13
H index
18
i10 index
676
Citations
Christian Wolff : Citation Profile
Université du Luxembourg | RESEARCH PRODUCTION: 41 Articles 40 Papers EDITOR: Series edited RESEARCH ACTIVITY:
MORE DETAILS IN: ABOUT THIS REPORT:
|
31 years (1986 - 2017). Relations with other researchers
Works with:
Authors registered in RePEc who have co-authored more than one work in the last five years with Christian Wolff. | Is cited by:
| Cites to:
|
Main data
Where Christian Wolff has published?
| Working Papers Series with more than one paper published | # docs |
|---|---|
| LSF Research Working Paper Series / Luxembourg School of Finance, University of Luxembourg | 11 |
Recent works citing Christian Wolff (2018 and 2017)
| Year | Title of citing document |
|---|---|
| 2017 | Contingent Convertible Bonds: Payoff Structures and Incentive Effects. (2017). Hori, Kenjiro ; Ceron, Jorge Martin . In: Birkbeck Working Papers in Economics and Finance. RePEc:bbk:bbkefp:1711. Full description at Econpapers || Download paper |
| 2018 | Commodity Return Predictability: evidence from implied variance, skewness and their risk premia and their risk premia. (2018). ORNELAS, JOSE ; Finta, Marinela Adriana. In: Working Papers Series. RePEc:bcb:wpaper:479. Full description at Econpapers || Download paper |
| 2018 | How much does book value data tell us about systemic risk and its interactions with the macroeconomy? A Luxembourg empirical evaluation. (2018). Jin, Xisong . In: BCL working papers. RePEc:bcl:bclwop:bclwp118. Full description at Econpapers || Download paper |
| 2018 | The G-20 regulatory agenda and bank risk. (2018). Cabrera, Matias ; Nieto, Maria J ; Dwyer, Gerald P. In: Working Papers. RePEc:bde:wpaper:1829. Full description at Econpapers || Download paper |
| 2017 | CoCo issuance and bank fragility. (2017). Kartasheva, Anastasia ; Avdjiev, Stefan ; Jiang, Wei ; Bolton, Patrick ; Bogdanova, Bilyana. In: BIS Working Papers. RePEc:bis:biswps:678. Full description at Econpapers || Download paper |
| 2017 | The Role for Long-run Target Values of the Exchange Rate in the Bank of Japans Policy Reaction Function. (2017). Kühl, Michael ; Beckmann, Joscha ; Kuhl, Michael. In: The World Economy. RePEc:bla:worlde:v:40:y:2017:i:9:p:1836-1865. Full description at Econpapers || Download paper |
| 2017 | Heterogeneous beliefs and asset price dynamics: a survey of recent evidence. (2017). Verschoor, Willem ; ter Ellen, Saskia. In: Working Paper. RePEc:bno:worpap:2017_22. Full description at Econpapers || Download paper |
| 2017 | Equity versus Bail-in Debt in Banking: An Agency Perspective. (2017). Suarez, Javier ; Nikolov, Kalin ; Mendicino, Caterina. In: CEPR Discussion Papers. RePEc:cpr:ceprdp:12104. Full description at Econpapers || Download paper |
| 2017 | . Full description at Econpapers || Download paper |
| 2017 | Real options and contingent convertibles with regime switching. (2017). Yang, Zhaojun ; Luo, Pengfei . In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:75:y:2017:i:c:p:122-135. Full description at Econpapers || Download paper |
| 2017 | An extreme value analysis of the last century crises across industries in the U.S. economy. (2017). Bee, Marco ; Trapin, Luca ; Riccaboni, Massimo. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:81:y:2017:i:c:p:65-78. Full description at Econpapers || Download paper |
| 2017 | Rolling window selection for out-of-sample forecasting with time-varying parameters. (2017). Rossi, Barbara ; Inoue, Atsushi ; Jin, LU. In: Journal of Econometrics. RePEc:eee:econom:v:196:y:2017:i:1:p:55-67. Full description at Econpapers || Download paper |
| 2018 | Do financial structures affect exchange rate and stock price interaction? Evidence from emerging markets. (2018). Tang, Xiaobo ; Yao, Xingyuan. In: Emerging Markets Review. RePEc:eee:ememar:v:34:y:2018:i:c:p:64-76. Full description at Econpapers || Download paper |
| 2017 | Gaussian estimation and forecasting of the U.K. yield curve with multi-factor continuous-time models. (2017). Tunaru, Diana . In: International Review of Financial Analysis. RePEc:eee:finana:v:52:y:2017:i:c:p:119-129. Full description at Econpapers || Download paper |
| 2018 | The influence of terrorism risk on stock market integration: Evidence from eight OECD countries. (2018). Narayan, Seema ; LE, Thai-Ha ; Sriananthakumar, S ; Le, T.-H., . In: International Review of Financial Analysis. RePEc:eee:finana:v:58:y:2018:i:c:p:247-259. Full description at Econpapers || Download paper |
| 2017 | Forecasting volatility with interacting multiple models. (2017). Katrak, Xerxis ; Svec, Jiri . In: Finance Research Letters. RePEc:eee:finlet:v:20:y:2017:i:c:p:245-252. Full description at Econpapers || Download paper |
| 2017 | An analysis of the literature on systemic financial risk: A survey. (2017). Silva, Walmir ; Sobreiro, Vinicius Amorim ; Kimura, Herbert. In: Journal of Financial Stability. RePEc:eee:finsta:v:28:y:2017:i:c:p:91-114. Full description at Econpapers || Download paper |
| 2018 | To be bailed out or to be left to fail? A dynamic competing risks hazard analysis. (2018). Papanikolaou, Nikolaos. In: Journal of Financial Stability. RePEc:eee:finsta:v:34:y:2018:i:c:p:61-85. Full description at Econpapers || Download paper |
| 2017 | Rationality and forecasting accuracy of exchange rate expectations: Evidence from survey-based forecasts. (2017). Ince, Onur ; Molodtsova, Tanya . In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:47:y:2017:i:c:p:131-151. Full description at Econpapers || Download paper |
| 2017 | Volatility measures and Value-at-Risk. (2017). Bams, Dennis ; Blanchard, Gildas ; Lehnert, Thorsten. In: International Journal of Forecasting. RePEc:eee:intfor:v:33:y:2017:i:4:p:848-863. Full description at Econpapers || Download paper |
| 2017 | Dynamic information spillovers in intraregionally-focused spot and forward currency markets. (2017). Fawson, Chris ; Yang, Jiao-Hui ; Wang, XI. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:71:y:2017:i:c:p:78-110. Full description at Econpapers || Download paper |
| 2017 | System stress testing of bank liquidity risk. (2017). Tsionas, Mike ; Topaloglou, Nikolas ; Pagratis, Spyros . In: Journal of International Money and Finance. RePEc:eee:jimfin:v:73:y:2017:i:pa:p:22-40. Full description at Econpapers || Download paper |
| 2017 | The impact of uncertainty on professional exchange rate forecasts. (2017). Czudaj, Robert ; Beckmann, Joscha. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:73:y:2017:i:pb:p:296-316. Full description at Econpapers || Download paper |
| 2017 | Exchange rate expectations since the financial crisis: Performance evaluation and the role of monetary policy and safe haven. (2017). Czudaj, Robert ; Beckmann, Joscha. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:74:y:2017:i:c:p:283-300. Full description at Econpapers || Download paper |
| 2018 | Are outcomes driving expectations or the other way around? An I(2) CVAR analysis of interest rate expectations in the dollar/pound market. (2018). Stillwagon, Josh ; juselius, katarina. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:83:y:2018:i:c:p:93-105. Full description at Econpapers || Download paper |
| 2017 | Exchange rate expectations and economic policy uncertainty. (2017). Czudaj, Robert ; Beckmann, Joscha. In: European Journal of Political Economy. RePEc:eee:poleco:v:47:y:2017:i:c:p:148-162. Full description at Econpapers || Download paper |
| 2017 | Growth option, contingent capital and agency conflicts. (2017). Tan, Yingxian ; Yang, Zhaojun. In: International Review of Economics & Finance. RePEc:eee:reveco:v:51:y:2017:i:c:p:354-369. Full description at Econpapers || Download paper |
| 2018 | Valuation and analysis of performance sensitive debt with contingent convertibility. (2018). Ming, Lei ; Song, Dandan ; Yang, Shenggang. In: International Review of Economics & Finance. RePEc:eee:reveco:v:53:y:2018:i:c:p:98-108. Full description at Econpapers || Download paper |
| 2018 | The dependence structure between Chinese and other major stock markets using extreme values and copulas. (2018). Hussain, Saiful Izzuan ; Li, Steven. In: International Review of Economics & Finance. RePEc:eee:reveco:v:56:y:2018:i:c:p:421-437. Full description at Econpapers || Download paper |
| 2017 | Bank levy and bank risk-taking. (2017). Diemer, Michael . In: Review of Financial Economics. RePEc:eee:revfin:v:34:y:2017:i:c:p:10-32. Full description at Econpapers || Download paper |
| 2017 | An Empirical Study on the Impact of Basel III Standards on Banks’ Default Risk: The Case of Luxembourg. (2017). Giordana, Gastón ; Schumacher, Ingmar. In: Journal of Risk and Financial Management. RePEc:gam:jjrfmx:v:10:y:2017:i:2:p:8-:d:95645. Full description at Econpapers || Download paper |
| 2018 | Everybodys a Victim? Global Terror, Well-Being and Political Attitudes. (2018). Akay, Alpaslan ; Elsayed, Ahmed ; Bargain, Olivier. In: Working Papers in Economics. RePEc:hhs:gunwpe:0733. Full description at Econpapers || Download paper |
| 2017 | Can Exchange Rate Dynamics in Krugman¡¯s Target-zone Model be Directly Tested?Abstract: Despite Krugmans (1991) model being a benchmark for modelling target zones, empirical support has been sparse . (2017). Chau, Po-Hon ; Lo, Chi-Fai ; Hui, Cho-Hoi. In: Working Papers. RePEc:hkm:wpaper:032017. Full description at Econpapers || Download paper |
| 2017 | The Impact of Exchange Rate Volatility on Stock Index: Evidence from Pakistan Stock Exchange (PSX). (2017). Khan, Muhammad Asif ; Bagh, Tanveer ; Liaqat, Idrees ; Razzaq, Sadaf ; Azad, Tahir . In: International Journal of Academic Research in Accounting, Finance and Management Sciences. RePEc:hur:ijaraf:v:7:y:2017:i:3:p:70-86. Full description at Econpapers || Download paper |
| 2018 | Is Mexicos Forward Exchange Rate Market Efficient?. (2018). Islas-Camargo, Alejandro ; Sanabria, Tania Pamela ; Cortez, Willy Walter . In: Remef - The Mexican Journal of Economics and Finance. RePEc:imx:journl:v:13:y:2018:i:2:p:273-289. Full description at Econpapers || Download paper |
| 2018 | Everybodys a Victim? Global Terror, Well-Being and Political Attitudes. (2018). Akay, Alpaslan ; Elsayed, Ahmed ; Bargain, Olivier. In: IZA Discussion Papers. RePEc:iza:izadps:dp11597. Full description at Econpapers || Download paper |
| 2017 | Investment, agency conflicts, debt maturity, and loan guarantees by negotiation. (2017). Gan, Liu ; Yang, Zhaojun. In: Annals of Finance. RePEc:kap:annfin:v:13:y:2017:i:3:d:10.1007_s10436-017-0298-8. Full description at Econpapers || Download paper |
| 2018 | Discovering Traders’ Heterogeneous Behavior in High-Frequency Financial Data. (2018). Huang, Ya-Chi ; Tsao, Chueh-Yung. In: Computational Economics. RePEc:kap:compec:v:51:y:2018:i:4:d:10.1007_s10614-016-9643-7. Full description at Econpapers || Download paper |
| 2018 | International Capital Movement and Monetary Independence in Asia. (2018). Nanovsky, Simeon ; Kim, Yoonbai. In: International Advances in Economic Research. RePEc:kap:iaecre:v:24:y:2018:i:2:d:10.1007_s11294-018-9682-z. Full description at Econpapers || Download paper |
| 2017 | Surprises, sentiments, and the expectations hypothesis of the term structure of interest rates. (2017). Chen, Cathy Yi-Hsuan ; Chiang, Thomas C. In: Review of Quantitative Finance and Accounting. RePEc:kap:rqfnac:v:49:y:2017:i:1:d:10.1007_s11156-016-0584-y. Full description at Econpapers || Download paper |
| 2018 | Financial statements based bank risk aggregation. (2018). Li, Jianping ; Wu, Dengsheng ; Zhu, Xiaoqian ; Lee, Cheng-Few ; Wei, LU. In: Review of Quantitative Finance and Accounting. RePEc:kap:rqfnac:v:50:y:2018:i:3:d:10.1007_s11156-017-0642-0. Full description at Econpapers || Download paper |
| 2017 | CoCo Issuance and Bank Fragility. (2017). Kartasheva, Anastasia ; Jiang, Wei ; Bolton, Patrick ; Avdjiev, Stefan ; Bogdanova, Bilyana. In: NBER Working Papers. RePEc:nbr:nberwo:23999. Full description at Econpapers || Download paper |
| 2017 | The Purchasing Power Parity Puzzle and Imperfect Knowledge: The Case of the Polish Zloty. (2017). Kelm, Robert. In: Central European Journal of Economic Modelling and Econometrics. RePEc:psc:journl:v:9:y:2017:i:1:p:1-27. Full description at Econpapers || Download paper |
| 2018 | Contingent Convertibles with Stock Price Triggers: The Case of Perpetuities. (2018). Pennacchi, George ; Tchistyi, Alexei . In: 2018 Meeting Papers. RePEc:red:sed018:331. Full description at Econpapers || Download paper |
| 2017 | Irrationality and Term Structure Anomaly. (2017). Kuo, Doun I. In: Proceedings of Economics and Finance Conferences. RePEc:sek:iefpro:4507033. Full description at Econpapers || Download paper |
| 2018 | Market-reaction-adjusted optimal central bank intervention policy in a forex market with jumps. (2018). Perera, Sandun ; Long, Hongwei ; Buckley, Winston . In: Annals of Operations Research. RePEc:spr:annopr:v:262:y:2018:i:1:d:10.1007_s10479-016-2297-y. Full description at Econpapers || Download paper |
| 2018 | Corporate hedging: an answer to the “how” question. (2018). Blomvall, Jorgen ; Ekblom, Jonas. In: Annals of Operations Research. RePEc:spr:annopr:v:266:y:2018:i:1:d:10.1007_s10479-017-2645-6. Full description at Econpapers || Download paper |
| 2018 | How do zero-coupon inflation swaps predict inflation rates in the euro area? Evidence of efficiency and accuracy on 1-year contracts. (2018). Ribeiro, Pedro Pires ; Curto, Jose Dias . In: Empirical Economics. RePEc:spr:empeco:v:54:y:2018:i:4:d:10.1007_s00181-017-1268-8. Full description at Econpapers || Download paper |
| 2018 | The dollar–euro exchange rate and monetary fundamentals. (2018). Beckmann, Joscha ; Pilbeam, Keith ; Glycopantis, Dionysius. In: Empirical Economics. RePEc:spr:empeco:v:54:y:2018:i:4:d:10.1007_s00181-017-1335-1. Full description at Econpapers || Download paper |
| 2017 | Bank risk in a decade of low interest rates. (2017). Chang, Yen-Ling ; Talley, Daniel A. In: Journal of Economics and Finance. RePEc:spr:jecfin:v:41:y:2017:i:3:d:10.1007_s12197-016-9367-5. Full description at Econpapers || Download paper |
| 2018 | The impact of interest rate volatility on financial market inclusion: evidence from emerging markets. (2018). Hajilee, Massomeh ; Niroomand, Farhang. In: Journal of Economics and Finance. RePEc:spr:jecfin:v:42:y:2018:i:2:d:10.1007_s12197-017-9422-x. Full description at Econpapers || Download paper |
| 2017 | Term structure forecasting in affine framework with time-varying volatility. (2017). Waliullah, . In: Statistical Methods & Applications. RePEc:spr:stmapp:v:26:y:2017:i:3:d:10.1007_s10260-017-0378-y. Full description at Econpapers || Download paper |
| 2017 | Equity versus bail-in debt in banking: an agency perspective. (2017). Nikolov, Kalin ; Mendicino, Caterina ; Javier, Kalin Nikolovauthor-Name. In: ESRB Working Paper Series. RePEc:srk:srkwps:201750. Full description at Econpapers || Download paper |
| 2018 | Contingent convertible bonds: Who invests in European CoCos?. (2018). van Wijnbergen, Sweder ; Boermans, Martijn. In: Applied Economics Letters. RePEc:taf:apeclt:v:25:y:2018:i:4:p:234-238. Full description at Econpapers || Download paper |
| 2017 | Coco Design, Risk Shifting Incentives and Capital Regulation. (2017). van Wijnbergen, Sweder ; Chan, Stephanie . In: Tinbergen Institute Discussion Papers. RePEc:tin:wpaper:20160007. Full description at Econpapers || Download paper |
| 2017 | Nonconsolidated Affiliates, Bank Capitalization, and Risk Taking. (2017). Laeven, Luc ; Huizinga, Harry ; Gong, Di. In: Discussion Paper. RePEc:tiu:tiucen:b9f9357a-fbce-4fc4-a487-206e1be13110. Full description at Econpapers || Download paper |
| 2017 | Contingent conversion convertible bond: New avenue to raise bank capital. (2017). Campolongo, Francesca ; Schoutens, Wim ; de Spiegeleer, Jan ; di Girolamo, Francesca Erica. In: International Journal of Financial Engineering (IJFE). RePEc:wsi:ijfexx:v:04:y:2017:i:01:n:s2424786317500013. Full description at Econpapers || Download paper |
| 2017 | The impact of skew on the pricing of CoCo bonds. (2017). de Spiegeleer, Jan ; Schoutens, Wim ; Marquet, Ine ; Forys, Monika B. In: International Journal of Financial Engineering (IJFE). RePEc:wsi:ijfexx:v:04:y:2017:i:01:n:s2424786317500128. Full description at Econpapers || Download paper |
| 2018 | Convertible bonds and bank risk-taking. (2018). Martynova, Natalya ; Perotti, Enrico C. In: Discussion Papers. RePEc:zbw:bubdps:242018. Full description at Econpapers || Download paper |
| 2017 | Predicting exchange rates in Asia: New insights on the accuracy of survey forecasts. (2017). Kunze, Frederik. In: Center for European, Governance and Economic Development Research Discussion Papers. RePEc:zbw:cegedp:326. Full description at Econpapers || Download paper |
| 2017 | The European sovereign debt crisis: What have we learned?. (2017). Stefanova, Denitsa ; Kräussl, Roman ; Lehnert, Thorsten ; Kraussl, Roman. In: CFS Working Paper Series. RePEc:zbw:cfswop:567. Full description at Econpapers || Download paper |
| 2017 | Exchange rate expectations since the financial crisis: Performance evaluation and the role of monetary policy and safe haven. (2017). Czudaj, Robert ; Beckmann, Joscha. In: Annual Conference 2017 (Vienna): Alternative Structures for Money and Banking. RePEc:zbw:vfsc17:168291. Full description at Econpapers || Download paper |
Christian Wolff is editor of
| Journal | |
|---|---|
| Journal of Empirical Finance |
Works by Christian Wolff:
| Year | Title | Type | Cited |
|---|---|---|---|
| 1993 | Premia in Forward Foreign Exchange as Unobserved Components: A Note. In: Journal of Business & Economic Statistics. [Citation analysis] | article | 13 |
| 1987 | Time-Varying Parameters and the Out-of-Sample Forecasting Performance of Structural Exchange Rate Models. In: Journal of Business & Economic Statistics. [Citation analysis] | article | 81 |
| 2000 | Survey Data and the Interest Rate Sensitivity of US Bank Stock Returns In: Economic Notes. [Full Text][Citation analysis] | article | 10 |
| 1998 | Survey data and the interest rate sensitivity of U.S. bank stock returns.(1998) In: Proceedings. [Citation analysis] This paper has another version. Agregated cites: 10 | paper | |
| 2008 | FOREIGN EXCHANGE RATE EXPECTATIONS: SURVEY AND SYNTHESIS In: Journal of Economic Surveys. [Full Text][Citation analysis] | article | 30 |
| 1987 | Forward Foreign Exchange Rates, Expected Spot Rates, and Premia: A Signal-Extraction Approach. In: Journal of Finance. [Full Text][Citation analysis] | article | 46 |
| 1987 | Forward Foreign Exchange Rates, Expected Spot Rates, and Premia: A Signal-Extraction Approach.(1987) In: CEPR Discussion Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 46 | paper | |
| 2015 | Credit risk characteristics of US small business portfolios In: CEPR Discussion Papers. [Full Text][Citation analysis] | paper | 0 |
| 2015 | Leverage and risk in US commercial banking in the light of the current financial crisis In: CEPR Discussion Papers. [Full Text][Citation analysis] | paper | 9 |
| 2010 | Leverage and risk in US commercial banking in the light of the current financial crisis.(2010) In: LSF Research Working Paper Series. [Full Text][Citation analysis] This paper has another version. Agregated cites: 9 | paper | |
| 2015 | Ripple effects from industry defaults In: CEPR Discussion Papers. [Full Text][Citation analysis] | paper | 0 |
| 2015 | Does the CAMEL bank ratings system follow a procyclical pattern? In: CEPR Discussion Papers. [Full Text][Citation analysis] | paper | 0 |
| 2015 | The Determinants of CoCo Bond Prices In: CEPR Discussion Papers. [Full Text][Citation analysis] | paper | 0 |
| 2017 | Cross-Border Mergers and Acquisitions: Evidence from the Indochina Region In: CEPR Discussion Papers. [Full Text][Citation analysis] | paper | 0 |
| 2017 | Cross-border mergers and acquisitions: Evidence from the Indochina region.(2017) In: Finance Research Letters. [Full Text][Citation analysis] This paper has another version. Agregated cites: 0 | article | |
| 2017 | Trading in style: Retail investors vs. institutions In: CEPR Discussion Papers. [Full Text][Citation analysis] | paper | 0 |
| 1987 | Forward Exchange Rates and Expected Future Spot Rates In: CEPR Discussion Papers. [Full Text][Citation analysis] | paper | 0 |
| 1987 | Exchange Rates, Innovations and Forecasting In: CEPR Discussion Papers. [Full Text][Citation analysis] | paper | 13 |
| 1988 | Exchange rates, innovations and forecasting.(1988) In: Journal of International Money and Finance. [Full Text][Citation analysis] This paper has another version. Agregated cites: 13 | article | |
| 2000 | Risk Premia In The Term Structure Of Interest Rates: A Panel Data Approach In: CEPR Discussion Papers. [Full Text][Citation analysis] | paper | 4 |
| 2003 | Risk premia in the term structure of interest rates: a panel data approach.(2003) In: Journal of International Financial Markets, Institutions and Money. [Full Text][Citation analysis] This paper has another version. Agregated cites: 4 | article | |
| 2001 | Modelling Scale-Consistent VaR with the Truncated Lévy Flight In: CEPR Discussion Papers. [Full Text][Citation analysis] | paper | 0 |
| 2002 | An Evaluation Framework for Alternative VaR Models In: CEPR Discussion Papers. [Full Text][Citation analysis] | paper | 19 |
| 2005 | An evaluation framework for alternative VaR-models.(2005) In: Journal of International Money and Finance. [Full Text][Citation analysis] This paper has another version. Agregated cites: 19 | article | |
| 2003 | More Evidence on the Dollar Risk Premium in the Foreign Exchange Market In: CEPR Discussion Papers. [Full Text][Citation analysis] | paper | 11 |
| 2004 | More evidence on the dollar risk premium in the foreign exchange market.(2004) In: Journal of International Money and Finance. [Full Text][Citation analysis] This paper has another version. Agregated cites: 11 | article | |
| 2005 | Forecasting the Spot Exchange Rate with the Term Structure of Forward Premia: Multivariate Threshold Cointegration In: CEPR Discussion Papers. [Full Text][Citation analysis] | paper | 1 |
| 2005 | Time Variation in Term Premia: International Evidence In: CEPR Discussion Papers. [Full Text][Citation analysis] | paper | 9 |
| 2005 | Loss Functions in Option Valuation: A Framework for Model Selection In: CEPR Discussion Papers. [Full Text][Citation analysis] | paper | 2 |
| 2008 | Are Capital Controls in the Foreign Exchange Market Effective? In: CEPR Discussion Papers. [Full Text][Citation analysis] | paper | 7 |
| 2008 | Are Capital Controls in the Foreign Exchange Market Effective?.(2008) In: LSF Research Working Paper Series. [Full Text][Citation analysis] This paper has another version. Agregated cites: 7 | paper | |
| 2013 | Are capital controls in the foreign exchange market effective?.(2013) In: Journal of International Money and Finance. [Full Text][Citation analysis] This paper has another version. Agregated cites: 7 | article | |
| 2008 | Dispersion of Beliefs in the Foreign Exchange Market In: CEPR Discussion Papers. [Full Text][Citation analysis] | paper | 5 |
| 2009 | Dispersion of Beliefs in the Foreign Exchange Market.(2009) In: LSF Research Working Paper Series. [Full Text][Citation analysis] This paper has another version. Agregated cites: 5 | paper | |
| 2010 | Contingent Capital: The Case for COERCs In: CEPR Discussion Papers. [Full Text][Citation analysis] | paper | 49 |
| 2010 | Contingent Capital: The Case for COERCs.(2010) In: LSF Research Working Paper Series. [Full Text][Citation analysis] This paper has another version. Agregated cites: 49 | paper | |
| 2014 | Contingent Capital: The Case of COERCs.(2014) In: Journal of Financial and Quantitative Analysis. [Full Text][Citation analysis] This paper has another version. Agregated cites: 49 | article | |
| 2012 | Modeling default correlation in a US retail loan portfolio In: CEPR Discussion Papers. [Full Text][Citation analysis] | paper | 1 |
| 2012 | Modeling default correlation in a US retail loan portfolio.(2012) In: LSF Research Working Paper Series. [Full Text][Citation analysis] This paper has another version. Agregated cites: 1 | paper | |
| 2012 | Euro at Risk: The Impact of Member Countries’ Credit Risk on the Stability of the Common Currency In: CEPR Discussion Papers. [Full Text][Citation analysis] | paper | 5 |
| 2012 | Euro at Risk: The Impact of Member Countries Credit Risk on the Stability of the Common Currency.(2012) In: LSF Research Working Paper Series. [Full Text][Citation analysis] This paper has another version. Agregated cites: 5 | paper | |
| 2015 | Euro at risk: The impact of member countries credit risk on the stability of the common currency.(2015) In: Journal of Empirical Finance. [Full Text][Citation analysis] This paper has another version. Agregated cites: 5 | article | |
| 2013 | Skewness Risk Premium: Theory and Empirical Evidence In: CEPR Discussion Papers. [Full Text][Citation analysis] | paper | 2 |
| 2014 | Skewness Risk Premium: Theory and Empirical Evidence.(2014) In: LSF Research Working Paper Series. [Full Text][Citation analysis] This paper has another version. Agregated cites: 2 | paper | |
| 1990 | EMS Exchange Rates In: CEPR Financial Markets Paper. [Citation analysis] | paper | 14 |
| 2008 | Loss Functions in Option Valuation: A Framework for Selection In: LSF Research Working Paper Series. [Full Text][Citation analysis] | paper | 6 |
| 2009 | Loss Functions in Option Valuation: A Framework for Selection.(2009) In: Management Science. [Full Text][Citation analysis] This paper has another version. Agregated cites: 6 | article | |
| 2009 | Time-Variation in Term Permia: International Survey-Based Evidence In: LSF Research Working Paper Series. [Full Text][Citation analysis] | paper | 8 |
| 2011 | Time-variation in term premia: International survey-based evidence.(2011) In: Journal of International Money and Finance. [Full Text][Citation analysis] This paper has another version. Agregated cites: 8 | article | |
| 2009 | A Cumulative Prospect Theory Approach to Option Pricing In: LSF Research Working Paper Series. [Full Text][Citation analysis] | paper | 2 |
| 2013 | The role of on- and off-balance-sheet leverage of banks in the late 2000s crisis In: LSF Research Working Paper Series. [Full Text][Citation analysis] | paper | 16 |
| 2014 | The role of on- and off-balance-sheet leverage of banks in the late 2000s crisis.(2014) In: Journal of Financial Stability. [Full Text][Citation analysis] This paper has another version. Agregated cites: 16 | article | |
| 2012 | Explaining dispersion in foreign exchange expectations: A heterogeneous agent approach In: Journal of Economic Dynamics and Control. [Full Text][Citation analysis] | article | 25 |
| 1986 | Exchange rate models and innovations : A derivation In: Economics Letters. [Full Text][Citation analysis] | article | 0 |
| 1988 | Autoregressive conditional heteroscedasticity: A comparison of ARCH and random coefficient models In: Economics Letters. [Full Text][Citation analysis] | article | 4 |
| 1996 | Exchange rate returns, news, and risk premia In: Economics Letters. [Full Text][Citation analysis] | article | 5 |
| 1998 | EMS exchange rate expectations and time-varying risk premia In: Economics Letters. [Full Text][Citation analysis] | article | 4 |
| 2001 | Scandinavian forward discount bias risk premia In: Economics Letters. [Full Text][Citation analysis] | article | 8 |
| 2004 | Introduction to the special issue on behavioral finance In: Journal of Empirical Finance. [Full Text][Citation analysis] | article | 0 |
| 2006 | Introduction to the special issue on International Finance In: Journal of Empirical Finance. [Full Text][Citation analysis] | article | 0 |
| 1993 | Statement by the editors In: Journal of Empirical Finance. [Full Text][Citation analysis] | article | 0 |
| 2001 | Exchange risk premia, expectations formation and news in the Mexican peso/U.S. dollar forward exchange rate market In: International Review of Financial Analysis. [Full Text][Citation analysis] | article | 3 |
| 2004 | Scale-consistent Value-at-Risk In: Finance Research Letters. [Full Text][Citation analysis] | article | 1 |
| 2000 | Measuring the forward foreign exchange risk premium: multi-country evidence from unobserved components models In: Journal of International Financial Markets, Institutions and Money. [Full Text][Citation analysis] | article | 8 |
| 1988 | Models of exchange rates : A comparison of forecasting results In: International Journal of Forecasting. [Full Text][Citation analysis] | article | 7 |
| 1988 | 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 In: International Journal of Forecasting. [Full Text][Citation analysis] | article | 0 |
| 1996 | A note on the determinants of unexpected exchange rate movements In: Journal of Banking & Finance. [Full Text][Citation analysis] | article | 4 |
| 1993 | Further evidence on exchange rate expectations In: Journal of International Money and Finance. [Full Text][Citation analysis] | article | 65 |
| 1994 | Stochastic trends and jumps in EMS exchange rates In: Journal of International Money and Finance. [Full Text][Citation analysis] | article | 41 |
| 1993 | Asian Exchange Rate Expectations In: Journal of the Japanese and International Economies. [Full Text][Citation analysis] | article | 10 |
| 1998 | Risk Premia in Term Structure of Interest Rates: A Panel Data Approach. In: Southern California - School of Business Administration. [Citation analysis] | paper | 0 |
| 1991 | Premia in Forward Foreign Exchange as Unobserved Components. In: Tilburg - Center for Economic Research. [Citation analysis] | paper | 15 |
| 1991 | Premia in forward foreign exchange as unobserved components.(1991) In: Discussion Paper. [Full Text][Citation analysis] This paper has another version. Agregated cites: 15 | paper | |
| 1993 | Premia in forward foreign exchange as unobserved components.(1993) In: Other publications TiSEM. [Full Text][Citation analysis] This paper has another version. Agregated cites: 15 | paper | |
| 2008 | Extreme US stock market fluctuations in the wake of 9|11 In: Journal of Applied Econometrics. [Full Text][Citation analysis] | article | 32 |
| 1997 | The Dynamics of Short-Term Interest Rate Volatility Reconsidered In: Review of Finance. [Full Text][Citation analysis] | article | 8 |
| 1998 | Interest expectations and exchange rates news In: Empirical Economics. [Full Text][Citation analysis] | article | 4 |
| 2002 | Scandinavian exchange rate expectations In: Applied Economics Letters. [Full Text][Citation analysis] | article | 3 |
| 2000 | Exchange risk premia in the European monetary system In: Applied Financial Economics. [Full Text][Citation analysis] | article | 4 |
| 2000 | Forward foreign exchange rates and expected future spot rates In: Applied Financial Economics. [Full Text][Citation analysis] | article | 3 |
| 1994 | On the Biasedness of Forward Foreign Exchange Rates: Irrationality or Risk Premia? In: The Journal of Business. [Full Text][Citation analysis] | article | 59 |
CitEc is a RePEc service, providing citation data for Economics since 2001. Sponsored by INOMICS. Last updated October, 2th 2018. Contact: CitEc Team