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1

Economic valuation of liquidity timing

Karstanje, Dennis, Sojli, Elvira, Tham, Wing Wah, van der Wel, Michel

Journal:

Journal of Banking & Finance

Year:

2013

Language:

english

File:

PDF, 547 KB

english, 2013

2

What do professional forecasters actually predict?

Nibbering, Didier, Paap, Richard, van der Wel, Michel

Journal:

International Journal of Forecasting

Year:

2018

Language:

english

File:

PDF, 811 KB

english, 2018

3

Analyzing the Term Structure of Interest Rates Using the Dynamic Nelson–Siegel Model With Time-Varying Parameters

Koopman, Siem Jan, Mallee, Max I. P., Van der Wel, Michel

Journal:

Journal of Business and Economic Statistics

Year:

2010

Language:

english

File:

PDF, 516 KB

english, 2010

4

Intraday price discovery in fragmented markets

Ozturk, Sait R., van der Wel, Michel, van Dijk, Dick

Journal:

Journal of Financial Markets

Year:

2017

Language:

english

File:

PDF, 2.09 MB

english, 2017

5

Customer Order Flow, Intermediaries, and Discovery of the Equilibrium Risk-Free Rate

Menkveld, Albert J., Sarkar, Asani, Wel, Michel van der

Journal:

Journal of Financial and Quantitative Analysis

Year:

2012

Language:

english

File:

PDF, 190 KB

english, 2012

6

Estimating dynamic equilibrium models using mixed frequency macro and financial data

Christensen, Bent Jesper, Posch, Olaf, van der Wel, Michel

Journal:

Journal of Econometrics

Year:

2016

Language:

english

File:

PDF, 776 KB

english, 2016

7

Market Set-up in Advance of Federal Reserve Policy Rate Decisions

van Dijk, Dick, Lumsdaine, Robin L., van der Wel, Michel

Journal:

The Economic Journal

Year:

2016

Language:

english

File:

PDF, 736 KB

english, 2016

8

Are Market Makers Uninformed and Passive? Signing Trades in the Absence of Quotes

van der Wel, Michel, Menkveld, Albert J., Sarkar, Asani

Journal:

SSRN Electronic Journal

Year:

2009

Language:

english

File:

PDF, 293 KB

english, 2009

9

A Bayesian Infinite Hidden Markov Vector Autoregressive Model

Nibbering, Didier, Paap, Richard, van der Wel, Michel

Journal:

SSRN Electronic Journal

Year:

2016

Language:

english

File:

PDF, 901 KB

english, 2016

10

Time Averaging of NMR Chemical Shifts in the MLF Peptide in the Solid State

Gortari, Itzam De, Portella, Guillem, Salvatella, Xavier, Bajaj, Vikram S., van der Wel, Patrick C. A., Yates, Jonathan R., Segall, Matthew D., Pickard, Chris J., Payne, Mike C., Vendruscolo, Michele

Journal:

Journal of the American Chemical Society

Year:

2010

Language:

english

File:

PDF, 2.91 MB

english, 2010

11

Forecasting the US term structure of interest rates using a macroeconomic smooth dynamic factor model

Koopman, Siem Jan, van der Wel, Michel

Journal:

International Journal of Forecasting

Year:

2013

Language:

english

File:

PDF, 833 KB

english, 2013

12

SMOOTH DYNAMIC FACTOR ANALYSIS WITH APPLICATION TO THE US TERM STRUCTURE OF INTEREST RATES

Jungbacker, Borus, Koopman, Siem Jan, van der Wel, Michel

Journal:

Journal of Applied Econometrics

Year:

2014

Language:

english

File:

PDF, 1.24 MB

english, 2014

13

Order flow and volatility: An empirical investigation

Opschoor, Anne, Taylor, Nick, van der Wel, Michel, van Dijk, Dick

Journal:

Journal of Empirical Finance

Year:

2014

Language:

english

File:

PDF, 449 KB

english, 2014

14

Polyglutamine Amyloid Core Boundaries and Flanking Domain Dynamics in Huntingtin Fragment Fibrils Determined by Solid-State Nuclear Magnetic Resonance

Hoop, Cody L., Lin, Hsiang-Kai, Kar, Karunakar, Hou, Zhipeng, Poirier, Michelle A., Wetzel, Ronald, van der Wel, Patrick C. A.

Journal:

Year:

2014

Language:

english

File:

PDF, 2.80 MB

english, 2014

15

Predicting volatility and correlations with Financial Conditions Indexes

Opschoor, Anne, van Dijk, Dick, van der Wel, Michel

Journal:

Journal of Empirical Finance

Year:

2014

Language:

english

File:

PDF, 448 KB

english, 2014

16

Forecasting interest rates with shifting endpoints

van Dijk, Dick, Koopman, Siem Jan, van der Wel, Michel, Wright, Jonathan H.

Journal:

Journal of Applied Econometrics

Year:

2014

Language:

english

File:

PDF, 251 KB

english, 2014

17

Fibril polymorphism affects immobilized non-amyloid flanking domains of huntingtin exon1 rather than its polyglutamine core

Lin, Hsiang-Kai, Boatz, Jennifer C., Krabbendam, Inge E., Kodali, Ravindra, Hou, Zhipeng, Wetzel, Ronald, Dolga, Amalia M., Poirier, Michelle A., van der Wel, Patrick C. A.

Journal:

Nature Communications

Year:

2017

Language:

english

File:

PDF, 2.16 MB

english, 2017

18

Combining density forecasts using focused scoring rules

Opschoor, Anne, van Dijk, Dick, van der Wel, Michel

Journal:

Journal of Applied Econometrics

Year:

2017

Language:

english

File:

PDF, 1.62 MB

english, 2017

19

What Do Professional Forecasters Actually Predict?

Nibbering, Didier, Paap, Richard, van der Wel, Michel

Journal:

SSRN Electronic Journal

Year:

2015

Language:

english

File:

PDF, 551 KB

english, 2015

20

Forecasting Interest Rates with Shifting Endpoints

van Dijk, Dick J. C., Koopman, Siem Jan, van der Wel, Michel, Wright, Jonathan H.

Journal:

SSRN Electronic Journal

Year:

2012

Language:

english

File:

PDF, 293 KB

english, 2012

21

Customer Order Flow, Intermediaries, and Discovery of the Equilibrium Risk-free Rate

Menkveld, Albert J., Sarkar, Asani, van der Wel, Michel

Journal:

SSRN Electronic Journal

Year:

2011

Language:

english

File:

PDF, 365 KB

english, 2011

22

Predicting Covariance Matrices with Financial Conditions Indexes

Opschoor, Anne, van Dijk, Dick J. C., van der Wel, Michel

Journal:

SSRN Electronic Journal

Year:

2013

Language:

english

File:

PDF, 410 KB

english, 2013

23

Estimating Dynamic Equilibrium Models using Macro and Financial Data

Christensen, Bent Jesper, Posch, Olaf, van der Wel, Michel

Journal:

SSRN Electronic Journal

Year:

2011

Language:

english

File:

PDF, 853 KB

english, 2011

24

Improving Density Forecasts and Value-at-Risk Estimates by Combining Densities

Opschoor, Anne, van Dijk, Dick J. C., van der Wel, Michel

Journal:

SSRN Electronic Journal

Year:

2014

Language:

english

File:

PDF, 1.01 MB

english, 2014

25

Smooth Dynamic Factor Analysis with Application to the U.S. Term Structure of Interest Rates

Jungbacker, Borus, Koopman, Siem Jan, van der Wel, Michel

Journal:

SSRN Electronic Journal

Year:

2012

Language:

english

File:

PDF, 565 KB

english, 2012

26

Dynamic Factor Models for the Volatility Surface

van der Wel, Michel, Ozturk, Sait R., van Dijk, Dick J. C.

Journal:

SSRN Electronic Journal

Year:

2015

Language:

english

File:

PDF, 1.11 MB

english, 2015

27

On the Effects of Private Information on Volatility

Opschoor, Anne, van der Wel, Michel, van Dijk, Dick J. C., Taylor, Nicholas

Journal:

SSRN Electronic Journal

Year:

2012

Language:

english

File:

PDF, 314 KB

english, 2012

28

Common Factors in Commodity Futures Curves

Karstanje, Dennis, van der Wel, Michel, van Dijk, Dick J. C.

Journal:

SSRN Electronic Journal

Year:

2015

File:

PDF, 1.69 MB

2015

29

Mitochondrial translation and dynamics synergistically extend lifespan in C. elegans through HLH-30

Liu, Yasmine J., McIntyre, Rebecca L., Janssens, Georges E., Williams, Evan G., Lan, Jiayi, van Weeghel, Michel, Schomakers, Bauke, van der Veen, Henk, van der Wel, Nicole N., Yao, Pallas, Mair, Willi

Journal:

The Journal of Cell Biology

Year:

2020

File:

PDF, 7.62 MB

2020