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 4 5 14 410 33 39 65 983
An Evaluation Framework for Alternative VaR Models 0 0 2 266 0 0 3 722
Are Capital Controls in the Foreign Exchange Market Effective? 0 0 1 59 0 1 6 212
Are Capital Controls in the Foreign Exchange Market Effective? 0 0 2 100 1 2 9 286
Contingent Capital: The Case for COERCs 0 0 0 67 0 1 4 183
Contingent Capital: The Case for COERCs 0 0 0 71 0 1 1 192
Credit risk characteristics of US small business portfolios 0 0 4 43 0 13 27 95
Cross-Border Mergers and Acquisitions: Evidence from the Indochina Region 0 1 34 34 1 3 16 16
Dispersion of Beliefs in the Foreign Exchange Market 0 0 1 74 0 0 3 251
Dispersion of Beliefs in the Foreign Exchange Market 0 0 3 90 0 0 5 204
Does the CAMEL bank ratings system follow a procyclical pattern? 0 0 6 37 1 3 19 68
EMS Exchange Rates 0 0 0 0 1 1 7 934
Euro at Risk: The Impact of Member Countries Credit Risk on the Stability of the Common Currency 0 1 2 44 0 1 5 47
Euro at Risk: The Impact of Member Countries’ Credit Risk on the Stability of the Common Currency 0 0 6 133 0 0 14 215
Exchange Rates, Innovations and Forecasting 0 0 0 64 0 1 2 350
Forecasting the Spot Exchange Rate with the Term Structure of Forward Premia: Multivariate Threshold Cointegration 0 1 2 370 0 1 8 1,084
Forward Exchange Rates and Expected Future Spot Rates 0 0 1 394 2 2 16 3,201
Forward Foreign Exchange Rates, Expected Spot Rates, and Premia: A Signal-Extraction Approach 0 1 2 237 1 2 4 1,581
Leverage and risk in US commercial banking in the light of the current financial crisis 0 0 7 153 0 1 10 306
Leverage and risk in US commercial banking in the light of the current financial crisis 0 0 1 32 0 0 5 37
Loss Functions in Option Valuation: A Framework for Model Selection 0 1 1 98 0 2 2 262
Loss Functions in Option Valuation: A Framework for Selection 0 0 2 51 0 0 3 171
Modeling default correlation in a US retail loan portfolio 0 0 3 34 0 4 14 59
Modeling default correlation in a US retail loan portfolio 0 1 3 76 0 2 9 153
Modelling Scale-Consistent VaR with the Truncated Lévy Flight 0 0 0 220 0 3 3 759
More Evidence on the Dollar Risk Premium in the Foreign Exchange Market 0 0 0 98 0 1 3 338
Premia in Forward Foreign Exchange as Unobserved Components 0 0 0 0 0 0 0 302
Premia in forward foreign exchange as unobserved components 0 0 0 0 0 0 0 8
Premia in forward foreign exchange as unobserved components 0 0 0 0 0 0 1 10
Ripple effects from industry defaults 0 1 5 29 0 2 11 31
Risk Premia In The Term Structure Of Interest Rates: A Panel Data Approach 0 0 1 114 0 0 1 313
Risk Premia in Term Structure of Interest Rates: A Panel Data Approach 0 0 0 0 0 1 2 396
Skewness Risk Premium: Theory and Empirical Evidence 2 5 25 103 22 41 110 314
Skewness Risk Premium: Theory and Empirical Evidence 1 1 3 61 1 2 10 135
Survey data and the interest rate sensitivity of U.S. bank stock returns 0 0 0 0 0 0 3 31
The Determinants of CoCo Bond Prices 2 4 12 68 3 8 25 112
The role of on- and off-balance-sheet leverage of banks in the late 2000s crisis 0 4 11 30 0 12 25 94
Time Variation in Term Premia: International Evidence 0 0 0 71 0 0 2 232
Time-Variation in Term Permia: International Survey-Based Evidence 0 0 0 50 0 0 4 137
Trading in style: Retail investors vs. institutions 0 3 20 20 0 6 23 23
Total Working Papers 9 29 174 3,801 66 156 480 14,847


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 0 0 120
An evaluation framework for alternative VaR-models 0 1 4 80 1 3 9 222
Are capital controls in the foreign exchange market effective? 0 1 1 21 1 4 9 141
Asian Exchange Rate Expectations 0 0 0 10 0 0 0 61
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 1 1 5 40 1 2 11 85
Cross-border mergers and acquisitions: Evidence from the Indochina region 0 0 0 0 2 5 8 8
EMS exchange rate expectations and time-varying risk premia 0 0 1 11 0 2 3 47
Euro at risk: The impact of member countries' credit risk on the stability of the common currency 0 0 2 5 0 1 10 26
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 0 0 31
Exchange rates, innovations and forecasting 0 1 2 25 0 1 2 67
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 0 0 25 0 0 1 194
Explaining dispersion in foreign exchange expectations: A heterogeneous agent approach 1 3 5 35 2 4 11 122
Extreme US stock market fluctuations in the wake of 9|11 0 0 1 61 1 2 6 295
FOREIGN EXCHANGE RATE EXPECTATIONS: SURVEY AND SYNTHESIS 2 3 7 121 3 4 16 359
Forward Foreign Exchange Rates, Expected Spot Rates, and Premia: A Signal-Extraction Approach 0 0 2 50 2 3 5 196
Forward foreign exchange rates and expected future spot rates 0 0 0 92 0 1 3 596
Further evidence on exchange rate expectations 0 0 2 136 0 3 11 280
Interest expectations and exchange rates news 0 0 0 182 0 0 2 1,268
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 1 1 134 0 1 3 323
Loss Functions in Option Valuation: A Framework for Selection 0 0 0 16 0 0 1 57
Measuring the forward foreign exchange risk premium: multi-country evidence from unobserved components models 0 0 0 75 0 0 1 220
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 1 1 1 139
On the Biasedness of Forward Foreign Exchange Rates: Irrationality or Risk Premia? 0 0 1 159 3 3 9 608
Premia in Forward Foreign Exchange as Unobserved Components: A Note 0 0 0 0 0 0 0 177
Risk premia in the term structure of interest rates: a panel data approach 0 0 0 34 1 1 2 103
Scale-consistent Value-at-Risk 0 0 1 50 0 1 2 124
Scandinavian exchange rate expectations 0 0 0 26 0 1 2 255
Scandinavian forward discount bias risk premia 0 0 0 6 0 0 0 47
Statement by the editors 0 0 0 7 0 0 0 58
Stochastic trends and jumps in EMS exchange rates 0 0 0 40 0 2 3 127
Survey Data and the Interest Rate Sensitivity of US Bank Stock Returns 0 1 1 4 0 1 2 16
The Dynamics of Short-Term Interest Rate Volatility Reconsidered 0 0 0 0 0 1 1 6
The role of on- and off-balance-sheet leverage of banks in the late 2000s crisis 0 1 4 24 0 2 16 85
Time-Varying Parameters and the Out-of-Sample Forecasting Performance of Structural Exchange Rate Models 0 0 0 0 2 2 11 433
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 4 13 40 1,704 20 51 162 7,569


Statistics updated 2018-06-06