| Year of Publication | Title | Author(s) |
| 2007 | Macro News, Riskfree Rates, and the Intermediary | Menkveld, Albert J.; Sarkar, Asani; van der Wel, Michel |
| 2007 | 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 |
| 2007 | Macro news, risk-free rates, and the intermediary: Customer orders for thirty-year treasury futures | Menkveld, Albert J.; Sarkar, Asani; van der Wel, Michel |
| 2008 | Customer flow, intermediaries, and the discovery of the equilibrium riskfree rate | Menkveld, Albert J.; Sarkar, Asani; van der Wel, Michel |
| 2009 | Are market makers uninformed and passive? Signing trades in the absence of quotes | van der Wel, Michel; Menkveld, Albert J.; Sarkar, Asani |
| 2009 | Dynamic Factor Models with Smooth Loadings for Analyzing the Term Structure of Interest Rates | Jungbacker, Borus; Koopman, Siem Jan; van der Wel, Michel |
| 2009 | Are Market Makers Uninformed and Passive? Signing Trades in The Absence of Quotes | van der Wel, Michel; Menkveld, Albert; Sarkar, Asani |
| 2011 | Forecasting the U.S. Term Structure of Interest Rates using a Macroeconomic Smooth Dynamic Factor Model | Koopman, Siem Jan; van der Wel, Michel |
| 2011 | On the Effects of Private Information on Volatility | Opschoor, Anne; van der Wel, Michel; van Dijk, Dick; Taylor, Nick |
| 2012 | Forecasting Interest Rates with Shifting Endpoints | van Dijk, Dick; Koopman, Siem Jan; van der Wel, Michel; Wright, Jonathan H. |
| 2013 | Predicting Covariance Matrices with Financial Conditions Indexes | Opschoor, Anne; van Dijk, Dick; van der Wel, Michel |
| 2013 | Economic Valuation of Liquidity Timing | Karstanje, Dennis; Sojli, Elvira; Tahm, Wing Wah; van der Wel, Michel |
| 2014 | Improving Density Forecasts and Value-at-Risk Estimates by Combining Densities | Opschoor, Anne; van Dijk, Dick; van der Wel, Michel |
| 2014 | Estimating Dynamic Equilibrium Models Using Mixed Frequency Macro and Financial Data | Christensen, Bent Jesper; Posch, Olaf; van der Wel, Michel |
| 2014 | Intraday Price Discovery in Fragmented Markets | Ozturk, Sait; van der Wel, Michel; van Dijk, Dick |
| 2015 | Why do Pit-Hours outlive the Pit? | Ozturk, Sait R.; van der Wel, Michel; van Dijk, Dick |
| 2015 | What do Professional Forecasters actually predict? | Nibbering, Didier; Paap, Richard; van der Wel, Michel |
| 2016 | A Bayesian Infinite Hidden Markov Vector Autoregressive Model | Nibbering, Didier; Paap, Richard; van der Wel, Michel |
| 2021 | Heterogeneous macro and financial effects of ECB asset purchase programs | van der Zwan, Terri; Kole, Erik; van der Wel, Michel |
| 2022 | A Smooth Shadow-Rate Dynamic Nelson-Siegel Model for Yields at the Zero Lower Bound | Opschoor, Daan; van der Wel, Michel |
