Christian C. P. Wolff

All Institutions: University of Luxembourg; NA; Centre for Economic Policy Research; London Business School; Luxembourg School of Finance, University of Luxembourg; CEPR

Causal Claims Network Graph

Edges that are evidenced by causal inference methods are in orange, and the rest are in light blue.

Based on the Following Papers:

Forward Foreign Exchange Rates: Expected Spot Rates and Premia - A Signal Extraction Approach

Year: 1987
Journal: No Journal Matched
Authors: Christian C. P. Wolff

Risk Premia in the Term Structure of Interest Rates: A Panel Data Approach

Year: 2000
Journal: Journal of International Financial Markets, Institutions and Money
Authors: Dennis Bams; Christian C.P. Wolff

Modelling Scale Consistent VaR with the Truncated Lévy Flight

Year: 2001
Journal: No Journal Matched
Authors: Thorsten Lehnert; Christian C. P. Wolff

Contingent Capital: The Case for Coercs

Year: 2010
Journal: Journal of Financial and Quantitative Analysis
Authors: George G. Pennacchi; Theo Vermaelen; Christian C. P. Wolff

Dividend Policy Decisions and Ownership Concentration: Evidence from Thai Public Companies

Year: 2019
Journal: No Journal Matched
Authors: Christian C. P. Wolff; Thomas Connelly

Which Factors Play a Role in CoCo Issuance? Evidence from European Banks

Year: 2021
Journal: Journal of Derivatives
Authors: Christian C. P. Wolff; Theo Vermaelen; Sara Wagner

Nonstandard Errors

Year: 2021
Journal: Journal of Finance
Authors: Albert Menkveld; Anna Dreber; Felix Holzmeister; Juergen Huber; Magnus Johannesson; Michael Kirchler; Sebastian Neusess; Michael Razen; Utz Weitzel; Christian C. P. Wolff