Willem Verschoor : Citation Profile


Are you Willem Verschoor?

Vrije Universiteit Amsterdam (50% share)
Tinbergen Instituut (50% share)

13

H index

15

i10 index

466

Citations

RESEARCH PRODUCTION:

34

Articles

5

Papers

RESEARCH ACTIVITY:

   24 years (1990 - 2014). See details.
   Cites by year: 19
   Journals where Willem Verschoor has often published
   Relations with other researchers
   Recent citing documents: 46.    Total self citations: 19 (3.92 %)

MORE DETAILS IN:
ABOUT THIS REPORT:

   Permalink: http://citec.repec.org/pve15
   Updated: 2017-09-23    RAS profile: 2014-12-12    
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Relations with other researchers


Works with:

Zwinkels, Remco (4)

Authors registered in RePEc who have co-authored more than one work in the last five years with Willem Verschoor.

Is cited by:

He, Xuezhong (16)

Hommes, Cars (15)

Wolff, Christian (14)

Prat, Georges (14)

Stillwagon, Josh (11)

MacDonald, Ronald (11)

Chiarella, Carl (10)

Pancotto, Francesca (10)

Menkhoff, Lukas (10)

Dick, Christian (9)

Uctum, Remzi (8)

Cites to:

Froot, Kenneth (40)

Wolff, Christian (40)

Frankel, Jeffrey (37)

Dominguez, Kathryn (24)

Bodnar, Gordon (21)

Tesar, Linda (20)

Hommes, Cars (18)

Taylor, Mark (17)

Engel, Charles (16)

Hodrick, Robert (15)

Bekaert, Geert (15)

Main data


Where Willem Verschoor has published?


Journals with more than one article published# docs
Journal of International Money and Finance7
Applied Economics Letters3
Journal of Economic Dynamics and Control2
Emerging Markets Review2
Journal of the Japanese and International Economies2
Journal of Multinational Financial Management2
Pacific-Basin Finance Journal2
Empirical Economics2
Economics Letters2

Working Papers Series with more than one paper published# docs
LSF Research Working Paper Series / Luxembourg School of Finance, University of Luxembourg2

Recent works citing Willem Verschoor (2017 and 2016)


YearTitle of citing document
2016What Makes a Safe Haven? Equity and Currency Returns for Six OECD Countries during the Financial Crisis. (2016). Min, Hong-Ghi ; Shin, Sang-Ook ; McDonald, Judith A. In: Annals of Economics and Finance. RePEc:cuf:journl:y:2016:v:17:i:2:min.

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2016Do markets learn to rationally expect US interest rates? evidence from survey data. (2016). Uctum, Remzi ; Prat, Georges. In: EconomiX Working Papers. RePEc:drm:wpaper:2016-19.

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2016The Determinants of Investment Rewards: Evidence for Selected Developed and Developing Countries. (2016). Gan, Pei-Tha ; Tay, Bee-Hoong . In: International Journal of Economics and Financial Issues. RePEc:eco:journ1:2016-03-47.

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2017Exchange Rate Movements, Stock Prices and Volatility in the Caribbean and Latin America. (2017). Iglesias, Emma ; Haughton, Andre Yone . In: International Journal of Economics and Financial Issues. RePEc:eco:journ1:2017-02-57.

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2016The stock–bond comovements and cross-market trading. (2016). CHONG, Terence Tai Leung ; Li, Mengling ; Zhang, Yang ; Leung, Terence Tai ; Zheng, Huanhuan . In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:73:y:2016:i:c:p:417-438.

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2017Booms, busts and behavioural heterogeneity in stock prices. (2017). Hommes, Cars ; In, Daan . In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:80:y:2017:i:c:p:101-124.

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2016Contagion in CDS, banking and equity markets. (2016). Tabak, Benjamin ; da Silva, Mauricio ; de Castro, Rodrigo . In: Economic Systems. RePEc:eee:ecosys:v:40:y:2016:i:1:p:120-134.

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2017Forecasting volatility with interacting multiple models. (2017). Katrak, Xerxis ; Svec, Jiri . In: Finance Research Letters. RePEc:eee:finlet:v:20:y:2017:i:c:p:245-252.

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2016How does the geographic export diversification–performance relationship vary at different levels of export intensity?. (2016). Boehe, Dirk Michael ; Jimenez, Alfredo . In: International Business Review. RePEc:eee:iburev:v:25:y:2016:i:6:p:1262-1272.

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2017Rationality and forecasting accuracy of exchange rate expectations: Evidence from survey-based forecasts. (2017). Ince, Onur ; Molodtsova, Tanya . In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:47:y:2017:i:c:p:131-151.

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2017Forecasting European interest rates in times of financial crisis – What insights do we get from international survey forecasts?. (2017). Wegener, Christoph ; Kunze, Frederik ; Spiwoks, Markus ; Bizer, Kilian . In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:48:y:2017:i:c:p:192-205.

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2016Microfoundations for switching behavior in heterogeneous agent models: An experiment. (2016). Tuinstra, Jan ; Bao, Te ; Anufriev, Mikhail . In: Journal of Economic Behavior & Organization. RePEc:eee:jeborg:v:129:y:2016:i:c:p:74-99.

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2016Trading heterogeneity under information uncertainty. (2016). He, Xuezhong ; Zheng, Huanhuan . In: Journal of Economic Behavior & Organization. RePEc:eee:jeborg:v:130:y:2016:i:c:p:64-80.

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2016Firm-level effects of asymmetric intervention in foreign exchange markets: Evidence from the Swiss currency floor. (2016). Streit, Daniel . In: Journal of International Money and Finance. RePEc:eee:jimfin:v:60:y:2016:i:c:p:289-312.

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2017Explaining exchange rate anomalies in a model with Taylor-rule fundamentals and consistent expectations. (2017). Lansing, Kevin ; Ma, Jun . In: Journal of International Money and Finance. RePEc:eee:jimfin:v:70:y:2017:i:c:p:62-87.

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2017The impact of uncertainty on professional exchange rate forecasts. (2017). Czudaj, Robert ; Beckmann, Joscha. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:73:y:2017:i:pb:p:296-316.

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2017Exchange rate expectations since the financial crisis: Performance evaluation and the role of monetary policy and safe haven. (2017). Czudaj, Robert ; Beckmann, Joscha. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:74:y:2017:i:c:p:283-300.

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2016State and group dynamics of world stock market by principal component analysis. (2016). Nobi, Ashadun ; Lee, Jae Woo . In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:450:y:2016:i:c:p:85-94.

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2017Exchange rate expectations and economic policy uncertainty. (2017). Czudaj, Robert ; Beckmann, Joscha. In: European Journal of Political Economy. RePEc:eee:poleco:v:47:y:2017:i:c:p:148-162.

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2017Exchange rate exposure of REITs. (2017). Ngo, Thanh . In: The Quarterly Review of Economics and Finance. RePEc:eee:quaeco:v:64:y:2017:i:c:p:249-258.

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2016Testing an alternative price-setting behavior in the new Keynesian Phillips curve: Extrapolative price-setting mechanism. (2016). Kim, Sunghyun ; Choi, Yoonseok . In: International Review of Economics & Finance. RePEc:eee:reveco:v:44:y:2016:i:c:p:253-265.

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2016Swiss francs one-sided target zone during 2011–2015. (2016). Hui, Cho-Hoi ; Lo, Chi-Fai . In: International Review of Economics & Finance. RePEc:eee:reveco:v:44:y:2016:i:c:p:54-67.

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2017The effects of expectations-based monetary policy on international stock markets: An application of heterogeneous agent model. (2017). Ma, Tai ; Hung, Kuo-Che . In: International Review of Economics & Finance. RePEc:eee:reveco:v:47:y:2017:i:c:p:70-87.

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2017The effects of fair value reporting on corporate foreign exchange exposures. (2017). Krapl, Alain ; Salyer, Robert . In: Research in International Business and Finance. RePEc:eee:riibaf:v:39:y:2017:i:pa:p:215-238.

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2016US Dollar Carry Trades in the Era of Cheap Money. (2016). Moore, Michael ; Li, Youwei ; Erdos, Peter ; Shehadeh, Ali . In: Czech Journal of Economics and Finance (Finance a uver). RePEc:fau:fauart:v:66:y:2016:i:5:p:374-404.

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2016Foreign exchange investment rules and endogenous currency crashes. (2016). Raffestin, Louis. In: Working Papers. RePEc:hal:wpaper:hal-01277113.

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2017Can Exchange Rate Dynamics in Krugman¡¯s Target-zone Model be Directly Tested?Abstract: Despite Krugmans (1991) model being a benchmark for modelling target zones, empirical support has been sparse . (2017). Chau, Po-Hon ; Lo, Chi-Fai ; Hui, Cho-Hoi . In: Working Papers. RePEc:hkm:wpaper:032017.

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2016How banks’ strategies influence financial cycles: An approach to identifying micro behavior. (2016). Tedeschi, Gabriele ; Berardi, Simone . In: Working Papers. RePEc:jau:wpaper:2016/24.

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2017Surprises, sentiments, and the expectations hypothesis of the term structure of interest rates. (2017). Chen, Cathy Yi-Hsuan ; Chiang, Thomas C. In: Review of Quantitative Finance and Accounting. RePEc:kap:rqfnac:v:49:y:2017:i:1:d:10.1007_s11156-016-0584-y.

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2016US Dollar Carry Trades in the Era of “Cheap Money”. (2016). Moore, Michael ; Li, Youwei ; Shehadeh, Ali ; Erds, Peter . In: MPRA Paper. RePEc:pra:mprapa:70770.

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2016Does the Yuan’s Overseas Expansion Increase the Currency Exposure of Chinese Financial Firms?. (2016). Tang, Bo ; Cuestas, Juan ; Huang, Ying . In: MPRA Paper. RePEc:pra:mprapa:70921.

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2016The Forward Premium Bias, Carry Trade Return and the Risks of Volatility and Liquidity. (2016). Moore, Michael ; Li, Youwei ; Shehadeh, Ali . In: MPRA Paper. RePEc:pra:mprapa:71709.

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2016International Equity Markets Interdependence: Bigger Shocks or Contagion in the 21st Century?. (2016). Trecroci, Carmine ; Bua, Giovanna. In: MPRA Paper. RePEc:pra:mprapa:74771.

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2016The Stock-Bond Comovements and Cross-Market Trading. (2016). CHONG, Terence Tai Leung ; Li, Mengling ; Zhang, Yang ; Zheng, Huanhuan . In: MPRA Paper. RePEc:pra:mprapa:75871.

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2017Detecting Co-Movements in Noncausal Time Series. (2017). Telg, Sean ; Hecq, Alain ; Cubadda, Gianluca. In: MPRA Paper. RePEc:pra:mprapa:77254.

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2017Multiple time-xcales analysis of global stock markets spillovers effects in African stock markets. (2017). Zamereith, Grakolet Arnold ; Ake, Gilbert Marie ; Mendy, Pierre . In: MPRA Paper. RePEc:pra:mprapa:77632.

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2016Monetary Effectiveness in Small Transition Economy – The Case of the Republic of Serbia. (2016). Ivkov, Dejan ; Petronijevi, Jovan ; Papi-Blagojevi, Nataa ; Njegi, Jovan . In: Journal for Economic Forecasting. RePEc:rjr:romjef:v::y:2016:i:3:p:5-18.

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2017Irrationality and Term Structure Anomaly. (2017). Kuo, Doun I. In: Proceedings of Economics and Finance Conferences. RePEc:sek:iefpro:4507033.

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2016Does the Yuans Overseas Expansion Increase the Currency Exposure of Chinese Financial Firms?. (2016). Tang, Bo ; Cuestas, Juan ; Huang, Ying Sophie . In: Working Papers. RePEc:shf:wpaper:2016006.

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2017Heterogeneous trading and complex price dynamics. (2017). Li, Mengling ; Zheng, Huanhuan . In: Journal of Economic Interaction and Coordination. RePEc:spr:jeicoo:v:12:y:2017:i:2:d:10.1007_s11403-017-0196-1.

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2016Great expectations? evidence from Colombia’s exchange rate survey. (2016). Villamizar-Villegas, mauricio ; Echavarria, Juan Jose . In: Latin American Economic Review. RePEc:spr:laecrv:v:25:y:2016:i:1:d:10.1007_s40503-016-0033-2.

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2016Trading Heterogeneity under Information Uncertainty. (2016). He, Xuezhong ; Zheng, Huanhuan . In: Research Paper Series. RePEc:uts:rpaper:373.

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2017Forecaster Rationality and Expectation Formation in Foreign Exchange Markets: Do Emerging Markets Differ from Industrialized Economies?. (2017). Frenkel, Michael ; Rulke, Jan-Christoph ; Mauch, Matthias . In: WHU Working Paper Series - Economics Group. RePEc:whu:wpaper:17-04.

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2016Dynamics of the European sovereign bonds and the identification of crisis periods. (2016). Reitz, Stefan. In: FinMaP-Working Papers. RePEc:zbw:fmpwps:57.

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2016Estimation of financial agent-based models with simulated maximum likelihood. (2016). Kukacka, Jiri ; Baruník, Jozef. In: FinMaP-Working Papers. RePEc:zbw:fmpwps:63.

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2016The impact of uncertainty on professional exchange rate forecasts. (2016). Czudaj, Robert ; Beckmann, Joscha. In: Ruhr Economic Papers. RePEc:zbw:rwirep:637.

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Works by Willem Verschoor:


YearTitleTypeCited
2005Time Variation in Term Premia: International Evidence In: CEPR Discussion Papers.
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paper9
2008Dispersion of Beliefs in the Foreign Exchange Market In: CEPR Discussion Papers.
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paper4
2009Dispersion of Beliefs in the Foreign Exchange Market.(2009) In: LSF Research Working Paper Series.
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This paper has another version. Agregated cites: 4
paper
1990EMS Exchange Rates In: CEPR Financial Markets Paper.
[Citation analysis]
paper14
2009Time-Variation in Term Permia: International Survey-Based Evidence In: LSF Research Working Paper Series.
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paper8
2011Time-variation in term premia: International survey-based evidence.(2011) In: Journal of International Money and Finance.
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article
2009Behavioural heterogeneity and shift-contagion: Evidence from the Asian crisis In: Journal of Economic Dynamics and Control.
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article39
2012Explaining dispersion in foreign exchange expectations: A heterogeneous agent approach In: Journal of Economic Dynamics and Control.
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article19
1998EMS exchange rate expectations and time-varying risk premia In: Economics Letters.
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article5
2001Scandinavian forward discount bias risk premia In: Economics Letters.
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article8
2013Carry trade and foreign exchange rate puzzles In: European Economic Review.
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article13
2002Further evidence on Asian stock return behavior In: Emerging Markets Review.
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article6
2007Trade and exposure of Eastern European multinationals In: Emerging Markets Review.
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article1
2006Asymmetric foreign exchange risk exposure: Evidence from U.S. multinational firms In: Journal of Empirical Finance.
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article27
2001Exchange risk premia, expectations formation and news in the Mexican peso/U.S. dollar forward exchange rate market In: International Review of Financial Analysis.
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article1
2008Further evidence on the rationality of interest rate expectations In: Journal of International Financial Markets, Institutions and Money.
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article4
2009The effect of exchange rate variability on US shareholder wealth In: Journal of Banking & Finance.
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article10
1993Further evidence on exchange rate expectations In: Journal of International Money and Finance.
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article57
1994Stochastic trends and jumps in EMS exchange rates In: Journal of International Money and Finance.
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article36
2005Measuring common cyclical features during financial turmoil: Evidence of interdependence not contagion In: Journal of International Money and Finance.
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article26
2010Heterogeneity of agents and exchange rate dynamics: Evidence from the EMS In: Journal of International Money and Finance.
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article26
2012Using survey data to resolve the exchange risk exposure puzzle: Evidence from U.S. multinational firms In: Journal of International Money and Finance.
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article5
2013Dynamic expectation formation in the foreign exchange market In: Journal of International Money and Finance.
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article15
2007Asian foreign exchange risk exposure In: Journal of the Japanese and International Economies.
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article18
1993Asian Exchange Rate Expectations In: Journal of the Japanese and International Economies.
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article10
2006Foreign exchange risk exposure: Survey and suggestions In: Journal of Multinational Financial Management.
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article27
2008The Latin American exchange exposure of U.S. multinationals In: Journal of Multinational Financial Management.
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article3
1994Asian interest expectations and exchange rate dynamics In: Pacific-Basin Finance Journal.
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article0
1995Asian interest expectations and exchange rate dynamics.(1995) In: Pacific-Basin Finance Journal.
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This paper has another version. Agregated cites: 0
article
2007The Asian crisis exchange risk exposure of US multinationals In: Managerial Finance.
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article3
1994German Stock Market Dynamics. In: Empirical Economics.
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article0
1998Interest expectations and exchange rates news In: Empirical Economics.
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article4
2004A note on transition stock return behaviour In: Applied Economics Letters.
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article0
2009A heterogeneous route to the European monetary system crisis In: Applied Economics Letters.
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2002Scandinavian exchange rate expectations In: Applied Economics Letters.
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article4
2000Exchange risk premia in the European monetary system In: Applied Financial Economics.
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article4
2014Home bias and Dutch pension funds investment behavior In: The European Journal of Finance.
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article0
2013Do foreign exchange fund managers behave like heterogeneous agents? In: Quantitative Finance.
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article2
1994On the Biasedness of Forward Foreign Exchange Rates: Irrationality or Risk Premia? In: The Journal of Business.
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article58

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