What do professional forecasters actually predict?
Nibbering, Didier, Paap, Richard, van der Wel, Michel
Published in International journal of forecasting (01.04.2018)
Published in International journal of forecasting (01.04.2018)
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Journal Article
Combining density forecasts using focused scoring rules
Opschoor, Anne, van Dijk, Dick, van der Wel, Michel
Published in Journal of applied econometrics (Chichester, England) (01.11.2017)
Published in Journal of applied econometrics (Chichester, England) (01.11.2017)
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Journal Article
Forecasting interest rates with shifting endpoints
van Dijk, Dick, Koopman, Siem Jan, van der Wel, Michel, Wright, Jonathan H.
Published in Journal of applied econometrics (Chichester, England) (01.08.2014)
Published in Journal of applied econometrics (Chichester, England) (01.08.2014)
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Journal Article
Predicting volatility and correlations with Financial Conditions Indexes
Opschoor, Anne, van Dijk, Dick, van der Wel, Michel
Published in Journal of empirical finance (01.12.2014)
Published in Journal of empirical finance (01.12.2014)
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Journal Article
Market Set-up in Advance of Federal Reserve Policy Rate Decisions
van Dijk, Dick, Lumsdaine, Robin L., van der Wel, Michel
Published in The Economic journal (London) (01.05.2016)
Published in The Economic journal (London) (01.05.2016)
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Journal Article
Maximum likelihood estimation for dynamic factor models with missing data
Jungbacker, B., Koopman, S.J., van der Wel, M.
Published in Journal of economic dynamics & control (01.08.2011)
Published in Journal of economic dynamics & control (01.08.2011)
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Journal Article
Economic valuation of liquidity timing
Karstanje, Dennis, Sojli, Elvira, Tham, Wing Wah, van der Wel, Michel
Published in Journal of banking & finance (01.12.2013)
Published in Journal of banking & finance (01.12.2013)
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Journal Article
Order flow and volatility: An empirical investigation
Opschoor, Anne, Taylor, Nick, van der Wel, Michel, van Dijk, Dick
Published in Journal of empirical finance (01.09.2014)
Published in Journal of empirical finance (01.09.2014)
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Journal Article
A Smooth Shadow-Rate Dynamic Nelson-Siegel Model for Yields at the Zero Lower Bound
Opschoor, Daan, van der Wel, Michel
Published in Journal of business & economic statistics (15.07.2024)
Published in Journal of business & economic statistics (15.07.2024)
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Journal Article
An asset pricing approach to testing general term structure models
Christensen, Bent Jesper, van der Wel, Michel
Published in Journal of financial economics (01.10.2019)
Published in Journal of financial economics (01.10.2019)
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Journal Article
Heterogeneous macro and financial effects of ECB asset purchase programs
van der Zwan, Terri, Kole, Erik, van der Wel, Michel
Published in Journal of international money and finance (01.05.2024)
Published in Journal of international money and finance (01.05.2024)
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Journal Article
Estimating dynamic equilibrium models using mixed frequency macro and financial data
Christensen, Bent Jesper, Posch, Olaf, van der Wel, Michel
Published in Journal of econometrics (01.09.2016)
Published in Journal of econometrics (01.09.2016)
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Journal Article
Intraday price discovery in fragmented markets
Ozturk, Sait R., van der Wel, Michel, van Dijk, Dick
Published in Journal of financial markets (Amsterdam, Netherlands) (01.01.2017)
Published in Journal of financial markets (Amsterdam, Netherlands) (01.01.2017)
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Journal Article