields. This author has had 12 papers announced in NEP. These are the fields, ordered by number of announcements, along with their dates. If the author is listed in the directory of specialists for this field, a link is also provided.- NEP-IFN: International Finance (5) 2004-10-21 2006-08-05 2007-03-31 2011-04-02 2014-06-22. Author is listed
- NEP-FIN: Finance (4) 2003-05-08 2005-05-23 2005-12-01 2006-07-09
- NEP-FMK: Financial Markets (3) 2003-05-08 2006-07-09 2006-08-05
- NEP-OPM: Open Economy Macroeconomics (3) 2008-12-07 2014-03-15 2014-06-22
- NEP-CBA: Central Banking (2) 2007-03-31 2008-12-07
- NEP-MAC: Macroeconomics (2) 2005-12-01 2007-03-31
- NEP-RMG: Risk Management (2) 2003-10-28 2006-07-09
- NEP-HIS: Business, Economic and Financial History (1) 2003-05-08
- NEP-MON: Monetary Economics (1) 2007-03-31
- NEP-MST: Market Microstructure (1) 2006-08-05
- NEP-SEA: South East Asia (1) 2006-08-05
Corrections
All material on this site has been provided by the respective publishers and authors. You can help correct errors and omissions. For general information on how to correct material on RePEc, see these instructions.
To update listings or check citations waiting for approval, Jon Wongswan should log into the RePEc Author Service.
To make corrections to the bibliographic information of a particular item, find the technical contact on the abstract page of that item. There, details are also given on how to add or correct references and citations.
To link different versions of the same work, where versions have a different title, use this form. Note that if the versions have a very similar title and are in the author's profile, the links will usually be created automatically.
Please note that most corrections can take a couple of weeks to filter through the various RePEc services.