Discussion paper DP10890 Leverage and risk in US commercial banking in the light of the current financial crisis Christian Wolff 18 Oct 2015 Financial Economics C23 D02 G21 G28
Discussion paper DP10891 Ripple effects from industry defaults Christian Wolff Dennis Bams Magdalena Pisa 18 Oct 2015 Financial Economics G17 L14 L25
Discussion paper DP9349 Skewness Risk Premium: Theory and Empirical Evidence Christian Wolff Thorsten Lehnert 17 Feb 2013 Financial Economics C15 G12
Discussion paper DP9229 Euro at Risk: The Impact of Member Countries? Credit Risk on the Stability of the Common Currency Christian Wolff Thorsten Lehnert 25 Nov 2012 Financial Economics G1
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