.
Verschoor, Willem F. C.'s
Scholarly Papers
Click on the title of any column to sort the table by that
column.
Aggregate Statistics
Total 2,882
Total Citations 95
1.
Muller, Aline HEC Management School University of Liège
Verschoor, Willem F. C. Erasmus University Rotterdam (EUR) - Erasmus School of Economics (ESE)
516(24,490)
4
Risk management, foreign exchange risk, foreign currency derivative use, European multinational firms, optimal hedging theories
2.
Muller, Aline HEC Management School University of Liège
Verschoor, Willem F. C. Erasmus University Rotterdam (EUR) - Erasmus School of Economics (ESE)
412(32,879)
21
exchange risk, Asian multinational firms, hedging policies, intervaling, longterm exposure
3.
Straetmans, Stefan University of Maastricht - Limburg Institute of Financial Economics (LIFE)
Verschoor, Willem F. C. Erasmus University Rotterdam (EUR) - Erasmus School of Economics (ESE)
Wolff, Christian C. P. University of Luxembourg - Luxembourg School of Finance
387(35,504)
19
Market Crashes, Bivariate Extreme Value Analysis, Extreme Co-movements, heavy tails, Value-at-Risk, tail beta, extreme dependence
4.
Kleimeier, Stefanie Maastricht University - Limburg Institute of Financial Economics (LIFE)
Lehnert, Thorsten Maastricht University - Limburg Institute of Financial Economics (LIFE)
Verschoor, Willem F. C. Erasmus University Rotterdam (EUR) - Erasmus School of Economics (ESE)
338(41,900)
1
5.
Muller, Aline HEC Management School University of Liège
Verschoor, Willem F. C. Erasmus University Rotterdam (EUR) - Erasmus School of Economics (ESE)
188(79,476)
European non-financial firms, risk management, foreign currency derivatives, exchange risk exposure, optimal hedging theories
6.
Verschoor, Willem F. C. Erasmus University Rotterdam (EUR) - Erasmus School of Economics (ESE)
Muller, Aline HEC Management School University of Liège
Jongen, Ron Dutch Central Bank (DNB)
Posted:
05 Mar 07
Last Revised:
26 Aug 09
164(90,370)
foreign exchange risk, survey-based exchange rate expectations, heterogeneity, U.S. multinational firms
7.
Frijns, Bart Auckland University of Technology - Faculty of Business & Law
Verschoor, Willem F. C. Erasmus University Rotterdam (EUR) - Erasmus School of Economics (ESE)
Zwinkels, Remco C. J. Erasmus University Rotterdam (EUR) - Erasmus School of Economics (ESE)
Posted:
08 Jul 11
Last Revised:
19 Aug 12
128(112,045)
Behavioral Finance, Excess Comovement; Investor Sentiment; International Equity Markets
8.
de Jong , Eelke Radboud University Nijmegen - Department of Economics
Verschoor, Willem F. C. Erasmus University Rotterdam (EUR) - Erasmus School of Economics (ESE)
Zwinkels, Remco C. J. Erasmus University Rotterdam (EUR) - Erasmus School of Economics (ESE)
124(115,034)
8
: Heterogeneous expectations; The European Monetary System; Non-linear modelling; Agent-based finance
9.
Zwinkels, Remco C. J.
Jongen, Ron Dutch Central Bank (DNB)
Wolff, Christian C. P. University of Luxembourg - Luxembourg School of Finance
Verschoor, Willem F. C. Erasmus University Rotterdam (EUR) - Erasmus School of Economics (ESE)
124(115,034)
Exchange rate expectations, heterogeneity, dispersion of beliefs, bounded rationality, tail behaviour, survey data
10.
Jongen, Ron Dutch Central Bank (DNB)
Wolff, Christian C. P. University of Luxembourg - Luxembourg School of Finance
Zwinkels, Remco C. J. University of Luxembourg - Luxembourg School of Finance
Verschoor, Willem F. C. Erasmus University Rotterdam (EUR) - Erasmus School of Economics (ESE)
111(125,475)
Chartists, exchange rate expectations, fundamentalists, heterogeneity, dispersion of beliefs, bounded rationality, survey data
11.
Rubbaniy, Ghulame Erasmus School of Economics, Erasmus University Rotterdam
Lee, Ken Ting Erasmus University Rotterdam (EUR) - Erasmus School of Economics (ESE)
Verschoor, Willem F. C. Erasmus University Rotterdam (EUR) - Erasmus School of Economics (ESE)
Posted:
25 Aug 11
Last Revised:
19 Aug 12
98(137,138)
Asset Pricing, Financial crises, Econometric models, Behavioral finance
12.
de Jong, Eelke Radboud University Nijmegen - Department of Economics
Verschoor, Willem F. C. Erasmus University Rotterdam (EUR) - Erasmus School of Economics (ESE)
Zwinkels, Remco C. J. Erasmus University Rotterdam (EUR) - Erasmus School of Economics (ESE)
78(158,827)
3
heterogeneous expectations, contagion, Asian crisis, dynamic models
13.
Zwinkels, Remco C. J.
Verschoor, Willem F. C. Erasmus University Rotterdam (EUR) - Erasmus School of Economics (ESE)
53(195,292)
heterogeneous agents, currency trading, style investing
14.
Lelyveld, Iman van De Nederlandsche Bank
Verschoor, Willem F. C. Erasmus University Rotterdam (EUR) - Erasmus School of Economics (ESE)
Rubbaniy, Ghulame Erasmus School of Economics, Erasmus University Rotterdam
Posted:
22 Aug 10
Last Revised:
06 Oct 11
51(198,748)
Pension funds, Portfolio choice, Home bias
15.
ter Ellen, Saskia Erasmus School of Economics
Verschoor, Willem F. C. Erasmus University Rotterdam (EUR) - Erasmus School of Economics (ESE)
Zwinkels, Remco C. J. Erasmus University Rotterdam (EUR) - Erasmus School of Economics (ESE)
35(230,915)
foreign exchange expectations, investor sentiment, market anomalies, survey data
16.
Muller, Aline HEC Management School University of Liège
Verschoor, Willem F. C. Erasmus University Rotterdam (EUR) - Erasmus School of Economics (ESE)
30(243,365)
21
17.
Jongen, Ron Dutch Central Bank (DNB)
Verschoor, Willem F. C. Erasmus University Rotterdam (EUR) - Erasmus School of Economics (ESE)
Wolff, Christian C. P. University of Luxembourg - Luxembourg School of Finance
25(258,216)
5
18.
Jongen, Ron Dutch Central Bank (DNB)
Verschoor, Willem F. C. Erasmus University Rotterdam (EUR) - Erasmus School of Economics (ESE)
Wolff, Christian C. P. University of Luxembourg - Luxembourg School of Finance
16(289,547)
4
Interest rate expectations, EMS, expectations hypothesis, rationality, survey data, term structure, time-varying term premia
19.
Jongen, Ron Dutch Central Bank (DNB)
Verschoor, Willem F. C. Erasmus University Rotterdam (EUR) - Erasmus School of Economics (ESE)
Wolff, Christian C. P. University of Luxembourg - Luxembourg School of Finance
Zwinkels, Remco C. J. University of Luxembourg - Luxembourg School of Finance
3(331,194)
5
exchange rates, expectations, heterogeneity, survey data
20.
Kleimeier, Stefanie Maastricht University - Limburg Institute of Financial Economics (LIFE)
Lehnert, Thorsten Maastricht University - Limburg Institute of Financial Economics (LIFE)
Verschoor, Willem F. C. Erasmus University Rotterdam (EUR) - Erasmus School of Economics (ESE)
1(343,363)
4
21.
Verschoor, Willem F. C. Erasmus University Rotterdam (EUR) - Erasmus School of Economics (ESE)
Jongen, Ron Dutch Central Bank (DNB)
Wolff, Christian C. P. University of Luxembourg - Luxembourg School of Finance
Interest rate expectations, expectations hypothesis, rationality, survey data, term structure, time-varying term premia
22.
Zwinkels, Remco C. J.
de Jong , Eelke Radboud University Nijmegen - Department of Economics
Verschoor, Willem F. C. Erasmus University Rotterdam (EUR) - Erasmus School of Economics (ESE)
Heterogeneous expectations, The European Monetary System, Non-linear modelling, Agent-based finance
23.
Nieuwland, Fred Maastricht University - Department of Economics
Verschoor, Willem F. C. Erasmus University Rotterdam (EUR) - Erasmus School of Economics (ESE)
Wolff, Christian C. P. University of Luxembourg - Luxembourg School of Finance
24.
Cavaglia, Stefano Brinson Partners
Koedijk, Kees C. G. Tilburg University - Department of Finance
Verschoor, Willem F. C. Erasmus University Rotterdam (EUR) - Erasmus School of Economics (ESE)
Wolff, Christian C. P. University of Luxembourg - Luxembourg School of Finance
25.
Cavaglia, Stefano Brinson Partners
Verschoor, Willem F. C. Erasmus University Rotterdam (EUR) - Erasmus School of Economics (ESE)
Wolff, Christian C. P. University of Luxembourg - Luxembourg School of Finance
26.
Cavaglia, Stefano Brinson Partners
Verschoor, Willem F. C. Erasmus University Rotterdam (EUR) - Erasmus School of Economics (ESE)
Wolff, Christian C. P. University of Luxembourg - Luxembourg School of Finance
