Menkveld, A., Dreber, A., Holzmeister, F., Huber, J., Johanesson, M., Kirchler, M., Razen, M., Weitzel, U., Vladimirov, V., Caskurlu, T. and co-authors, O. (2024). Nonstandard Errors The Journal of Finance, :.
Remco Zwinkels
University
Vrije Universiteit Amsterdam
E-mail
Research field
Finance
Interests
Finance
Website
Key publications
Markiewicz, AgnieszkaP., Verhoeks, RalphC., Verschoor, WillemF.C. and Zwinkels, RemcoC.J. (2023). Inattentive Search for Currency Fundamentals IMF Economic Review, 71(4):907--952.
![Financial Structure and Monetary Transmission in Europe: A Cross-country Study [Review of: Financial Structure and Monetary Transmission in Europe: A Cross-country Study]](https://tinbergen.nl/media/cache/publication_detail/media/publication/image/6e4124dfbfa6068b29b3cd2bc5ab7fe0_0029ebd55c6d5b7a6d734aed892ae0eb_0013-0133.jpg)
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.
List of publications
Menkveld, A., Dreber, A., Holzmeister, F., Huber, J., Johanesson, M., Kirchler, M., Razen, M., Weitzel, U., Vladimirov, V., Caskurlu, T. and co-authors, O. (2024). Nonstandard Errors The Journal of Finance, :.
Buis, B., Pieterse-Bloem, M., Verschoor, W. and Zwinkels, R. (2024). Gamma Positioning and Market Quality Journal of Economic Dynamics and Control, 164:.
Markiewicz, AgnieszkaP., Verhoeks, RalphC., Verschoor, WillemF.C. and Zwinkels, RemcoC.J. (2023). Inattentive Search for Currency Fundamentals IMF Economic Review, 71(4):907--952.
Osinga, A.J., Schauten, MarcB.J. and Zwinkels, RemcoC.J. (2021). Timing is money: The factor timing ability of hedge fund managers Journal of Empirical Finance, 62:266--281.
Huisman, R., Van der Sar, N.L. and Zwinkels, R. (2021). Volatility expectations and disagreement Journal of Economic Behavior and Organization, 188:379--393.
ter Ellen, S., Hommes, C. and Zwinkels, R. (2021). Comparing Behavioural Heterogeneity Across Asset Classes Journal of Economic Behavior and Organization, 185:747--769.
Stork, PhilipA., Vidojevic, M. and Zwinkels, RemcoC.J. (2021). Behavioral heterogeneity in return expectations across equity style portfolios International Review of Finance, 21(4):1225--1250.
Buis, B., Pieterse-Bloem, M., Verschoor, W. and Zwinkels, R. (2020). Expected issuance fees and market liquidity Journal of Financial Markets, 48:1--20.
Montone, M. and Zwinkels, R. (2020). Investor Sentiment and Employment Journal of Financial and Quantitative Analysis, 55(5):1581--1618.
Frijns, B. and Zwinkels, R. (2020). Absence of Speculation in the European Sovereign Debt Markets Journal of Economic Behavior and Organization, 169:245--265.
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., Markiewicz, A., Verhoeks, R. and Zwinkels, R. (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.
Gong, M., Lin, M. and Zwinkels, R. (2016). Forecasting Crashes: Correlated Fund Flows and Skewness in Stock Returns Journal of Financial Econometrics, 15(1):36--61.
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.
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.
Verschoor, W., Spronk, R. and Zwinkels, R. (2013). Carry Trade and Foreign Exchange Rate Puzzles European Economic Review, 60:17--31.
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.