Access Statistics for Willem Verschoor

Author contact details at EconPapers.

Working Paper File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
Agreeing on disagreement: heterogeneity or uncertainty? 0 0 0 22 2 7 12 69
Dispersion of Beliefs in the Foreign Exchange Market 0 0 0 78 1 2 11 291
Dispersion of Beliefs in the Foreign Exchange Market 0 0 0 93 2 5 15 237
EMS Exchange Rates 0 0 0 0 1 1 6 963
Heterogeneous beliefs and asset price dynamics: a survey of recent evidence 0 0 0 24 1 4 9 93
Time Variation in Term Premia: International Evidence 0 0 0 74 2 4 13 264
Time-Variation in Term Permia: International Survey-Based Evidence 0 0 0 51 1 2 8 157
Total Working Papers 0 0 0 342 10 25 74 2,074

Journal Article File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
A heterogeneous route to the European monetary system crisis 0 0 0 21 6 6 8 68
A note on transition stock return behaviour 0 0 0 27 0 0 3 119
Agreeing on disagreement: Heterogeneity or uncertainty? 0 0 0 2 1 5 12 61
Asian Exchange Rate Expectations 0 0 0 10 2 3 5 80
Asian foreign exchange risk exposure 0 0 1 88 1 2 7 300
Asian interest expectations and exchange rate dynamics 0 0 0 1 0 0 1 23
Asian interest expectations and exchange rate dynamics 0 0 0 5 0 1 6 28
Asymmetric foreign exchange risk exposure: Evidence from U.S. multinational firms 0 0 1 163 2 2 13 520
Behavioural heterogeneity and shift-contagion: Evidence from the Asian crisis 0 0 0 46 5 7 16 191
Carry trade and foreign exchange rate puzzles 0 0 0 135 6 6 17 552
Do foreign exchange fund managers behave like heterogeneous agents? 0 0 0 5 1 3 7 29
Dynamic expectation formation in the foreign exchange market 0 0 0 57 1 4 14 178
EMS exchange rate expectations and time-varying risk premia 0 0 0 11 3 4 12 65
European Foreign Exchange Risk Exposure 0 0 2 95 0 1 15 320
Excess stock return comovements and the role of investor sentiment 0 0 0 21 1 1 9 109
Exchange risk premia in the European monetary system 0 0 0 20 0 1 6 220
Exchange risk premia, expectations formation and "news" in the Mexican peso/U.S. dollar forward exchange rate market 0 0 1 28 3 4 9 225
Expected issuance fees and market liquidity 0 0 0 3 2 4 16 49
Explaining dispersion in foreign exchange expectations: A heterogeneous agent approach 0 0 0 40 2 4 10 175
Extreme US stock market fluctuations in the wake of 9|11 1 1 1 78 2 6 15 369
FOREIGN EXCHANGE RATE EXPECTATIONS: SURVEY AND SYNTHESIS 0 0 1 137 0 1 13 423
Foreign exchange risk exposure: Survey and suggestions 0 0 3 361 4 6 33 1,047
Further evidence on Asian stock return behavior 0 0 0 67 2 2 4 171
Further evidence on exchange rate expectations 0 0 0 141 2 3 11 323
Further evidence on the rationality of interest rate expectations 0 0 0 24 2 3 6 103
Gamma positioning and market quality 4 4 8 10 12 24 52 57
German Stock Market Dynamics 0 0 0 0 2 4 11 343
Heterogeneity of agents and exchange rate dynamics: Evidence from the EMS 0 0 0 52 5 6 18 190
Home bias and Dutch pension funds' investment behavior 0 0 0 9 3 3 11 59
Inattentive Search for Currency Fundamentals 0 0 0 2 1 2 15 28
Interest expectations and exchange rates news 0 0 0 182 1 1 2 1,280
Measuring Financial Contagion Using Time‐Aligned Data: The Importance of the Speed of Transmission of Shocks* 0 0 0 62 1 1 7 178
Measuring common cyclical features during financial turmoil: Evidence of interdependence not contagion 0 0 0 54 1 2 7 205
On the Biasedness of Forward Foreign Exchange Rates: Irrationality or Risk Premia? 0 0 0 168 1 2 10 693
REPUTATIONAL PENALTIES TO FIRMS IN ANTITRUST INVESTIGATIONS 0 0 2 8 1 2 9 32
Scandinavian exchange rate expectations 0 0 0 27 0 0 5 274
Scandinavian forward discount bias risk premia 0 0 0 6 3 6 14 69
Stochastic trends and jumps in EMS exchange rates 0 0 0 44 1 3 10 154
The Latin American exchange exposure of U.S. multinationals 0 0 0 23 0 0 5 139
The effect of exchange rate variability on US shareholder wealth 0 0 1 38 1 3 9 190
Time-variation in term premia: International survey-based evidence 0 0 0 17 7 8 14 107
Time-varying importance of country and industry factors in European corporate bonds 0 0 1 8 2 2 6 59
Trade and exposure of Eastern European multinationals 0 0 0 18 0 0 2 163
Using survey data to resolve the exchange risk exposure puzzle: Evidence from U.S. multinational firms 0 0 0 23 1 2 6 114
Wall street watches Washington: Asset pricing implications of policy uncertainty 0 0 0 1 2 5 18 26
Total Journal Articles 5 5 22 2,338 93 155 499 10,108
1 registered items for which data could not be found

Chapter File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
Heterogeneous Beliefs and Asset Price Dynamics: A Survey of Recent Evidence 0 0 0 0 0 5 15 28
Total Chapters 0 0 0 0 0 5 15 28

logo

LogEc Home

Top Working Papers
Top Journal Articles
Top Books
Top Chapters
Top Software Items

Top Authors

Top Working Paper series and Journals

About LogEc

Authors with papers registered in the RePEc Author Service.

Register yourself as an author or register more papers in the RePEc Author Service.

Authors with no registered papers

RePEc
LogEc provides access and usage statistics for services based on the RePEc data set.

Örebro UniversityLogEc is hosted by the Örebro University School of Business.

Questions or comments? Please see our explanation of how the statistics are collected or e-mail

Since October 2025, abstract view statistics are potentially heavily influenced by traffic from AI bots and tools that we could not eliminate despite our best efforts.

Statistics updated 2026-05-06