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 11 412 1 2 62 996
An Evaluation Framework for Alternative VaR Models 0 0 0 266 0 1 2 724
Are Capital Controls in the Foreign Exchange Market Effective? 0 0 0 59 1 1 2 213
Are Capital Controls in the Foreign Exchange Market Effective? 0 0 0 100 0 0 3 287
Contingent Capital: The Case for COERCs 0 0 0 71 0 0 6 197
Contingent Capital: The Case for COERCs 0 0 0 67 1 1 4 185
Credit risk characteristics of US small business portfolios 0 0 3 44 0 2 25 100
Cross-Border Mergers and Acquisitions: Evidence from the Indochina Region 0 0 1 34 1 1 6 18
Dispersion of Beliefs in the Foreign Exchange Market 0 1 2 91 0 1 4 207
Dispersion of Beliefs in the Foreign Exchange Market 0 0 2 75 0 0 3 253
Does the CAMEL bank ratings system follow a procyclical pattern? 1 1 2 38 2 3 7 71
EMS Exchange Rates 0 0 0 0 1 1 4 935
Euro at Risk: The Impact of Member Countries Credit Risk on the Stability of the Common Currency 0 2 5 47 0 3 7 52
Euro at Risk: The Impact of Member Countries’ Credit Risk on the Stability of the Common Currency 0 1 6 135 0 2 10 220
Exchange Rates, Innovations and Forecasting 0 0 0 64 1 1 6 354
Forecasting the Spot Exchange Rate with the Term Structure of Forward Premia: Multivariate Threshold Cointegration 0 0 1 370 0 1 5 1,086
Forward Exchange Rates and Expected Future Spot Rates 0 1 1 395 0 1 7 3,205
Forward Foreign Exchange Rates, Expected Spot Rates, and Premia: A Signal-Extraction Approach 0 0 1 237 2 3 10 1,588
Leverage and risk in US commercial banking in the light of the current financial crisis 0 0 3 153 0 0 5 306
Leverage and risk in US commercial banking in the light of the current financial crisis 0 0 1 32 0 0 1 37
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 0 2 35 0 0 7 61
Modeling default correlation in a US retail loan portfolio 0 0 3 77 1 1 7 157
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 1 1 99 0 1 3 340
Premia in Forward Foreign Exchange as Unobserved Components 0 0 0 0 0 0 2 304
Premia in forward foreign exchange as unobserved components 0 0 0 0 0 0 0 10
Premia in forward foreign exchange as unobserved components 0 0 0 0 0 0 1 9
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 0 114 0 0 2 315
Risk Premia in Term Structure of Interest Rates: A Panel Data Approach 0 0 0 0 0 0 1 396
Skewness Risk Premium: Theory and Empirical Evidence 0 0 2 61 0 1 8 139
Skewness Risk Premium: Theory and Empirical Evidence 0 1 17 108 9 33 127 380
Survey data and the interest rate sensitivity of U.S. bank stock returns 0 0 0 0 1 1 3 32
The Determinants of CoCo Bond Prices 0 1 8 70 2 6 18 120
The role of on- and off-balance-sheet leverage of banks in the late 2000s crisis 2 2 9 33 4 5 24 103
Time Variation in Term Premia: International Evidence 0 0 0 71 0 1 3 234
Time-Variation in Term Permia: International Survey-Based Evidence 0 0 0 50 0 0 1 137
Trading in style: Retail investors vs. institutions 0 1 24 24 1 5 36 36
Total Working Papers 3 12 109 3,830 28 78 433 15,030


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 1 1 2 122
An evaluation framework for alternative VaR-models 0 0 3 80 1 1 7 223
Are capital controls in the foreign exchange market effective? 1 1 2 22 2 2 7 144
Asian Exchange Rate Expectations 0 0 0 10 0 0 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 1 1 5 42 2 2 9 90
Cross-border mergers and acquisitions: Evidence from the Indochina region 1 1 1 1 1 1 10 11
EMS exchange rate expectations and time-varying risk premia 0 0 0 11 0 0 2 47
Euro at risk: The impact of member countries' credit risk on the stability of the common currency 0 2 4 8 1 5 15 35
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 1 32
Exchange rates, innovations and forecasting 0 0 2 26 0 0 2 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 0 1 26 0 0 1 195
Explaining dispersion in foreign exchange expectations: A heterogeneous agent approach 0 0 4 35 0 1 9 124
Extreme US stock market fluctuations in the wake of 9|11 0 0 1 62 0 0 4 296
FOREIGN EXCHANGE RATE EXPECTATIONS: SURVEY AND SYNTHESIS 0 2 6 123 2 6 13 365
Forward Foreign Exchange Rates, Expected Spot Rates, and Premia: A Signal-Extraction Approach 1 1 4 52 2 2 10 201
Forward foreign exchange rates and expected future spot rates 0 0 0 92 0 1 4 598
Further evidence on exchange rate expectations 0 1 2 137 0 1 10 284
Interest expectations and exchange rates news 0 0 0 182 0 0 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 0 1 6 327
Loss Functions in Option Valuation: A Framework for Selection 0 0 0 16 0 0 1 58
Measuring the forward foreign exchange risk premium: multi-country evidence from unobserved components models 0 0 1 76 0 0 2 221
Models of exchange rates: A comparison of forecasting results 0 0 0 15 0 1 1 60
More evidence on the dollar risk premium in the foreign exchange market 0 0 0 46 0 2 3 141
On the Biasedness of Forward Foreign Exchange Rates: Irrationality or Risk Premia? 0 0 0 159 1 1 9 611
Premia in Forward Foreign Exchange as Unobserved Components: A Note 0 0 0 0 0 0 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 0 3 125
Scandinavian exchange rate expectations 0 0 1 27 0 1 4 257
Scandinavian forward discount bias risk premia 0 0 0 6 0 0 0 47
Statement by the editors 0 0 0 7 0 0 1 59
Stochastic trends and jumps in EMS exchange rates 0 0 0 40 0 0 4 128
Survey Data and the Interest Rate Sensitivity of US Bank Stock Returns 0 0 1 4 1 1 2 17
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 1 1 2 25 1 1 4 86
Time-Varying Parameters and the Out-of-Sample Forecasting Performance of Structural Exchange Rate Models 0 0 0 0 0 0 9 435
Time-variation in term premia: International survey-based evidence 0 0 0 17 0 2 2 82
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 5 10 42 1,722 15 33 165 7,642


Statistics updated 2018-12-03