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Home | People | Willem Verschoor
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Willem Verschoor

Research Fellow

University
Vrije Universiteit Amsterdam
Researchgroup
TI Finance
Interests
Exchange Rates, Finance, Risk Management

List of publications

Z. Qian and M. Pieterse-Bloem and W.F.C. Verschoor and R.C.J. Zwinkels. 2016. Time-Varying Importance of Country and Industry Factors in European Corporate Bonds. Journal of Empirical Finance, 38, 429--448, 0927-5398

W.F.C. Verschoor and G. Rubbaniy and Lelyveld van, I.P.P.. 2014. Home Bias and Dutch Pension Funds’ Investment behaviour. European Journal of Finance, 20, 978--993, 1351-847X

W.F.C. Verschoor and R. Spronk and R.C.J. Zwinkels. 2013. Carry Trade and Foreign Exchange Rate Puzzles. European Economic Review, 60, 17--31, 0014-2921

W.F.C. Verschoor and Ter Ellen, S. and R.C.J. Zwinkels. 2013. Dynamic Expectation Formation in the Foreign Exchange Market. Journal of International Money and Finance, 37, 75--97, 0261-5606

W.F.C. Verschoor and R.C.J. Zwinkels. 2013. Do Foreign Exchange Fund Managers Behave Like Heterogeneous Agents?. Quantitative Finance, 13, 1125--1134, 1469-7688

W.F.C. Verschoor and R.G.M. Kemp and Van den Broek, S. and De Vries, A.C.. 2012. Reputational Penalties to Firms in Antitrust Investigations. Journal of competition law \& economics, 8, 231--258, 1744-6422

R. Jongen and W.F.C. Verschoor and C.C.P. Wolff and R.C.J. Zwinkels. 2012. Explaining Dispersion in Foreign Exchange Expectations: A Heterogeneous Agent Approach. Journal of Economic Dynamics and Control, 36, 719--735, 0165-1889

W.F.C. Verschoor and R. Jongen and A. Muller. 2012. Using Survey Data to Resolve the Exchange Risk Exposure Puzzle: Evidence from U.S. Multinational Firms. Journal of International Money and Finance, 31, 148--169, 0261-5606

W.F.C. Verschoor and R. Jongen and C.C.P. Wolff. 2011. Time-Variation in Term Premia: International Survey-Based Evidence. Journal of International Money and Finance, 30, 605--622, 0261-5606

De Jong, Eelke and Verschoor, Willem F C and Zwinkels, Remco C J. 2010. Heterogeneity of agents and exchange rate dynamics: Evidence from the EMS. Journal of International Money and Finance, 29, 1652--1669, 0261-5606

W.F.C. Verschoor and A. Muller. 2009. The Effect of Exchange Rate Variability on U.S. Shareholder Wealth. Journal of Banking and Finance, 33, 1963--1972, 0378-4266

De Jong, Eelke and Verschoor, W. F C and Zwinkels, R. C J. 2009. A heterogeneous route to the European monetary system crisis. Applied Economics Letters, 16, 929--932, 1350-4851

De Jong, Eelke and Verschoor, Willem F C and Zwinkels, Remco C J. 2009. Behavioural heterogeneity and shift-contagion: Evidence from the Asian crisis. Journal of Economic Dynamics and Control, 33, 1929--1944, 0165-1889

W.F.C. Verschoor and S. Straetmans and C.C.P. Wolff. 2008. Extreme US stock market fluctuations in the wake of 9/11. Journal of Applied Econometrics, 23, 17--42, 0883-7252

W.F.C. Verschoor and R. Jongen and C.C.P. Wolff. 2008. Foreign Exchange Rate Expectations: Survey and Synthesis. Journal of Economic Surveys, 22, 140--165, 0950-0804

S. Kleimeier and H. Lehnert and W.F.C. Verschoor. 2008. Measuring financial contagion using time-aligned data: The importance of the speed of transmission of shocks. Oxford Bulletin of Economics and Statistics, 70, 493--508, 0305-9049

A. Muller and W.F.C. Verschoor. 2007. Asian foreign exchange risk exposure. Journal of the Japanese and International Economies, 21, 16--37, 0889-1583

A. Muller and W.F.C. Verschoor. 2007. Trade and exposure of eastern European multinationals. Emerging Markets Review, 8, 218--229, 1566-0141

W.F.C. Verschoor and A. Muller. 2006. European foreign exchange risk exposure. European Financial Management, 12, 195--220, 1468-036X

W.F.C. Verschoor and A. Muller. 2006. Asymmetric foreign exchange risk exposure: evidence from U.S. multinationals. Journal of Empirical Finance, 13, 495--518, 0927-5398

W.F.C. Verschoor and B Candelon and A. Hecq. 2005. Measuring common cyclical features during financial turmoil: evidence of interdependence not contagion. Journal of International Money and Finance, 24, 1317--1334, 0261-5606

W.F.C. Verschoor and P.F.G Jansen. 2004. A Note on Transition Stock Return Behavior. Applied Economics Letters, 11, 11--13, 1350-4851

W.F.C. Verschoor and C.C.P. Wolff. 2002. Scandinavian Exchange Rate Expectations. Applied Economics Letters, 9, 111--116, 1350-4851

W.F.C. Verschoor and de Groot, C.. 2002. Further Evidence on Asian Stock Return Behavior. Emerging Markets Review, 3, 179--193, 1566-0141

W.F.C. Verschoor and C.C.P. Wolff. 2001. Exchange Risk Premia, Expectations Formation and News in the Mexican Peso / US Dollar Forward Exchange Rate Market. International Review of Financial Analysis, 10, 157--174, 1057-5219

W.F.C. Verschoor and C.C.P. Wolff. 2001. Scandinavian Forward Discount Bias and Risk Premia. Economics Letters, 73, 65--72, 0165-1765

W.F.C. Verschoor and C.C.P. Wolff and C.G. Koedijk and S. Cavaglia. 1998. Interest Expectations and Exchange Rates News. Empirical Economics, 23, 525--534, 0377-7332

W.F.C. Verschoor and C.C.P. Wolff and F.G.M.C. Nieuwland. 1998. EMS Exchange Rate Expectations and Time-Varying Risk Premia. Economics Letters, 60, 351--355, 0165-1765

W.F.C. Verschoor and F.G.M.C. Nieuwland and R.M. Bauer. 1994. German Stock Market Dynamics. Empirical Economics, 19, 397--418, 0377-7332

W.F.C. Verschoor and F.G.M.C. Nieuwland and C.C.P. Wolff. 1994. Stochastic Trends and Jumps in EMS Exchange Rates. Journal of International Money and Finance, 13, 699--727, 0261-5606

W.F.C. Verschoor and S. Cavaglia and C.C.P. Wolff. 1993. Asian Exchange Rate Expectations. Journal of the Japanese and International Economies, 7, 57--77, 0889-1583

W.F.C. Verschoor and S. Cavaglia and C.C.P. Wolff. 1993. Further Evidence on Exchange Rate Expectations. Journal of International Money and Finance, 12, 78--98, 0261-5606