Willem Verschoor : Citation Profile


Are you Willem Verschoor?

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

14

H index

20

i10 index

818

Citations

RESEARCH PRODUCTION:

38

Articles

7

Papers

RESEARCH ACTIVITY:

   30 years (1990 - 2020). See details.
   Cites by year: 27
   Journals where Willem Verschoor has often published
   Relations with other researchers
   Recent citing documents: 9.    Total self citations: 23 (2.73 %)

MORE DETAILS IN:
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   Permalink: http://citec.repec.org/pve15
   Updated: 2024-01-16    RAS profile: 2020-05-05    
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Relations with other researchers


Works with:

Zwinkels, Remco (2)

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

Is cited by:

Hommes, Cars (23)

Zheng, Huanhuan (20)

Uctum, Remzi (20)

Zwinkels, Remco (18)

He, Xuezhong (Tony) (17)

Prat, Georges (17)

Czudaj, Robert (16)

Wolff, Christian (16)

Stillwagon, Josh (16)

Beckmann, Joscha (14)

MacDonald, Ronald (13)

Cites to:

Wolff, Christian (56)

Froot, Kenneth (47)

Frankel, Jeffrey (42)

Hommes, Cars (33)

Zwinkels, Remco (32)

Dominguez, Kathryn (32)

Tesar, Linda (26)

Bekaert, Geert (21)

Hodrick, Robert (21)

Bodnar, Gordon (21)

Taylor, Mark (19)

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 the Japanese and International Economies2
Journal of Financial Markets2
Journal of International Financial Markets, Institutions and Money2
Empirical Economics2
Emerging Markets Review2
Journal of Multinational Financial Management2
Economics Letters2
Journal of Empirical Finance2
Journal of Economic Dynamics and Control2
Pacific-Basin Finance Journal2

Working Papers Series with more than one paper published# docs
CEPR Discussion Papers / C.E.P.R. Discussion Papers2
LSF Research Working Paper Series / Luxembourg School of Finance, University of Luxembourg2

Recent works citing Willem Verschoor (2024 and 2023)


YearTitle of citing document
2023Currency 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.

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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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

2023Foreign 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.

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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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2023How 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

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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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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2023Exchange 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

Works by Willem Verschoor:


YearTitleTypeCited
2016Agreeing on disagreement: heterogeneity or uncertainty? In: Working Paper.
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paper6
2019Agreeing on disagreement: Heterogeneity or uncertainty?.(2019) In: Journal of Financial Markets.
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This paper has nother version. Agregated cites: 6
article
2017Heterogeneous beliefs and asset price dynamics: a survey of recent evidence In: Working Paper.
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paper2
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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paper5
2009Dispersion of Beliefs in the Foreign Exchange Market.(2009) In: LSF Research Working Paper Series.
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This paper has nother version. Agregated cites: 5
paper
1990EMS Exchange Rates In: CEPR Financial Markets Paper.
[Citation analysis]
paper17
2009Time-Variation in Term Permia: International Survey-Based Evidence In: LSF Research Working Paper Series.
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paper11
2011Time-variation in term premia: International survey-based evidence.(2011) In: Journal of International Money and Finance.
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This paper has nother version. Agregated cites: 11
article
2009Behavioural heterogeneity and shift-contagion: Evidence from the Asian crisis In: Journal of Economic Dynamics and Control.
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article59
2012Explaining dispersion in foreign exchange expectations: A heterogeneous agent approach In: Journal of Economic Dynamics and Control.
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article44
1998EMS exchange rate expectations and time-varying risk premia In: Economics Letters.
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article6
2001Scandinavian forward discount bias risk premia In: Economics Letters.
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article11
2013Carry trade and foreign exchange rate puzzles In: European Economic Review.
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article35
2002Further evidence on Asian stock return behavior In: Emerging Markets Review.
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article10
2007Trade and exposure of Eastern European multinationals In: Emerging Markets Review.
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article2
2006Asymmetric foreign exchange risk exposure: Evidence from U.S. multinational firms In: Journal of Empirical Finance.
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article60
2016Time-varying importance of country and industry factors in European corporate bonds In: Journal of Empirical Finance.
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article6
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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article3
2020Expected issuance fees and market liquidity In: Journal of Financial Markets.
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article2
2008Further evidence on the rationality of interest rate expectations In: Journal of International Financial Markets, Institutions and Money.
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article9
2017Excess stock return comovements and the role of investor sentiment In: Journal of International Financial Markets, Institutions and Money.
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article21
2009The effect of exchange rate variability on US shareholder wealth In: Journal of Banking & Finance.
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article14
1993Further evidence on exchange rate expectations In: Journal of International Money and Finance.
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article78
1994Stochastic trends and jumps in EMS exchange rates In: Journal of International Money and Finance.
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article45
2005Measuring common cyclical features during financial turmoil: Evidence of interdependence not contagion In: Journal of International Money and Finance.
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article38
2010Heterogeneity of agents and exchange rate dynamics: Evidence from the EMS In: Journal of International Money and Finance.
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article64
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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article13
2013Dynamic expectation formation in the foreign exchange market In: Journal of International Money and Finance.
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article48
2007Asian foreign exchange risk exposure In: Journal of the Japanese and International Economies.
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article34
1993Asian Exchange Rate Expectations In: Journal of the Japanese and International Economies.
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article13
2006Foreign exchange risk exposure: Survey and suggestions In: Journal of Multinational Financial Management.
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article45
2008The Latin American exchange exposure of U.S. multinationals In: Journal of Multinational Financial Management.
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article7
1994Asian interest expectations and exchange rate dynamics In: Pacific-Basin Finance Journal.
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article1
1995Asian interest expectations and exchange rate dynamics.(1995) In: Pacific-Basin Finance Journal.
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This paper has nother version. Agregated cites: 1
article
2012REPUTATIONAL PENALTIES TO FIRMS IN ANTITRUST INVESTIGATIONS In: Journal of Competition Law and Economics.
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article3
1994German Stock Market Dynamics. In: Empirical Economics.
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article2
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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article1
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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article1
2013Do foreign exchange fund managers behave like heterogeneous agents? In: Quantitative Finance.
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article4
1994On the Biasedness of Forward Foreign Exchange Rates: Irrationality or Risk Premia? In: The Journal of Business.
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article77

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