Christian Wolff : Citation Profile


Are you Christian Wolff?

Chulalongkorn University (99% share)
Université du Luxembourg (1% share)

16

H index

26

i10 index

1066

Citations

RESEARCH PRODUCTION:

46

Articles

47

Papers

EDITOR:

1

Series edited

RESEARCH ACTIVITY:

   37 years (1986 - 2023). See details.
   Cites by year: 28
   Journals where Christian Wolff has often published
   Relations with other researchers
   Recent citing documents: 16.    Total self citations: 33 (3 %)

MORE DETAILS IN:
ABOUT THIS REPORT:

   Permalink: http://citec.repec.org/pwo136
   Updated: 2024-01-16    RAS profile: 2023-12-05    
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Relations with other researchers


Works with:

van Kervel, Vincent (2)

Deev, Oleg (2)

Park, Andreas (2)

Wilhelmsson, Anders (2)

Kassner, Bernhard (2)

Ait-Sahalia, Yacine (2)

Korajczyk, Robert (2)

Sojli, Elvira (2)

Chernov, Mikhail (2)

Liew, Chee (2)

Heath, Davidson (2)

Söderlind, Paul (2)

Palan, Stefan (2)

Mihet, Roxana (2)

Lopez-Lira, Alejandro (2)

Hjalmarsson, Erik (2)

Bohorquez Correa, Santiago (2)

Theissen, Erik (2)

Walther, Thomas (2)

Gerritsen, Dirk (2)

Brownlees, Christian (2)

Zhou, Chen (2)

Scaillet, Olivier (2)

Stefanova, Denitsa (2)

Caporin, Massimiliano (2)

Xia, Shuo (2)

Ferrara, Gerardo (2)

Vogel, Sebastian (2)

Menkveld, Albert (2)

Frijns, Bart (2)

Harris, Jeffrey (2)

Abudy, Menachem (2)

Talavera, Oleksandr (2)

Hautsch, Nikolaus (2)

Dumitrescu, Ariadna (2)

FERROUHI, EL MEHDI (2)

Jalkh, Naji (2)

Nielsson, Ulf (2)

Hurlin, Christophe (2)

Foucault, Thierry (2)

Vilkov, Grigory (2)

Rakowski, David (2)

He, Xuezhong (Tony) (2)

Pelizzon, Loriana (2)

Putnins, Talis (2)

Regis, Luca (2)

Frömmel, Michael (2)

Jurkatis, Simon (2)

Holzmeister, Felix (2)

Pasquariello, Paolo (2)

Rinne, Kalle (2)

Reitz, Stefan (2)

Dimpfl, Thomas (2)

Sarno, Lucio (2)

Alexeev, Vitali (2)

Verousis, Thanos (2)

Tonks, Ian (2)

Ranaldo, Angelo (2)

Lof, Matthijs (2)

Johannesson, Magnus (2)

Moinas, Sophie (2)

Adrian, Tobias (2)

Pastor, Lubos (2)

Lajaunie, Quentin (2)

Smales, Lee (2)

Roy, Saurabh (2)

LINTON, OLIVER (2)

Patton, Andrew (2)

CAPELLE-BLANCARD, Gunther (2)

Horenstein, Alex (2)

Schwarz, Marco (2)

Bos, Charles (2)

Taylor, Nick (2)

Renault, Thomas (2)

Xiu, Dacheng (2)

Bouri, Elie (2)

Kearney, Fearghal (2)

Dreber, Anna (2)

Colliard, Jean-Edouard (2)

Chow, Nikolai Sheung-Chi (2)

Gorbenko, Arseny (2)

Schenk-Hoppé, Klaus (2)

Füllbrunn, Sascha (2)

Ødegaard, Bernt (2)

Deku, Solomon (2)

PASCUAL, ROBERTO (2)

Davies, Ryan (2)

Wong, Wing-Keung (2)

Schuerhoff, Norman (2)

Prokopczuk, Marcel (2)

Patel, Vinay (2)

Gehrig, Thomas (2)

Authors registered in RePEc who have co-authored more than one work in the last five years with Christian Wolff.

Is cited by:

Verschoor, Willem (31)

Beckmann, Joscha (28)

Menkhoff, Lukas (18)

MacDonald, Ronald (17)

Stillwagon, Josh (17)

Czudaj, Robert (17)

Zwinkels, Remco (15)

Lehnert, Thorsten (14)

Groen, Jan (13)

Pancotto, Francesca (12)

van Wincoop, Eric (12)

Cites to:

Frankel, Jeffrey (45)

Froot, Kenneth (38)

Verschoor, Willem (36)

Hodrick, Robert (29)

MacDonald, Ronald (22)

Campbell, John (22)

Engel, Charles (19)

Bekaert, Geert (16)

Taylor, Mark (16)

Bollerslev, Tim (15)

Rogoff, Kenneth (14)

Main data


Where Christian Wolff has published?


Journals with more than one article published# docs
Journal of International Money and Finance7
Journal of Empirical Finance5
Economics Letters5
Finance Research Letters2
Journal of International Financial Markets, Institutions and Money2
Journal of Business & Economic Statistics2
International Review of Financial Analysis2
International Journal of Forecasting2

Working Papers Series with more than one paper published# docs
CEPR Discussion Papers / C.E.P.R. Discussion Papers25
LSF Research Working Paper Series / Luxembourg School of Finance, University of Luxembourg11
DEM Discussion Paper Series / Department of Economics at the University of Luxembourg2

Recent works citing Christian Wolff (2024 and 2023)


YearTitle of citing document
2023Currency portfolio behavior in seven major Asian markets. (2023). Lin, Chinho ; Chang, Hao-Wen. In: Economic Analysis and Policy. RePEc:eee:ecanpo:v:79:y:2023:i:c:p:540-559.

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2023Global uncertainty shocks and exchange-rate expectations in Latin America. (2023). Romero, José ; Ojeda-Joya, Jair. In: Economic Modelling. RePEc:eee:ecmode:v:120:y:2023:i:c:s0264999322004229.

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2023Network effects on risk co-movements: A network quantile autoregression-based analysis. (2023). Zhu, Xiaonan ; Shu, Lei ; Gao, YU ; Chen, YU. In: Finance Research Letters. RePEc:eee:finlet:v:56:y:2023:i:c:s1544612323004427.

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2023Promoting financial stability of oil producers: Operational vs. financial hedging. (2023). Lu, You ; Kang, Sang Baum ; Fang, Yiwei. In: Journal of Financial Stability. RePEc:eee:finsta:v:67:y:2023:i:c:s1572308923000529.

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2023Market risks that change US-European equity correlations. (2023). Sarwar, Ghulam. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:83:y:2023:i:c:s1042443122002037.

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2023Do CoCos serve the goals of macroprudential supervisors or bank managers?. (2023). Golfari, Andrea ; Allen, Linda. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:84:y:2023:i:c:s104244312300029x.

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2023Gold and tail risks. (2023). Salisu, Afees ; Adediran, Idris ; Tchankam, Jean Paul ; Omoke, Philip C. In: Resources Policy. RePEc:eee:jrpoli:v:80:y:2023:i:c:s0301420722005979.

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2023News-based economic policy uncertainty and financial contagion: An international evidence. (2023). Hadhri, Sinda. In: The Quarterly Review of Economics and Finance. RePEc:eee:quaeco:v:90:y:2023:i:c:p:63-76.

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2023Forecasting exchange rate: A bibliometric and content analysis. (2023). Junior, Eli Hadad ; de Souza, Camila. In: International Review of Economics & Finance. RePEc:eee:reveco:v:83:y:2023:i:c:p:607-628.

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2023The predictability of skewness risk premium on stock returns: Evidence from Chinese market. (2023). Wang, Linyu ; Ni, Zhongxin. In: International Review of Economics & Finance. RePEc:eee:reveco:v:87:y:2023:i:c:p:576-594.

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2023Does the source of uncertainty matter? The impact of financial, newspaper and Twitter-based measures on U.S. banks. (2023). Hitz, Lukas ; Burghof, Hans-Peter ; Burghartz, Kaspar ; Bales, Stephan. In: Research in International Business and Finance. RePEc:eee:riibaf:v:65:y:2023:i:c:s0275531923000533.

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2023Reproducibility in Management Science. (2023). Ozkes, Ali ; Huber, Christoph ; Greiner, Ben ; Fišar, Miloš ; Reproducibility, Management Science ; Katok, Elena ; Fiar, Milo. In: OSF Preprints. RePEc:osf:osfxxx:mydzv.

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2023Liquidity premia: the PPP puzzles missing piece?. (2023). Olk, Christopher. In: SocArXiv. RePEc:osf:socarx:exnf6.

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2023Announcement Effect Study of Issuing Tier 2 Capital Bonds on the Stock Price of China Construction Bank. (2023). Jiaxin, Song. In: Journal of Applied Finance & Banking. RePEc:spt:apfiba:v:13:y:2023:i:6:f:13_6_4.

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2023Reproducibility in Management Science. (2023). Ozkes, Ali ; Huber, Christoph ; Reproducibility, Management Science ; Katok, Elena ; Greiner, Ben ; Fiar, Milo. In: Department for Strategy and Innovation Working Paper Series. RePEc:wiw:wus055:57814527.

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2023Do extreme shocks help forecast oil price volatility? The augmented GARCH?MIDAS approach. (2023). Lang, Qiaoqi ; Liu, Guoshan ; Ma, Feng ; Wang, LU. In: International Journal of Finance & Economics. RePEc:wly:ijfiec:v:28:y:2023:i:2:p:2056-2073.

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Christian Wolff is editor of


Journal
Journal of Empirical Finance

Works by Christian Wolff:


YearTitleTypeCited
1993Premia in Forward Foreign Exchange as Unobserved Components: A Note. In: Journal of Business & Economic Statistics.
[Citation analysis]
article16
1987Time-Varying Parameters and the Out-of-Sample Forecasting Performance of Structural Exchange Rate Models. In: Journal of Business & Economic Statistics.
[Citation analysis]
article93
2000Survey Data and the Interest Rate Sensitivity of US Bank Stock Returns In: Economic Notes.
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article12
1998Survey data and the interest rate sensitivity of U.S. bank stock returns.(1998) In: Proceedings.
[Citation analysis]
This paper has nother version. Agregated cites: 12
paper
2008FOREIGN EXCHANGE RATE EXPECTATIONS: SURVEY AND SYNTHESIS In: Journal of Economic Surveys.
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article49
1987 Forward Foreign Exchange Rates, Expected Spot Rates, and Premia: A Signal-Extraction Approach. In: Journal of Finance.
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article62
1987Forward Foreign Exchange Rates, Expected Spot Rates, and Premia: A Signal-Extraction Approach.(1987) In: CEPR Discussion Papers.
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This paper has nother version. Agregated cites: 62
paper
2015Credit risk characteristics of US small business portfolios In: CEPR Discussion Papers.
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paper0
2015Leverage and risk in US commercial banking in the light of the current financial crisis In: CEPR Discussion Papers.
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paper10
2010Leverage and risk in US commercial banking in the light of the current financial crisis.(2010) In: LSF Research Working Paper Series.
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This paper has nother version. Agregated cites: 10
paper
2015Ripple effects from industry defaults In: CEPR Discussion Papers.
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paper3
2015Does the CAMEL bank ratings system follow a procyclical pattern? In: CEPR Discussion Papers.
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paper0
2015The Determinants of CoCo Bond Prices In: CEPR Discussion Papers.
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paper0
2017Cross-Border Mergers and Acquisitions: Evidence from the Indochina Region In: CEPR Discussion Papers.
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paper2
2017Cross-border mergers and acquisitions: Evidence from the Indochina region.(2017) In: Finance Research Letters.
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This paper has nother version. Agregated cites: 2
article
2017Trading in style: Retail investors vs. institutions In: CEPR Discussion Papers.
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paper0
2019Dividend Policy Decisions and Ownership Concentration: Evidence from Thai Public Companies In: CEPR Discussion Papers.
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paper0
2023Dividend Policy Decisions and Ownership Concentration: Evidence from Thai Public Companies.(2023) In: Review of Pacific Basin Financial Markets and Policies (RPBFMP).
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This paper has nother version. Agregated cites: 0
article
2021Which Factors Play a Role in Coco Issuance? Evidence from European Banks. In: CEPR Discussion Papers.
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paper0
1987Forward Exchange Rates and Expected Future Spot Rates In: CEPR Discussion Papers.
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paper55
1987Exchange Rates, Innovations and Forecasting In: CEPR Discussion Papers.
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paper14
1988Exchange rates, innovations and forecasting.(1988) In: Journal of International Money and Finance.
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This paper has nother version. Agregated cites: 14
article
2000Risk Premia In The Term Structure Of Interest Rates: A Panel Data Approach In: CEPR Discussion Papers.
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paper7
2003Risk premia in the term structure of interest rates: a panel data approach.(2003) In: Journal of International Financial Markets, Institutions and Money.
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This paper has nother version. Agregated cites: 7
article
1998Risk Premia in Term Structure of Interest Rates: A Panel Data Approach..(1998) In: Southern California - School of Business Administration.
[Citation analysis]
This paper has nother version. Agregated cites: 7
paper
2001Modelling Scale-Consistent VaR with the Truncated Lévy Flight In: CEPR Discussion Papers.
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paper0
2002An Evaluation Framework for Alternative VaR Models In: CEPR Discussion Papers.
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paper27
2005An evaluation framework for alternative VaR-models.(2005) In: Journal of International Money and Finance.
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This paper has nother version. Agregated cites: 27
article
2003More Evidence on the Dollar Risk Premium in the Foreign Exchange Market In: CEPR Discussion Papers.
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paper15
2004More evidence on the dollar risk premium in the foreign exchange market.(2004) In: Journal of International Money and Finance.
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This paper has nother version. Agregated cites: 15
article
2005Forecasting the Spot Exchange Rate with the Term Structure of Forward Premia: Multivariate Threshold Cointegration In: CEPR Discussion Papers.
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paper2
2005Time Variation in Term Premia: International Evidence In: CEPR Discussion Papers.
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paper9
2005Loss Functions in Option Valuation: A Framework for Model Selection In: CEPR Discussion Papers.
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paper2
2008Are Capital Controls in the Foreign Exchange Market Effective? In: CEPR Discussion Papers.
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paper10
2008Are Capital Controls in the Foreign Exchange Market Effective?.(2008) In: LSF Research Working Paper Series.
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This paper has nother version. Agregated cites: 10
paper
2013Are capital controls in the foreign exchange market effective?.(2013) In: Journal of International Money and Finance.
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This paper has nother version. Agregated cites: 10
article
2008Dispersion of Beliefs in the Foreign Exchange Market In: CEPR Discussion Papers.
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paper6
2009Dispersion of Beliefs in the Foreign Exchange Market.(2009) In: LSF Research Working Paper Series.
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This paper has nother version. Agregated cites: 6
paper
2010Contingent Capital: The Case for COERCs In: CEPR Discussion Papers.
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paper102
2010Contingent Capital: The Case for COERCs.(2010) In: LSF Research Working Paper Series.
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This paper has nother version. Agregated cites: 102
paper
2014Contingent Capital: The Case of COERCs.(2014) In: Journal of Financial and Quantitative Analysis.
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This paper has nother version. Agregated cites: 102
article
2012Modeling default correlation in a US retail loan portfolio In: CEPR Discussion Papers.
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paper7
2012Modeling default correlation in a US retail loan portfolio.(2012) In: LSF Research Working Paper Series.
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This paper has nother version. Agregated cites: 7
paper
2012Euro at Risk: The Impact of Member Countries’ Credit Risk on the Stability of the Common Currency In: CEPR Discussion Papers.
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paper6
2012Euro at Risk: The Impact of Member Countries Credit Risk on the Stability of the Common Currency.(2012) In: LSF Research Working Paper Series.
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This paper has nother version. Agregated cites: 6
paper
2015Euro at risk: The impact of member countries credit risk on the stability of the common currency.(2015) In: Journal of Empirical Finance.
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This paper has nother version. Agregated cites: 6
article
2013Skewness Risk Premium: Theory and Empirical Evidence In: CEPR Discussion Papers.
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paper10
2014Skewness Risk Premium: Theory and Empirical Evidence.(2014) In: LSF Research Working Paper Series.
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This paper has nother version. Agregated cites: 10
paper
2019Skewness risk premium: Theory and empirical evidence.(2019) In: International Review of Financial Analysis.
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This paper has nother version. Agregated cites: 10
article
1990EMS Exchange Rates In: CEPR Financial Markets Paper.
[Citation analysis]
paper17
2008Loss Functions in Option Valuation: A Framework for Selection In: LSF Research Working Paper Series.
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paper3
2009Time-Variation in Term Permia: International Survey-Based Evidence In: LSF Research Working Paper Series.
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paper11
2011Time-variation in term premia: International survey-based evidence.(2011) In: Journal of International Money and Finance.
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This paper has nother version. Agregated cites: 11
article
2009A Cumulative Prospect Theory Approach to Option Pricing In: LSF Research Working Paper Series.
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paper5
2013The role of on- and off-balance-sheet leverage of banks in the late 2000s crisis In: LSF Research Working Paper Series.
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paper35
2014The role of on- and off-balance-sheet leverage of banks in the late 2000s crisis.(2014) In: Journal of Financial Stability.
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This paper has nother version. Agregated cites: 35
article
2012Explaining dispersion in foreign exchange expectations: A heterogeneous agent approach In: Journal of Economic Dynamics and Control.
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article49
1986Exchange rate models and innovations : A derivation In: Economics Letters.
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article0
1988Autoregressive conditional heteroscedasticity: A comparison of ARCH and random coefficient models In: Economics Letters.
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article5
1996Exchange rate returns, news, and risk premia In: Economics Letters.
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article6
1998EMS exchange rate expectations and time-varying risk premia In: Economics Letters.
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article5
2001Scandinavian forward discount bias risk premia In: Economics Letters.
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article11
2004Introduction to the special issue on behavioral finance In: Journal of Empirical Finance.
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article1
2006Introduction to the special issue on International Finance In: Journal of Empirical Finance.
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article0
1993Statement by the editors In: Journal of Empirical Finance.
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article0
2019Are capital requirements on small business loans flawed? In: Journal of Empirical Finance.
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article4
2001Exchange risk premia, expectations formation and news in the Mexican peso/U.S. dollar forward exchange rate market In: International Review of Financial Analysis.
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article3
2004Scale-consistent Value-at-Risk In: Finance Research Letters.
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article1
2000Measuring the forward foreign exchange risk premium: multi-country evidence from unobserved components models In: Journal of International Financial Markets, Institutions and Money.
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article10
1988Models of exchange rates : A comparison of forecasting results In: International Journal of Forecasting.
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article8
1988Time-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.
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article0
1996A note on the determinants of unexpected exchange rate movements In: Journal of Banking & Finance.
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article5
1993Further evidence on exchange rate expectations In: Journal of International Money and Finance.
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article81
1994Stochastic trends and jumps in EMS exchange rates In: Journal of International Money and Finance.
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article48
1993Asian Exchange Rate Expectations In: Journal of the Japanese and International Economies.
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article13
1991Premia in Forward Foreign Exchange as Unobserved Components. In: Tilburg - Center for Economic Research.
[Citation analysis]
paper19
1991Premia in forward foreign exchange as unobserved components.(1991) In: Discussion Paper.
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This paper has nother version. Agregated cites: 19
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1993Premia in forward foreign exchange as unobserved components.(1993) In: Other publications TiSEM.
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This paper has nother version. Agregated cites: 19
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1991Premia in forward foreign exchange as unobserved components.(1991) In: Other publications TiSEM.
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This paper has nother version. Agregated cites: 19
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2021Non-Standard Errors In: Working Paper Series, Social and Economic Sciences.
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paper4
2021Non-Standard Errors.(2021) In: Working Papers.
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This paper has nother version. Agregated cites: 4
paper
2009Loss Functions in Option Valuation: A Framework for Selection In: Management Science.
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article6
2008Extreme US stock market fluctuations in the wake of 9|11 In: Journal of Applied Econometrics.
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article53
2021Spillovers to small business credit risk In: Small Business Economics.
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article0
2012Modeling default correlation in a US retail loan portfolio In: DEM Discussion Paper Series.
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paper4
2012Euro at Risk: The Impact of Member Countries Credit Risk on the Stability of the Common Currency In: DEM Discussion Paper Series.
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paper0
1997The Dynamics of Short-Term Interest Rate Volatility Reconsidered In: Review of Finance.
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article50
1998Interest expectations and exchange rates news In: Empirical Economics.
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article4
2002Scandinavian exchange rate expectations In: Applied Economics Letters.
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article3
2000Exchange risk premia in the European monetary system In: Applied Financial Economics.
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article4
2000Forward foreign exchange rates and expected future spot rates In: Applied Financial Economics.
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article5
2022Executing trades in style: retail investors vs. institutions In: Asia-Pacific Journal of Accounting & Economics.
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article0
1994On the Biasedness of Forward Foreign Exchange Rates: Irrationality or Risk Premia? In: The Journal of Business.
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article74

CitEc is a RePEc service, providing citation data for Economics since 2001. Sponsored by INOMICS. Last updated December, 10 2023. Contact: CitEc Team