Browsen in EconStor gesamt nach Autor:innen van der Wel, Michel


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ErscheinungsjahrTitelAutor:innen
2007Macro News, Riskfree Rates, and the IntermediaryMenkveld, Albert J.; Sarkar, Asani; van der Wel, Michel
2007Analyzing the Term Structure of Interest Rates using the Dynamic Nelson-Siegel Model with Time-Varying ParametersKoopman, Siem Jan; Mallee, Max I.P.; van der Wel, Michel
2007Macro news, risk-free rates, and the intermediary: Customer orders for thirty-year treasury futuresMenkveld, Albert J.; Sarkar, Asani; van der Wel, Michel
2008Customer flow, intermediaries, and the discovery of the equilibrium riskfree rateMenkveld, Albert J.; Sarkar, Asani; van der Wel, Michel
2009Are market makers uninformed and passive? Signing trades in the absence of quotesvan der Wel, Michel; Menkveld, Albert J.; Sarkar, Asani
2009Dynamic Factor Models with Smooth Loadings for Analyzing the Term Structure of Interest RatesJungbacker, Borus; Koopman, Siem Jan; van der Wel, Michel
2009Are Market Makers Uninformed and Passive? Signing Trades in The Absence of Quotesvan der Wel, Michel; Menkveld, Albert; Sarkar, Asani
2011Forecasting the U.S. Term Structure of Interest Rates using a Macroeconomic Smooth Dynamic Factor ModelKoopman, Siem Jan; van der Wel, Michel
2011On the Effects of Private Information on VolatilityOpschoor, Anne; van der Wel, Michel; van Dijk, Dick; Taylor, Nick
2012Forecasting Interest Rates with Shifting Endpointsvan Dijk, Dick; Koopman, Siem Jan; van der Wel, Michel; Wright, Jonathan H.
2013Predicting Covariance Matrices with Financial Conditions IndexesOpschoor, Anne; van Dijk, Dick; van der Wel, Michel
2013Economic Valuation of Liquidity TimingKarstanje, Dennis; Sojli, Elvira; Tahm, Wing Wah; van der Wel, Michel
2014Improving Density Forecasts and Value-at-Risk Estimates by Combining DensitiesOpschoor, Anne; van Dijk, Dick; van der Wel, Michel
2014Estimating Dynamic Equilibrium Models Using Mixed Frequency Macro and Financial DataChristensen, Bent Jesper; Posch, Olaf; van der Wel, Michel
2014Intraday Price Discovery in Fragmented MarketsOzturk, Sait; van der Wel, Michel; van Dijk, Dick
2015Why do Pit-Hours outlive the Pit?Ozturk, Sait R.; van der Wel, Michel; van Dijk, Dick
2015What do Professional Forecasters actually predict?Nibbering, Didier; Paap, Richard; van der Wel, Michel
2016A Bayesian Infinite Hidden Markov Vector Autoregressive ModelNibbering, Didier; Paap, Richard; van der Wel, Michel
2021Heterogeneous macro and financial effects of ECB asset purchase programsvan der Zwan, Terri; Kole, Erik; van der Wel, Michel
2022A Smooth Shadow-Rate Dynamic Nelson-Siegel Model for Yields at the Zero Lower BoundOpschoor, Daan; van der Wel, Michel