prof. dr. Frans de Roon
Full Professor
TiSEM: Tilburg School of Economics and Management
TiSEM: Department Finance
F.A.deRoon@tilburguniversity.edu
Room
T 111
Courses
Recent publications
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Uncovering the Public and Private Components of Private Debt Returns
Böni, P., & de Roon, F. (2023). Uncovering the Public and Private Components of Private Debt Returns. (pp. 1-59). SSRN. -
Covenants and the Pricing of Private and Public Bonds
Böni, P., Joos, P. P. M., & de Roon, F. (2020). Covenants and the Pricing of Private and Public Bonds. SSRN. -
Time-varying inflation risk and stock returns
Boons, M., Duarte, F., de Roon, F., & Szymanowska, M. (2020). Time-varying inflation risk and stock returns. Journal of Financial Economics, 136(2 ), 444-470. -
Spanning tests for assets with option-like > payoffs: The case of hed…
Karehnke, P., & de Roon, F. (2020). Spanning tests for assets with option-like > payoffs: The case of hedge funds. Management Science, 66(12), 5969-5989. -
A skewed distribution with asset pricing applications
de Roon, F., & Karehnke, P. (2017). A skewed distribution with asset pricing applications. Review of Finance, 21(6), 2169-2197.