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Home | People | Remco Zwinkels
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Remco Zwinkels

Research Fellow

University
Vrije Universiteit Amsterdam
Researchgroup
TI Finance
Interests
finance

List of publications

R. Cox and R.C.J. Zwinkels. 2019. Mortgage Insurance Adoption in the Netherlands. Real Estate Economics, 1080-8620

Bart Frijns and Zwinkels, Remco C.J.. 2018. Time-varying arbitrage and dynamic price discovery. Journal of Economic Dynamics and Control, 91, 485--502, 0165-1889

R. Kouwenberg and A. Markiewicz and R. Verhoeks and R.C.J. Zwinkels. 2017. Model Uncertainty and Exchange Rate Forecasting. Journal of Financial and Quantitative Analysis, 52, 341--363, 0022-1090

M. Gong and M. Lin and R.C.J. Zwinkels. 2016. Forecasting Crashes: Correlated Fund Flows and Skewness in Stock Returns. Journal of Financial Econometrics, 15, 36--61, 1479-8409

B. Frijns and A. Gilbert and R.C.J. Zwinkels. 2016. On the Style-Based Feedback Trading of Mutual Fund Managers. Journal of Financial and Quantitative Analysis, 51, 771--800, 0022-1090

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

M.B.J. Schauten and R. Willemstein and R.C.J. Zwinkels. 2015. A Tale of Feedback Trading by Hedge Funds. Journal of Empirical Finance, 34, 239--259, 0927-5398

P. Eichholtz and R. Huisman and R.C.J. Zwinkels. 2015. Fundamentals or Trend? A Long-Term Perspective on House Prices. Applied Economics, 47, 1050--1059, 0003-6846

van der Holst, G. and R.C.J. Zwinkels. 2015. A Holistic Approach to the Predictive Power of Expected Volatility. Journal of Financial Research, 38, 417--459, 0270-2592

D. Kliger and van den Assem, M.J. and R.C.J. Zwinkels. 2014. Empirical Behavioral Finance. Journal of Economic Behavior and Organization, 107, 421--427, 0167-2681

D. Goldbaum and R.C.J. Zwinkels. 2014. An empirical examination of heterogeneity and switching in foreign exchange markets. Journal of Economic Behavior and Organization, 107, 667--684, 0167-2681

R. Kouwenberg and R.C.J. Zwinkels. 2014. Forecasting the US housing market. International Journal of Forecasting, 30, 415--425, 0169-2070

C. Chiarella and X. He and R.C.J. Zwinkels. 2014. Heterogeneous Expectations in Asset Pricing: Empirical Evidence from the S\&P500. Journal of Economic Behavior and Organization, 105, 1--16, 0167-2681

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

B. Frijns and A. Gilbert and R.C.J. Zwinkels. 2013. Market Timing Ability and Mutual Funds: A Heterogeneous Agent Approach. Quantitative Finance, 13, 1613--1620, 1469-7688

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

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

R. Huisman and van der Sar, N.L. and R.C.J. Zwinkels. 2012. A New Measurement Method of Investor Overconfidence. Economics Letters, 114, 69--71, 0165-1765

Bart Frijns and Thorsten Lehnert and Zwinkels, Remco C J. 2011. Modeling structural changes in the volatility process. Journal of Empirical Finance, 18, 522--532, 0927-5398

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

B. Frijns and T. Lehnert and R.C.J. Zwinkels. 2010. Behavioral Heterogeneity in the Option Market. Journal of Economic Dynamics and Control, 34, 2273--2287, 0165-1889

Ellen, Saskia ter and Zwinkels, Remco C J. 2010. Oil price dynamics: A behavioral finance approach with heterogeneous agents. Energy Economics, 32, 1427--1434, 0140-9883

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

R.C.J. Zwinkels. 2003. Financial Structure and Monetary Transmission in Europe: A Cross-country Study [Review of: Financial Structure and Monetary Transmission in Europe: A Cross-country Study]. Economic Journal, 113, 419--421, 0013-0133