Christian C. Wolff

Latest Institution: Luxembourg School of Finance

All Institutions: Luxembourg School of Finance; NA; Centre for Economic Policy Research; Erasmus University Rotterdam; 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:

An Evaluation Framework for Alternative VAR Models

Year: 2002
Journal: Journal of International Money and Finance
Authors: Dennis Bams; Thorsten Lehnert; Christian C. Wolff

More Evidence on the Dollar Risk Premium in the Foreign Exchange Market

Year: 2003
Journal: Journal of International Money and Finance
Authors: Dennis Bams; Kim Walkowiak; Christian C. Wolff

Forecasting the Spot Exchange Rate with the Term Structure of Forward Premia: Multivariate Threshold Cointegration

Year: 2005
Journal: No Journal Matched
Authors: Michel R. van Tol; Christian C. Wolff

Time Variation in Term Premia: International Evidence

Year: 2005
Journal: No Journal Matched
Authors: Ron Jongen; Willem F. C. Verschoor; Christian C. Wolff

Loss Functions in Option Valuation: A Framework for Model Selection

Year: 2005
Journal: No Journal Matched
Authors: Dennis Bams; Thorsten Lehnert; Christian C. Wolff

Are Capital Controls in the Foreign Exchange Market Effective?

Year: 2008
Journal: Journal of International Money and Finance
Authors: Stefan Straetmans; Roald Versteeg; Christian C. Wolff

Dispersion of Beliefs in the Foreign Exchange Market

Year: 2008
Journal: No Journal Matched
Authors: Ron Jongen; Willem F. C. Verschoor; Christian C. Wolff; Remco C. J. Zwinkels

Modeling Default Correlation in a US Retail Loan Portfolio

Year: 2012
Journal: No Journal Matched
Authors: Dennis Bams; Magdalena Pisa; Christian C. Wolff

Euro at Risk: The Impact of Member Countries' Credit Risk on the Stability of the Common Currency

Year: 2012
Journal: Journal of Empirical Finance
Authors: Lamia Bekkour; Xisong Jin; Thorsten Lehnert; Fanou Rasmouki; Christian C. Wolff

Skewness Risk Premium: Theory and Empirical Evidence

Year: 2013
Journal: No Journal Matched
Authors: Thorsten Lehnert; Yuehao Lin; Christian C. Wolff

Does the CAMEL Bank Ratings System Follow a Procyclical Pattern?

Year: 2015
Journal: No Journal Matched
Authors: Nikolaos I. Papanikolaou; Christian C. Wolff

Cross-Border Mergers and Acquisitions: Evidence from the Indochina Region

Year: 2017
Journal: No Journal Matched
Authors: Christian C. Wolff; Manapol Ekkayokkaya; Pimnipa Foojinphan


Author Disambiguation

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