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 1 1 7 428 2 8 35 1,054
An Evaluation Framework for Alternative VaR Models 0 0 0 271 0 1 4 736
Are Capital Controls in the Foreign Exchange Market Effective? 0 0 0 59 2 5 14 232
Are Capital Controls in the Foreign Exchange Market Effective? 0 0 0 100 0 2 7 305
Contingent Capital: The Case for COERCs 0 0 2 73 1 1 18 222
Contingent Capital: The Case for COERCs 0 0 0 69 0 1 12 209
Credit risk characteristics of US small business portfolios 0 0 2 47 0 1 4 126
Cross-Border Mergers and Acquisitions: Evidence from the Indochina Region 0 0 0 35 0 3 12 39
Dispersion of Beliefs in the Foreign Exchange Market 0 0 0 75 1 1 8 268
Dispersion of Beliefs in the Foreign Exchange Market 0 0 0 92 1 1 4 217
Dividend Policy Decisions and Ownership Concentration: Evidence from Thai Public Companies 0 1 7 25 9 20 39 54
Does the CAMEL bank ratings system follow a procyclical pattern? 0 0 2 40 2 3 8 84
EMS Exchange Rates 0 0 0 0 1 3 7 950
Euro at Risk: The Impact of Member Countries Credit Risk on the Stability of the Common Currency 0 1 1 49 0 3 14 73
Euro at Risk: The Impact of Member Countries’ Credit Risk on the Stability of the Common Currency 0 0 0 137 0 1 10 234
Exchange Rates, Innovations and Forecasting 0 0 0 64 1 3 8 365
Forecasting the Spot Exchange Rate with the Term Structure of Forward Premia: Multivariate Threshold Cointegration 0 0 1 373 0 1 4 1,097
Forward Exchange Rates and Expected Future Spot Rates 0 0 0 396 0 1 4 3,220
Forward Foreign Exchange Rates, Expected Spot Rates, and Premia: A Signal-Extraction Approach 0 1 2 239 1 2 8 1,598
Leverage and risk in US commercial banking in the light of the current financial crisis 0 0 0 155 0 1 9 326
Leverage and risk in US commercial banking in the light of the current financial crisis 0 0 0 35 0 1 6 51
Loss Functions in Option Valuation: A Framework for Model Selection 0 0 1 100 0 0 5 271
Loss Functions in Option Valuation: A Framework for Selection 0 0 0 52 1 2 8 182
Modeling default correlation in a US retail loan portfolio 0 0 1 36 1 2 10 83
Modeling default correlation in a US retail loan portfolio 0 0 0 77 0 1 10 174
Modelling Scale-Consistent VaR with the Truncated Lévy Flight 0 2 4 225 0 4 9 776
More Evidence on the Dollar Risk Premium in the Foreign Exchange Market 0 0 0 99 0 0 3 345
Premia in Forward Foreign Exchange as Unobserved Components 0 0 0 0 0 1 6 314
Premia in forward foreign exchange as unobserved components 0 0 0 0 1 1 10 21
Premia in forward foreign exchange as unobserved components 0 0 0 0 0 0 3 13
Premia in forward foreign exchange as unobserved components 0 0 0 0 1 1 1 1
Ripple effects from industry defaults 1 1 1 30 1 2 7 42
Risk Premia In The Term Structure Of Interest Rates: A Panel Data Approach 0 0 0 114 0 1 3 319
Risk Premia in Term Structure of Interest Rates: A Panel Data Approach 0 0 0 0 0 1 4 401
Skewness Risk Premium: Theory and Empirical Evidence 1 5 16 143 5 21 117 574
Skewness Risk Premium: Theory and Empirical Evidence 0 0 0 66 2 5 11 171
Survey data and the interest rate sensitivity of U.S. bank stock returns 0 0 0 0 0 0 8 43
The Determinants of CoCo Bond Prices 2 2 11 110 3 3 24 195
The role of on- and off-balance-sheet leverage of banks in the late 2000s crisis 0 0 1 36 0 4 18 139
Time Variation in Term Premia: International Evidence 0 0 1 73 0 1 3 246
Time-Variation in Term Permia: International Survey-Based Evidence 0 0 0 50 0 0 3 145
Trading in style: Retail investors vs. institutions 1 2 5 32 2 8 19 70
Total Working Papers 6 16 65 4,005 38 121 517 15,985


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 4 128
An evaluation framework for alternative VaR-models 0 0 5 86 0 3 12 246
Are capital controls in the foreign exchange market effective? 0 0 2 25 1 4 13 166
Are capital requirements on small business loans flawed? 0 0 1 1 0 0 8 10
Asian Exchange Rate Expectations 0 0 0 10 0 0 2 68
Autoregressive conditional heteroscedasticity: A comparison of ARCH and random coefficient models 1 1 2 17 1 1 4 49
Contingent Capital: The Case of COERCs 0 0 3 56 0 1 15 127
Cross-border mergers and acquisitions: Evidence from the Indochina region 0 0 1 2 1 6 13 29
EMS exchange rate expectations and time-varying risk premia 0 0 0 11 0 0 2 51
Euro at risk: The impact of member countries' credit risk on the stability of the common currency 0 0 0 8 1 4 14 51
Exchange rate models and innovations: A derivation 0 0 0 11 0 0 1 53
Exchange rate returns, 'news', and risk premia 0 0 1 13 0 0 5 37
Exchange rates, innovations and forecasting 0 0 1 27 1 2 7 76
Exchange risk premia in the European monetary system 0 0 0 20 0 1 1 208
Exchange risk premia, expectations formation and "news" in the Mexican peso/U.S. dollar forward exchange rate market 0 0 0 26 0 0 6 204
Explaining dispersion in foreign exchange expectations: A heterogeneous agent approach 0 1 3 38 0 5 11 144
Extreme US stock market fluctuations in the wake of 9|11 0 3 11 74 0 4 21 332
Forward Foreign Exchange Rates, Expected Spot Rates, and Premia: A Signal-Extraction Approach 0 0 2 58 0 2 7 223
Forward foreign exchange rates and expected future spot rates 0 0 1 93 3 8 20 625
Further evidence on exchange rate expectations 0 0 1 139 0 1 8 296
Interest expectations and exchange rates news 0 0 0 182 0 0 1 1,271
Introduction to the special issue on International Finance 0 0 0 32 0 0 2 160
Introduction to the special issue on behavioral finance 0 1 2 139 2 7 30 361
Loss Functions in Option Valuation: A Framework for Selection 0 0 0 16 1 1 6 68
Measuring the forward foreign exchange risk premium: multi-country evidence from unobserved components models 0 0 1 77 0 1 2 224
Models of exchange rates: A comparison of forecasting results 0 0 0 15 0 0 1 61
More evidence on the dollar risk premium in the foreign exchange market 0 0 0 46 0 0 5 148
On the Biasedness of Forward Foreign Exchange Rates: Irrationality or Risk Premia? 0 0 0 162 2 3 18 670
Premia in Forward Foreign Exchange as Unobserved Components: A Note 0 0 0 0 0 0 1 180
Risk premia in the term structure of interest rates: a panel data approach 0 0 0 34 0 0 1 105
Scale-consistent Value-at-Risk 0 0 0 50 0 1 2 127
Scandinavian exchange rate expectations 0 0 0 27 0 1 3 263
Scandinavian forward discount bias risk premia 0 0 0 6 0 0 5 52
Skewness risk premium: Theory and empirical evidence 0 1 5 5 0 3 15 24
Statement by the editors 0 0 0 7 0 0 3 62
Stochastic trends and jumps in EMS exchange rates 0 0 1 41 0 0 4 136
Survey Data and the Interest Rate Sensitivity of US Bank Stock Returns 0 0 0 4 1 1 1 20
The Dynamics of Short-Term Interest Rate Volatility Reconsidered 0 0 0 0 1 1 1 9
The role of on- and off-balance-sheet leverage of banks in the late 2000s crisis 0 1 3 33 1 5 20 123
Time-Varying Parameters and the Out-of-Sample Forecasting Performance of Structural Exchange Rate Models 0 0 0 0 0 1 12 452
Time-variation in term premia: International survey-based evidence 0 0 0 17 0 1 5 91
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 77
Total Journal Articles 1 8 46 1,675 16 68 312 7,807
1 registered items for which data could not be found


Statistics updated 2020-11-03