17
H index
24
i10 index
1010
Citations
Willem Verschoor : Citation Profile
Vrije Universiteit Amsterdam (50% share) | RESEARCH PRODUCTION: 44 Articles 7 Papers 1 Chapters RESEARCH ACTIVITY:
MORE DETAILS IN: ABOUT THIS REPORT:
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34 years (1990 - 2024). Relations with other researchers
Works with:
Authors registered in RePEc who have co-authored more than one work in the last five years with Willem Verschoor. | Is cited by:
| Cites to:
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Main data
Where Willem Verschoor has published?
| Working Papers Series with more than one paper published | # docs |
|---|---|
| LSF Research Working Paper Series / Luxembourg School of Finance, University of Luxembourg | 2 |
| CEPR Discussion Papers / C.E.P.R. Discussion Papers | 2 |
Recent works citing Willem Verschoor (2024 and 2023)
| Year | Title of citing document |
|---|---|
| 2024 | Endogenous vs Exogenous Instability: An Out-of-Sample Comparison. (2024). Ricchiuti, Giorgio ; Delli Gatti, Domenico ; Gusella, Filippo. In: CESifo Working Paper Series. RePEc:ces:ceswps:_11082. Full description at Econpapers || Download paper |
| 2023 | Currency portfolio behavior in seven major Asian markets. (2023). Lin, Chinho ; Chang, Hao-Wen. In: Economic Analysis and Policy. RePEc:eee:ecanpo:v:79:y:2023:i:c:p:540-559. Full description at Econpapers || Download paper |
| 2023 | Global uncertainty shocks and exchange-rate expectations in Latin America. (2023). Romero, José ; Ojeda-Joya, Jair. In: Economic Modelling. RePEc:eee:ecmode:v:120:y:2023:i:c:s0264999322004229. Full description at Econpapers || Download paper |
| 2024 | Time-varying jump intensity and volatility forecasting of crude oil returns. (2024). Bouri, Elie ; Chen, Yan ; Zhang, Lei. In: Energy Economics. RePEc:eee:eneeco:v:129:y:2024:i:c:s014098832300734x. Full description at Econpapers || Download paper |
| 2024 | Fossil energy risk exposure of the UK electricity system: The moderating role of electricity generation mix and energy source. (2024). Tsai, I-Chun. In: Energy Policy. RePEc:eee:enepol:v:188:y:2024:i:c:s0301421524000855. Full description at Econpapers || Download paper |
| 2023 | Commodity exposure in the eurozone: How EU energy security is conditioned by the Euro. (2023). Martinez-Salgueiro, Andrea ; Vivel-Bua, Milagros ; de Llano-Paz, Fernando ; Lado-Sestayo, Ruben. In: Energy. RePEc:eee:energy:v:277:y:2023:i:c:s0360544223009222. Full description at Econpapers || Download paper |
| 2023 | Measuring financial contagion: Dealing with the volatility Bias in the correlation dynamics. (2023). Tsafack, Georges ; Starkey, Christopher Michael. In: International Review of Financial Analysis. RePEc:eee:finana:v:90:y:2023:i:c:s1057521923003794. Full description at Econpapers || Download paper |
| 2023 | Network effects on risk co-movements: A network quantile autoregression-based analysis. (2023). Zhu, Xiaonan ; Shu, Lei ; Gao, YU ; Chen, YU. In: Finance Research Letters. RePEc:eee:finlet:v:56:y:2023:i:c:s1544612323004427. Full description at Econpapers || Download paper |
| 2023 | Bibliometric review of research on exchange rate predictability and fundamentals. (2023). Gulati, Vishal. In: Finance Research Letters. RePEc:eee:finlet:v:58:y:2023:i:pa:s1544612323006001. Full description at Econpapers || Download paper |
| 2023 | Promoting financial stability of oil producers: Operational vs. financial hedging. (2023). Lu, You ; Kang, Sang Baum ; Fang, Yiwei. In: Journal of Financial Stability. RePEc:eee:finsta:v:67:y:2023:i:c:s1572308923000529. Full description at Econpapers || Download paper |
| 2023 | Hedging effectiveness of cryptocurrencies in the European stock market. (2023). Muzzioli, Silvia ; Marchi, Gianluca ; Gambarelli, Luca. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:84:y:2023:i:c:s1042443123000252. Full description at Econpapers || Download paper |
| 2024 | Are consensus FX forecasts valuable for investors?. (2024). Rubaszek, Michał ; Beckmann, Joscha ; Kwas, Marek. In: International Journal of Forecasting. RePEc:eee:intfor:v:40:y:2024:i:1:p:268-284. Full description at Econpapers || Download paper |
| 2024 | On the role of fundamentals, private signals, and beauty contests to predict exchange rates. (2024). Pancotto, Francesca ; Raggi, Davide ; Pignataro, Giuseppe. In: International Journal of Forecasting. RePEc:eee:intfor:v:40:y:2024:i:2:p:687-705. Full description at Econpapers || Download paper |
| 2023 | Foreign exchange exposure and analysts’ earnings forecasts. (2023). Naiker, Vic ; Lai, Karen ; Chen, Chen ; Yusoff, Iliyas ; Wang, Jun. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:146:y:2023:i:c:s0378426622002953. Full description at Econpapers || Download paper |
| 2023 | Eurozone government bond spreads: A tale of different ECB policy regimes. (2023). Pieterse-Bloem, Mary. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:139:y:2023:i:c:s0261560623001663. Full description at Econpapers || Download paper |
| 2023 | Investor behavior in the currency option market during the COVID-19 pandemic. (2023). de Peretti, Christian ; Boutouria, Nahla ; Dammak, Wael ; ben Hamad, Salah. In: The Journal of Economic Asymmetries. RePEc:eee:joecas:v:28:y:2023:i:c:s170349492300049x. Full description at Econpapers || Download paper |
| 2023 | Gold and tail risks. (2023). Salisu, Afees ; Adediran, Idris ; Tchankam, Jean Paul ; Omoke, Philip C. In: Resources Policy. RePEc:eee:jrpoli:v:80:y:2023:i:c:s0301420722005979. Full description at Econpapers || Download paper |
| 2023 | Dynamic connectedness between credit and liquidity risks in euro area sovereign debt markets. (2023). Sosvilla-Rivero, Simon ; Pieterse-Bloem, Mary ; Gomez-Puig, Marta. In: Journal of Multinational Financial Management. RePEc:eee:mulfin:v:68:y:2023:i:c:s1042444x23000191. Full description at Econpapers || Download paper |
| 2024 | The forward premium anomaly and the currency carry trade hypothesis. (2024). Smyrnakis, Dimitris ; Tzavalis, Elias ; Elias, Nikolaos. In: The Quarterly Review of Economics and Finance. RePEc:eee:quaeco:v:95:y:2024:i:c:p:203-218. Full description at Econpapers || Download paper |
| 2023 | How does exchange rate elasticity of aggregate consumption adjust currency risk price in the stock market?. (2023). Li, Huashi ; Chen, Qi-An. In: International Review of Economics & Finance. RePEc:eee:reveco:v:84:y:2023:i:c:p:590-610. Full description at Econpapers || Download paper |
| 2023 | Are Islamic stocks immune from financial crises? Evidence from contagion tests. (2023). Hoque, Ariful ; Hassan, Kamrul ; Wong, Wing-Keung ; Gasbarro, Dominic. In: International Review of Economics & Finance. RePEc:eee:reveco:v:86:y:2023:i:c:p:919-948. Full description at Econpapers || Download paper |
| 2023 | Do bitcoin news information flow and return volatility fit the sequential information arrival hypothesis and the mixture of distribution hypothesis?. (2023). Chiu, Chien-Liang ; Day, Min-Yuh ; Chou, Ke-Hsin. In: International Review of Economics & Finance. RePEc:eee:reveco:v:88:y:2023:i:c:p:365-385. Full description at Econpapers || Download paper |
| 2024 | Endogenous vs Exogenous Instability: An Out-of-Sample Comparison. (2024). Ricchiuti, Giorgio ; Gusella, Filippo ; Gatti, Domenico Delli. In: Working Papers - Economics. RePEc:frz:wpaper:wp2024_05.rdf. Full description at Econpapers || Download paper |
| 2023 | The Impact of Rural Land on the Life Satisfaction of Farming Women: Evidence from China. (2023). Liu, Yunxiang ; Zhang, Songpei ; Lai, Mianshan ; Arestis, Philip. In: Land. RePEc:gam:jlands:v:12:y:2023:i:3:p:708-:d:1101532. Full description at Econpapers || Download paper |
| 2023 | Exchange Rate Risk Management using Currency Derivatives: The Case of Exposures to Japanese Yen. (2023). Ho, Taek ; Bae, Sung C. In: Asia-Pacific Financial Markets. RePEc:kap:apfinm:v:30:y:2023:i:3:d:10.1007_s10690-022-09391-7. Full description at Econpapers || Download paper |
| 2024 | Tobin Tax, Carry Trade, and the Exchange Rate Dynamics. (2024). Zhou, Chunyang ; Li, Xiaoping. In: Computational Economics. RePEc:kap:compec:v:63:y:2024:i:4:d:10.1007_s10614-023-10377-4. Full description at Econpapers || Download paper |
| 2023 | Liquidity premia: the PPP puzzles missing piece?. (2023). Olk, Christopher. In: SocArXiv. RePEc:osf:socarx:exnf6. Full description at Econpapers || Download paper |
| 2024 | Fundamental determinants of exchange rate expectations. (2024). Czudaj, Robert ; Beckmann, Joscha. In: MPRA Paper. RePEc:pra:mprapa:120648. Full description at Econpapers || Download paper |
| 2023 | The determinants of liquidity commonality in the Euro-area sovereign bond market. (2023). Jiang, XU ; Panagiotou, Panagiotis ; Gavilan, Angel. In: The European Journal of Finance. RePEc:taf:eurjfi:v:29:y:2023:i:10:p:1144-1186. Full description at Econpapers || Download paper |
| 2023 | Do the Shanghai–Hong Kong & Shenzhen–Hong Kong Stock Connect programs enhance co?movement between the Mainland Chinese, Hong Kong, and U.S. stock markets?. (2021). Chen, Qian ; Li, Shuangqi. In: International Journal of Finance & Economics. RePEc:wly:ijfiec:v:26:y:2021:i:2:p:2871-2890. Full description at Econpapers || Download paper |
Works by Willem Verschoor:
| Year | Title | Type | Cited |
|---|---|---|---|
| 2006 | European Foreign Exchange Risk Exposure In: European Financial Management. [Full Text][Citation analysis] | article | 68 |
| 2008 | FOREIGN EXCHANGE RATE EXPECTATIONS: SURVEY AND SYNTHESIS In: Journal of Economic Surveys. [Full Text][Citation analysis] | article | 48 |
| 2016 | Agreeing on disagreement: heterogeneity or uncertainty? In: Working Paper. [Full Text][Citation analysis] | paper | 8 |
| 2019 | Agreeing on disagreement: Heterogeneity or uncertainty?.(2019) In: Journal of Financial Markets. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 8 | article | |
| 2017 | Heterogeneous beliefs and asset price dynamics: a survey of recent evidence In: Working Paper. [Full Text][Citation analysis] | paper | 12 |
| 2018 | Heterogeneous Beliefs and Asset Price Dynamics: A Survey of Recent Evidence.(2018) In: Dynamic Modeling and Econometrics in Economics and Finance. [Citation analysis] This paper has nother version. Agregated cites: 12 | chapter | |
| 2005 | Time Variation in Term Premia: International Evidence In: CEPR Discussion Papers. [Full Text][Citation analysis] | paper | 9 |
| 2008 | Dispersion of Beliefs in the Foreign Exchange Market In: CEPR Discussion Papers. [Full Text][Citation analysis] | paper | 5 |
| 2009 | Dispersion of Beliefs in the Foreign Exchange Market.(2009) In: LSF Research Working Paper Series. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 5 | paper | |
| 1990 | EMS Exchange Rates In: CEPR Financial Markets Paper. [Citation analysis] | paper | 17 |
| 2009 | Time-Variation in Term Permia: International Survey-Based Evidence In: LSF Research Working Paper Series. [Full Text][Citation analysis] | paper | 11 |
| 2011 | Time-variation in term premia: International survey-based evidence.(2011) In: Journal of International Money and Finance. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 11 | article | |
| 2024 | Wall street watches Washington: Asset pricing implications of policy uncertainty In: Journal of Behavioral and Experimental Finance. [Full Text][Citation analysis] | article | 0 |
| 2024 | Gamma positioning and market quality In: Journal of Economic Dynamics and Control. [Full Text][Citation analysis] | article | 0 |
| 2009 | Behavioural heterogeneity and shift-contagion: Evidence from the Asian crisis In: Journal of Economic Dynamics and Control. [Full Text][Citation analysis] | article | 60 |
| 2012 | Explaining dispersion in foreign exchange expectations: A heterogeneous agent approach In: Journal of Economic Dynamics and Control. [Full Text][Citation analysis] | article | 47 |
| 1998 | EMS exchange rate expectations and time-varying risk premia In: Economics Letters. [Full Text][Citation analysis] | article | 5 |
| 2001 | Scandinavian forward discount bias risk premia In: Economics Letters. [Full Text][Citation analysis] | article | 10 |
| 2013 | Carry trade and foreign exchange rate puzzles In: European Economic Review. [Full Text][Citation analysis] | article | 37 |
| 2002 | Further evidence on Asian stock return behavior In: Emerging Markets Review. [Full Text][Citation analysis] | article | 10 |
| 2007 | Trade and exposure of Eastern European multinationals In: Emerging Markets Review. [Full Text][Citation analysis] | article | 2 |
| 2006 | Asymmetric foreign exchange risk exposure: Evidence from U.S. multinational firms In: Journal of Empirical Finance. [Full Text][Citation analysis] | article | 60 |
| 2016 | Time-varying importance of country and industry factors in European corporate bonds In: Journal of Empirical Finance. [Full Text][Citation analysis] | article | 7 |
| 2001 | Exchange risk premia, expectations formation and news in the Mexican peso/U.S. dollar forward exchange rate market In: International Review of Financial Analysis. [Full Text][Citation analysis] | article | 2 |
| 2020 | Expected issuance fees and market liquidity In: Journal of Financial Markets. [Full Text][Citation analysis] | article | 4 |
| 2008 | Further evidence on the rationality of interest rate expectations In: Journal of International Financial Markets, Institutions and Money. [Full Text][Citation analysis] | article | 9 |
| 2017 | Excess stock return comovements and the role of investor sentiment In: Journal of International Financial Markets, Institutions and Money. [Full Text][Citation analysis] | article | 22 |
| 2009 | The effect of exchange rate variability on US shareholder wealth In: Journal of Banking & Finance. [Full Text][Citation analysis] | article | 14 |
| 1993 | Further evidence on exchange rate expectations In: Journal of International Money and Finance. [Full Text][Citation analysis] | article | 77 |
| 1994 | Stochastic trends and jumps in EMS exchange rates In: Journal of International Money and Finance. [Full Text][Citation analysis] | article | 46 |
| 2005 | Measuring common cyclical features during financial turmoil: Evidence of interdependence not contagion In: Journal of International Money and Finance. [Full Text][Citation analysis] | article | 39 |
| 2010 | Heterogeneity of agents and exchange rate dynamics: Evidence from the EMS In: Journal of International Money and Finance. [Full Text][Citation analysis] | article | 66 |
| 2012 | Using survey data to resolve the exchange risk exposure puzzle: Evidence from U.S. multinational firms In: Journal of International Money and Finance. [Full Text][Citation analysis] | article | 13 |
| 2013 | Dynamic expectation formation in the foreign exchange market In: Journal of International Money and Finance. [Full Text][Citation analysis] | article | 49 |
| 2007 | Asian foreign exchange risk exposure In: Journal of the Japanese and International Economies. [Full Text][Citation analysis] | article | 34 |
| 1993 | Asian Exchange Rate Expectations In: Journal of the Japanese and International Economies. [Full Text][Citation analysis] | article | 12 |
| 2006 | Foreign exchange risk exposure: Survey and suggestions In: Journal of Multinational Financial Management. [Full Text][Citation analysis] | article | 45 |
| 2008 | The Latin American exchange exposure of U.S. multinationals In: Journal of Multinational Financial Management. [Full Text][Citation analysis] | article | 7 |
| 1994 | Asian interest expectations and exchange rate dynamics In: Pacific-Basin Finance Journal. [Full Text][Citation analysis] | article | 1 |
| 1995 | Asian interest expectations and exchange rate dynamics.(1995) In: Pacific-Basin Finance Journal. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 1 | article | |
| 2008 | Extreme US stock market fluctuations in the wake of 9|11 In: Journal of Applied Econometrics. [Full Text][Citation analysis] | article | 54 |
| 2012 | REPUTATIONAL PENALTIES TO FIRMS IN ANTITRUST INVESTIGATIONS In: Journal of Competition Law and Economics. [Full Text][Citation analysis] | article | 3 |
| 2023 | Inattentive Search for Currency Fundamentals In: IMF Economic Review. [Full Text][Citation analysis] | article | 1 |
| 1994 | German Stock Market Dynamics. In: Empirical Economics. [Citation analysis] | article | 2 |
| 1998 | Interest expectations and exchange rates news In: Empirical Economics. [Full Text][Citation analysis] | article | 4 |
| 2004 | A note on transition stock return behaviour In: Applied Economics Letters. [Full Text][Citation analysis] | article | 0 |
| 2009 | A heterogeneous route to the European monetary system crisis In: Applied Economics Letters. [Full Text][Citation analysis] | article | 1 |
| 2002 | Scandinavian exchange rate expectations In: Applied Economics Letters. [Full Text][Citation analysis] | article | 3 |
| 2000 | Exchange risk premia in the European monetary system In: Applied Financial Economics. [Full Text][Citation analysis] | article | 3 |
| 2014 | Home bias and Dutch pension funds investment behavior In: The European Journal of Finance. [Full Text][Citation analysis] | article | 1 |
| 2013 | Do foreign exchange fund managers behave like heterogeneous agents? In: Quantitative Finance. [Full Text][Citation analysis] | article | 6 |
| 1994 | On the Biasedness of Forward Foreign Exchange Rates: Irrationality or Risk Premia? In: The Journal of Business. [Full Text][Citation analysis] | article | 76 |
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