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Extreme support for uncovered interest parity

Huisman, Ronald; Koedijk, Kees; Kool, Clemens; Nissen, … - In: Journal of International Money and Finance 17 (1998) 1, pp. 211-228

Persistent link: https://www.econbiz.de/10005339425

Real interest rates and shifts in macroeconomic volatility

Koedijk, Kees; Kool, Clemens; Nissen, Francois - In: Journal of Empirical Finance 5 (1998) 3, pp. 241-261

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Scale-consistent Value-at-Risk

Lehnert, Thorsten; Wolff, Christian C. P. - In: Finance Research Letters 1 (2004) 2, pp. 127-134

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Exchange rates, innovations and forecasting

Wolff, Christian C. P. - In: Journal of International Money and Finance 7 (1988) 1, pp. 49-61

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More evidence on the dollar risk premium in the foreign exchange market

Bams, Dennis; Walkowiak, Kim; Wolff, Christian C. P. - In: Journal of International Money and Finance 23 (2004) 2, pp. 271-282

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Measuring the forward foreign exchange risk premium: multi-country evidence from unobserved components models

Wolff, Christian C. P. - In: Journal of International Financial Markets, … 10 (2000) 1, pp. 1-8

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Risk premia in the term structure of interest rates: a panel data approach

Bams, Dennis; Wolff, Christian C. P. - In: Journal of International Financial Markets, … 13 (2003) 3, pp. 211-236

Persistent link: https://www.econbiz.de/10005403453

Models of exchange rates : A comparison of forecasting results

Wolff, Christian C. P. - In: International Journal of Forecasting 4 (1988) 4, pp. 605-607

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Contingent Capital: The Case of COERCs

Pennacchi, George; Vermaelen, Theo; Wolff, Christian C. P. - In: Journal of Financial and Quantitative Analysis 49 (2014) 03, pp. 541-574

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Interest expectations and exchange rates news

Cavaglia, Stefano; Verschoor, Willem F. C.; Wolff, … - In: Empirical Economics 23 (1998) 4, pp. 525-534

Using a new survey data set of matched exchange rate and interest rate expectations for eight currencies relative to the German mark, we examine empirically the relationship between exchange rate returns, `news' and risk premia. "News" on interest differentials enters significantly in equations...

Persistent link: https://www.econbiz.de/10005613013