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
Discussion paper DP188 Exchange Rates, Innovations and Forecasting Christian Wolff 1 May 1987 Applied Macroeconomics E C F
Discussion paper DP189 Forward Foreign Exchange Rates, Expected Spot Rates, and Premia: A Signal-Extraction Approach Christian Wolff 1 May 1987 Applied Macroeconomics E C G F