Discussion paper DP9205 Modeling default correlation in a US retail loan portfolio Christian Wolff Dennis Bams Magdalena Pisa 4 Nov 2012 Financial Economics G2 G3
Discussion paper DP8028 Contingent Capital: The Case for COERCs Christian Wolff George G. Pennacch 23 Sep 2010 Financial Economics G01 G20
Discussion paper DP6738 Dispersion of Beliefs in the Foreign Exchange Market Christian Wolff Willem F C Verschoor Ron Jongen Remco C.J. Zwinkels 7 Mar 2008 Financial Economics International Macroeconomics F31
Discussion paper DP6727 Are Capital Controls in the Foreign Exchange Market Effective? Christian Wolff Stefan Straetmans Roald Versteeg 29 Feb 2008 Financial Economics International Macroeconomics E42 F21 F31 G15
Discussion paper DP4958 Forecasting the Spot Exchange Rate with the Term Structure of Forward Premia: Multivariate Threshold Cointegration Christian Wolff Michel R van Tol 23 Mar 2005 Financial Economics C51 C53 F31
Discussion paper DP4959 Time Variation in Term Premia: International Evidence Christian Wolff Willem F C Verschoor Ron Jongen 23 Mar 2005 Financial Economics E42 E43 G15
Discussion paper DP4960 Loss Functions in Option Valuation: A Framework for Model Selection Christian Wolff Dennis Bams Thorsten Lehnert 23 Mar 2005 Financial Economics G12
Discussion paper DP3726 More Evidence on the Dollar Risk Premium in the Foreign Exchange Market Christian Wolff Dennis Bams Kim Walkowiak 23 Jan 2003 Financial Economics International Macroeconomics F31 G15
Discussion paper DP3403 An Evaluation Framework for Alternative VaR Models Christian Wolff Dennis Bams Thorsten Lehnert 20 Jun 2002 Financial Economics C22 C52 G10
Discussion paper DP2711 Modelling Scale-Consistent VaR with the Truncated Lévy Flight Christian Wolff Thorsten Lehnert 27 Feb 2001 Financial Economics C22 C52 G10
Discussion paper DP2392 Risk Premia In The Term Structure Of Interest Rates: A Panel Data Approach Christian Wolff Dennis Bams 29 Feb 2000 Financial Economics E43 G12
Discussion paper DP187 Forward Exchange Rates and Expected Future Spot Rates Christian Wolff 1 May 1987 Applied Macroeconomics E C G F