Willem Verschoor : Citation Profile


Are you Willem Verschoor?

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

17

H index

24

i10 index

1010

Citations

RESEARCH PRODUCTION:

44

Articles

7

Papers

1

Chapters

RESEARCH ACTIVITY:

   34 years (1990 - 2024). See details.
   Cites by year: 29
   Journals where Willem Verschoor has often published
   Relations with other researchers
   Recent citing documents: 35.    Total self citations: 26 (2.51 %)

MORE DETAILS IN:
ABOUT THIS REPORT:

   Permalink: http://citec.repec.org/pve15
   Updated: 2024-11-04    RAS profile: 2024-10-08    
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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:

Beckmann, Joscha (28)

Czudaj, Robert (28)

Hommes, Cars (25)

Zheng, Huanhuan (20)

Uctum, Remzi (20)

Zwinkels, Remco (18)

Hutson, Elaine (18)

He, Xuezhong (Tony) (17)

Prat, Georges (17)

Menkhoff, Lukas (16)

Stillwagon, Josh (16)

Cites to:

Wolff, Christian (68)

Frankel, Jeffrey (53)

Froot, Kenneth (52)

Dominguez, Kathryn (35)

Zwinkels, Remco (34)

Hommes, Cars (33)

MacDonald, Ronald (28)

Tesar, Linda (26)

Taylor, Mark (22)

Bekaert, Geert (21)

Bodnar, Gordon (21)

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 Control3
Journal of Empirical Finance2
Emerging Markets Review2
Journal of Financial Markets2
Journal of the Japanese and International Economies2
Economics Letters2
Pacific-Basin Finance Journal2
Journal of Multinational Financial Management2
Journal of International Financial Markets, Institutions and Money2
Empirical Economics2

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
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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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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2023Global 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.

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2024Time-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.

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2024Fossil 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.

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2023Commodity 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.

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2023Measuring 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.

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2023Network 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.

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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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2024Are 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.

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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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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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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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2023Gold 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.

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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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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.

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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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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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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.

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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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2023Liquidity premia: the PPP puzzles missing piece?. (2023). Olk, Christopher. In: SocArXiv. RePEc:osf:socarx:exnf6.

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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 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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Works by Willem Verschoor:


YearTitleTypeCited
2006European Foreign Exchange Risk Exposure In: European Financial Management.
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article68
2008FOREIGN EXCHANGE RATE EXPECTATIONS: SURVEY AND SYNTHESIS In: Journal of Economic Surveys.
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article48
2016Agreeing on disagreement: heterogeneity or uncertainty? In: Working Paper.
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paper8
2019Agreeing on disagreement: Heterogeneity or uncertainty?.(2019) In: Journal of Financial Markets.
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This paper has nother version. Agregated cites: 8
article
2017Heterogeneous beliefs and asset price dynamics: a survey of recent evidence In: Working Paper.
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paper12
2018Heterogeneous Beliefs and Asset Price Dynamics: A Survey of Recent Evidence.(2018) In: Dynamic Modeling and Econometrics in Economics and Finance.
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This paper has nother version. Agregated cites: 12
chapter
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.
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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
2024Wall street watches Washington: Asset pricing implications of policy uncertainty In: Journal of Behavioral and Experimental Finance.
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article0
2024Gamma positioning and market quality In: Journal of Economic Dynamics and Control.
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article0
2009Behavioural heterogeneity and shift-contagion: Evidence from the Asian crisis In: Journal of Economic Dynamics and Control.
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article60
2012Explaining dispersion in foreign exchange expectations: A heterogeneous agent approach In: Journal of Economic Dynamics and Control.
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article47
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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article10
2013Carry trade and foreign exchange rate puzzles In: European Economic Review.
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article37
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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article7
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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article2
2020Expected issuance fees and market liquidity In: Journal of Financial Markets.
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article4
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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article22
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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article77
1994Stochastic trends and jumps in EMS exchange rates In: Journal of International Money and Finance.
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article46
2005Measuring common cyclical features during financial turmoil: Evidence of interdependence not contagion In: Journal of International Money and Finance.
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article39
2010Heterogeneity of agents and exchange rate dynamics: Evidence from the EMS In: Journal of International Money and Finance.
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article66
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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article49
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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article12
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
2008Extreme US stock market fluctuations in the wake of 9|11 In: Journal of Applied Econometrics.
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article54
2012REPUTATIONAL PENALTIES TO FIRMS IN ANTITRUST INVESTIGATIONS In: Journal of Competition Law and Economics.
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article3
2023Inattentive Search for Currency Fundamentals In: IMF Economic Review.
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article1
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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article3
2000Exchange risk premia in the European monetary system In: Applied Financial Economics.
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article3
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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article6
1994On the Biasedness of Forward Foreign Exchange Rates: Irrationality or Risk Premia? In: The Journal of Business.
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article76

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