Christian Wolff : Citation Profile

Are you Christian Wolff?

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

16

H index

25

i10 index

1057

Citations

RESEARCH PRODUCTION:

46

Articles

45

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: 39.    Total self citations: 33 (3.03 %)

MORE DETAILS IN:
ABOUT THIS REPORT:

   Permalink: http://citec.repec.org/pwo136
   Updated: 2023-11-04    RAS profile: 2023-07-07    
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Relations with other researchers

Works with:

Kassner, Bernhard (2)

Tonks, Ian (2)

Mihet, Roxana (2)

Chernov, Mikhail (2)

Xia, Shuo (2)

Rakowski, David (2)

Zhou, Chen (2)

Jurkatis, Simon (2)

Dumitrescu, Ariadna (2)

Frijns, Bart (2)

LINTON, OLIVER (2)

Palan, Stefan (2)

Taylor, Nick (2)

Pelizzon, Loriana (2)

Rinne, Kalle (2)

Park, Andreas (2)

Holzmeister, Felix (2)

Dimpfl, Thomas (2)

Lof, Matthijs (2)

Lajaunie, Quentin (2)

Ranaldo, Angelo (2)

Liew, Chee (2)

Sojli, Elvira (2)

Verousis, Thanos (2)

Pastor, Lubos (2)

van Kervel, Vincent (2)

Ferrara, Gerardo (2)

Reitz, Stefan (2)

Deev, Oleg (2)

Sarno, Lucio (2)

Bos, Charles (2)

Foucault, Thierry (2)

Xiu, Dacheng (2)

Renault, Thomas (2)

Hurlin, Christophe (2)

Brownlees, Christian (2)

PASCUAL, ROBERTO (2)

Caporin, Massimiliano (2)

Colliard, Jean-Edouard (2)

Putnins, Talis (2)

Nielsson, Ulf (2)

Vilkov, Grigory (2)

FERROUHI, EL MEHDI (2)

Hautsch, Nikolaus (2)

He, Xuezhong (Tony) (2)

Johannesson, Magnus (2)

Vogel, Sebastian (2)

Schenk-Hoppé, Klaus (2)

Gehrig, Thomas (2)

Jalkh, Naji (2)

CAPELLE-BLANCARD, Gunther (2)

Alexeev, Vitali (2)

Talavera, Oleksandr (2)

Deku, Solomon (2)

Pasquariello, Paolo (2)

Stefanova, Denitsa (2)

Frömmel, Michael (2)

Korajczyk, Robert (2)

Davies, Ryan (2)

Wilhelmsson, Anders (2)

Chow, Nikolai Sheung-Chi (2)

Schwarz, Marco (2)

Kearney, Fearghal (2)

Roy, Saurabh (2)

Gorbenko, Arseny (2)

Prokopczuk, Marcel (2)

Wong, Wing-Keung (2)

Heath, Davidson (2)

Gerritsen, Dirk (2)

Lopez-Lira, Alejandro (2)

Abudy, Menachem (2)

Harris, Jeffrey (2)

Theissen, Erik (2)

Bohorquez Correa, Santiago (2)

Moinas, Sophie (2)

Ødegaard, Bernt (2)

Patton, Andrew (2)

Smales, Lee (2)

Horenstein, Alex (2)

Adrian, Tobias (2)

Regis, Luca (2)

Patel, Vinay (2)

Walther, Thomas (2)

Dreber, Anna (2)

Bouri, Elie (2)

Menkveld, Albert (2)

Schuerhoff, Norman (2)

Ait-Sahalia, Yacine (2)

Scaillet, Olivier (2)

Hjalmarsson, Erik (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)

Czudaj, Robert (17)

Stillwagon, Josh (17)

MacDonald, Ronald (17)

Zwinkels, Remco (15)

Lehnert, Thorsten (14)

Groen, Jan (13)

van Wincoop, Eric (12)

Pancotto, Francesca (12)

Cites to:

Frankel, Jeffrey (45)

Froot, Kenneth (38)

Verschoor, Willem (36)

Hodrick, Robert (29)

MacDonald, Ronald (22)

Campbell, John (22)

Engel, Charles (19)

Taylor, Mark (16)

Bekaert, Geert (16)

Bollerslev, Tim (15)

Lehnert, Thorsten (13)

Main data

Where Christian Wolff has published?

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

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

Recent works citing Christian Wolff (2023 and 2022)

YearTitle of citing document
2022When uncertainty decouples expected and unexpected losses. (2022). Juselius, John ; Tarashev, Nikola. In: BIS Working Papers. RePEc:bis:biswps:995.

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2022Econometric 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.

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2022When uncertainty decouples expected and unexpected losses. (2022). Tarashev, Nikola ; Juselius, Mikael. In: Research Discussion Papers. RePEc:bof:bofrdp:2022_004.

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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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2022Tail 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.

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2022Do 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.

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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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2022A 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.

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2022Export 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.

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2022Exchange 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.

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2022Fundamentals, 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.

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2022Extreme 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.

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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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2022Currency denomination and borrowing cost: Evidence from global bonds. (2022). Han, BO. In: Journal of Multinational Financial Management. RePEc:eee:mulfin:v:66:y:2022:i:c:s1042444x22000329.

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2022The effect of financial distress on capital structure: The case of Brazilian banks. (2022). da Rosa, Douglas. In: The Quarterly Review of Economics and Finance. RePEc:eee:quaeco:v:86:y:2022:i:c:p:296-304.

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2022Banks off-balance sheet manipulations. (2022). Parnes, Dror. In: The Quarterly Review of Economics and Finance. RePEc:eee:quaeco:v:86:y:2022:i:c:p:314-331.

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2022On 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.

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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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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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2022Tail 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.

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2022A 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.

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2022Exchange 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.

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2022Hedging with an Edge: Parametric Currency Overlay. (2022). Menichetti, Marco J ; Reichenecker, Jurij-Andrei ; Barroso, Pedro. In: Management Science. RePEc:inm:ormnsc:v:68:y:2022:i:1:p:669-689.

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2022Experimenting with Financial Professionals. (2022). Huber, Christoph ; Konig-Kersting, Christian. In: Working Papers. RePEc:inn:wpaper:2022-07.

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2022The 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.

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2022Catastrophe Reinsurance Pricing -Modification of Dynamic Asset-Liability Management. (2022). Chang, Tsangyao ; Kang, Han-Bin. In: Journal for Economic Forecasting. RePEc:rjr:romjef:v::y:2022:i:4:p:5-20.

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2022Contingent 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.

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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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2022Fundamental determinants of exchange rate expectations. (2022). Czudaj, Robert ; Beckmann, Joscha. In: Chemnitz Economic Papers. RePEc:tch:wpaper:cep056.

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2022The impact of bank regulation on bank lending: A review of international literature. (2022). Thamae, Retselisitsoe ; Odhiambo, Nicholas. In: Working Papers. RePEc:uza:wpaper:29837.

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2022A 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.

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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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2022The 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.

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2022Revisiting 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.

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2022Fighting 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.

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2022.

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2022A note on the use of syndicated loan data. (2022). Tonzer, Lena ; Noth, Felix ; Muller, Isabella. In: IWH Discussion Papers. RePEc:zbw:iwhdps:172022.

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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.
[Full Text][Citation analysis]		article13
1998Survey 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
2008FOREIGN EXCHANGE RATE EXPECTATIONS: SURVEY AND SYNTHESIS In: Journal of Economic Surveys.
[Full Text][Citation analysis]		article49
1987 Forward Foreign Exchange Rates, Expected Spot Rates, and Premia: A Signal-Extraction Approach. In: Journal of Finance.
[Full Text][Citation analysis]		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 another version. Agregated cites: 62		paper
2015Credit risk characteristics of US small business portfolios In: CEPR Discussion Papers.
[Full Text][Citation analysis]		paper0
2015Leverage and risk in US commercial banking in the light of the current financial crisis In: CEPR Discussion Papers.
[Full Text][Citation analysis]		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 another version. Agregated cites: 10		paper
2015Ripple effects from industry defaults In: CEPR Discussion Papers.
[Full Text][Citation analysis]		paper3
2015Does the CAMEL bank ratings system follow a procyclical pattern? In: CEPR Discussion Papers.
[Full Text][Citation analysis]		paper0
2015The Determinants of CoCo Bond Prices In: CEPR Discussion Papers.
[Full Text][Citation analysis]		paper0
2017Cross-Border Mergers and Acquisitions: Evidence from the Indochina Region In: CEPR Discussion Papers.
[Full Text][Citation analysis]		paper2
2017Cross-border mergers and acquisitions: Evidence from the Indochina region.(2017) In: Finance Research Letters.
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This paper has another version. Agregated cites: 2		article
2017Trading in style: Retail investors vs. institutions In: CEPR Discussion Papers.
[Full Text][Citation analysis]		paper0
2019Dividend Policy Decisions and Ownership Concentration: Evidence from Thai Public Companies In: CEPR Discussion Papers.
[Full Text][Citation analysis]		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 another version. Agregated cites: 0		article
2021Which Factors Play a Role in Coco Issuance? Evidence from European Banks. In: CEPR Discussion Papers.
[Full Text][Citation analysis]		paper0
1987Forward Exchange Rates and Expected Future Spot Rates In: CEPR Discussion Papers.
[Full Text][Citation analysis]		paper55
1987Exchange Rates, Innovations and Forecasting In: CEPR Discussion Papers.
[Full Text][Citation analysis]		paper14
1988Exchange 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
2000Risk Premia In The Term Structure Of Interest Rates: A Panel Data Approach In: CEPR Discussion Papers.
[Full Text][Citation analysis]		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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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 another version. Agregated cites: 7		paper
2001Modelling Scale-Consistent VaR with the Truncated Lévy Flight In: CEPR Discussion Papers.
[Full Text][Citation analysis]		paper0
2002An Evaluation Framework for Alternative VaR Models In: CEPR Discussion Papers.
[Full Text][Citation analysis]		paper27
2005An evaluation framework for alternative VaR-models.(2005) In: Journal of International Money and Finance.
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This paper has another version. Agregated cites: 27		article
2003More Evidence on the Dollar Risk Premium in the Foreign Exchange Market In: CEPR Discussion Papers.
[Full Text][Citation analysis]		paper14
2004More evidence on the dollar risk premium in the foreign exchange market.(2004) In: Journal of International Money and Finance.
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2005Forecasting the Spot Exchange Rate with the Term Structure of Forward Premia: Multivariate Threshold Cointegration In: CEPR Discussion Papers.
[Full Text][Citation analysis]		paper2
2005Time Variation in Term Premia: International Evidence In: CEPR Discussion Papers.
[Full Text][Citation analysis]		paper9
2005Loss Functions in Option Valuation: A Framework for Model Selection In: CEPR Discussion Papers.
[Full Text][Citation analysis]		paper2
2008Are Capital Controls in the Foreign Exchange Market Effective? In: CEPR Discussion Papers.
[Full Text][Citation analysis]		paper10
2008Are Capital Controls in the Foreign Exchange Market Effective?.(2008) In: LSF Research Working Paper Series.
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This paper has another 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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2008Dispersion of Beliefs in the Foreign Exchange Market In: CEPR Discussion Papers.
[Full Text][Citation analysis]		paper6
2009Dispersion of Beliefs in the Foreign Exchange Market.(2009) In: LSF Research Working Paper Series.
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2010Contingent Capital: The Case for COERCs In: CEPR Discussion Papers.
[Full Text][Citation analysis]		paper102
2010Contingent Capital: The Case for COERCs.(2010) In: LSF Research Working Paper Series.
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2014Contingent Capital: The Case of COERCs.(2014) In: Journal of Financial and Quantitative Analysis.
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2012Modeling default correlation in a US retail loan portfolio In: CEPR Discussion Papers.
[Full Text][Citation analysis]		paper7
2012Modeling 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: 7		paper
2012Euro at Risk: The Impact of Member Countries’ Credit Risk on the Stability of the Common Currency In: CEPR Discussion Papers.
[Full Text][Citation analysis]		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 another 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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2013Skewness Risk Premium: Theory and Empirical Evidence In: CEPR Discussion Papers.
[Full Text][Citation analysis]		paper9
2014Skewness Risk Premium: Theory and Empirical Evidence.(2014) In: LSF Research Working Paper Series.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 9		paper
2019Skewness risk premium: Theory and empirical evidence.(2019) In: International Review of Financial Analysis.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 9		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.
[Full Text][Citation analysis]		paper3
2009Time-Variation in Term Permia: International Survey-Based Evidence In: LSF Research Working Paper Series.
[Full Text][Citation analysis]		paper11
2011Time-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
2009A Cumulative Prospect Theory Approach to Option Pricing In: LSF Research Working Paper Series.
[Full Text][Citation analysis]		paper5
2013The 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]		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 another version. Agregated cites: 35		article
2012Explaining dispersion in foreign exchange expectations: A heterogeneous agent approach In: Journal of Economic Dynamics and Control.
[Full Text][Citation analysis]		article48
1986Exchange rate models and innovations : A derivation In: Economics Letters.
[Full Text][Citation analysis]		article0
1988Autoregressive conditional heteroscedasticity: A comparison of ARCH and random coefficient models In: Economics Letters.
[Full Text][Citation analysis]		article5
1996Exchange rate returns, news, and risk premia In: Economics Letters.
[Full Text][Citation analysis]		article6
1998EMS exchange rate expectations and time-varying risk premia In: Economics Letters.
[Full Text][Citation analysis]		article5
2001Scandinavian forward discount bias risk premia In: Economics Letters.
[Full Text][Citation analysis]		article11
2004Introduction to the special issue on behavioral finance In: Journal of Empirical Finance.
[Full Text][Citation analysis]		article1
2006Introduction to the special issue on International Finance In: Journal of Empirical Finance.
[Full Text][Citation analysis]		article0
1993Statement by the editors In: Journal of Empirical Finance.
[Full Text][Citation analysis]		article0
2019Are capital requirements on small business loans flawed? In: Journal of Empirical Finance.
[Full Text][Citation analysis]		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.
[Full Text][Citation analysis]		article3
2004Scale-consistent Value-at-Risk In: Finance Research Letters.
[Full Text][Citation analysis]		article1
2000Measuring 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]		article10
1988Models of exchange rates : A comparison of forecasting results In: International Journal of Forecasting.
[Full Text][Citation analysis]		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.
[Full Text][Citation analysis]		article0
1996A note on the determinants of unexpected exchange rate movements In: Journal of Banking & Finance.
[Full Text][Citation analysis]		article5
1993Further evidence on exchange rate expectations In: Journal of International Money and Finance.
[Full Text][Citation analysis]		article81
1994Stochastic trends and jumps in EMS exchange rates In: Journal of International Money and Finance.
[Full Text][Citation analysis]		article48
1993Asian Exchange Rate Expectations In: Journal of the Japanese and International Economies.
[Full Text][Citation analysis]		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.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 19		paper
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This paper has another version. Agregated cites: 19		paper
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