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Home | People | Willem Verschoor
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Willem Verschoor

Research Fellow

University
Vrije Universiteit Amsterdam
Research field
Finance
Interests
Exchange Rates, Finance, Risk Management

List of publications

Buis, B., Pieterse-Bloem, M., Verschoor, W. and Zwinkels, R. (2020). Expected issuance fees and market liquidity Journal of Financial Markets, :.

ter Ellen, S., Verschoor, WillemF.C. and Zwinkels, RemcoC.J. (2019). Agreeing on disagreement: Heterogeneity or uncertainty? Journal of Financial Markets, 44:17--30.

Qian, Z., Pieterse-Bloem, M., Verschoor, W. and Zwinkels, R. (2016). Time-Varying Importance of Country and Industry Factors in European Corporate Bonds Journal of Empirical Finance, 38:429--448.

Verschoor, W., Rubbaniy, G. and Lelyveld van, I.P.P. (2014). Home Bias and Dutch Pension Funds’ Investment behaviour European Journal of Finance, 20(11):978--993.

Verschoor, W., Spronk, R. and Zwinkels, R. (2013). Carry Trade and Foreign Exchange Rate Puzzles European Economic Review, 60:17--31.

Verschoor, W., Ter Ellen, S. and Zwinkels, R. (2013). Dynamic Expectation Formation in the Foreign Exchange Market Journal of International Money and Finance, 37:75--97.

Verschoor, W. and Zwinkels, R. (2013). Do Foreign Exchange Fund Managers Behave Like Heterogeneous Agents? Quantitative Finance, 13(7):1125--1134.

Verschoor, W., Kemp, R., Van den Broek, S. and De Vries, A.C. (2012). Reputational Penalties to Firms in Antitrust Investigations Journal of Competition Law and Economics, 8(2):231--258.

Jongen, R., Verschoor, W., Wolff, C. and Zwinkels, R. (2012). Explaining Dispersion in Foreign Exchange Expectations: A Heterogeneous Agent Approach Journal of Economic Dynamics and Control, 36(5):719--735.

Verschoor, W., Jongen, R. and Muller, A. (2012). Using Survey Data to Resolve the Exchange Risk Exposure Puzzle: Evidence from U.S. Multinational Firms Journal of International Money and Finance, 31(2):148--169.

Verschoor, W., Jongen, R. and Wolff, C. (2011). Time-Variation in Term Premia: International Survey-Based Evidence Journal of International Money and Finance, 30(4):605--622.

De Jong, E., Verschoor, W.F.C. and Zwinkels, R.C.J. (2010). Heterogeneity of agents and exchange rate dynamics: Evidence from the EMS Journal of International Money and Finance, 29(8):1652--1669.

Verschoor, W. and Muller, A. (2009). The Effect of Exchange Rate Variability on U.S. Shareholder Wealth Journal of Banking and Finance, 33(11):1963--1972.

De Jong, E., Verschoor, W.FC and Zwinkels, R.CJ (2009). A heterogeneous route to the European monetary system crisis Applied Economics Letters, 16(9):929--932.

De Jong, E., Verschoor, W.F.C. and Zwinkels, R.C.J. (2009). Behavioural heterogeneity and shift-contagion: Evidence from the Asian crisis Journal of Economic Dynamics and Control, 33(11):1929--1944.

Verschoor, W., Jongen, R. and Wolff, C. (2008). Foreign Exchange Rate Expectations: Survey and Synthesis Journal of Economic Surveys, 22(1):140--165.

Kleimeier, S., Lehnert, H. and Verschoor, W. (2008). Measuring financial contagion using time-aligned data: The importance of the speed of transmission of shocks Oxford Bulletin of Economics and Statistics, 70(4):493--508.

Verschoor, W., Straetmans, S. and Wolff, C. (2008). Extreme US stock market fluctuations in the wake of 9/11 Journal of Applied Econometrics, 23(1):17--42.

Muller, A. and Verschoor, W. (2007). Asian foreign exchange risk exposure Journal of the Japanese and International Economies, 21:16--37.

Muller, A. and Verschoor, W. (2007). Trade and exposure of eastern European multinationals Emerging Markets Review, 8:218--229.

Verschoor, W. and Muller, A. (2006). European foreign exchange risk exposure European Financial Management, 12:195--220.

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

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

Verschoor, W. and Jansen, P. (2004). A Note on Transition Stock Return Behavior Applied Economics Letters, 11(1):11--13.

Verschoor, W. and Wolff, C. (2002). Scandinavian Exchange Rate Expectations Applied Economics Letters, 9:111--116.

Verschoor, W. and de Groot, C. (2002). Further Evidence on Asian Stock Return Behavior Emerging Markets Review, 3:179--193.

Verschoor, W. and Wolff, C. (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.

Verschoor, W. and Wolff, C. (2001). Scandinavian Forward Discount Bias and Risk Premia Economics Letters, 73(1):65--72.

Verschoor, W., Wolff, C., Koedijk, C. and Cavaglia, S. (1998). Interest Expectations and Exchange Rates News Empirical Economics, 23:525--534.

Verschoor, W., Wolff, C. and Nieuwland, F. (1998). EMS Exchange Rate Expectations and Time-Varying Risk Premia Economics Letters, 60:351--355.

Verschoor, W., Nieuwland, F. and Bauer, R. (1994). German Stock Market Dynamics Empirical Economics, 19:397--418.

Verschoor, W., Nieuwland, F. and Wolff, C. (1994). Stochastic Trends and Jumps in EMS Exchange Rates Journal of International Money and Finance, 13:699--727.

Verschoor, W., Cavaglia, S. and Wolff, C. (1993). Asian Exchange Rate Expectations Journal of the Japanese and International Economies, 7:57--77.

Verschoor, W., Cavaglia, S. and Wolff, C. (1993). Further Evidence on Exchange Rate Expectations Journal of International Money and Finance, 12:78--98.