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Christian Wolff
Christian Wolff
University of Luxembourg
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Time-varying parameters and the out-of-sample forecasting performance of structural exchange rate models
CCP Wolff
Journal of Business & Economic Statistics 5 (1), 87-97, 1987
2501987
Forward foreign exchange rates, expected spot rates, and premia: a signal‐extraction approach
CCP Wolff
The Journal of Finance 42 (2), 395-406, 1987
2211987
On the biasedness of forward foreign exchange rates: irrationality or risk premia?
SMFG Cavaglia, WFC Verschoor, CCP Wolff
Journal of Business, 321-343, 1994
2031994
Contingent capital: The case of COERCs
G Pennacchi, T Vermaelen, CCP Wolff
Journal of Financial and Quantitative analysis 49 (3), 541-574, 2014
1772014
Further evidence on exchange rate expectations
S Cavaglia, WFC Verschoor, CCP Wolff
Journal of International money and Finance 12 (1), 78-98, 1993
1711993
Extreme US stock market fluctuations in the wake of 9/11
STM Straetmans, WFC Verschoor, CCP Wolff
Journal of Applied Econometrics 23 (1), 17-42, 2008
1692008
The dynamics of short-term interest rate volatility reconsidered
KG Koedijk, FGJA Nissen, PC Schotman, CCP Wolff
Review of Finance 1 (1), 105-130, 1997
1401997
Stochastic trends and jumps in EMS exchange rates
FGMC Nieuwland, WFC Verschoor, CCP Wolff
Journal of International Money and Finance 13 (6), 699-727, 1994
1241994
Foreign exchange rate expectations: survey and synthesis
R Jongen, WFC Verschoor, CCP Wolff
Journal of Economic Surveys 22 (1), 140-165, 2008
1102008
An evaluation framework for alternative VaR-models
D Bams, T Lehnert, CCP Wolff
Journal of International Money and Finance 24 (6), 944-958, 2005
1052005
The role of on-and off-balance-sheet leverage of banks in the late 2000s crisis
NI Papanikolaou, CCP Wolff
Journal of Financial Stability 14, 3-22, 2014
1012014
Exchange rates, innovations and forecasting
CCP Wolff
Journal of International Money and Finance 7 (1), 49-61, 1988
751988
Contingent Capital: The Case of COERCs
G Pennacchi, T Vermaelen, CCP Wolff
Available at SSRN 2229732, 2012
732012
Survey data and the interest rate sensitivity of US bank stock returns
HA Benink, CCP Wolff
Economic Notes 29 (2), 201-213, 2000
722000
Explaining dispersion in foreign exchange expectations: A heterogeneous agent approach
R Jongen, WFC Verschoor, CCP Wolff, RCJ Zwinkels
Journal of Economic Dynamics and Control 36 (5), 719-735, 2012
642012
Measuring the forward foreign exchange risk premium: multi-country evidence from unobserved components models
CCP Wolff
Journal of International Financial Markets, Institutions and Money 10 (1), 1-8, 2000
482000
Loss functions in option valuation: A framework for selection
D Bams, T Lehnert, CCP Wolff
Management Science 55 (5), 853-862, 2009
352009
Introduction to the special issue on behavioral finance
W De Bondt, F Palm, C Wolff
Journal of Empirical Finance 11 (4), 423-427, 2004
352004
Premia in forward foreign exchange as unobserved components: A note
TE Nijman, FC Palm, CCP Wolff
Journal of Business & Economic Statistics 11 (3), 361-365, 1993
341993
More evidence on the dollar risk premium in the foreign exchange market
D Bams, K Walkowiak, CCP Wolff
Journal of International Money and Finance 23 (2), 271-282, 2004
302004
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Artikelen 1–20