Wolff, Christian C.P.
Wolff, C.C.P. 1959-
Wolff, Christiaan Cornelis Petrus, 1959-
Wolff, C.C.P. (Christian C.P.), 1959-
Christiaan Cornelis Petrus Wolff
VIAF ID: 8330372 (Personal)
Permalink: http://viaf.org/viaf/8330372
Preferred Forms
4xx's: Alternate Name Forms (12)
5xx's: Related Names (14)
- 510 2 _ ‡a Centre for Economic Policy Research
- 510 2 _ ‡a Centre for Economic Policy Research ‡4 affi ‡4 https://d-nb.info/standards/elementset/gnd#affiliation ‡e Affiliation
- 510 2 _ ‡a Cuḷālaṅkărṇ mahāvidayālăy ‡4 affi ‡4 https://d-nb.info/standards/elementset/gnd#affiliation ‡e Affiliation
- 510 2 _ ‡a Finance
- 510 2 _ ‡a London Business School
- 510 2 _ ‡a London Business School ‡4 affi ‡4 https://d-nb.info/standards/elementset/gnd#affiliation ‡e Affiliation
- 510 2 _ ‡a Universiteit Maastricht
- 510 2 _ ‡a Universiteit Maastricht ‡4 affi ‡4 https://d-nb.info/standards/elementset/gnd#affiliation ‡e Affiliation
- 510 2 _ ‡a Université du Luxembourg ‡4 affi ‡4 https://d-nb.info/standards/elementset/gnd#affiliation ‡e Affiliation
- 510 2 _ ‡a University of Chicago
- 510 2 _ ‡a University of Chicago, Graduate School of Business, August 1985
- 510 2 _ ‡a University of Chicago ‡4 affi ‡4 https://d-nb.info/standards/elementset/gnd#affiliation ‡e Affiliation
- 510 2 _ ‡a Université du Luxembourg
- 510 2 _ ‡a Université du Luxembourg / Faculté de droit, d'économie et de finance / Luxembourg School of Finance
Works
Title | Sources |
---|---|
Are capital controls in the foreign exchange market effective? | |
Autoregressive conditional heteroscedasticity : a comparison of arch and random coefficient models | |
Contingent Capital : The Case for COERCs | |
Exchange rate volatility | |
Forecasting the spot exchange rate with the term structure of forward premia: multivariate threshold cointegration | |
Forward foreign exchange rates, expected spot rates, and premia : a signal-extraction approach | |
Loss functions in option valuation: a framework for model selection | |
Modeling default correlation in a US retail loan portfolio | |
Modelling scale consistent VaR with the truncated Lévy flight, 2001: | |
Monetary models of exchange rate determination : a comparison of forecasting results | |
More evidence on the dollar risk premium in the foreign exchange market, 2003: | |
Pensioenverzekering? : een financieel-economische beschouwing | |
Pre-emptive rights versus alternative methods of raising equity on the London stock exchange | |
Premia in forward foreign exchange as unobserved components | |
Risk premia in the term structure of interest rates : a panel data approach | |
Skewness Risk Premium : Theory and Empirical Evidence | |
Time variation in term premia: international evidence |