16
H index
24
i10 index
1029
Citations
Université du Luxembourg | 16 H index 24 i10 index 1029 Citations RESEARCH PRODUCTION: 44 Articles 45 Papers EDITOR: Series edited RESEARCH ACTIVITY:
MORE DETAILS IN: ABOUT THIS REPORT:
|
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: |
Working Papers Series with more than one paper published | # docs |
---|---|
CEPR Discussion Papers / C.E.P.R. Discussion Papers | 25 |
LSF Research Working Paper Series / Luxembourg School of Finance, University of Luxembourg | 11 |
Year | Title of citing document |
---|---|
2021 | Impact of Interest Rates on Stock Index: Case of Pakistan Stock Exchange. (2021). Batool, Kiran. In: International Journal of Business and Economic Affairs (IJBEA). RePEc:aya:ijbeaa:2021:p:1-12. Full description at Econpapers || Download paper |
2022 | When uncertainty decouples expected and unexpected losses. (2022). Juselius, John ; Tarashev, Nikola. In: BIS Working Papers. RePEc:bis:biswps:995. Full description at Econpapers || Download paper |
2021 | Intra?industry spill?over effect of default: Evidence from the Chinese bond market. (2021). Li, Jiang ; Xu, Zijin ; Luo, Haoyi ; Hu, Xiaolu. In: Accounting and Finance. RePEc:bla:acctfi:v:61:y:2021:i:3:p:4703-4740. Full description at Econpapers || Download paper |
2021 | The profitability of trading on large Lévy jumps. (2021). Pan, Zheyao ; Gray, Phil ; Chan, Kam Fong. In: International Review of Finance. RePEc:bla:irvfin:v:21:y:2021:i:2:p:627-635. Full description at Econpapers || Download paper |
2021 | Investment and financing for cash flow discounted with group diversity. (2021). Yang, Zhaojun ; Luo, Pengfei. In: International Review of Finance. RePEc:bla:irvfin:v:21:y:2021:i:3:p:769-785. Full description at Econpapers || Download paper |
2022 | Econometric Analysis of Switching Expectations in UK Inflation. (2022). Madeira, Joao ; Corneamadeira, Adriana. In: Oxford Bulletin of Economics and Statistics. RePEc:bla:obuest:v:84:y:2022:i:3:p:651-673. Full description at Econpapers || Download paper |
2022 | When uncertainty decouples expected and unexpected losses. (2022). Tarashev, Nikola ; Juselius, Mikael. In: Research Discussion Papers. RePEc:bof:bofrdp:2022_004. Full description at Econpapers || Download paper |
2021 | The impact of debt restructuring on dynamic investment and financing policies. (2021). Luo, Pengfei ; Tan, Yingxian. In: Economic Modelling. RePEc:eee:ecmode:v:102:y:2021:i:c:s0264999321001723. Full description at Econpapers || Download paper |
2021 | The impact of offshore exchange rate expectations on onshore exchange rates: The case of Chinese RMB. (2021). Xu, Xiangyun ; Ren, Junfan ; Shen, Yao ; Jia, Fei. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:56:y:2021:i:c:s1062940820302321. Full description at Econpapers || Download paper |
2021 | How puzzling is the forward premium puzzle? A meta-analysis. (2021). Zigraiova, Diana ; Novak, Jiri ; Irsova, Zuzana ; Havranek, Tomas. In: European Economic Review. RePEc:eee:eecrev:v:134:y:2021:i:c:s0014292121000672. Full description at Econpapers || Download paper |
2021 | Addressing systemic risk using contingent convertible debt – A network analysis. (2021). Lu, Yueliang ; Wang, Runzu ; Gupta, Aparna. In: European Journal of Operational Research. RePEc:eee:ejores:v:290:y:2021:i:1:p:263-277. Full description at Econpapers || Download paper |
2022 | Tail risk, systemic risk and spillover risk of crude oil and precious metals. (2022). Benjasak, Chonlakan ; Kumpamool, Chamaiporn ; Chaudhry, Sajid M ; Ahmed, Rizwan. In: Energy Economics. RePEc:eee:eneeco:v:112:y:2022:i:c:s0140988322002298. Full description at Econpapers || Download paper |
2021 | The financial conglomerate discount: Insights from stock return skewness. (2021). Weissensteiner, Alex ; Bressan, Silvia. In: International Review of Financial Analysis. RePEc:eee:finana:v:74:y:2021:i:c:s1057521921000065. Full description at Econpapers || Download paper |
2021 | The existence and severity of the forward premium puzzle during tranquil and turbulent periods: Developed versus developing country currencies. (2021). Li, Youwei ; Wang, Yizhi ; Almaharmeh, Mohammad I ; Vigne, Samuel A ; Shehadeh, Ali A. In: International Review of Financial Analysis. RePEc:eee:finana:v:78:y:2021:i:c:s1057521921002003. Full description at Econpapers || Download paper |
2022 | Do we need higher-order comoments to enhance mean-variance portfolios? Evidence from a simplified jump process. (2022). Simaan, Yusif ; Khashanah, Khaldoun. In: International Review of Financial Analysis. RePEc:eee:finana:v:81:y:2022:i:c:s1057521922000412. Full description at Econpapers || Download paper |
2021 | Why do banks target ROE?. (2021). , Joo ; Pennacchi, George G. In: Journal of Financial Stability. RePEc:eee:finsta:v:54:y:2021:i:c:s1572308921000152. Full description at Econpapers || Download paper |
2021 | Two decades of contagion effect on stock markets: Which events are more contagious?. (2021). Smaga, Pawe ; Kurowski, Ukasz ; Rogowicz, Karol ; Iwanicz-Drozdowska, Magorzata. In: Journal of Financial Stability. RePEc:eee:finsta:v:55:y:2021:i:c:s157230892100067x. Full description at Econpapers || Download paper |
2021 | On the preferences of CoCo bond buyers and sellers. (2021). Caporale, Guglielmo Maria ; Kang, Woo-Young. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:72:y:2021:i:c:s1042443121000330. Full description at Econpapers || Download paper |
2021 | Does alternative finance moderate bank fragility? Evidence from the euro area. (2021). Ongena, Steven ; Mamatzakis, Emmanuel C ; Tsionas, Mike G. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:72:y:2021:i:c:s1042443121000597. Full description at Econpapers || Download paper |
2022 | Commodity return predictability: Evidence from implied variance, skewness, and their risk premia??. (2022). Haas, Jose Renato ; Finta, Marinela Adriana. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:79:y:2022:i:c:s1042443122000543. Full description at Econpapers || Download paper |
2021 | Systemic risk allocation using the asymptotic marginal expected shortfall. (2021). Zhou, Chen ; Qin, Xiao. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:126:y:2021:i:c:s0378426621000571. Full description at Econpapers || Download paper |
2022 | A banks optimal capital ratio: A time-varying parameter model to the partial adjustment framework. (2022). Lee, Kang Bok ; Joo, Sunghoon ; Han, Sumin ; Baik, Hyeoncheol. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:142:y:2022:i:c:s037842662200142x. Full description at Econpapers || Download paper |
2022 | Export pricing and exchange rate expectations under uncertainty. (2022). Fracasso, Andrea ; Tomasi, Chiara ; Secchi, Angelo. In: Journal of Comparative Economics. RePEc:eee:jcecon:v:50:y:2022:i:1:p:135-152. Full description at Econpapers || Download paper |
2022 | Exchange rate expectation, abnormal returns, and the COVID-19 pandemic. (2022). Czudaj, Robert ; Beckmann, Joscha. In: Journal of Economic Behavior & Organization. RePEc:eee:jeborg:v:196:y:2022:i:c:p:1-25. Full description at Econpapers || Download paper |
2021 | The agency of CoCos: Why contingent convertible bonds are not for everyone. (2021). Rauf, Asad ; Ongena, Steven ; Goncharenko, Roman. In: Journal of Financial Intermediation. RePEc:eee:jfinin:v:48:y:2021:i:c:s104295732030036x. Full description at Econpapers || Download paper |
2022 | Fundamentals, regimes and exchange rate forecasts: Insights from a meta exchange rate model. (2022). Lee, Kevin ; Shields, Kalvinder ; Aristidou, Chrystalleni. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:123:y:2022:i:c:s0261560622000043. Full description at Econpapers || Download paper |
2021 | Currency returns and downside risk: Debt, volatility, and the gap from benchmark values. (2021). Stillwagon, Josh ; Goldberg, Michael D ; Cavusoglu, Nevin. In: Journal of Macroeconomics. RePEc:eee:jmacro:v:68:y:2021:i:c:s0164070421000161. Full description at Econpapers || Download paper |
2022 | Extreme risk transmission among bitcoin and crude oil markets. (2022). Pan, Zhigang ; Xu, Pengfei ; Wang, LU ; Hong, Yanran ; Li, Dongxin. In: Resources Policy. RePEc:eee:jrpoli:v:77:y:2022:i:c:s0301420722002094. Full description at Econpapers || Download paper |
2021 | Pricing catastrophe swaps with default risk and stochastic interest rates. (2021). Yu, Min-Teh ; Lee, Jin-Ping ; Chang, Carolyn W ; Lo, Chien-Ling. In: Pacific-Basin Finance Journal. RePEc:eee:pacfin:v:68:y:2021:i:c:s0927538x19305165. Full description at Econpapers || Download paper |
2021 | International portfolio allocation: The role of conditional higher moments. (2021). Le, Trung H. In: International Review of Economics & Finance. RePEc:eee:reveco:v:74:y:2021:i:c:p:33-57. Full description at Econpapers || Download paper |
2022 | On the predictive power of tweet sentiments and attention on bitcoin. (2022). Suardi, Sandy ; Liu, Bin ; Rasel, Atiqur Rahman. In: International Review of Economics & Finance. RePEc:eee:reveco:v:79:y:2022:i:c:p:289-301. Full description at Econpapers || Download paper |
2021 | Time-varying risk attitude and the foreign exchange market behavior. (2021). Li, Zeguang ; Zhang, Qian. In: Research in International Business and Finance. RePEc:eee:riibaf:v:57:y:2021:i:c:s0275531921000155. Full description at Econpapers || Download paper |
2022 | Tail risk and systemic risk of finance and technology (FinTech) firms. (2022). Benjasak, Chonlakan ; Duc, Toan Luu ; Ahmed, Rizwan ; Chaudhry, Sajid M. In: Technological Forecasting and Social Change. RePEc:eee:tefoso:v:174:y:2022:i:c:s0040162521006247. Full description at Econpapers || Download paper |
2022 | A State-Space Approach for Time-Series Prediction of an Heterogeneous Agent Model. (2022). Ricchiuti, Giorgio ; Gusella, Filippo. In: Working Papers - Economics. RePEc:frz:wpaper:wp2022_20.rdf. Full description at Econpapers || Download paper |
2021 | Explaining the endogeneity between the credit risk, liquidity risk, and off-balance sheet activities in commercial banks: a case of South Asian economies. (2021). Hassan, Saira Ghulam ; Bin, Mohamad Helmi ; Waemustafa, Waeibrorheem ; Basheer, Muhammad Farhan. In: International Journal of Monetary Economics and Finance. RePEc:ids:ijmefi:v:14:y:2021:i:2:p:166-187. Full description at Econpapers || Download paper |
2022 | Exchange Markets and Stock Markets Integration in Latin-America. (2022). Cornejo, Edinson Edgardo ; Delgado, Carlos Leandro ; Sepulveda, Sandra Maria ; Veloso, Carmen Lissette ; Muoz, Jorge Andres . In: Remef - Revista Mexicana de Economía y Finanzas Nueva Época REMEF (The Mexican Journal of Economics and Finance). RePEc:imx:journl:v:17:y:2022:i:3:a:8. Full description at Econpapers || Download paper |
2022 | Experimenting with Financial Professionals. (2022). Huber, Christoph ; Konig-Kersting, Christian. In: Working Papers. RePEc:inn:wpaper:2022-07. Full description at Econpapers || Download paper |
2021 | Determinants of Contingent Convertible Bond Coupon Rates of Banks: An Empirical Analysis. (2021). Zimmermann, Kevin ; Sigmund, Michael. In: Working Papers. RePEc:onb:oenbwp:236. Full description at Econpapers || Download paper |
2022 | The impact of bank regulation on bank lending: a review of international literature. (2022). Odhiambo, Nicholas M ; Thamae, Retselisitsoe I. In: Journal of Banking Regulation. RePEc:pal:jbkreg:v:23:y:2022:i:4:d:10.1057_s41261-021-00179-9. Full description at Econpapers || Download paper |
2021 | Designing bankers pay: Using contingent capital to reduce risk-shifting. (2021). Raviv, Alon ; Peleg-Lazar, Sharon ; Hilscher, Jens. In: MPRA Paper. RePEc:pra:mprapa:106596. Full description at Econpapers || Download paper |
2022 | Contingent convertible lease modeling and credit risk management. (2022). Abid, Fathi ; Triki, Ons. In: Financial Innovation. RePEc:spr:fininn:v:8:y:2022:i:1:d:10.1186_s40854-022-00393-y. Full description at Econpapers || Download paper |
2022 | Fundamental determinants of exchange rate expectations. (2022). Czudaj, Robert ; Beckmann, Joscha. In: Chemnitz Economic Papers. RePEc:tch:wpaper:cep056. Full description at Econpapers || Download paper |
2021 | Forecasting in a changing world: from the great recession to the COVID-19 pandemic. (2021). Koopman, Siem Jan ; Zhang, Zhaokun ; Blasques, Francisco ; Artemova, Mariia. In: Tinbergen Institute Discussion Papers. RePEc:tin:wpaper:20210006. Full description at Econpapers || Download paper |
2021 | Forecasting volatility by integrating financial risk with environmental, social, and governance risk. (2021). Russo, Angeloantonio ; Ielasi, Federica ; Capelli, Paolo. In: Corporate Social Responsibility and Environmental Management. RePEc:wly:corsem:v:28:y:2021:i:5:p:1483-1495. Full description at Econpapers || Download paper |
2022 | A new approach to exchange rate forecast: The role of global financial cycle and time?varying parameters. (2022). Vo, Xuan Vinh ; Raheem, Ibrahim D. In: International Journal of Finance & Economics. RePEc:wly:ijfiec:v:27:y:2022:i:3:p:2836-2848. Full description at Econpapers || Download paper |
2022 | The influence of policy uncertainty on exchange rate forecasting. (2022). Smales, Lee A. In: Journal of Forecasting. RePEc:wly:jforec:v:41:y:2022:i:5:p:997-1016. Full description at Econpapers || Download paper |
2022 | Revisiting the valuation of deposit insurance. (2022). Hsiao, Yujen ; Ho, Rueyjenn ; Chung, Sanlin ; Chang, Chuangchang. In: Journal of Futures Markets. RePEc:wly:jfutmk:v:42:y:2022:i:1:p:77-103. Full description at Econpapers || Download paper |
2022 | Fighting Fire with Gasoline: CoCos in Lieu of Equity. (2022). Goncharenko, Roman. In: Journal of Money, Credit and Banking. RePEc:wly:jmoncb:v:54:y:2022:i:2-3:p:493-517. Full description at Econpapers || Download paper |
2022 | . Full description at Econpapers || Download paper |
2022 | A note on the use of syndicated loan data. (2022). Tonzer, Lena ; Noth, Felix ; Muller, Isabella. In: IWH Discussion Papers. RePEc:zbw:iwhdps:172022. Full description at Econpapers || Download paper |
Journal | |
---|---|
Journal of Empirical Finance |
Year | Title | Type | Cited |
---|---|---|---|
1993 | Premia in Forward Foreign Exchange as Unobserved Components: A Note. In: Journal of Business & Economic Statistics. [Citation analysis] | article | 16 |
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 | 92 |
2000 | Survey Data and the Interest Rate Sensitivity of US Bank Stock Returns In: Economic Notes. [Full Text][Citation analysis] | article | 13 |
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: 13 | paper | |
2008 | FOREIGN EXCHANGE RATE EXPECTATIONS: SURVEY AND SYNTHESIS In: Journal of Economic Surveys. [Full Text][Citation analysis] | article | 46 |
1987 | Forward Foreign Exchange Rates, Expected Spot Rates, and Premia: A Signal-Extraction Approach. In: Journal of Finance. [Full Text][Citation analysis] | article | 61 |
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: 61 | 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 | 10 |
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: 10 | paper | |
2015 | Ripple effects from industry defaults In: CEPR Discussion Papers. [Full Text][Citation analysis] | paper | 3 |
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 | 2 |
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: 2 | article | |
2017 | Trading in style: Retail investors vs. institutions In: CEPR Discussion Papers. [Full Text][Citation analysis] | paper | 0 |
2019 | Dividend Policy Decisions and Ownership Concentration: Evidence from Thai Public Companies In: CEPR Discussion Papers. [Full Text][Citation analysis] | paper | 0 |
2021 | Which Factors Play a Role in Coco Issuance? Evidence from European Banks. 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 | 53 |
1987 | Exchange Rates, Innovations and Forecasting In: CEPR Discussion Papers. [Full Text][Citation analysis] | paper | 14 |
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: 14 | article | |
2000 | Risk Premia In The Term Structure Of Interest Rates: A Panel Data Approach In: CEPR Discussion Papers. [Full Text][Citation analysis] | paper | 7 |
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: 7 | article | |
1998 | Risk Premia in Term Structure of Interest Rates: A Panel Data Approach..(1998) In: Southern California - School of Business Administration. [Citation analysis] This paper has another version. Agregated cites: 7 | paper | |
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 | 27 |
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: 27 | article | |
2003 | More Evidence on the Dollar Risk Premium in the Foreign Exchange Market In: CEPR Discussion Papers. [Full Text][Citation analysis] | paper | 14 |
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: 14 | 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 | 2 |
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 | 10 |
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: 10 | 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: 10 | article | |
2008 | Dispersion of Beliefs in the Foreign Exchange Market In: CEPR Discussion Papers. [Full Text][Citation analysis] | paper | 6 |
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: 6 | paper | |
2010 | Contingent Capital: The Case for COERCs In: CEPR Discussion Papers. [Full Text][Citation analysis] | paper | 98 |
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: 98 | 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: 98 | article | |
2012 | Modeling default correlation in a US retail loan portfolio In: CEPR Discussion Papers. [Full Text][Citation analysis] | paper | 6 |
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: 6 | 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 | 6 |
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: 6 | 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: 6 | article | |
2013 | Skewness Risk Premium: Theory and Empirical Evidence In: CEPR Discussion Papers. [Full Text][Citation analysis] | paper | 8 |
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: 8 | paper | |
2019 | Skewness risk premium: Theory and empirical evidence.(2019) In: International Review of Financial Analysis. [Full Text][Citation analysis] This paper has another version. Agregated cites: 8 | article | |
1990 | EMS Exchange Rates In: CEPR Financial Markets Paper. [Citation analysis] | paper | 17 |
2008 | Loss Functions in Option Valuation: A Framework for Selection In: LSF Research Working Paper Series. [Full Text][Citation analysis] | paper | 8 |
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: 8 | article | |
2009 | Time-Variation in Term Permia: International Survey-Based Evidence In: LSF Research Working Paper Series. [Full Text][Citation analysis] | paper | 11 |
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: 11 | article | |
2009 | A Cumulative Prospect Theory Approach to Option Pricing In: LSF Research Working Paper Series. [Full Text][Citation analysis] | paper | 5 |
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 | 32 |
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: 32 | article | |
2012 | Explaining dispersion in foreign exchange expectations: A heterogeneous agent approach In: Journal of Economic Dynamics and Control. [Full Text][Citation analysis] | article | 48 |
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 | 5 |
1996 | Exchange rate returns, news, and risk premia In: Economics Letters. [Full Text][Citation analysis] | article | 6 |
1998 | EMS exchange rate expectations and time-varying risk premia In: Economics Letters. [Full Text][Citation analysis] | article | 5 |
2001 | Scandinavian forward discount bias risk premia In: Economics Letters. [Full Text][Citation analysis] | article | 9 |
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 |
2019 | Are capital requirements on small business loans flawed? In: Journal of Empirical Finance. [Full Text][Citation analysis] | article | 3 |
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 | 10 |
1988 | Models of exchange rates : A comparison of forecasting results In: International Journal of Forecasting. [Full Text][Citation analysis] | article | 8 |
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 | 5 |
1993 | Further evidence on exchange rate expectations In: Journal of International Money and Finance. [Full Text][Citation analysis] | article | 78 |
1994 | Stochastic trends and jumps in EMS exchange rates In: Journal of International Money and Finance. [Full Text][Citation analysis] | article | 48 |
1993 | Asian Exchange Rate Expectations In: Journal of the Japanese and International Economies. [Full Text][Citation analysis] | article | 13 |
1991 | Premia in Forward Foreign Exchange as Unobserved Components. In: Tilburg - Center for Economic Research. [Citation analysis] | paper | 19 |
1991 | Premia in forward foreign exchange as unobserved components.(1991) In: Discussion Paper. [Full Text][Citation analysis] This paper has another version. Agregated cites: 19 | 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: 19 | paper | |
1991 | Premia in forward foreign exchange as unobserved components.(1991) In: Other publications TiSEM. [Full Text][Citation analysis] This paper has another version. Agregated cites: 19 | paper | |
2021 | Non-Standard Errors In: Working Paper Series, Social and Economic Sciences. [Full Text][Citation analysis] | paper | 2 |
2021 | Non-Standard Errors.(2021) In: Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 2 | paper | |
2008 | Extreme US stock market fluctuations in the wake of 9|11 In: Journal of Applied Econometrics. [Full Text][Citation analysis] | article | 50 |
2021 | Spillovers to small business credit risk In: Small Business Economics. [Full Text][Citation analysis] | article | 0 |
1997 | The Dynamics of Short-Term Interest Rate Volatility Reconsidered In: Review of Finance. [Full Text][Citation analysis] | article | 51 |
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 | 5 |
1994 | On the Biasedness of Forward Foreign Exchange Rates: Irrationality or Risk Premia? In: The Journal of Business. [Full Text][Citation analysis] | article | 71 |
CitEc is a RePEc service, providing citation data for Economics since 2001. Sponsored by INOMICS. Last updated January, 6 2023. Contact: CitEc Team