W. F. Verschoor

Economics and Econometrics · 2003–2006

A researcher in the Science corpus: 3 papers; trusts 10 researchers and is trusted by 1 researcher here, as inferred from the citation graph.

Subfields

• Economics and Econometrics — 24 citations into it; #18,892 of 23,481 by trust here, #18,597 by citations
• Finance — 23 citations into it; #8,697 of 10,518 by trust here, #9,027 by citations
• Accounting — 22 citations into it

Whom W. F. Verschoor trusts overall

Their strongest outbound trust, strongest first, inferred from their citations.

1. Rohan Williamson
2. Thomas Mikosch
3. Gordon M. Bodnar
4. Ser-Huang Poon
5. George Allayannis
6. R. Faff

Who trusts W. F. Verschoor overall

1. Olivier De Jonghe

Papers from W. F. Verschoor's perspective

Ordered by how strongly the researchers W. F. Verschoor trusts endorse each paper. Same corpus, a different order for every researcher.

1. Exchange rate exposure and competition: evidence from the automotive industry ☆
2. Pass-through and Exposure
3. Estimating Exchange Rate Exposures: Issues in Model Structure
4. Limit theory for the sample autocorrelations and extremes of a GARCH (1,1) process
5. Extreme Value Dependence in Financial Markets: Diagnostics, Models, and Financial Implications
6. Testing for Differences in the Tails of Stock-Market Returns
7. Rational contagion and the globalization of securities markets
8. Firms, Do You Know Your Currency Risk Exposure? Survey Results
9. An analysis of asymmetry in foreign currency exposure of the Australian equities market
10. Systemic Risk: A Survey (Social Science Research Network)

Their papers

• Extreme US Stock Market Fluctuations in the Wake of 9/11 (2003) — 137 citations
• European Foreign Exchange Risk Exposure (2006) — 115 citations
• Foreign exchange risk exposure: Survey and suggestions (2006) — 131 citations