Michel van der Wel

2 catalog papers. Identity-linked publications and additional name matches are distinguished below.

ORCID: 0000-0001-5133-7680

Center for Research in Econometric Analysis of Time Series, Aarhus University, Fuglesangs Allé 4, Aarhus V 8210, Denmark; Erasmus School of Economics, Erasmus University Rotterdam, Burgemeester Oudlaan 50, Rotterdam 3062 PA, The Netherlands; Tinbergen Institute, Burgemeester Oudlaan 50, Rotterdam 3062 PA, The Netherlands; Erasmus Research Institute of Management, Burgemeester Oudlaan 50, Rotterdam 3062 PA, The Netherlands

Publications

• An asset pricing approach to testing general term structure models — Journal of Financial Economics 2019
• Customer Order Flow, Intermediaries, and Discovery of the Equilibrium Risk-Free Rate — Journal of Financial and Quantitative Analysis 2012