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 0 2 452 0 1 21 1,151
An Evaluation Framework for Alternative VaR Models 0 0 1 272 0 0 13 758
Are Capital Controls in the Foreign Exchange Market Effective? 0 0 0 100 1 2 12 322
Are Capital Controls in the Foreign Exchange Market Effective? 0 0 1 60 0 0 12 252
Contingent Capital: The Case for COERCs 0 0 0 73 0 0 9 246
Contingent Capital: The Case for COERCs 0 0 0 71 0 0 10 233
Credit risk characteristics of US small business portfolios 0 0 0 51 0 12 24 165
Cross-Border Mergers and Acquisitions: Evidence from the Indochina Region 0 0 0 37 0 0 6 55
Dispersion of Beliefs in the Foreign Exchange Market 0 0 0 78 0 0 10 291
Dispersion of Beliefs in the Foreign Exchange Market 0 0 0 93 0 0 14 238
Diversification Strategies and Investment Opportunities in the International Banking Industry 0 0 0 0 1 1 1 1
Dividend Policy Decisions and Ownership Concentration: Evidence from Thai Public Companies 0 0 1 35 0 1 7 111
Does the CAMEL bank ratings system follow a procyclical pattern? 0 0 2 48 0 0 15 115
EMS Exchange Rates 0 0 0 0 2 2 6 965
Euro at Risk: The Impact of Member Countries Credit Risk on the Stability of the Common Currency 0 0 0 50 0 0 10 103
Euro at Risk: The Impact of Member Countries? Credit Risk on the Stability of the Common Currency 0 0 0 140 0 2 15 263
Exchange Rates, Innovations and Forecasting 0 0 0 64 1 3 14 391
Forecasting the Spot Exchange Rate with the Term Structure of Forward Premia: Multivariate Threshold Cointegration 0 0 0 373 0 0 11 1,115
Forward Exchange Rates and Expected Future Spot Rates 0 0 0 397 0 1 11 3,282
Forward Foreign Exchange Rates, Expected Spot Rates, and Premia: A Signal-Extraction Approach 0 0 0 240 0 0 4 1,615
Is Bitcoin a better safe-haven asset for individual investors than Gold? – Evidence from sanctioned Russia 0 0 0 2 0 0 14 27
Leverage and risk in US commercial banking in the light of the current financial crisis 0 0 0 158 0 3 16 364
Leverage and risk in US commercial banking in the light of the current financial crisis 0 0 0 38 0 0 8 76
Loss Functions in Option Valuation: A Framework for Model Selection 0 0 0 101 1 2 19 293
Loss Functions in Option Valuation: A Framework for Selection 0 0 0 56 1 1 3 199
Modeling default correlation in a US retail loan portfolio 0 0 0 80 0 1 14 207
Modeling default correlation in a US retail loan portfolio 0 0 0 55 0 1 15 138
Modelling Scale-Consistent VaR with the Truncated Lévy Flight 0 0 2 229 0 1 9 796
More Evidence on the Dollar Risk Premium in the Foreign Exchange Market 0 0 0 99 0 2 9 360
Non-Standard Errors 0 1 1 45 0 2 39 485
Non-Standard Errors 0 0 0 16 0 0 12 49
Non-Standard Errors 0 1 1 28 0 2 19 173
Nonstandard Errors 0 0 0 0 0 3 21 24
Nonstandard Errors 0 0 0 0 1 2 26 37
Nonstandard Errors 0 0 1 4 0 3 25 48
Nonstandard errors 0 1 1 13 0 3 28 84
Premia in Forward Foreign Exchange as Unobserved Components 0 0 0 0 0 0 6 323
Premia in forward foreign exchange as unobserved components 0 0 0 0 1 1 7 23
Premia in forward foreign exchange as unobserved components 0 0 0 0 2 3 8 13
Premia in forward foreign exchange as unobserved components 0 0 0 0 0 0 7 32
Ripple effects from industry defaults 0 0 0 35 0 0 13 79
Risk Premia In The Term Structure Of Interest Rates: A Panel Data Approach 0 0 1 115 0 1 14 337
Risk Premia in Term Structure of Interest Rates: A Panel Data Approach 0 0 0 0 0 1 9 417
Skewness Risk Premium: Theory and Empirical Evidence 0 0 1 69 1 2 36 218
Skewness Risk Premium: Theory and Empirical Evidence 0 0 2 167 1 2 21 701
Survey data and the interest rate sensitivity of U.S. bank stock returns 0 0 0 0 1 2 13 63
The Determinants of CoCo Bond Prices 1 1 2 123 2 2 11 235
The role of on- and off-balance-sheet leverage of banks in the late 2000s crisis 0 0 0 40 1 5 13 184
Time Variation in Term Premia: International Evidence 0 0 0 74 0 0 13 265
Time-Variation in Term Permia: International Survey-Based Evidence 0 0 0 51 2 3 12 162
Trading in style: Retail investors vs. institutions 0 0 1 51 1 5 63 184
Which Factors Play a Role in Coco Issuance? Evidence from European Banks 0 0 0 19 0 0 0 30
Total Working Papers 1 4 20 4,302 20 78 748 18,298
3 registered items for which data could not be found

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 8 142
An evaluation framework for alternative VaR-models 0 0 1 91 0 0 9 273
Are capital controls in the foreign exchange market effective? 0 0 0 28 0 0 14 205
Are capital requirements on small business loans flawed? 0 0 0 4 0 1 7 36
Asian Exchange Rate Expectations 0 0 0 10 0 2 7 82
Autoregressive conditional heteroscedasticity: A comparison of ARCH and random coefficient models 0 0 0 21 0 0 6 66
Contingent Capital: The Case of COERCs 0 0 0 64 0 0 6 166
Cross-border mergers and acquisitions: Evidence from the Indochina region 0 0 0 6 0 2 13 66
Diversification strategies and investment opportunities in the international banking industry 0 0 1 1 2 2 16 16
Dividend Policy Decisions and Ownership Concentration: Evidence from Thai Public Companies 0 1 3 6 0 2 20 41
EMS exchange rate expectations and time-varying risk premia 0 0 0 11 0 3 15 69
Euro at risk: The impact of member countries' credit risk on the stability of the common currency 0 0 0 10 1 2 8 73
Exchange rate models and innovations: A derivation 0 0 0 12 0 2 8 64
Exchange rate returns, 'news', and risk premia 0 0 0 13 0 0 11 55
Exchange rates, innovations and forecasting 0 0 0 30 0 0 13 109
Exchange risk premia in the European monetary system 0 0 0 20 0 1 7 221
Exchange risk premia, expectations formation and "news" in the Mexican peso/U.S. dollar forward exchange rate market 0 0 0 28 0 1 9 226
Executing trades in style: retail investors vs. institutions 0 0 0 11 0 1 5 32
Explaining dispersion in foreign exchange expectations: A heterogeneous agent approach 0 1 1 41 0 3 14 179
Extreme US stock market fluctuations in the wake of 9|11 0 0 2 79 1 1 17 373
FOREIGN EXCHANGE RATE EXPECTATIONS: SURVEY AND SYNTHESIS 0 0 0 137 2 2 13 426
Forward Foreign Exchange Rates, Expected Spot Rates, and Premia: A Signal-Extraction Approach 0 0 1 62 0 2 13 251
Forward foreign exchange rates and expected future spot rates 0 0 0 96 1 2 14 662
Further evidence on exchange rate expectations 0 0 0 141 0 0 11 323
Interest expectations and exchange rates news 0 0 0 182 2 3 4 1,283
Introduction to the special issue on International Finance 0 0 0 33 0 0 9 174
Introduction to the special issue on behavioral finance 0 0 0 156 0 1 7 399
Loss Functions in Option Valuation: A Framework for Selection 0 0 0 17 1 3 12 88
Measuring the forward foreign exchange risk premium: multi-country evidence from unobserved components models 0 0 0 81 0 1 9 240
Models of exchange rates: A comparison of forecasting results 0 0 0 16 1 1 11 75
More evidence on the dollar risk premium in the foreign exchange market 0 0 0 47 0 0 6 159
Nonstandard Errors 0 1 7 46 5 16 58 196
On the Biasedness of Forward Foreign Exchange Rates: Irrationality or Risk Premia? 0 0 0 168 1 1 11 694
Premia in Forward Foreign Exchange as Unobserved Components: A Note 0 0 0 0 0 1 7 194
Risk premia in the term structure of interest rates: a panel data approach 0 0 1 37 2 3 15 128
Scale-consistent Value-at-Risk 0 0 0 50 0 1 21 153
Scandinavian exchange rate expectations 0 0 0 27 0 1 8 277
Scandinavian forward discount bias risk premia 0 0 0 6 0 0 13 69
Skewness risk premium: Theory and empirical evidence 0 0 1 11 1 1 25 88
Spillovers to small business credit risk 0 0 0 6 1 2 19 48
Statement by the editors 0 0 0 7 1 1 8 72
Stochastic trends and jumps in EMS exchange rates 0 0 0 44 0 2 12 156
Survey Data and the Interest Rate Sensitivity of US Bank Stock Returns 0 0 0 4 1 3 11 38
The Dynamics of Short-Term Interest Rate Volatility Reconsidered 0 0 1 2 0 0 4 24
The role of on- and off-balance-sheet leverage of banks in the late 2000s crisis 0 0 1 40 0 3 16 178
Time-Varying Parameters and the Out-of-Sample Forecasting Performance of Structural Exchange Rate Models 0 0 0 0 0 1 11 486
Time-variation in term premia: International survey-based evidence 0 0 0 17 0 0 13 107
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 1 47 0 1 8 99
Total Journal Articles 0 3 21 1,995 23 75 582 9,581

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Statistics updated 2026-10-11