Remco Zwinkels : Citation Profile

Are you Remco Zwinkels?

Vrije Universiteit Amsterdam (90% share)
Tinbergen Instituut (10% share)

16

H index

19

i10 index

824

Citations

RESEARCH PRODUCTION:

30

Articles

12

Papers

RESEARCH ACTIVITY:

   12 years (2008 - 2020). See details.
   Cites by year: 68
   Journals where Remco Zwinkels has often published
   Relations with other researchers
   Recent citing documents: 49.    Total self citations: 20 (2.37 %)

MORE DETAILS IN:
ABOUT THIS REPORT:

   Permalink: http://citec.repec.org/pzw9
   Updated: 2024-12-03    RAS profile: 2020-06-08    
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Relations with other researchers

Works with:

Verschoor, Willem (2)

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

Is cited by:

Hommes, Cars (49)

Zheng, Huanhuan (32)

He, Xuezhong (Tony) (29)

Westerhoff, Frank (29)

Beckmann, Joscha (26)

Czudaj, Robert (26)

Li, Youwei (25)

Kukacka, Jiri (24)

Baruník, Jozef (24)

ter Ellen, Saskia (23)

Verschoor, Willem (20)

Cites to:

Hommes, Cars (64)

Brock, William (40)

Verschoor, Willem (36)

Shleifer, Andrei (34)

Summers, Lawrence (28)

Shiller, Robert (26)

Frankel, Jeffrey (24)

Froot, Kenneth (23)

Westerhoff, Frank (22)

Sarno, Lucio (20)

Taylor, Mark (18)

Main data

Where Remco Zwinkels has published?

Journals with more than one article published# docs
Journal of Economic Dynamics and Control4
Journal of Economic Behavior & Organization3
Journal of Empirical Finance3
Journal of Financial and Quantitative Analysis2
Journal of International Money and Finance2
Quantitative Finance2
International Business Review2
Journal of Financial Markets2

Working Papers Series with more than one paper published# docs
LSF Research Working Paper Series / Luxembourg School of Finance, University of Luxembourg5
Tinbergen Institute Discussion Papers / Tinbergen Institute2

Recent works citing Remco Zwinkels (2024 and 2023)

YearTitle of citing document
2023Service trade restrictiveness and foreign direct investment—Evidence from greenfield FDI in business services. (2023). Marschinski, Robert ; Jungmittag, Andre. In: The World Economy. RePEc:bla:worlde:v:46:y:2023:i:6:p:1711-1758.

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2023Expectations and the Stability of Stock-Flow Consistent Models. (2023). Piccillo, Giulia ; Muysken, Joan ; Meijers, Huub. In: CESifo Working Paper Series. RePEc:ces:ceswps:_10696.

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2024Endogenous 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.

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2024Wall street watches Washington: Asset pricing implications of policy uncertainty. (2024). , Remco ; Verhoeks, Ralph C. In: Journal of Behavioral and Experimental Finance. RePEc:eee:beexfi:v:41:y:2024:i:c:s2214635023000977.

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2023A high-resolution, data-driven agent-based model of the housing market. (2023). Vago, Nikolett ; Olah, Zsolt ; Hosszu, Zsuzsanna ; Borsos, Andras ; Mer, Bence. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:155:y:2023:i:c:s0165188923001446.

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2023Investor sentiment and global economic conditions. (2023). Lutkebohmert, Eva ; Herculano, Miguel C. In: Journal of Empirical Finance. RePEc:eee:empfin:v:73:y:2023:i:c:p:134-152.

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2024Efficient predictability of oil price: The role of VIX-based panic index shadow line difference. (2024). Liang, Chao ; Zhang, Xiaotong ; Dai, Zhifeng. In: Energy Economics. RePEc:eee:eneeco:v:129:y:2024:i:c:s0140988323007326.

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2023From dusk till dawn (and vice versa): Overnight-versus-daytime reversals and feedback trading. (2023). Karaa, Rabaa ; Kallinterakis, Vasileios. In: International Review of Financial Analysis. RePEc:eee:finana:v:85:y:2023:i:c:s1057521922003933.

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2023Behavioral asset pricing under expected feedback mode. (2023). Xu, Shaojun. In: International Review of Financial Analysis. RePEc:eee:finana:v:86:y:2023:i:c:s1057521923000248.

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2023Leading indicators for the US housing market: New empirical evidence and thoughts about implications for risk managers and ESG investors. (2023). Wegener, Christoph ; Saft, Danilo ; Desmyter, Steven ; Basse, Tobias. In: International Review of Financial Analysis. RePEc:eee:finana:v:89:y:2023:i:c:s1057521923002818.

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2023Traders’ heterogeneous beliefs about stock volatility and the implied volatility skew in financial options markets. (2023). Vagnani, Gianluca ; Marchetti, Fabio Massimo ; Nappo, Giovanna. In: Finance Research Letters. RePEc:eee:finlet:v:53:y:2023:i:c:s1544612323000387.

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2023Bibliometric 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.

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2023Promoting 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.

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2023Hedging 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.

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2023Exploring style herding by mutual funds. (2023). , Remco ; Santi, Caterina. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:85:y:2023:i:c:s1042443123000306.

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2023FDI and human development: The role of governance, ODA, and national competitiveness. (2023). Ryu, Doojin ; Nam, Hyun-Jung. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:85:y:2023:i:c:s1042443123000379.

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2024On 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.

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2023Price discovery and triangular arbitrage in currency markets. (2023). Chen, Yu-Lun ; Gau, Yin-Feng ; Wu, Zhen-Xing. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:137:y:2023:i:c:s0261560623001134.

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2023Eurozone 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.

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2023Investor 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.

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2023Dynamic 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.

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2024The 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.

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2023Forecasting exchange rate: A bibliometric and content analysis. (2023). Junior, Eli Hadad ; de Souza, Camila. In: International Review of Economics & Finance. RePEc:eee:reveco:v:83:y:2023:i:c:p:607-628.

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2023Are 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.

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2023Do 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.

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2023Believe me when I say green! Heterogeneous expectations and climate policy uncertainty. (2023). Terranova, Roberta ; Lamperti, Francesco ; Campiglio, Emanuele. In: LSE Research Online Documents on Economics. RePEc:ehl:lserod:119257.

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2023Believe me when I say green! Heterogeneous expectations and climate policy uncertainty. (2023). Terranova, Roberta ; Lamperti, Francesco ; Campiglio, Emanuele. In: LSE Research Online Documents on Economics. RePEc:ehl:lserod:119258.

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2024Endogenous 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.

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2023The 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.

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2024Tobin 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.

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2023Housing Risk and Returns in Submarkets with Spatial Dependence and Heterogeneity. (2023). Earl, G ; Morawakage, P S ; Omura, A ; Roca, E ; Liu, B. In: The Journal of Real Estate Finance and Economics. RePEc:kap:jrefec:v:67:y:2023:i:4:d:10.1007_s11146-021-09877-7.

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2023Inattentive Search for Currency Fundamentals. (2023). Verhoeks, Ralph C ; Markiewicz, Agnieszka P. In: IMF Economic Review. RePEc:pal:imfecr:v:71:y:2023:i:4:d:10.1057_s41308-022-00195-3.

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2024Fundamental determinants of exchange rate expectations. (2024). Czudaj, Robert ; Beckmann, Joscha. In: MPRA Paper. RePEc:pra:mprapa:120648.

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2023The impact of social influence in Australian real estate: market forecasting with a spatial agent-based model. (2023). Prokopenko, Mikhail ; Harre, Michael S ; Glavatskiy, Kirill ; Evans, Benjamin Patrick. In: Journal of Economic Interaction and Coordination. RePEc:spr:jeicoo:v:18:y:2023:i:1:d:10.1007_s11403-021-00324-7.

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2023Believe me when I say green! Heterogeneous expectations and climate policy uncertainty. (2023). Terranova, Roberta ; Lamperti, Francesco ; Campiglio, Emanuele. In: LEM Papers Series. RePEc:ssa:lemwps:2023/12.

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2023The 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.

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2024Investor Herding and Price Informativeness in Global Markets: Evidence from Earnings Announcements. (2024). Chen, Tao ; Mo, Han ; Larson, Robert K. In: Journal of Behavioral Finance. RePEc:taf:hbhfxx:v:25:y:2024:i:1:p:92-110.

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2023Exchange rates and macroeconomic fundamentals: Evidence of instabilities from time?varying factor loadings. (2023). Mikkelsen, Jakob Guldbak ; Hillebrand, Eric ; Urga, Giovanni ; Spreng, Lars. In: Journal of Applied Econometrics. RePEc:wly:japmet:v:38:y:2023:i:6:p:857-877.

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2023Explaining the stylized facts of foreign exchange markets with a simple agent-based version of Paul de Grauwes chaotic exchange rate model. (2023). Westerhoff, Frank H ; Mignot, Sarah. In: BERG Working Paper Series. RePEc:zbw:bamber:279554.

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Works by Remco Zwinkels:

YearTitleTypeCited
2019Mortgage Insurance Adoption in the Netherlands In: Real Estate Economics.
[Full Text][Citation analysis]		article2
2016Agreeing on disagreement: heterogeneity or uncertainty? In: Working Paper.
[Full Text][Citation analysis]		paper9
2019Agreeing on disagreement: Heterogeneity or uncertainty?.(2019) In: Journal of Financial Markets.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 9		article
2017Comparing behavioural heterogeneity across asset classes In: Working Paper.
[Full Text][Citation analysis]		paper11
2008Dispersion of Beliefs in the Foreign Exchange Market In: CEPR Discussion Papers.
[Full Text][Citation analysis]		paper5
2009Dispersion 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
2009Behavioral Heterogeneity in the Option Market In: LSF Research Working Paper Series.
[Full Text][Citation analysis]		paper64
2010Behavioral heterogeneity in the option market.(2010) In: Journal of Economic Dynamics and Control.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 64		article
2010Behavioral heterogeneity in the option market.(2010) In: Post-Print.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 64		paper
2009A Volatility Targeting GARCH model with Time-Varying Coefficients In: LSF Research Working Paper Series.
[Full Text][Citation analysis]		paper0
2010Modelling structural changes in the volatility process In: LSF Research Working Paper Series.
[Full Text][Citation analysis]		paper7
2011Modeling structural changes in the volatility process.(2011) In: Journal of Empirical Finance.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 7		article
2012Sentiment Trades and Option Prices In: LSF Research Working Paper Series.
[Full Text][Citation analysis]		paper0
2016On the Style-Based Feedback Trading of Mutual Fund Managers In: Journal of Financial and Quantitative Analysis.
[Full Text][Citation analysis]		article13
2017Model Uncertainty and Exchange Rate Forecasting In: Journal of Financial and Quantitative Analysis.
[Full Text][Citation analysis]		article18
2009Behavioural heterogeneity and shift-contagion: Evidence from the Asian crisis In: Journal of Economic Dynamics and Control.
[Full Text][Citation analysis]		article55
2012Explaining dispersion in foreign exchange expectations: A heterogeneous agent approach In: Journal of Economic Dynamics and Control.
[Full Text][Citation analysis]		article47
2018Time-varying arbitrage and dynamic price discovery In: Journal of Economic Dynamics and Control.
[Full Text][Citation analysis]		article8
2012A new measurement method of investor overconfidence In: Economics Letters.
[Full Text][Citation analysis]		article8
2013Carry trade and foreign exchange rate puzzles In: European Economic Review.
[Full Text][Citation analysis]		article35
2015A tale of feedback trading by hedge funds In: Journal of Empirical Finance.
[Full Text][Citation analysis]		article8
2016Time-varying importance of country and industry factors in European corporate bonds In: Journal of Empirical Finance.
[Full Text][Citation analysis]		article8
2010Oil price dynamics: A behavioral finance approach with heterogeneous agents In: Energy Economics.
[Full Text][Citation analysis]		article75
2020Expected issuance fees and market liquidity In: Journal of Financial Markets.
[Full Text][Citation analysis]		article5
2008The impact of horizontal and vertical FDI on hosts country economic growth In: International Business Review.
[Full Text][Citation analysis]		article74
2010Gravity equations: Workhorse or Trojan horse in explaining trade and FDI patterns across time and space? In: International Business Review.
[Full Text][Citation analysis]		article50
2017Excess stock return comovements and the role of investor sentiment In: Journal of International Financial Markets, Institutions and Money.
[Full Text][Citation analysis]		article22
2014Forecasting the US housing market In: International Journal of Forecasting.
[Full Text][Citation analysis]		article35
2014Heterogeneous expectations in asset pricing: Empirical evidence from the S&P500 In: Journal of Economic Behavior & Organization.
[Full Text][Citation analysis]		article71
2014Heterogeneous Expectations in Asset Pricing: Empirical Evidence from the S&P500.(2014) In: Research Paper Series.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 71		paper
2014An empirical examination of heterogeneity and switching in foreign exchange markets In: Journal of Economic Behavior & Organization.
[Full Text][Citation analysis]		article22
2020Absence of speculation in the European sovereign debt markets In: Journal of Economic Behavior & Organization.
[Full Text][Citation analysis]		article2
2010Heterogeneity of agents and exchange rate dynamics: Evidence from the EMS In: Journal of International Money and Finance.
[Full Text][Citation analysis]		article62
2013Dynamic expectation formation in the foreign exchange market In: Journal of International Money and Finance.
[Full Text][Citation analysis]		article49
2017Forecasting Crashes: Correlated Fund Flows and Skewness in Stock Returns In: Journal of Financial Econometrics.
[Full Text][Citation analysis]		article0
2015Endogenous Price Bubbles in a Multi-Agent System of the Housing Market In: PLOS ONE.
[Full Text][Citation analysis]		article16
2009A heterogeneous route to the European monetary system crisis In: Applied Economics Letters.
[Full Text][Citation analysis]		article1
2015Fundamentals or trends? A long-term perspective on house prices In: Applied Economics.
[Full Text][Citation analysis]		article19
2013Market timing ability and mutual funds: a heterogeneous agent approach In: Quantitative Finance.
[Full Text][Citation analysis]		article10
2013Do foreign exchange fund managers behave like heterogeneous agents? In: Quantitative Finance.
[Full Text][Citation analysis]		article7
2013Behavioural Real Estate In: Tinbergen Institute Discussion Papers.
[Full Text][Citation analysis]		paper3
2015Investor Sentiment and Employment In: Tinbergen Institute Discussion Papers.
[Full Text][Citation analysis]		paper3

CitEc is a RePEc service, providing citation data for Economics since 2001. Last updated November, 3 2024. Contact: CitEc Team