16
H index
19
i10 index
843
Citations
Remco Zwinkels : Citation Profile
Vrije Universiteit Amsterdam (90% share) | RESEARCH PRODUCTION: 30 Articles 12 Papers RESEARCH ACTIVITY:
MORE DETAILS IN: ABOUT THIS REPORT:
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12 years (2008 - 2020). Relations with other researchers
Works with: Authors registered in RePEc who have co-authored more than one work in the last five years with Remco Zwinkels. | Is cited by:
| Cites to:
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Main data
Where Remco Zwinkels has published?
| Working Papers Series with more than one paper published | # docs |
|---|---|
| LSF Research Working Paper Series / Luxembourg School of Finance, University of Luxembourg | 5 |
| Tinbergen Institute Discussion Papers / Tinbergen Institute | 2 |
Recent works citing Remco Zwinkels (2025 and 2024)
Year  | Title of citing document |
|---|---|
| 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 | Wall 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. Full description at Econpapers || Download paper |
| 2024 | Managerial sentiment and employment. (2024). Montone, Maurizio ; Zhu, Yuhao. In: Journal of Behavioral and Experimental Finance. RePEc:eee:beexfi:v:43:y:2024:i:c:s2214635024000765. Full description at Econpapers || Download paper |
| 2024 | Political uncertainty and institutional herding. (2024). Montone, Maurizio ; Kallinterakis, Vasileios ; Gavriilidis, Konstantinos. In: Journal of Corporate Finance. RePEc:eee:corfin:v:88:y:2024:i:c:s0929119924000890. Full description at Econpapers || Download paper |
| 2024 | Believe me when I say green! Heterogeneous expectations and climate policy uncertainty. (2024). Campiglio, Emanuele ; Terranova, Roberta ; Lamperti, Francesco. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:165:y:2024:i:c:s0165188924000927. Full description at Econpapers || Download paper |
| 2024 | Efficient 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. Full description at Econpapers || Download paper |
| 2024 | The role of index traders in the financialization of commodity markets: A behavioral finance approach. (2024). Joets, Marc ; Ait-Youcef, Camille. In: Energy Economics. RePEc:eee:eneeco:v:136:y:2024:i:c:s0140988324003499. 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 | 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 | 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 | A loss discounting framework for model averaging and selection in time series models. (2024). Griffin, Jim E ; Bernaciak, Dawid. In: International Journal of Forecasting. RePEc:eee:intfor:v:40:y:2024:i:4:p:1721-1733. 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 |
| 2025 | Dynamic Multilayer Network for Systemic Risk and Bank Regulation Based on CDS. (2025). Tang, Miao ; Fan, Hong. In: Computational Economics. RePEc:kap:compec:v:65:y:2025:i:2:d:10.1007_s10614-023-10508-x. Full description at Econpapers || Download paper |
| 2025 | Explaining the Stylized Facts of Foreign Exchange Markets with a Simple Agent-based Version of Paul de Grauwe’s Chaotic Exchange Rate Model. (2025). Westerhoff, Frank ; Mignot, Sarah. In: Computational Economics. RePEc:kap:compec:v:65:y:2025:i:2:d:10.1007_s10614-024-10546-z. 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 | Communication, networks and asset price dynamics: a survey. (2024). Hatcher, Michael ; Hellmann, Tim. In: Journal of Economic Interaction and Coordination. RePEc:spr:jeicoo:v:19:y:2024:i:1:d:10.1007_s11403-023-00395-8. 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 |
| 2024 | Investor 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. Full description at Econpapers || Download paper |
| 2024 | Forecasts of Period-Average Exchange Rates: New Insights from Real-Time Daily Data. (2024). Martin, Stephen Snudden. In: LCERPA Working Papers. RePEc:wlu:lcerpa:jc0148. Full description at Econpapers || Download paper |
Works by Remco Zwinkels:
| Year | Title | Type | Cited |
|---|---|---|---|
| 2019 | Mortgage Insurance Adoption in the Netherlands In: Real Estate Economics. [Full Text][Citation analysis] | article | 2 |
| 2016 | Agreeing on disagreement: heterogeneity or uncertainty? In: Working Paper. [Full Text][Citation analysis] | paper | 9 |
| 2019 | Agreeing on disagreement: Heterogeneity or uncertainty?.(2019) In: Journal of Financial Markets. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 9 | article | |
| 2017 | Comparing behavioural heterogeneity across asset classes In: Working Paper. [Full Text][Citation analysis] | paper | 12 |
| 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 | |
| 2009 | Behavioral Heterogeneity in the Option Market In: LSF Research Working Paper Series. [Full Text][Citation analysis] | paper | 64 |
| 2010 | Behavioral 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 | |
| 2010 | Behavioral heterogeneity in the option market.(2010) In: Post-Print. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 64 | paper | |
| 2009 | A Volatility Targeting GARCH model with Time-Varying Coefficients In: LSF Research Working Paper Series. [Full Text][Citation analysis] | paper | 0 |
| 2010 | Modelling structural changes in the volatility process In: LSF Research Working Paper Series. [Full Text][Citation analysis] | paper | 7 |
| 2011 | Modeling 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 | |
| 2012 | Sentiment Trades and Option Prices In: LSF Research Working Paper Series. [Full Text][Citation analysis] | paper | 0 |
| 2016 | On the Style-Based Feedback Trading of Mutual Fund Managers In: Journal of Financial and Quantitative Analysis. [Full Text][Citation analysis] | article | 14 |
| 2017 | Model Uncertainty and Exchange Rate Forecasting In: Journal of Financial and Quantitative Analysis. [Full Text][Citation analysis] | article | 20 |
| 2009 | Behavioural heterogeneity and shift-contagion: Evidence from the Asian crisis In: Journal of Economic Dynamics and Control. [Full Text][Citation analysis] | article | 56 |
| 2012 | Explaining dispersion in foreign exchange expectations: A heterogeneous agent approach In: Journal of Economic Dynamics and Control. [Full Text][Citation analysis] | article | 48 |
| 2018 | Time-varying arbitrage and dynamic price discovery In: Journal of Economic Dynamics and Control. [Full Text][Citation analysis] | article | 9 |
| 2012 | A new measurement method of investor overconfidence In: Economics Letters. [Full Text][Citation analysis] | article | 8 |
| 2013 | Carry trade and foreign exchange rate puzzles In: European Economic Review. [Full Text][Citation analysis] | article | 37 |
| 2015 | A tale of feedback trading by hedge funds In: Journal of Empirical Finance. [Full Text][Citation analysis] | article | 8 |
| 2016 | Time-varying importance of country and industry factors in European corporate bonds In: Journal of Empirical Finance. [Full Text][Citation analysis] | article | 8 |
| 2010 | Oil price dynamics: A behavioral finance approach with heterogeneous agents In: Energy Economics. [Full Text][Citation analysis] | article | 77 |
| 2020 | Expected issuance fees and market liquidity In: Journal of Financial Markets. [Full Text][Citation analysis] | article | 5 |
| 2008 | The impact of horizontal and vertical FDI on hosts country economic growth In: International Business Review. [Full Text][Citation analysis] | article | 74 |
| 2010 | Gravity equations: Workhorse or Trojan horse in explaining trade and FDI patterns across time and space? In: International Business Review. [Full Text][Citation analysis] | article | 50 |
| 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 |
| 2014 | Forecasting the US housing market In: International Journal of Forecasting. [Full Text][Citation analysis] | article | 35 |
| 2014 | Heterogeneous expectations in asset pricing: Empirical evidence from the S&P500 In: Journal of Economic Behavior & Organization. [Full Text][Citation analysis] | article | 73 |
| 2014 | Heterogeneous 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: 73 | paper | |
| 2014 | An empirical examination of heterogeneity and switching in foreign exchange markets In: Journal of Economic Behavior & Organization. [Full Text][Citation analysis] | article | 24 |
| 2020 | Absence of speculation in the European sovereign debt markets In: Journal of Economic Behavior & Organization. [Full Text][Citation analysis] | article | 3 |
| 2010 | Heterogeneity of agents and exchange rate dynamics: Evidence from the EMS In: Journal of International Money and Finance. [Full Text][Citation analysis] | article | 63 |
| 2013 | Dynamic expectation formation in the foreign exchange market In: Journal of International Money and Finance. [Full Text][Citation analysis] | article | 49 |
| 2017 | Forecasting Crashes: Correlated Fund Flows and Skewness in Stock Returns In: Journal of Financial Econometrics. [Full Text][Citation analysis] | article | 0 |
| 2015 | Endogenous Price Bubbles in a Multi-Agent System of the Housing Market In: PLOS ONE. [Full Text][Citation analysis] | article | 16 |
| 2009 | A heterogeneous route to the European monetary system crisis In: Applied Economics Letters. [Full Text][Citation analysis] | article | 1 |
| 2015 | Fundamentals or trends? A long-term perspective on house prices In: Applied Economics. [Full Text][Citation analysis] | article | 19 |
| 2013 | Market timing ability and mutual funds: a heterogeneous agent approach In: Quantitative Finance. [Full Text][Citation analysis] | article | 10 |
| 2013 | Do foreign exchange fund managers behave like heterogeneous agents? In: Quantitative Finance. [Full Text][Citation analysis] | article | 7 |
| 2013 | Behavioural Real Estate In: Tinbergen Institute Discussion Papers. [Full Text][Citation analysis] | paper | 3 |
| 2015 | Investor Sentiment and Employment In: Tinbergen Institute Discussion Papers. [Full Text][Citation analysis] | paper | 4 |
CitEc is a RePEc service, providing citation data for Economics since 2001. Last updated February, 4 2025. Contact: CitEc Team