Christian Wolff
Names
| first: |
Christian |
| middle: |
C.P. |
| last: |
Wolff |
Identifer
Contact
| postal address: |
Luxembourg School of Finance
4, rue Albert Borschette
1246- Luxembourg
Luxembourg |
Affiliations
-
Chulalongkorn University
/ Chulalongkorn Business School
/ Department of Banking and Finance (weight: 99%)
-
Université du Luxembourg
/ Faculté de droit, d'économie et de finance
/ Department of Finance (weight: 1%)
Research profile
author of:
- Premia in Forward Foreign Exchange as Unobserved Components: A Note (RePEc:bes:jnlbes:v:11:y:1993:i:3:p:361-65)
by Nijman, Theo E & Palm, Franz C & Wolff, Christian C P - Time-Varying Parameters and the Out-of-Sample Forecasting Performance of Structural Exchange Rate Models (RePEc:bes:jnlbes:v:5:y:1987:i:1:p:87-97)
by Wolff, Christian C P - Survey Data and the Interest Rate Sensitivity of US Bank Stock Returns (RePEc:bla:ecnote:v:29:y:2000:i:2:p:201-213)
by H. A. Benink & C. C. P. Wolff - Foreign Exchange Rate Expectations: Survey And Synthesis (RePEc:bla:jecsur:v:22:y:2008:i:1:p:140-165)
by Ron Jongen & Willem F.C. Verschoor & Christian C.P. Wolff - Forward Foreign Exchange Rates, Expected Spot Rates, and Premia: A Signal-Extraction Approach (RePEc:bla:jfinan:v:42:y:1987:i:2:p:395-406)
by Wolff, Christian C P - Nonstandard Errors (RePEc:bla:jfinan:v:79:y:2024:i:3:p:2339-2390)
by Albert J. Menkveld & Anna Dreber & Felix Holzmeister & Juergen Huber & Magnus Johannesson & Michael Kirchler & Sebastian Neusüß & Michael Razen & Utz Weitzel & David Abad‐Díaz & Menachem (Meni) Abudy - Credit risk characteristics of US small business portfolios (RePEc:cpr:ceprdp:10889)
by Wolff, Christian & Bams, Dennis & Pisa, Magdalena - Leverage and risk in US commercial banking in the light of the current financial crisis (RePEc:cpr:ceprdp:10890)
by Wolff, Christian & Papanikolaou, Nikolaos I. - Ripple effects from industry defaults (RePEc:cpr:ceprdp:10891)
by Wolff, Christian & Bams, Dennis & Pisa, Magdalena - Does the CAMEL bank ratings system follow a procyclical pattern? (RePEc:cpr:ceprdp:10965)
by Wolff, Christian & Papanikolaou, Nikolaos I. - The Determinants of CoCo Bond Prices (RePEc:cpr:ceprdp:10996)
by Wolff, Christian & Masror Khah, Sara Abed - Cross-Border Mergers and Acquisitions: Evidence from the Indochina Region (RePEc:cpr:ceprdp:12078)
by Wolff, Christian & Ekkayokkaya, Manapol & Foojinphan, Pimnipa - Trading in style: Retail investors vs. institutions (RePEc:cpr:ceprdp:12462)
by Wolff, Christian - Dividend Policy Decisions and Ownership Concentration: Evidence from Thai Public Companies (RePEc:cpr:ceprdp:13854)
by Wolff, Christian & Connelly, J. Thomas - Unknown item RePEc:cpr:ceprdp:15750 (paper)
- Non-Standard Errors (RePEc:cpr:ceprdp:16751)
by Wolff, Christian & Menkveld, Albert J. & Dreber, Anna & Holzmeister, Felix & Huber, Juergen & Johannesson, Magnus & Kirchler, Michael & Neusüess, Sebastian & Razen, Michael & Weitzel, Utz - Is Bitcoin a better safe-haven asset for individual investors than Gold? – Evidence from sanctioned Russia (RePEc:cpr:ceprdp:17745)
by Zhang, Lu & Wolff, Christian - Forward Exchange Rates and Expected Future Spot Rates (RePEc:cpr:ceprdp:187)
by Wolff, Christian C - Exchange Rates, Innovations and Forecasting (RePEc:cpr:ceprdp:188)
by Wolff, Christian C - Forward Foreign Exchange Rates, Expected Spot Rates, and Premia: A Signal-Extraction Approach (RePEc:cpr:ceprdp:189)
by Wolff, Christian C - Risk Premia In The Term Structure Of Interest Rates: A Panel Data Approach (RePEc:cpr:ceprdp:2392)
by Wolff, Christian & Bams, Dennis - Modelling Scale-Consistent VaR with the Truncated Lévy Flight (RePEc:cpr:ceprdp:2711)
by Wolff, Christian & Lehnert, Thorsten - An Evaluation Framework for Alternative VaR Models (RePEc:cpr:ceprdp:3403)
by Wolff, Christian & Bams, Dennis & Lehnert, Thorsten - More Evidence on the Dollar Risk Premium in the Foreign Exchange Market (RePEc:cpr:ceprdp:3726)
by Wolff, Christian & Bams, Dennis & Walkowiak, Kim - Forecasting the Spot Exchange Rate with the Term Structure of Forward Premia: Multivariate Threshold Cointegration (RePEc:cpr:ceprdp:4958)
by Wolff, Christian & van Tol, Michel R - Time Variation in Term Premia: International Evidence (RePEc:cpr:ceprdp:4959)
by Wolff, Christian & Verschoor, Willem F C & Jongen, Ron - Loss Functions in Option Valuation: A Framework for Model Selection (RePEc:cpr:ceprdp:4960)
by Wolff, Christian & Bams, Dennis & Lehnert, Thorsten - Are Capital Controls in the Foreign Exchange Market Effective? (RePEc:cpr:ceprdp:6727)
by Wolff, Christian & Straetmans, Stefan & Versteeg, Roald - Dispersion of Beliefs in the Foreign Exchange Market (RePEc:cpr:ceprdp:6738)
by Wolff, Christian & Verschoor, Willem F C & Jongen, Ron & Zwinkels, Remco C.J. - Contingent Capital: The Case for COERCs (RePEc:cpr:ceprdp:8028)
by Wolff, Christian & Pennacch, George G. - Modeling default correlation in a US retail loan portfolio (RePEc:cpr:ceprdp:9205)
by Wolff, Christian & Bams, Dennis & Pisa, Magdalena - Euro at Risk: The Impact of Member Countries? Credit Risk on the Stability of the Common Currency (RePEc:cpr:ceprdp:9229)
by Wolff, Christian & Lehnert, Thorsten & Jin, Xisong & Bekkour, Lamia & Rasmouki, Fanou - Skewness Risk Premium: Theory and Empirical Evidence (RePEc:cpr:ceprdp:9349)
by Wolff, Christian & Lehnert, Thorsten & Lin, Yuehao - EMS Exchange Rates (RePEc:cpr:ceprfm:0002)
by Fred G M C Nieuwland & Willem F C Verschoor & Christian C P Wolff - Loss Functions in Option Valuation: A Framework for Selection (RePEc:crf:wpaper:08-11)
by Christian Wolff & Dennis Bams & Thorsten Lehnert - Are Capital Controls in the Foreign Exchange Market Effective? (RePEc:crf:wpaper:08-12)
by Christian Wolff & Stefan T.M. Straetmans & Roald J. Versteeg - Dispersion of Beliefs in the Foreign Exchange Market (RePEc:crf:wpaper:09-01)
by Christian Wolff & Ron Jongen & Willem F.C. Verschoor & Remco C.J. Zwinkels - Time-Variation in Term Permia: International Survey-Based Evidence (RePEc:crf:wpaper:09-02)
by Christian Wolff & Ron Jongen & Willem F.C. Verschoor - A Cumulative Prospect Theory Approach to Option Pricing (RePEc:crf:wpaper:09-03)
by Christian Wolff & Thorsten Lehnert & Cokki Versluis - Contingent Capital: The Case for COERCs (RePEc:crf:wpaper:10-08)
by Christian Wolff & Theo Vermaelen & George Pennacchi - Leverage and risk in US commercial banking in the light of the current financial crisis (RePEc:crf:wpaper:10-12)
by Nikolaos Papanikolaou & Christian Wolff - Modeling default correlation in a US retail loan portfolio (RePEc:crf:wpaper:12-19)
by Magdalena Pisa & Dennis Bams & Christian Wolff - Euro at Risk: The Impact of Member Countries Credit Risk on the Stability of the Common Currency (RePEc:crf:wpaper:12-4)
by Thorsten Lehnert & Lamia Bekkour & Xisong Jin & Fanou Rasmouki & Christian Wolff - The role of on- and off-balance-sheet leverage of banks in the late 2000s crisis (RePEc:crf:wpaper:13-13)
by Christian C.P. Wolff, & Nikolaos I. Papanikolaou - Skewness Risk Premium: Theory and Empirical Evidence (RePEc:crf:wpaper:14-05)
by Christian Wolff & Thorsten Lehnert & Yuehao Lin - Contingent Capital: The Case of COERCs (RePEc:cup:jfinqa:v:49:y:2014:i:03:p:541-574_00)
by Pennacchi, George & Vermaelen, Theo & Wolff, Christian C. P. - Explaining dispersion in foreign exchange expectations: A heterogeneous agent approach (RePEc:eee:dyncon:v:36:y:2012:i:5:p:719-735)
by Jongen, Ron & Verschoor, Willem F.C. & Wolff, Christian C.P. & Zwinkels, Remco C.J. - Exchange rate models and innovations : A derivation (RePEc:eee:ecolet:v:20:y:1986:i:4:p:373-376)
by Wolff, Christian C. P. - Autoregressive conditional heteroscedasticity: A comparison of ARCH and random coefficient models (RePEc:eee:ecolet:v:27:y:1988:i:2:p:141-143)
by Wolff, Christian C. P. - Exchange rate returns, 'news', and risk premia (RePEc:eee:ecolet:v:50:y:1996:i:1:p:127-134)
by Koedijk, Kees G. & Wolff, Christian C. P. - EMS exchange rate expectations and time-varying risk premia (RePEc:eee:ecolet:v:60:y:1998:i:3:p:351-355)
by Nieuwland, Frederick G. M. C. & Verschoor, Willem F. C. & C.P. Wolff, Christian - Scandinavian forward discount bias risk premia (RePEc:eee:ecolet:v:73:y:2001:i:1:p:65-72)
by Verschoor, Willem F. C. & Wolff, Christian C. P. - Statement by the editors (RePEc:eee:empfin:v:1:y:1993:i:1:p:1-2)
by Baillie, Richard T. & Palm, Franz C. & Pfann, Gerard A. & Vermaelen, Theo J. & Wolff, Christian C. P. - Introduction to the special issue on behavioral finance (RePEc:eee:empfin:v:11:y:2004:i:4:p:423-427)
by De Bondt, Werner & Palm, Franz & Wolff, Christian - Introduction to the special issue on International Finance (RePEc:eee:empfin:v:13:y:2006:i:4-5:p:393-395)
by Palm, Franz C. & Werner, Ingrid M. & Wolff, Christian C.P. - Euro at risk: The impact of member countries' credit risk on the stability of the common currency (RePEc:eee:empfin:v:33:y:2015:i:c:p:67-83)
by Bekkour, Lamia & Jin, Xisong & Lehnert, Thorsten & Rasmouki, Fanou & Wolff, Christian - Are capital requirements on small business loans flawed? (RePEc:eee:empfin:v:52:y:2019:i:c:p:255-274)
by Bams, Dennis & Pisa, Magdalena & Wolff, Christian C.P. - Exchange risk premia, expectations formation and "news" in the Mexican peso/U.S. dollar forward exchange rate market (RePEc:eee:finana:v:10:y:2001:i:2:p:157-174)
by Verschoor, Willem F. C. & Wolff, Christian C. P. - Skewness risk premium: Theory and empirical evidence (RePEc:eee:finana:v:63:y:2019:i:c:p:174-185)
by Lin, Yuehao & Lehnert, Thorsten & Wolff, Christian - Scale-consistent Value-at-Risk (RePEc:eee:finlet:v:1:y:2004:i:2:p:127-134)
by Lehnert, Thorsten & Wolff, Christian C. P. - Cross-border mergers and acquisitions: Evidence from the Indochina region (RePEc:eee:finlet:v:23:y:2017:i:c:p:253-256)
by Ekkayokkaya, Manapol & Foojinphan, Pimnipa & Wolff, Christian C.P. - The role of on- and off-balance-sheet leverage of banks in the late 2000s crisis (RePEc:eee:finsta:v:14:y:2014:i:c:p:3-22)
by Papanikolaou, Nikolaos I. & Wolff, Christian C.P. - Measuring the forward foreign exchange risk premium: multi-country evidence from unobserved components models (RePEc:eee:intfin:v:10:y:2000:i:1:p:1-8)
by Wolff, Christian C. P. - Risk premia in the term structure of interest rates: a panel data approach (RePEc:eee:intfin:v:13:y:2003:i:3:p:211-236)
by Bams, Dennis & Wolff, Christian C. P. - Models of exchange rates : A comparison of forecasting results (RePEc:eee:intfor:v:4:y:1988:i:4:p:605-607)
by Wolff, Christian C. P. - 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 (RePEc:eee:intfor:v:4:y:1988:i:4:p:629-630)
by Wolff, Christian C. L. - A note on the determinants of unexpected exchange rate movements (RePEc:eee:jbfina:v:20:y:1996:i:1:p:179-188)
by Cavaglia, Stefano M. F. G. & Wolff, Christian C. P. - Further evidence on exchange rate expectations (RePEc:eee:jimfin:v:12:y:1993:i:1:p:78-98)
by Cavaglia, Stefano & Verschoor, Willem F. C. & Wolff, Christian C. P. - Stochastic trends and jumps in EMS exchange rates (RePEc:eee:jimfin:v:13:y:1994:i:6:p:699-727)
by Nieuwland, Frederick G M C & Verschoor, Willem F C & Wolff, Christian C P - More evidence on the dollar risk premium in the foreign exchange market (RePEc:eee:jimfin:v:23:y:2004:i:2:p:271-282)
by Bams, Dennis & Walkowiak, Kim & Wolff, Christian C. P. - An evaluation framework for alternative VaR-models (RePEc:eee:jimfin:v:24:y:2005:i:6:p:944-958)
by Bams, Dennis & Lehnert, Thorsten & Wolff, Christian C.P. - Time-variation in term premia: International survey-based evidence (RePEc:eee:jimfin:v:30:y:2011:i:4:p:605-622)
by Jongen, Ron & Verschoor, Willem F.C. & Wolff, Christian C.P. - Are capital controls in the foreign exchange market effective? (RePEc:eee:jimfin:v:35:y:2013:i:c:p:36-53)
by Straetmans, Stefan T.M. & Versteeg, Roald J. & Wolff, Christian C.P. - Exchange rates, innovations and forecasting (RePEc:eee:jimfin:v:7:y:1988:i:1:p:49-61)
by Wolff, Christian C. P. - Asian Exchange Rate Expectations (RePEc:eee:jjieco:v:7:y:1993:i:1:p:57-77)
by Cavaglia Stefano & Verschoor Willem F. C. & Wolff Christian C. P. - Nonstandard errors (RePEc:ehl:lserod:123002)
by Menkveld, Albert J. & Dreber, Anna & Holzmeister, Felix & Huber, Juergen & Johannesson, Magnus & Kirchler, Michael & Neusüß, Sebastian & Razen, Michael & Weitzel, Utz & Abad-Díaz, David & Abudy, Menac - Survey data and the interest rate sensitivity of U.S. bank stock returns (RePEc:fip:fedhpr:604)
by Harald A. Benink & Christian C. P. Wolffe - Risk Premia in Term Structure of Interest Rates: A Panel Data Approach (RePEc:fth:socabu:98-50)
by Bams, D. & Wolff, C. - Premia in Forward Foreign Exchange as Unobserved Components (RePEc:fth:tilbur:9112)
by Nijman, T.E. & Palm, F.C. & Wolff, C.C.P. - Unknown item RePEc:grz:wpsses:2021-08 (paper)
- Nonstandard Errors (RePEc:hal:journl:hal-04676112)
by Albert Menkveld & Anna Dreber & Felix Holzmeister & Juergen Huber & Magnus Johannesson & Michael Kirchler & Sebastian Neusüß & Michael Razen & Utz Weitzel & David Abad-Díaz & Tobias Adrian & Yacine Ai - Non-Standard Errors (RePEc:hhs:lunewp:2021_017)
by Menkveld, Albert J. & Dreber, Anna & Holzmeister, Felix & Huber, Juergen & Johannesson, Magnus & Kirchler, Michael & Neusüss, Sebastian & Razen, Michael & Weitzel, Utz & Abad-Díaz, David & Abudy, Mena - Loss Functions in Option Valuation: A Framework for Selection (RePEc:inm:ormnsc:v:55:y:2009:i:5:p:853-862)
by Dennis Bams & Thorsten Lehnert & Christian C. P. Wolff - Non-Standard Errors (RePEc:inn:wpaper:2021-31)
by Albert J. Menkveld & Anna Dreber & Felix Holzmeister & Jürgen Huber & Magnus Johannesson & Michael Kirchler & Sebastian Neusüss & Michael Razen & Utz Weitzel & David Abad-Díaz & Menachem Abudy & Tobi - Extreme US stock market fluctuations in the wake of 9|11 (RePEc:jae:japmet:v:23:y:2008:i:1:p:17-42)
by S. T. M. Straetmans & W. F. C. Verschoor & C. C. P. Wolff - Spillovers to small business credit risk (RePEc:kap:sbusec:v:57:y:2021:i:1:d:10.1007_s11187-019-00308-9)
by Dennis Bams & Magdalena Pisa & Christian C. P. Wolff - Modeling default correlation in a US retail loan portfolio (RePEc:luc:wpaper:12-19)
by Magdalena Pisa & Dennis Bams & Christian Wolff - Euro at Risk: The Impact of Member Countries Credit Risk on the Stability of the Common Currency (RePEc:luc:wpaper:12-4)
by Thorsten Lehnert & Lamia Bekkour & Xisong Jin & Fanou Rasmouki & Christian Wolff - The Dynamics of Short-Term Interest Rate Volatility Reconsidered (RePEc:oup:revfin:v:1:y:1997:i:1:p:105-130.)
by Kees G. Koedijk & François G. J. A. Nissen & Peter C. Schotman & Christian C. P. Wolff - Interest expectations and exchange rates news (RePEc:spr:empeco:v:23:y:1998:i:4:p:525-534)
by Stefano Cavaglia & Willem F. C. Verschoor & Christian C. P. Wolff & Kees G. Koedijk - Scandinavian exchange rate expectations (RePEc:taf:apeclt:v:9:y:2002:i:2:p:111-116)
by Willem Verschoor & Christian Wolff - Exchange risk premia in the European monetary system (RePEc:taf:apfiec:v:10:y:2000:i:4:p:351-360)
by Frederick Nieuwland & Willem Verschoor & Christian Wolff - Forward foreign exchange rates and expected future spot rates (RePEc:taf:apfiec:v:10:y:2000:i:4:p:371-377)
by Christian Wolff - Executing trades in style: retail investors vs. institutions (RePEc:taf:raaexx:v:29:y:2022:i:2:p:344-362)
by Manapol Ekkayokkaya & Suppasit Jirajaroenying & Christian C.P. Wolff - Premia in forward foreign exchange as unobserved components (RePEc:tiu:tiucen:f9309525-e1b8-46ad-8760-922a84220af4)
by Nijman, T.E. & Palm, F.C. & Wolff, C.C.P. - Premia in forward foreign exchange as unobserved components (RePEc:tiu:tiutis:23782b7b-2146-4381-8cf9-4a2fdeda4262)
by Nijman, T.E. & Palm, F.C. & Wolff, C.C.P. - Premia in forward foreign exchange as unobserved components (RePEc:tiu:tiutis:f9309525-e1b8-46ad-8760-922a84220af4)
by Nijman, T.E. & Palm, F.C. & Wolff, C.C.P. - On the Biasedness of Forward Foreign Exchange Rates: Irrationality or Risk Premia? (RePEc:ucp:jnlbus:v:67:y:1994:i:3:p:321-43)
by Cavaglia, Stefano M F G & Verschoor, Willem F C & Wolff, Christian C P - Dividend Policy Decisions and Ownership Concentration: Evidence from Thai Public Companies (RePEc:wsi:rpbfmp:v:26:y:2023:i:01:n:s0219091523500066)
by J. Thomas Connelly & Christian C. P. Wolff