Access Statistics for Christian Wolff

Author contact details at EconPapers.

Working Paper File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
A Cumulative Prospect Theory Approach to Option Pricing 0 2 15 412 3 11 72 994
An Evaluation Framework for Alternative VaR Models 0 0 1 266 1 1 3 723
Are Capital Controls in the Foreign Exchange Market Effective? 0 0 1 59 0 0 3 212
Are Capital Controls in the Foreign Exchange Market Effective? 0 0 2 100 0 1 8 287
Contingent Capital: The Case for COERCs 0 0 0 71 3 5 6 197
Contingent Capital: The Case for COERCs 0 0 0 67 0 1 3 184
Credit risk characteristics of US small business portfolios 0 1 5 44 1 3 26 98
Cross-Border Mergers and Acquisitions: Evidence from the Indochina Region 0 0 2 34 0 1 7 17
Dispersion of Beliefs in the Foreign Exchange Market 0 0 2 90 1 2 4 206
Dispersion of Beliefs in the Foreign Exchange Market 0 1 2 75 0 2 3 253
Does the CAMEL bank ratings system follow a procyclical pattern? 0 0 1 37 0 0 12 68
EMS Exchange Rates 0 0 0 0 0 0 5 934
Euro at Risk: The Impact of Member Countries Credit Risk on the Stability of the Common Currency 0 1 3 45 1 2 6 49
Euro at Risk: The Impact of Member Countries’ Credit Risk on the Stability of the Common Currency 0 1 7 134 1 3 13 218
Exchange Rates, Innovations and Forecasting 0 0 0 64 0 3 5 353
Forecasting the Spot Exchange Rate with the Term Structure of Forward Premia: Multivariate Threshold Cointegration 0 0 2 370 0 1 8 1,085
Forward Exchange Rates and Expected Future Spot Rates 0 0 0 394 1 3 10 3,204
Forward Foreign Exchange Rates, Expected Spot Rates, and Premia: A Signal-Extraction Approach 0 0 2 237 1 4 8 1,585
Leverage and risk in US commercial banking in the light of the current financial crisis 0 0 1 32 0 0 2 37
Leverage and risk in US commercial banking in the light of the current financial crisis 0 0 6 153 0 0 9 306
Loss Functions in Option Valuation: A Framework for Model Selection 0 0 1 98 0 0 2 262
Loss Functions in Option Valuation: A Framework for Selection 0 0 0 51 0 0 0 171
Modeling default correlation in a US retail loan portfolio 0 1 4 77 1 3 10 156
Modeling default correlation in a US retail loan portfolio 0 1 3 35 1 2 11 61
Modelling Scale-Consistent VaR with the Truncated Lévy Flight 0 0 0 220 0 0 3 759
More Evidence on the Dollar Risk Premium in the Foreign Exchange Market 0 0 0 98 0 1 3 339
Premia in Forward Foreign Exchange as Unobserved Components 0 0 0 0 0 2 2 304
Premia in forward foreign exchange as unobserved components 0 0 0 0 0 1 1 9
Premia in forward foreign exchange as unobserved components 0 0 0 0 0 0 0 10
Ripple effects from industry defaults 0 0 3 29 0 0 6 31
Risk Premia In The Term Structure Of Interest Rates: A Panel Data Approach 0 0 1 114 0 2 3 315
Risk Premia in Term Structure of Interest Rates: A Panel Data Approach 0 0 0 0 0 0 2 396
Skewness Risk Premium: Theory and Empirical Evidence 0 4 22 107 12 33 111 347
Skewness Risk Premium: Theory and Empirical Evidence 0 0 2 61 0 3 11 138
Survey data and the interest rate sensitivity of U.S. bank stock returns 0 0 0 0 0 0 2 31
The Determinants of CoCo Bond Prices 0 1 11 69 1 2 25 114
The role of on- and off-balance-sheet leverage of banks in the late 2000s crisis 1 1 9 31 3 4 24 98
Time Variation in Term Premia: International Evidence 0 0 0 71 0 1 2 233
Time-Variation in Term Permia: International Survey-Based Evidence 0 0 0 50 0 0 3 137
Trading in style: Retail investors vs. institutions 0 3 23 23 2 8 31 31
Total Working Papers 1 17 131 3,818 33 105 465 14,952


Journal Article File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
A note on the determinants of unexpected exchange rate movements 0 0 0 29 0 1 1 121
An evaluation framework for alternative VaR-models 0 0 3 80 0 0 8 222
Are capital controls in the foreign exchange market effective? 0 0 1 21 0 1 7 142
Asian Exchange Rate Expectations 0 0 0 10 1 1 1 62
Autoregressive conditional heteroscedasticity: A comparison of ARCH and random coefficient models 0 0 0 15 0 0 0 43
Contingent Capital: The Case of COERCs 0 1 4 41 0 3 8 88
Cross-border mergers and acquisitions: Evidence from the Indochina region 0 0 0 0 1 2 10 10
EMS exchange rate expectations and time-varying risk premia 0 0 1 11 0 0 3 47
Euro at risk: The impact of member countries' credit risk on the stability of the common currency 0 1 3 6 1 4 12 30
Exchange rate models and innovations: A derivation 0 0 0 11 0 0 0 52
Exchange rate returns, 'news', and risk premia 0 0 0 12 0 1 1 32
Exchange rates, innovations and forecasting 0 1 3 26 0 1 3 68
Exchange risk premia in the European monetary system 0 0 0 20 0 0 0 206
Exchange risk premia, expectations formation and "news" in the Mexican peso/U.S. dollar forward exchange rate market 0 1 1 26 0 1 1 195
Explaining dispersion in foreign exchange expectations: A heterogeneous agent approach 0 0 4 35 1 1 10 123
Extreme US stock market fluctuations in the wake of 9|11 1 1 2 62 1 1 5 296
FOREIGN EXCHANGE RATE EXPECTATIONS: SURVEY AND SYNTHESIS 0 0 6 121 0 0 14 359
Forward Foreign Exchange Rates, Expected Spot Rates, and Premia: A Signal-Extraction Approach 0 1 3 51 1 3 8 199
Forward foreign exchange rates and expected future spot rates 0 0 0 92 0 1 4 597
Further evidence on exchange rate expectations 0 0 2 136 2 3 12 283
Interest expectations and exchange rates news 0 0 0 182 0 2 3 1,270
Introduction to the special issue on International Finance 0 0 0 32 0 0 0 158
Introduction to the special issue on behavioral finance 0 0 1 134 1 3 6 326
Loss Functions in Option Valuation: A Framework for Selection 0 0 0 16 0 1 2 58
Measuring the forward foreign exchange risk premium: multi-country evidence from unobserved components models 0 1 1 76 0 1 2 221
Models of exchange rates: A comparison of forecasting results 0 0 0 15 0 0 0 59
More evidence on the dollar risk premium in the foreign exchange market 0 0 0 46 0 0 1 139
On the Biasedness of Forward Foreign Exchange Rates: Irrationality or Risk Premia? 0 0 1 159 0 2 11 610
Premia in Forward Foreign Exchange as Unobserved Components: A Note 0 0 0 0 0 1 1 178
Risk premia in the term structure of interest rates: a panel data approach 0 0 0 34 0 0 2 103
Scale-consistent Value-at-Risk 0 0 1 50 0 1 3 125
Scandinavian exchange rate expectations 0 1 1 27 0 1 3 256
Scandinavian forward discount bias risk premia 0 0 0 6 0 0 0 47
Statement by the editors 0 0 0 7 1 1 1 59
Stochastic trends and jumps in EMS exchange rates 0 0 0 40 0 1 4 128
Survey Data and the Interest Rate Sensitivity of US Bank Stock Returns 0 0 1 4 0 0 2 16
The Dynamics of Short-Term Interest Rate Volatility Reconsidered 0 0 0 0 0 0 1 6
The role of on- and off-balance-sheet leverage of banks in the late 2000s crisis 0 0 3 24 0 0 13 85
Time-Varying Parameters and the Out-of-Sample Forecasting Performance of Structural Exchange Rate Models 0 0 0 0 1 2 12 435
Time-variation in term premia: International survey-based evidence 0 0 0 17 0 0 1 80
Time-varying parameters and the out-of-sample forecasting performance of structural exchange rate models: Christian C.P. Wolff, Journal of Business & Economic Statistics 5 (1987) 87-97 0 0 0 38 0 0 0 75
Total Journal Articles 1 8 42 1,712 11 40 176 7,609


Statistics updated 2018-09-04