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Home | People | Remco Zwinkels
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Remco Zwinkels

Research Fellow

University
Vrije Universiteit Amsterdam
Research field
Finance
Interests
Finance

List of publications

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

Montone, M. and Zwinkels, R. (2020). Investor Sentiment and Employment Journal of Financial and Quantitative Analysis, :.

ter Ellen, S., Hommes, C. and Zwinkels, R. (2020). Comparing Behavioural Heterogeneity Across Asset Classes Journal of Economic Behavior and Organization, :.

Frijns, B. and Zwinkels, R. (2020). Absence of Speculation in the European Sovereign Debt Markets Journal of Economic Behavior and Organization, :.

Cox, R. and Zwinkels, R. (2019). Mortgage Insurance Adoption in the Netherlands Real Estate Economics, 47(4):977--1012.

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

Frijns, B. and Zwinkels, RemcoC.J. (2018). Time-varying arbitrage and dynamic price discovery Journal of Economic Dynamics and Control, 91:485--502.

Kouwenberg, R.R.P., Markiewicz, A.P., Verhoeks, R. and Zwinkels, R.C.J. (2017). Model Uncertainty and Exchange Rate Forecasting Journal of Financial and Quantitative Analysis, 52(1):341--363.

Frijns, B., Gilbert, A. and Zwinkels, R. (2016). On the Style-Based Feedback Trading of Mutual Fund Managers Journal of Financial and Quantitative Analysis, 51(3):771--800.

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.

Schauten, M., Willemstein, R. and Zwinkels, R. (2015). A Tale of Feedback Trading by Hedge Funds Journal of Empirical Finance, 34(December):239--259.

Eichholtz, P., Huisman, R. and Zwinkels, R. (2015). Fundamentals or Trend? A Long-Term Perspective on House Prices Applied Economics, 47(10):1050--1059.

van der Holst, G. and Zwinkels, R. (2015). A Holistic Approach to the Predictive Power of Expected Volatility Journal of Financial Research, 38(4):417--459.

Kliger, D., van den Assem, M.J. and Zwinkels, R. (2014). Empirical Behavioral Finance Journal of Economic Behavior and Organization, 107(B):421--427.

Goldbaum, D. and Zwinkels, R. (2014). An empirical examination of heterogeneity and switching in foreign exchange markets Journal of Economic Behavior and Organization, 107(Part B):667--684.

Kouwenberg, R. and Zwinkels, R. (2014). Forecasting the US housing market International Journal of Forecasting, 30(3):415--425.

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

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

Frijns, B., Gilbert, A. and Zwinkels, R. (2013). Market Timing Ability and Mutual Funds: A Heterogeneous Agent Approach Quantitative Finance, 13(10):1613--1620.

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.

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.

Huisman, R., van der Sar, N.L. and Zwinkels, R. (2012). A New Measurement Method of Investor Overconfidence Economics Letters, 114:69--71.

Frijns, B., Lehnert, T. and Zwinkels, R.C.J. (2011). Modeling structural changes in the volatility process Journal of Empirical Finance, 18(3):522--532.

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.

Frijns, B., Lehnert, T. and Zwinkels, R. (2010). Behavioral Heterogeneity in the Option Market Journal of Economic Dynamics and Control, 34(11):2273--2287.

Ellen, S.T. and Zwinkels, R.C.J. (2010). Oil price dynamics: A behavioral finance approach with heterogeneous agents Energy Economics, 32(6):1427--1434.

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.

Zwinkels, R. (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(488):419--421.