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Cracks in the Crystal Ball : What Happens to Firms’ Foreign Exchange Rate Exposure When Forecasters Don't Agree About the Future

Muller, Aline - 2014

The central issue of this paper is whether stock prices are exposed to total exchange rate movements -- as traditionally measured -- or to revisions in expected future exchange rate movements and unanticipated currency shocks, and by how much of each. Based on a sample of 1675 U.S. firms...

Persistent link: https://www.econbiz.de/10013057058

Agreeing on disagreement : heterogeneity or uncertainty?

Ellen, Saskia ter; Verschoor, Willem F. C.; Zwinkels, … - 2016

Persistent link: https://www.econbiz.de/10011449726

Time-varying importance of country and industry factors in European corporate bonds

Pieterse-Bloem, Mary; Qian, Zhaowen; Verschoor, Willem F. C. - In: Journal of empirical finance 38 (2016), pp. 429-448

Persistent link: https://www.econbiz.de/10011664791

Excess stock return comovements and the role of investor sentiment

Frijns, Bart; Verschoor, Willem F. C.; Zwinkels, Remco C. J. - In: Journal of international financial markets, … 49 (2017), pp. 74-87

Persistent link: https://www.econbiz.de/10011892376

A heterogeneous route to the European monetary system crisis

Jong, Eelke de; Verschoor, Willem F. C.; Zwinkels, … - In: Applied economics letters 16 (2009) 7/9, pp. 929-932

Persistent link: https://www.econbiz.de/10003855551

Behavioural heterogeneity and shift-contagion : evidence from the Asian crisis

Jong, Eelke de; Verschoor, Willem F. C.; Zwinkels, … - In: Journal of economic dynamics & control 33 (2009) 11, pp. 1929-1944

Persistent link: https://www.econbiz.de/10003888586

Explaining dispersion in foreign exchange expectations : a heterogeneous agent approach

Ron, Jongen; Verschoor, Willem F. C.; Wolff, Christiaan … - In: Journal of economic dynamics & control 36 (2012) 5, pp. 719-735

Persistent link: https://www.econbiz.de/10009554305

Carry trade and foreign exchange rate puzzles

Spronk, Richard; Verschoor, Willem F. C.; Zwinkels, … - In: European economic review : EER 60 (2013), pp. 17-31

Persistent link: https://www.econbiz.de/10009762410

Dynamic expectation formation in the foreign exchange market

Ellen, Saskia ter; Verschoor, Willem F. C.; Zwinkels, … - In: Journal of international money and finance 37 (2013), pp. 75-97

Persistent link: https://www.econbiz.de/10010209159

Heterogeneity of agents and exchange rate dynamics : evidence from the EMS

Jong, Eelke de; Verschoor, Willem F. C.; Zwinkels, … - In: Journal of international money and finance 29 (2010) 8, pp. 1652-1669

Persistent link: https://www.econbiz.de/10009239635