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 1 2 450 0 1 5 1,123
An Evaluation Framework for Alternative VaR Models 0 0 0 271 1 1 2 743
Are Capital Controls in the Foreign Exchange Market Effective? 0 0 0 59 0 0 1 238
Are Capital Controls in the Foreign Exchange Market Effective? 0 0 0 100 0 0 0 310
Contingent Capital: The Case for COERCs 0 0 1 71 0 0 2 220
Contingent Capital: The Case for COERCs 0 0 0 73 0 0 1 235
Credit risk characteristics of US small business portfolios 0 0 0 50 1 2 4 140
Cross-Border Mergers and Acquisitions: Evidence from the Indochina Region 0 0 0 37 0 0 2 49
Dispersion of Beliefs in the Foreign Exchange Market 0 0 0 78 0 0 1 278
Dispersion of Beliefs in the Foreign Exchange Market 0 0 0 93 0 0 0 222
Dividend Policy Decisions and Ownership Concentration: Evidence from Thai Public Companies 1 1 1 34 2 2 2 102
Does the CAMEL bank ratings system follow a procyclical pattern? 0 0 1 45 0 0 1 97
EMS Exchange Rates 0 0 0 0 1 1 3 957
Euro at Risk: The Impact of Member Countries Credit Risk on the Stability of the Common Currency 0 0 0 50 0 0 0 91
Euro at Risk: The Impact of Member Countries? Credit Risk on the Stability of the Common Currency 0 0 1 139 1 2 3 246
Exchange Rates, Innovations and Forecasting 0 0 0 64 0 2 3 377
Forecasting the Spot Exchange Rate with the Term Structure of Forward Premia: Multivariate Threshold Cointegration 0 0 0 373 0 0 0 1,103
Forward Exchange Rates and Expected Future Spot Rates 0 0 0 397 0 1 3 3,271
Forward Foreign Exchange Rates, Expected Spot Rates, and Premia: A Signal-Extraction Approach 0 0 0 240 0 1 2 1,609
Is Bitcoin a better safe-haven asset for individual investors than Gold? – Evidence from sanctioned Russia 0 0 0 1 1 1 4 6
Leverage and risk in US commercial banking in the light of the current financial crisis 0 1 1 158 0 1 3 344
Leverage and risk in US commercial banking in the light of the current financial crisis 0 0 1 38 0 0 4 65
Loss Functions in Option Valuation: A Framework for Model Selection 0 0 1 101 0 0 3 274
Loss Functions in Option Valuation: A Framework for Selection 0 0 2 56 1 1 8 194
Modeling default correlation in a US retail loan portfolio 0 0 0 79 0 1 1 191
Modeling default correlation in a US retail loan portfolio 0 0 0 54 0 0 1 122
Modelling Scale-Consistent VaR with the Truncated Lévy Flight 0 0 1 227 0 1 2 787
More Evidence on the Dollar Risk Premium in the Foreign Exchange Market 0 0 0 99 0 0 0 350
Non-Standard Errors 0 0 1 42 3 11 54 426
Non-Standard Errors 0 0 0 15 0 0 5 32
Non-Standard Errors 1 1 4 27 5 13 78 139
Nonstandard Errors 2 2 2 2 6 14 14 14
Nonstandard errors 0 1 11 11 4 10 39 39
Premia in Forward Foreign Exchange as Unobserved Components 0 0 0 0 0 0 0 317
Premia in forward foreign exchange as unobserved components 0 0 0 0 0 0 0 4
Premia in forward foreign exchange as unobserved components 0 0 0 0 0 0 0 24
Premia in forward foreign exchange as unobserved components 0 0 0 0 0 0 0 14
Ripple effects from industry defaults 0 0 1 34 1 2 4 64
Risk Premia In The Term Structure Of Interest Rates: A Panel Data Approach 0 0 0 114 0 1 1 323
Risk Premia in Term Structure of Interest Rates: A Panel Data Approach 0 0 0 0 0 0 0 407
Skewness Risk Premium: Theory and Empirical Evidence 0 0 1 68 0 0 3 180
Skewness Risk Premium: Theory and Empirical Evidence 0 0 1 165 0 0 2 674
Survey data and the interest rate sensitivity of U.S. bank stock returns 0 0 0 0 0 0 1 48
The Determinants of CoCo Bond Prices 0 1 2 121 0 2 4 223
The role of on- and off-balance-sheet leverage of banks in the late 2000s crisis 0 0 0 40 0 1 3 170
Time Variation in Term Premia: International Evidence 0 0 0 74 0 0 0 251
Time-Variation in Term Permia: International Survey-Based Evidence 0 0 0 51 0 0 1 149
Trading in style: Retail investors vs. institutions 0 1 2 48 0 1 2 116
Total Working Papers 4 9 37 4,249 27 73 272 17,358
4 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 0 134
An evaluation framework for alternative VaR-models 0 0 1 90 0 0 2 262
Are capital controls in the foreign exchange market effective? 0 0 1 28 0 1 4 186
Are capital requirements on small business loans flawed? 0 0 0 4 0 0 3 27
Asian Exchange Rate Expectations 0 0 0 10 0 0 0 75
Autoregressive conditional heteroscedasticity: A comparison of ARCH and random coefficient models 0 0 0 21 0 0 2 59
Contingent Capital: The Case of COERCs 0 0 0 64 0 1 2 159
Cross-border mergers and acquisitions: Evidence from the Indochina region 0 0 0 6 0 0 1 50
Dividend Policy Decisions and Ownership Concentration: Evidence from Thai Public Companies 0 0 2 3 0 3 10 16
EMS exchange rate expectations and time-varying risk premia 0 0 0 11 0 0 0 52
Euro at risk: The impact of member countries' credit risk on the stability of the common currency 0 0 0 10 0 0 2 64
Exchange rate models and innovations: A derivation 0 0 0 12 0 0 0 54
Exchange rate returns, 'news', and risk premia 0 0 0 13 1 1 1 44
Exchange rates, innovations and forecasting 0 0 0 30 0 0 0 93
Exchange risk premia in the European monetary system 0 0 0 20 0 0 0 214
Exchange risk premia, expectations formation and "news" in the Mexican peso/U.S. dollar forward exchange rate market 0 0 0 27 1 1 4 216
Executing trades in style: retail investors vs. institutions 0 1 1 8 2 3 4 22
Explaining dispersion in foreign exchange expectations: A heterogeneous agent approach 0 0 1 40 1 2 3 163
Extreme US stock market fluctuations in the wake of 9|11 0 0 0 77 0 1 3 352
FOREIGN EXCHANGE RATE EXPECTATIONS: SURVEY AND SYNTHESIS 0 0 4 136 0 1 15 410
Forward Foreign Exchange Rates, Expected Spot Rates, and Premia: A Signal-Extraction Approach 0 0 0 60 0 1 1 233
Forward foreign exchange rates and expected future spot rates 0 0 0 96 0 0 0 648
Further evidence on exchange rate expectations 0 0 0 141 0 0 1 311
Interest expectations and exchange rates news 0 0 0 182 0 0 0 1,277
Introduction to the special issue on International Finance 0 0 1 33 0 0 1 165
Introduction to the special issue on behavioral finance 0 0 2 156 0 0 3 390
Loss Functions in Option Valuation: A Framework for Selection 0 0 0 16 0 0 0 74
Measuring the forward foreign exchange risk premium: multi-country evidence from unobserved components models 0 0 0 81 0 0 0 231
Models of exchange rates: A comparison of forecasting results 0 0 0 16 0 0 0 63
More evidence on the dollar risk premium in the foreign exchange market 0 0 1 47 0 0 1 152
Nonstandard Errors 3 8 29 29 7 26 98 98
On the Biasedness of Forward Foreign Exchange Rates: Irrationality or Risk Premia? 0 0 2 167 0 0 4 682
Premia in Forward Foreign Exchange as Unobserved Components: A Note 0 0 0 0 0 0 1 185
Risk premia in the term structure of interest rates: a panel data approach 0 1 2 36 0 2 3 112
Scale-consistent Value-at-Risk 0 0 0 50 0 0 0 131
Scandinavian exchange rate expectations 0 0 0 27 0 0 0 268
Scandinavian forward discount bias risk premia 0 0 0 6 1 1 1 54
Skewness risk premium: Theory and empirical evidence 0 0 2 8 0 0 8 46
Spillovers to small business credit risk 0 0 0 5 0 1 2 24
Statement by the editors 0 0 0 7 0 0 0 64
Stochastic trends and jumps in EMS exchange rates 0 0 1 44 0 0 1 144
Survey Data and the Interest Rate Sensitivity of US Bank Stock Returns 0 0 0 4 0 0 0 25
The Dynamics of Short-Term Interest Rate Volatility Reconsidered 0 0 0 1 0 1 2 19
The role of on- and off-balance-sheet leverage of banks in the late 2000s crisis 0 0 1 39 0 0 3 158
Time-Varying Parameters and the Out-of-Sample Forecasting Performance of Structural Exchange Rate Models 0 0 0 0 1 2 4 472
Time-variation in term premia: International survey-based evidence 0 0 0 17 0 0 0 93
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 45 0 1 1 90
Total Journal Articles 3 10 51 1,952 14 49 191 8,861


Statistics updated 2025-02-05