Biography
Michel van der Wel is Vice Dean ÌÇÐÄÖ±²¥ at the Erasmus School of Economics and Full Professor at the Econometric Institute with the Erasmus School of Economics of the ÌÇÐÄÖ±²¥. His main research areas are financial econometrics, time series econometrics, term structure modeling and the macro-finance interaction. His work has been published in journals in the fields of econometrics, economics and finance, such as the Economic Journal, Journal of Applied Econometrics, Journal of Business and Economic Statistics, Journal of Econometrics, Journal of Financial and Quantitative Analysis, Journal of Financial Economics, and the Journal of Financial Markets. He teaches a course on fixed income modeling in the MSc program specializing in Quantitative Finance, and has taught numerous courses in the bachelor program of Econometrics.
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Work
- Daan Opschoor & Michel van der Wel (2024) - - Journal of Business and Economic Statistics - doi: -
- Mathijs van Dijk, Albert J. Menkveld, Anna Dreber, Felix Holzmeister, Juergen Huber, Magnus Johannesson, Michael Kirchler, Sebastian Neususs, Michael Razen, Wolf Wagner, Patrick Verwijmeren, Sebastian Vogel, Michel van der Wel, Francesco Mazzola, Antti Yang & Chen Zhou (2024) - - Journal of Finance - doi: -
- Terri van der Zwan, Erik Kole & Michel van der Wel (2024) - - Journal of International Money and Finance, 143 - doi: -
- Bart H.L. Overes & Michel van der Wel (2023) - - Computational Economics, 61 (3), 1273-1303 - doi: -
- Michel van der Wel (2020) - -
- Bent Jesper Christensen & Michel van der Wel (2019) - - Journal of Financial Economics, 134 (1), 165-191 - doi:
- D Nibbering, Richard Paap & Michel van der Wel (2018) - - International Journal of Forecasting, 34 (2), 288-311 - doi: -
- A (Anne) Opschoor, Dick van Dijk & Michel van der Wel (2017) - - Journal of Applied Econometrics, 32 (7), 1298-1313 - doi: -
- SR Ozturk, Michel van der Wel & Dick van Dijk (2017) - - Journal of Financial Markets, 32 (1), 28-48 - doi: -
- Bent Jesper Christensen, Olaf Posch & Michel van der Wel (2016) - - Journal of Econometrics, 194 (1), 116-137 - doi: -
Erasmus UPT BV
- Start date approval
- maart 2025
- End date approval
- maart 2028
- Place
- ROTTERDAM
- Description
- Lid Raad van Commisarissen
IHS BV
- Start date approval
- maart 2025
- End date approval
- maart 2028
- Place
- ROTTERDAM
- Description
- Lid Raad van Commisarissen
