17
H index
25
i10 index
1045
Citations
Willem Verschoor : Citation Profile
Vrije Universiteit Amsterdam (50% share) | RESEARCH PRODUCTION: 45 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:
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Main data
Where Willem Verschoor has published?
| Working Papers Series with more than one paper published | # docs |
|---|---|
| CEPR Discussion Papers / C.E.P.R. Discussion Papers | 2 |
| LSF Research Working Paper Series / Luxembourg School of Finance, University of Luxembourg | 2 |
Recent works citing Willem Verschoor (2025 and 2024)
Year  | Title of citing document |
|---|---|
| 2024 | Corporate Misconduct and Subsequent Consequences in Family Firms. (2024). Yin, Jennifer ; Chen, Lele. In: Abacus. RePEc:bla:abacus:v:60:y:2024:i:4:p:935-966. Full description at Econpapers || Download paper |
| 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 |
| 2024 | Detecting statistically significant changes in connectedness: A bootstrap-based technique. (2024). Nguyen, Viet Hoang ; Kočenda, Evžen ; Greenwood-Nimmo, Matthew ; Koenda, Even. In: Economic Modelling. RePEc:eee:ecmode:v:140:y:2024:i:c:s0264999324002001. 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 |
| 2024 | Exchange rate stability and expectation management under heterogeneous expectations. (2024). Li, Xiaoping ; Shi, Wenming ; Wang, Nan ; Duan, Jihong. In: International Review of Financial Analysis. RePEc:eee:finana:v:95:y:2024:i:pb:s1057521924003855. Full description at Econpapers || Download paper |
| 2024 | Climate litigation and financial markets: A disciplinary effect?. (2024). Gnabo, Jean-Yves ; Dulak, Thomas. In: International Review of Financial Analysis. RePEc:eee:finana:v:95:y:2024:i:pb:s1057521924004289. Full description at Econpapers || Download paper |
| 2024 | Improved estimation of the correlation matrix using reinforcement learning and text-based networks. (2024). Simaan, Majeed ; Ndiaye, Papa Momar ; Lu, Cheng. In: International Review of Financial Analysis. RePEc:eee:finana:v:96:y:2024:i:pa:s1057521924005040. 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 |
| 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 |
| 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 |
| 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 |
| 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 |
| 2024 | Endogenous cycles in heterogeneous agent models: a state-space approach. (2024). Ricchiuti, Giorgio ; Gusella, Filippo. In: Journal of Evolutionary Economics. RePEc:spr:joevec:v:34:y:2024:i:4:d:10.1007_s00191-024-00870-w. 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 |
| 2008 | Measuring Financial Contagion Using Time‐Aligned Data: The Importance of the Speed of Transmission of Shocks* In: Oxford Bulletin of Economics and Statistics. [Full Text][Citation analysis] | article | 22 |
| 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 | 61 |
| 2012 | Explaining dispersion in foreign exchange expectations: A heterogeneous agent approach In: Journal of Economic Dynamics and Control. [Full Text][Citation analysis] | article | 48 |
| 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 | 39 |
| 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 | 61 |
| 2016 | Time-varying importance of country and industry factors in European corporate bonds In: Journal of Empirical Finance. [Full Text][Citation analysis] | article | 8 |
| 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 | 23 |
| 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 | 67 |
| 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 | 35 |
| 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 | 56 |
| 2012 | REPUTATIONAL PENALTIES TO FIRMS IN ANTITRUST INVESTIGATIONS In: Journal of Competition Law and Economics. [Full Text][Citation analysis] | article | 5 |
| 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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