Extreme US stock market fluctuations in the wake of 9/11 von Straetmans, S. T. M., Verschoor, W. F. C., Wolff, C. C. P.

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Using survey data to resolve the exchange risk exposure puzzle: Evidence from U.S. multinational firms von Jongen, R., Muller, A., Verschoor, W.F.C.

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Foreign exchange risk exposure: Survey and suggestions von Muller, Aline, Verschoor, Willem F.C.

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Measuring common cyclical features during financial turmoil: Evidence of interdependence not contagion von Candelon, Bertrand, Hecq, Alain, Verschoor, Willem F.C.

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REPUTATIONAL PENALTIES TO FIRMS IN ANTITRUST INVESTIGATIONS von van den Broek, S., Kemp, R. G. M., Verschoor, W. F. C., de Vries, A.-C.

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Further evidence on the rationality of interest rate expectations von Jongen, Ron, Verschoor, Willem F.C.

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Themes in financial econometrics von Cavaliere, G, Fanelli, L, Gardini, A, Straetmans, S.T.M., Verschoor, W.F.C., Wolff, C.C.P., Gallizo, J L, Gargallo, P, Salvador, M, Rapach, D E, Strauss, J K, Ray, S, Savin, N E, Yi-Ting, C

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A note on transition stock return behaviour von Jansen, Paul F. G., Verschoor, Willem F. C.

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Scandinavian exchange rate expectations von Verschoor, Willem F. C., Wolff, Christian C. P.

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EMS exchange rate expectations and time-varying risk premia von Nieuwland, Frederick G.M.C., Verschoor, Willem F.C., C.P. Wolff, Christian

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Extreme US stock market fluctuations in the wake of 9/11 [Dataset] von S.T.M. Straetmans, W.F.C. Verschoor, C.C.P. Wolff

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