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  3. van der Wel, Michel [Author] ; Ozturk, Sait [Other]; van Dijk, Dick J. C. [Other]

    Dynamic Factor Models for the Volatility Surface

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    [S.l.]: SSRN, [2016]

    Published in: Advances in Econometrics, 35, 2016

  4. van der Wel, Michel [Author] ; Menkveld, Albert J. [Other]; Sarkar, Asani [Other]

    Are Market Makers Uninformed and Passive? Signing Trades in the Absence of Quotes

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    [S.l.]: SSRN, [2009]

    Published in: FRB of New York Staff Report ; No. 395

  5. van Dijk, Dick [Author] ; van der Wel, Michel [Other]; Lumsdaine, Robin L. [Other] National Bureau of Economic Research

    Market Set-Up in Advance of Federal Reserve Policy Decisions

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    Cambridge, Mass: National Bureau of Economic Research, January 2014

    Published in: NBER working paper series ; no. w19814

  6. Nibbering, Didier [Author] ; Paap, Richard [Other]; van der Wel, Michel [Other]

    A Bayesian Infinite Hidden Markov Vector Autoregressive Model

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    [S.l.]: SSRN, [2017]

    Published in: Tinbergen Institute Discussion Paper 16-107/III

  7. Nibbering, Didier [Author] ; Paap, Richard [Other]; van der Wel, Michel [Other]

    What Do Professional Forecasters Actually Predict?

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    [S.l.]: SSRN, [2017]

    Published in: Tinbergen Institute Discussion Paper 15-095/III

  8. Christensen, Bent Jesper [Author] ; Posch, Olaf [Other]; van der Wel, Michel [Other]

    Estimating Dynamic Equilibrium Models Using Mixed Frequency Macro and Financial Data

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    [S.l.]: SSRN, [2016]

    Published in: PDF includes Web Appendix

  10. Christensen, Bent Jesper [Author] ; Posch, Olaf [Other]; van der Wel, Michel [Other]

    Estimating Dynamic Equilibrium Models Using Mixed Frequency Macro and Financial Data

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    [S.l.]: SSRN, [2014]

    Published in: CESifo Working Paper Series ; No. 5030

  12. Jungbacker, Borus [Author] ; Koopman, Siem Jan [Other]; van der Wel, Michel [Other]

    Smooth Dynamic Factor Analysis with Application to the U.S. Term Structure of Interest Rates

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    [S.l.]: SSRN, [2014]

  13. Koopman, Siem Jan [Author] ; Mallee, Max [Other]; van der Wel, Michel [Other]

    Analyzing the Term Structure of Interest Rates Using the Dynamic Nelson-Siegel Model with Time-Varying Parameters

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    [S.l.]: SSRN, [2011]

    Published in: Tinbergen Institute Discussion Paper ; No. 07-095/4

  14. Menkveld, Albert J. [Author] ; Sarkar, Asani [Other]; van der Wel, Michel [Other]

    Customer Order Flow, Intermediaries, and Discovery of the Equilibrium Risk-free Rate

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    [S.l.]: SSRN, [2012]

  18. Opschoor, Daan [Author]; van der Wel, Michel [Author]

    A Smooth Shadow-Rate Dynamic Nelson-Siegel Model for Yields at the Zero Lower Bound

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    [S.l.]: SSRN, [2022]

    Published in: Tinbergen Institute Discussion Paper 2022-011/III