Christian Wolff

Christian Wolff

Université du Luxembourg - Esch-sur-Alzette / Luxembourg
Economics & Econometrics / Accounting & Finance
AD Scientific Index ID: 1755875
University of Luxembourg Universität Luxemburg
person_outline Christian Wolff's MOST POPULAR ARTICLES
1-) Time-varying parameters and the out-of-sample forecasting performance of structural exchange rate modelsCCP WolffJournal of Business & Economic Statistics 5 (1), 87-97, 19872351987
2-) Forward foreign exchange rates, expected spot rates, and premia: a signal‐extraction approachCCP WolffThe Journal of Finance 42 (2), 395-406, 19872151987
3-) On the biasedness of forward foreign exchange rates: irrationality or risk premia?SMFG Cavaglia, WFC Verschoor, CCP WolffJournal of Business, 321-343, 19942001994
4-) Contingent capital: The case of COERCsG Pennacchi, T Vermaelen, CCP WolffJournal of Financial and Quantitative analysis 49 (3), 541-574, 20141782014
5-) Further evidence on exchange rate expectationsS Cavaglia, WFC Verschoor, CCP WolffJournal of International money and Finance 12 (1), 78-98, 19931731993