16
H index
27
i10 index
1127
Citations
Chulalongkorn University (99% share) | 16 H index 27 i10 index 1127 Citations RESEARCH PRODUCTION: 48 Articles 52 Papers 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 |
| Post-Print / HAL | 2 |
| DEM Discussion Paper Series / Department of Economics at the University of Luxembourg | 2 |
| Year | Title of citing document |
|---|---|
| 2025 | A New Perspective of the Meese-Rogoff Puzzle: Application of Sparse Dynamic Shrinkage. (2025). Song, Yong ; Maneesoonthorn, Worapree ; Fan, Zheng. In: Papers. RePEc:arx:papers:2507.14408. Full description at Econpapers || Download paper |
| 2024 | Sustainable risk preferences on asset allocation: a higher order optimal portfolio study. (2024). Esparcia, Carlos ; Diaz, Antonio ; Escribano, Ana. In: Journal of Behavioral and Experimental Finance. RePEc:eee:beexfi:v:41:y:2024:i:c:s2214635024000029. Full description at Econpapers || Download paper |
| 2024 | Financial decisions involving credit default swaps over the business cycle. (2024). Yang, Zhaojun ; Gan, Liu. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:161:y:2024:i:c:s0165188924000228. Full description at Econpapers || Download paper |
| 2025 | Expectation formation in financial markets: Heterogeneity and sentiment. (2025). Frijns, Bart ; Huynh, Thanh. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:177:y:2025:i:c:s0165188925000995. Full description at Econpapers || Download paper |
| 2024 | Credit risk contagion in complex companies network–Empirical research based on listed agricultural companies. (2024). Zhang, Wanjuan ; Wang, Jing. In: Economic Analysis and Policy. RePEc:eee:ecanpo:v:82:y:2024:i:c:p:938-953. Full description at Econpapers || Download paper |
| 2024 | Stabilizing leverage, financial technology innovation, and commercial bank risks: Evidence from China. (2024). Yu, Jingjing. In: Economic Modelling. RePEc:eee:ecmode:v:131:y:2024:i:c:s026499932300411x. Full description at Econpapers || Download paper |
| 2024 | Detecting statistically significant changes in connectedness: A bootstrap-based technique. (2024). Nguyen, Viet Hoang ; Kočenda, Evžen ; Greenwood-Nimmo, Matthew ; Koenda, Even. In: Economic Modelling. RePEc:eee:ecmode:v:140:y:2024:i:c:s0264999324002001. Full description at Econpapers || Download paper |
| 2025 | Monitoring bank risk around the world using unsupervised learning. (2025). TARAZI, Amine ; Lardy, Jean-Pierre ; Armand, Paul ; Mercadier, Mathieu. In: European Journal of Operational Research. RePEc:eee:ejores:v:324:y:2025:i:2:p:590-615. Full description at Econpapers || Download paper |
| 2024 | Non-standard errors in asset pricing: Mind your sorts. (2024). Verwijmeren, Patrick ; van Vliet, Bart ; Soebhag, Amar. In: Journal of Empirical Finance. RePEc:eee:empfin:v:78:y:2024:i:c:s0927539824000525. Full description at Econpapers || Download paper |
| 2024 | Time-varying jump intensity and volatility forecasting of crude oil returns. (2024). Chen, Yan ; Zhang, Lei ; Bouri, Elie. In: Energy Economics. RePEc:eee:eneeco:v:129:y:2024:i:c:s014098832300734x. Full description at Econpapers || Download paper |
| 2025 | Optimal conversion ratio of contingent capital under issuance constraints. (2025). Zhang, Sijia ; Xia, Xin ; Gan, Liu. In: International Review of Financial Analysis. RePEc:eee:finana:v:100:y:2025:i:c:s105752192500050x. Full description at Econpapers || Download paper |
| 2024 | Non-standard errors in the cryptocurrency world. (2024). Poddig, Thorsten ; Gunther, Steffen ; Fieberg, Christian ; Zaremba, Adam. In: International Review of Financial Analysis. RePEc:eee:finana:v:92:y:2024:i:c:s1057521924000383. Full description at Econpapers || Download paper |
| 2024 | Are “too big to fail” banks just different in size? – A study on systemic risk and stand-alone risk. (2024). Li, Zongyuan ; Lai, Rose Neng. In: International Review of Financial Analysis. RePEc:eee:finana:v:93:y:2024:i:c:s1057521924000954. Full description at Econpapers || Download paper |
| 2025 | The role of associated risk in predicting financial distress: A case study of listed agricultural companies in China. (2025). Wang, Jing ; Zhang, Wanjuan. In: Finance Research Letters. RePEc:eee:finlet:v:77:y:2025:i:c:s1544612325003885. Full description at Econpapers || Download paper |
| 2025 | Automated machine learning in insurance. (2025). Quan, Zhiyu ; Dong, Panyi. In: Insurance: Mathematics and Economics. RePEc:eee:insuma:v:120:y:2025:i:c:p:17-41. Full description at Econpapers || Download paper |
| 2024 | Interconnectedness between stock and credit markets: The role of European G-SIBs in a multilayer perspective. (2024). Wang, Gang-Jin ; Foglia, Matteo ; Pacelli, Vincenzo ; di Tommaso, Caterina. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:91:y:2024:i:c:s1042443124000088. Full description at Econpapers || Download paper |
| 2025 | Other comprehensive income volatility and bank risk. (2025). Zhang, Junrui ; Su, Yang ; Zhou, Mingming ; Zhao, Hong. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:99:y:2025:i:c:s1042443125000058. Full description at Econpapers || Download paper |
| 2024 | Are consensus FX forecasts valuable for investors?. (2024). Rubaszek, Michał ; Beckmann, Joscha ; Kwas, Marek. In: International Journal of Forecasting. RePEc:eee:intfor:v:40:y:2024:i:1:p:268-284. Full description at Econpapers || Download paper |
| 2024 | On the role of fundamentals, private signals, and beauty contests to predict exchange rates. (2024). Raggi, Davide ; Pignataro, Giuseppe ; Pancotto, Francesca. In: International Journal of Forecasting. RePEc:eee:intfor:v:40:y:2024:i:2:p:687-705. Full description at Econpapers || Download paper |
| 2024 | On the cash-flow and control rights of contingent capital. (2024). Mitchell, Chris. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:166:y:2024:i:c:s0378426624001158. Full description at Econpapers || Download paper |
| 2024 | Behavioral risk profiling: Measuring loss aversion of individual investors. (2024). van Dolder, Dennie ; Vandenbroucke, Jurgen. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:168:y:2024:i:c:s0378426624002073. Full description at Econpapers || Download paper |
| 2024 | Modeling volatility in dynamic term structure models. (2024). Liu, Rui ; Jacobs, Kris ; Doshi, Hitesh. In: Journal of Financial Economics. RePEc:eee:jfinec:v:161:y:2024:i:c:s0304405x24001491. Full description at Econpapers || Download paper |
| 2024 | Security design: A review. (2024). Barbalau, Adelina ; Allen, Franklin. In: Journal of Financial Intermediation. RePEc:eee:jfinin:v:60:y:2024:i:c:s104295732400041x. Full description at Econpapers || Download paper |
| 2024 | Market turbulence and investor decision-making in currency option market. (2024). Frikha, Wajdi ; Dammak, Wael ; Souissi, Mohamed Naceur. In: The Journal of Economic Asymmetries. RePEc:eee:joecas:v:30:y:2024:i:c:s1703494924000227. Full description at Econpapers || Download paper |
| 2024 | Crude oil volatility forecasting: Insights from a novel time-varying parameter GARCH-MIDAS model. (2024). Wang, LU ; Peng, Lijuan ; Liang, Chao ; Yang, Baoying. In: International Review of Economics & Finance. RePEc:eee:reveco:v:94:y:2024:i:c:s1059056024004052. Full description at Econpapers || Download paper |
| 2024 | Optimal Design of Contingent Capital. (2024). Melin, Lionel ; Panjwani, Ahyan. In: Finance and Economics Discussion Series. RePEc:fip:fedgfe:2024-51. Full description at Econpapers || Download paper |
| 2024 | Changes in Gross Nuclear Electricity Production in the European Union. (2024). Rokicki, Tomasz ; Borawski, Piotr ; Holden, Lisa ; Klepacki, Bogdan ; Bedycka-Borawska, Aneta ; Parzonko, Andrzej. In: Energies. RePEc:gam:jeners:v:17:y:2024:i:14:p:3554-:d:1438689. Full description at Econpapers || Download paper |
| 2025 | Competitive Potential of Stable Biomass in Poland Compared to the European Union in the Aspect of Sustainability. (2025). Bedycka-Brawska, Aneta ; Holden, Lisa ; Brawski, Piotr ; Wyszomierski, Rafa ; Rokicki, Tomasz ; Parzonko, Andrzej. In: Resources. RePEc:gam:jresou:v:14:y:2025:i:2:p:19-:d:1572255. Full description at Econpapers || Download paper |
| 2024 | Reproducibility in Management Science. (2024). Ozkes, Ali ; Merkle, Christoph ; Huber, Christoph ; Greiner, Ben ; Fišar, Miloš ; Fiar, Milo ; Katok, Elena. In: Post-Print. RePEc:hal:journl:hal-04370984. Full description at Econpapers || Download paper |
| 2024 | Experimenting with Financial Professionals. (2024). Marini, Matteo M. ; Huber, Christoph ; Konig-Kersting, Christian. In: Working Papers. RePEc:inn:wpaper:2022-07. Full description at Econpapers || Download paper |
| 2025 | The Sources of Researcher Variation in Economics. (2025). Huntington-Klein, Nick ; Gallegos, Sebastian ; Portner, Claus C. In: IZA Discussion Papers. RePEc:iza:izadps:dp17744. Full description at Econpapers || Download paper |
| 2024 | Tobin Tax, Carry Trade, and the Exchange Rate Dynamics. (2024). Li, Xiaoping ; Zhou, Chunyang. In: Computational Economics. RePEc:kap:compec:v:63:y:2024:i:4:d:10.1007_s10614-023-10377-4. Full description at Econpapers || Download paper |
| 2025 | Volatility Dynamics and Mixed Jump-GARCH Model Based Jump Detection in Financial Markets. (2025). Song, Yuping ; Zhu, Min ; Zheng, Xin. In: Computational Economics. RePEc:kap:compec:v:65:y:2025:i:5:d:10.1007_s10614-024-10633-1. Full description at Econpapers || Download paper |
| 2025 | Financial decision making under optimal control and Markov switching double exponential jump process. (2025). Triki, Ons ; Abid, Fathi. In: Review of Derivatives Research. RePEc:kap:revdev:v:28:y:2025:i:1:d:10.1007_s11147-025-09208-5. Full description at Econpapers || Download paper |
| 2024 | Fundamental determinants of exchange rate expectations. (2024). Czudaj, Robert ; Beckmann, Joscha. In: MPRA Paper. RePEc:pra:mprapa:120648. Full description at Econpapers || Download paper |
| 2025 | Impact of carbon emissions, renewable and non-renewable energy consumption on inbound cross-border mergers and acquisition’s investment inflow. (2025). Dagar, Vishal ; Alvarado, Rafael ; Singh, Sanjeet ; Khan, Muhammad Kamran ; Mahesh, Rampilla ; Raghavendra, Chandrika. In: Environment, Development and Sustainability: A Multidisciplinary Approach to the Theory and Practice of Sustainable Development. RePEc:spr:endesu:v:27:y:2025:i:6:d:10.1007_s10668-024-04511-x. Full description at Econpapers || Download paper |
| 2025 | Will the euro replace the U.S. dollar as the leading international currency? A volatility analysis. (2025). Portugal Duarte, António ; Murta, Ftima Sol ; Silva, Nuno Baetas. In: Eurasian Economic Review. RePEc:spr:eurase:v:15:y:2025:i:1:d:10.1007_s40822-024-00306-7. Full description at Econpapers || Download paper |
| 2024 | Endogenous cycles in heterogeneous agent models: a state-space approach. (2024). Ricchiuti, Giorgio ; Gusella, Filippo. In: Journal of Evolutionary Economics. RePEc:spr:joevec:v:34:y:2024:i:4:d:10.1007_s00191-024-00870-w. Full description at Econpapers || Download paper |
| 2025 | Estimation and specification test for diffusion models with stochastic volatility. (2025). Gonzlez-Manteiga, W ; Febrero-Bande, M ; Lpez-Prez, A. In: Statistical Papers. RePEc:spr:stpapr:v:66:y:2025:i:2:d:10.1007_s00362-024-01652-z. Full description at Econpapers || Download paper |
| 2024 | Forecasts of Period-Average Exchange Rates: New Insights from Real-Time Daily Data. (2024). Martin, Stephen Snudden. In: LCERPA Working Papers. RePEc:wlu:lcerpa:jc0148. Full description at Econpapers || Download paper |
| 2024 | Heterogeneity in Effect Size Estimates: Empirical Evidence and Practical Implications. (2024). Johannesson, Magnus ; Holzmeister, Felix ; Dreber, Anna ; Böhm, Robert ; Bohm, Robert ; Kirchler, Michael ; Huber, Jurgen. In: I4R Discussion Paper Series. RePEc:zbw:i4rdps:102. Full description at Econpapers || Download paper |
| 2025 | The Sources of Researcher Variation in Economics. (2025). Williams, Kevin ; Ward, Zachary ; Tagat, Anirudh ; Szczygielski, Krzysztof ; Spantig, Lisa ; Salamanca, Nicolas ; Samahita, Margaret ; Roy, Jayjit ; Reuter, Anna ; Reimão, Maira ; Rayamajhee, Veeshan ; Pugatch, Todd ; Putman, Daniel ; Pörtner, Claus ; Porcher, Simon ; McCarthy, Ian ; Marcus, Jan ; Long, Dede ; LaFave, Daniel ; Klotzbücher, Valentin ; Kim, Sie Won ; Huntington-Klein, Nick ; Holzmeister, Felix ; Henningsen, Arne ; Henderson, Daniel ; Gay, Victor ; Gallegos, Sebastian ; Gamino, Aaron ; Fumarco, Luca ; Fitzpatrick, Anne ; Feld, Jan ; de Gendre, Alexandra ; Crawfurd, Lee ; Buisson, Florent ; Brehm, Margaret ; Bhai, Moiz ; Bech-Wysocka, Katarzyna ; Berniell, Inés ; Avdeev, Stanislav ; Angenendt, David ; Antón, José Ignacio ; Akbulut-Yuksel, Mevlude ; Deer, Lachlan ; Najam, Rafiuddin ; Wang, Yue ; Prtner, Claus C ; Ropovik, Ivan ; Baker, Bradley J ; Fradkin, Andrey ; Andresen, Martin Eckhoff ; Pitknen, Visa ; Smith, Brock ; Cullinan, John ; Ozer, Gorkem Turgut ; Hill, Andrew J ; Waters, Tom ; Adamkovic, Matus ; Gazeaud, Jules ; Mogge, Lukas ; Bandara, Imesh Nuwan ; Kronenberg, Christoph ; Naumann, Elias ; Sorensen, Lucy C ; Petroulakis, Filippos ; Herns, Ystein ; Weber, Ellerie ; Acharya, Yubraj ; Gayaker, Savas ; Merkus, Erik ; Bansal, Avijit ; Fiala, Nathan ; Klotzbcher, Valentin ; Miller, Klaus M ; Brun, Martn ; Paudel, Jayash ; Herman, Clment ; Weinberg, Stephen E ; Collins, Matthew ; Ahmad, Imtiaz ; Meinzen-Dick, Laura ; Bartram, David ; Feyman, Yevgeniy ; Huysmans, Martijn ; Burli, Pralhad ; Peukert, Christian ; Henry, Junita ; Weissmller, Kristina S ; Clement, Jeffrey ; Adema, Joop ; Gauriot, Romain ; Samudra, Aparna ; Karney, Daniel H ; Camp, Andrew M ; Prakash, Manab ; Westheide, Christian ; Reimao, Maira Emy ; Chen, Weiwei ; Mari, Gabriele ; Sanogo, Vassiki ; Bennett, Christopher Troy ; Farquharson, Christine ; Kameshwara, Kalyan Kumar ; Berha, Andu ; Tastan, Huseyin ; Cerutti, Nicola ; Heller, Blake H ; Arenas, Andreu ; Galrraga, Julio ; Sariyev, Orkhan ; Falken, Grace ; Kaire, Jos ; Agasa, Lameck Ondieki ; Trombetta, Martin ; Harris, Mark N ; Ricks, Michael David ; Antn, Jos-Ignacio ; Schaak, Henning ; Bhattacharya, Shreya ; Fages, Diego Marino ; Jakobsson, Niklas ; Venkatesan, Madhavi ; Goldhaber, Dan ; Rios-Avila, Fernando ; Aslim, Erkmen Giray ; Ligey, Maxime ; Segel, Joel E ; Duquette, Nicolas J ; Jain, Anil K ; Vernet, Antoine ; Girardi, Daniele ; Zahid, Muhammad Umer ; Rodriguez, Abel ; Lee, Ryan ; Wagner, Gary A ; Sievertsen, Hans Henrik ; Bjoerkheim, Markus ; Dorsey-Palmateer, Reid ; Nmadu, Job Nda ; Imtiaz, Saad M ; Volkov, Eden ; Woahid, S M ; Gilpin, Gregory ; Zanoli, Raffaele ; Roeckert, Julian ; Bacher-Hicks, Andrew ; French, Evaewero ; Lang, David ; Smet, Mike ; Bloem, Jeffrey R. In: I4R Discussion Paper Series. RePEc:zbw:i4rdps:209. Full description at Econpapers || Download paper |
| 2024 | A note on the use of syndicated loan data. (2024). Tonzer, Lena ; Muller, Isabella ; Noth, Felix. In: IWH Discussion Papers. RePEc:zbw:iwhdps:172022. Full description at Econpapers || Download paper |
| 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 | 98 |
| 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 nother version. Agregated cites: 13 | paper | |
| 2008 | FOREIGN EXCHANGE RATE EXPECTATIONS: SURVEY AND SYNTHESIS In: Journal of Economic Surveys. [Full Text][Citation analysis] | article | 52 |
| 1987 | Forward Foreign Exchange Rates, Expected Spot Rates, and Premia: A Signal-Extraction Approach. In: Journal of Finance. [Full Text][Citation analysis] | article | 62 |
| 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 nother version. Agregated cites: 62 | paper | |
| 2024 | Nonstandard Errors In: Journal of Finance. [Full Text][Citation analysis] | article | 14 |
| 2024 | Nonstandard errors.(2024) In: LSE Research Online Documents on Economics. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 14 | paper | |
| 2024 | Nonstandard Errors.(2024) In: Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers). [Citation analysis] This paper has nother version. Agregated cites: 14 | paper | |
| 2024 | Nonstandard Errors.(2024) In: Post-Print. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 14 | paper | |
| 2024 | Nonstandard Errors.(2024) In: Post-Print. [Citation analysis] This paper has nother version. Agregated cites: 14 | paper | |
| 2021 | Non-Standard Errors.(2021) In: Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 14 | paper | |
| 2021 | Non-Standard Errors.(2021) In: Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 14 | 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 nother 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 | 3 |
| 2017 | Cross-border mergers and acquisitions: Evidence from the Indochina region.(2017) In: Finance Research Letters. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 3 | 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 |
| 2023 | Dividend Policy Decisions and Ownership Concentration: Evidence from Thai Public Companies.(2023) In: Review of Pacific Basin Financial Markets and Policies (RPBFMP). [Full Text][Citation analysis] This paper has nother version. Agregated cites: 0 | article | |
| 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 | 55 |
| 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 nother 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 nother 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 nother 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 | 29 |
| 2005 | An evaluation framework for alternative VaR-models.(2005) In: Journal of International Money and Finance. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 29 | article | |
| 2003 | More Evidence on the Dollar Risk Premium in the Foreign Exchange Market In: CEPR Discussion Papers. [Full Text][Citation analysis] | paper | 15 |
| 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 nother version. Agregated cites: 15 | 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 nother 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 nother 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 nother version. Agregated cites: 6 | paper | |
| 2010 | Contingent Capital: The Case for COERCs In: CEPR Discussion Papers. [Full Text][Citation analysis] | paper | 110 |
| 2010 | Contingent Capital: The Case for COERCs.(2010) In: LSF Research Working Paper Series. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 110 | paper | |
| 2014 | Contingent Capital: The Case of COERCs.(2014) In: Journal of Financial and Quantitative Analysis. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 110 | article | |
| 2012 | Modeling default correlation in a US retail loan portfolio In: CEPR Discussion Papers. [Full Text][Citation analysis] | paper | 7 |
| 2012 | Modeling default correlation in a US retail loan portfolio.(2012) In: LSF Research Working Paper Series. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 7 | 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 | 7 |
| 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 nother version. Agregated cites: 7 | 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 nother version. Agregated cites: 7 | article | |
| 2013 | Skewness Risk Premium: Theory and Empirical Evidence In: CEPR Discussion Papers. [Full Text][Citation analysis] | paper | 11 |
| 2014 | Skewness Risk Premium: Theory and Empirical Evidence.(2014) In: LSF Research Working Paper Series. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 11 | paper | |
| 2019 | Skewness risk premium: Theory and empirical evidence.(2019) In: International Review of Financial Analysis. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 11 | 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 | 9 |
| 2009 | Loss Functions in Option Valuation: A Framework for Selection.(2009) In: Management Science. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 9 | 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 nother 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 | 39 |
| 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 nother version. Agregated cites: 39 | article | |
| 2012 | Explaining dispersion in foreign exchange expectations: A heterogeneous agent approach In: Journal of Economic Dynamics and Control. [Full Text][Citation analysis] | article | 53 |
| 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 | 6 |
| 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 | 11 |
| 2004 | Introduction to the special issue on behavioral finance In: Journal of Empirical Finance. [Full Text][Citation analysis] | article | 1 |
| 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 | 4 |
| 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 | 9 |
| 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 | 81 |
| 1994 | Stochastic trends and jumps in EMS exchange rates In: Journal of International Money and Finance. [Full Text][Citation analysis] | article | 50 |
| 2025 | Diversification strategies and investment opportunities in the international banking industry In: Journal of International Money and Finance. [Full Text][Citation analysis] | article | 0 |
| 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 nother 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 nother 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 nother version. Agregated cites: 19 | paper | |
| 2021 | Non-Standard Errors In: Working Paper Series, Social and Economic Sciences. [Full Text][Citation analysis] | paper | 5 |
| 2008 | Extreme US stock market fluctuations in the wake of 9|11 In: Journal of Applied Econometrics. [Full Text][Citation analysis] | article | 59 |
| 2021 | Spillovers to small business credit risk In: Small Business Economics. [Full Text][Citation analysis] | article | 2 |
| 2012 | Modeling default correlation in a US retail loan portfolio In: DEM Discussion Paper Series. [Full Text][Citation analysis] | paper | 4 |
| 2012 | Euro at Risk: The Impact of Member Countries Credit Risk on the Stability of the Common Currency In: DEM Discussion Paper Series. [Full Text][Citation analysis] | paper | 0 |
| 1997 | The Dynamics of Short-Term Interest Rate Volatility Reconsidered In: Review of Finance. [Full Text][Citation analysis] | article | 53 |
| 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 |
| 2022 | Executing trades in style: retail investors vs. institutions In: Asia-Pacific Journal of Accounting & Economics. [Full Text][Citation analysis] | article | 0 |
| 1994 | On the Biasedness of Forward Foreign Exchange Rates: Irrationality or Risk Premia? In: The Journal of Business. [Full Text][Citation analysis] | article | 75 |
CitEc is a RePEc service, providing citation data for Economics since 2001. Last updated November, 20 2025. Contact: CitEc Team