If you made any changes in Pure these will be visible here soon.

Personal profile

Personal information

Remco is Professor of International Finance at the Vrije Universiteit Amsterdam. Before starting at the VU, he was assistant professor in international finance as well as the head of the finance group at the Erasmus School of Economics. He holds a MSc in monetary economics from the Erasmus University, an MPhil in Economics from the Tinbergen Institute, and a PhD in Economics from the Radboud University Nijmegen. Remco worked as a visiting scholar at the University of Technnology in Sydney and the Auckland University of Technology. His main research interest lies in the field of behavioral finance, and expectation formation in particular.  Remco is a certified teacher and has taught a large number of courses, ranging from international economics, monetary economics, to empirical finance.

Research in Behavioral Finance Conference. I am co-organizing the Research in Behavioral Finance Conference, a bi-annual conference on behavioral finance.

Research

Under review    

Work in progress  

Teaching

Remco is the academic director of the Master in Finance

Top Financial Programme in the Heart of Amsterdam's Financial District
The MSc Finance programme at VU University ranked first among the finance programs in the Netherlands (Guide for Higher Education 2016, 2017, ánd 2018) and is competitive to any Finance major in the world. It has a reputation of training students in analytical and quantitative skills that are directly applicable in their business career.

Remco is currently involved in the following courses:

  • Asset Pricing (Master, VU)
  • Research Project (Master, VU)       
  • Master Thesis Finance (Master, VU) 
  • Behavioral Finance (PhD, Tinbergen Institute)

Ancillary activities

  • Stichting Schuurman Schimmel Van Outeren | Haarlem | Bestuurder | 2018-01-01

Ancillary activities are updated daily

Fingerprint Fingerprint is based on mining the text of the person's scientific documents to create an index of weighted terms, which defines the key subjects of each individual researcher.

Finance Engineering & Materials Science
Switches Engineering & Materials Science
Profitability Engineering & Materials Science
Microstructure Engineering & Materials Science
Specifications Engineering & Materials Science
Oils Engineering & Materials Science
Time series Engineering & Materials Science
Costs Engineering & Materials Science

Network Recent external collaboration on country level. Dive into details by clicking on the dots.

Selected Research Output 2003 2019

Time-varying arbitrage and dynamic price discovery

Frijns, B. & Zwinkels, R. C. J., Jun 2018, In : Journal of Economic Dynamics and Control. 91, p. 485-502 18 p.

Research output: Contribution to JournalArticleAcademicpeer-review

Heterogeneous Agents
Arbitrage
Time-varying
Market Microstructure
High-frequency Data

Excess stock return comovement and the role of investor sentiment

Frijns, B., Verschoor, W. F. C. & Zwinkels, R. C. J., Jul 2017, In : Journal of International Financial Markets, Institutions & Money. 49, July

Research output: Contribution to JournalArticleAcademicpeer-review

Open Access

Behavioural Real Estate

Salzman, D. & Zwinkels, R. C. J., 2017, In : Journal of Real Estate Literature. 25, 1, p. 77-106 40 p.

Research output: Contribution to JournalArticleAcademicpeer-review

Emotion
Real estate
Residential property
Consumption function
Built environment

Model Uncertainty and Exchange Rate Forecasting

Kouwenberg, R., Markiewicz, A., Verhoeks, R. & Zwinkels, R. C. J., 2017, In : Journal of Financial and Quantitative Analysis. 52, 1, p. 341-363

Research output: Contribution to JournalArticleAcademicpeer-review

Open Access
Model selection
Exchange rate forecasting
Model uncertainty
Currency
Exchange rates

Mortgage Insurance Adoption in the Netherlands

Cox, R. & Zwinkels, R. C. J., 2019, (Accepted/In press) In : Real Estate Economics.

Research output: Contribution to JournalArticleAcademicpeer-review

Insurance
The Netherlands
Mortgages
House prices
Overconfidence

Forecasting Crashes: Correlated Fund Flows and Skewness in Stock Returns

Gong, M., Lin, M. & Zwinkels, R. C. J., 2016, In : Journal of Financial Econometrics. 15, 1, p. 36-61

Research output: Contribution to JournalArticleAcademicpeer-review

On the Style-Based Feedback Trading of Mutual Fund Managers

Frijns, B., Gilbert, A. & Zwinkels, R. C. J., 2016, In : Journal of Financial and Quantitative Analysis. 51, 3, p. 771-800

Research output: Contribution to JournalArticleAcademicpeer-review

Mutual funds
Fund managers
Feedback trading
Negative feedback
Trading behavior

Time-Varying Importance of Country and Industry Factors in European Corporate Bonds

Qian, Z., Pieterse-Bloem, M., Verschoor, W. F. C. & Zwinkels, R. C. J., 2016, In : Journal of Empirical Finance. 38, p. 429-448

Research output: Contribution to JournalArticleAcademicpeer-review

Factors
Industry
Corporate bonds
Time-varying
Financial integration

A Holistic Approach to the Predictive Power of Expected Volatility

van der Holst, G. & Zwinkels, R. C. J., 2015, In : Journal of Financial Research. 38, 4, p. 417-459

Research output: Contribution to JournalArticleAcademicpeer-review

Predictive power
Holistic approach
Autoregressive conditional heteroskedasticity
Stock returns
Illiquidity

A Tale of Feedback Trading by Hedge Funds

Schauten, M. B. J., Willemstein, R. & Zwinkels, R. C. J., 2015, In : Journal of Empirical Finance. 34, December, p. 239-259

Research output: Contribution to JournalArticleAcademicpeer-review

Feedback trading
Managers
Hedge funds
Factors
Positive feedback

Endogenous Price Bubbles in a Multi-Agent System of the Housing Market

Kouwenberg, R. & Zwinkels, R. C. J., 2015, In : PLoS ONE. 10, 6, p. e0129070

Research output: Contribution to JournalArticleAcademicpeer-review

Open Access
bubbles
Multi agent systems
markets
Economic Models
Economics

Fundamentals or Trend? A Long-Term Perspective on House Prices

Eichholtz, P., Huisman, R. & Zwinkels, R. C. J., 2015, In : Applied Economics. 47, 10, p. 1050-1059

Research output: Contribution to JournalArticleAcademicpeer-review

House prices
Economic fundamentals
Economics
Factors
Housing market

An empirical examination of heterogeneity and switching in foreign exchange markets

Goldbaum, D. & Zwinkels, R. C. J., 2014, In : Journal of Economic Behavior and Organization. 107, Part B, p. 667-684

Research output: Contribution to JournalArticleAcademicpeer-review

Foreign exchange market
Fundamentalists
Forecast horizon
Chartists
Model choice

Empirical Behavioral Finance

Kliger, D., van den Assem, M. J. & Zwinkels, R. C. J., 2014, In : Journal of Economic Behavior and Organization. 107, B, p. 421-427

Research output: Contribution to JournalArticleAcademicpeer-review

Forecasting the US housing market

Kouwenberg, R. & Zwinkels, R. C. J., 2014, In : International Journal of Forecasting. 30, 3, p. 415-425

Research output: Contribution to JournalArticleAcademicpeer-review

Housing market
Fundamental values
Serial correlation
Weighting
Out-of-sample forecasting

Heterogeneous Expectations in Asset Pricing: Empirical Evidence from the S&P500

Chiarella, C., He, X. & Zwinkels, R. C. J., 2014, In : Journal of Economic Behavior and Organization. 105, September, p. 1-16

Research output: Contribution to JournalArticleAcademicpeer-review

Bubble
Empirical evidence
Asset pricing
Heterogeneous expectations
Empirical results

Carry Trade and Foreign Exchange Rate Puzzles

Verschoor, W. F. C., Spronk, R. & Zwinkels, R. C. J., 2013, In : European Economic Review. 60, p. 17-31

Research output: Contribution to JournalArticleAcademicpeer-review

Carry trade
Chartists
Foreign exchange rates
Traders
Excess volatility

Do Foreign Exchange Fund Managers Behave Like Heterogeneous Agents?

Verschoor, W. F. C. & Zwinkels, R. C. J., 2013, In : Quantitative Finance. 13, 7, p. 1125-1134

Research output: Contribution to JournalArticleAcademicpeer-review

Fund managers
Heterogeneous agents
Foreign exchange
Currency
Managers

Dynamic Expectation Formation in the Foreign Exchange Market

Verschoor, W. F. C., Ter Ellen, S. & Zwinkels, R. C. J., 2013, In : Journal of International Money and Finance. 37, p. 75-97

Research output: Contribution to JournalArticleAcademicpeer-review

Time-varying
Expectation formation
Exchange rates
Foreign exchange market
Survey expectations

Market Timing Ability and Mutual Funds: A Heterogeneous Agent Approach

Frijns, B., Gilbert, A. & Zwinkels, R. C. J., 2013, In : Quantitative Finance. 13, 10, p. 1613-1620

Research output: Contribution to JournalArticleAcademicpeer-review

Heterogeneous agents
Market timing
Mutual funds
Income
Convexity

A New Measurement Method of Investor Overconfidence

Huisman, R., van der Sar, N. L. & Zwinkels, R. C. J., 2012, In : Economics Letters. 114, p. 69-71

Research output: Contribution to JournalArticleAcademicpeer-review

Measurement method
Investors
Overconfidence
Prediction
Survey data

Explaining Dispersion in Foreign Exchange Expectations: A Heterogeneous Agent Approach

Jongen, R., Verschoor, W. F. C., Wolff, C. C. P. & Zwinkels, R. C. J., 2012, In : Journal of Economic Dynamics and Control. 36, 5, p. 719-735

Research output: Contribution to JournalArticleAcademicpeer-review

Heterogeneous Agents
Forecast
Foreign Exchange Market
Private Information
Model

Modeling structural changes in the volatility process

Frijns, B., Lehnert, T. & Zwinkels, R. C. J., Jun 2011, In : Journal of Empirical Finance. 18, 3, p. 522-532 11 p.

Research output: Contribution to JournalArticleAcademicpeer-review

Modeling
Structural change
GARCH model
Generalized autoregressive conditional heteroscedasticity
Benchmark

Heterogeneity of agents and exchange rate dynamics: Evidence from the EMS

De Jong, E., Verschoor, W. F. C. & Zwinkels, R. C. J., Dec 2010, In : Journal of International Money and Finance. 29, 8, p. 1652-1669 18 p.

Research output: Contribution to JournalArticleAcademicpeer-review

Exchange rate dynamics
Heterogeneous agents
Empirical results
Random walk
Rational beliefs

Oil price dynamics: A behavioral finance approach with heterogeneous agents

Ellen, S. T. & Zwinkels, R. C. J., Nov 2010, In : Energy Economics. 32, 6, p. 1427-1434 8 p.

Research output: Contribution to JournalArticleAcademicpeer-review

Finance
Profitability
Switches
Oils
Heterogeneous agents

Behavioral Heterogeneity in the Option Market

Frijns, B., Lehnert, T. & Zwinkels, R. C. J., 2010, In : Journal of Economic Dynamics and Control. 34, 11, p. 2273-2287

Research output: Contribution to JournalArticleAcademicpeer-review

Generalized Autoregressive Conditional Heteroscedasticity
Volatility
Multinomial Logit
Heterogeneous Agents
Stock Index

Gravity equations; workhorse or Trojan horse in explaining trade and FDI patterns across time and space?

Zwinkels, R. C. J. & Beugelsdijk, S., 2010, In : International Business Review. 19, 1, p. 102-115

Research output: Contribution to JournalArticleAcademicpeer-review

Behavioural heterogeneity and shift-contagion: Evidence from the Asian crisis

De Jong, E., Verschoor, W. F. C. & Zwinkels, R. C. J., Nov 2009, In : Journal of Economic Dynamics and Control. 33, 11, p. 1929-1944 16 p.

Research output: Contribution to JournalArticleAcademicpeer-review

Contagion
Heterogeneous Agents
Empirical Model
Model-based
Imply

A heterogeneous route to the European monetary system crisis

De Jong, E., Verschoor, W. F. C. & Zwinkels, R. C. J., 2009, In : Applied Economics Letters. 16, 9, p. 929-932 4 p.

Research output: Contribution to JournalArticleAcademicpeer-review

Exchange rate mechanism
Chartists
Heterogeneous agents
Fundamentalists
European Monetary System

The impact of horizontal and vertical FDI on host's country economic growth

Beugelsdijk, S., Smeets, R. & Zwinkels, R., Aug 2008, In : International Business Review. 17, 4, p. 452-472 21 p.

Research output: Contribution to JournalArticleAcademicpeer-review

Host country
Economic growth
Endogeneity
Developed countries
Developing countries

Exchange Rate Dynamics: Fundamentals and Realignments

Zwinkels, R. C. J., 2007, Money and Finance. K. Kuttner (ed.). Lisbon: Escolar Editora

Research output: Chapter in Book / Report / Conference proceedingChapterAcademic

Activities 2014 2014

  • 1 Editorial work

Journal of Economic Behavior and Organization (Journal)

Zwinkels, R. C. J. (Member of editorial board)
20142015

Activity: Peer review and Editorial workEditorial workAcademic