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Christian Wolff

Institution: Chulalongkorn University

Primary Field: International (weighted toward more recent publications)

First Publication: 1986

Most Recent: 2025

RePEc ID: pwo136 ↗

Publication Scores

Scores use coauthorship adjustment: α/n credit per paper, where n = number of authors. α = 2.02: calibrated so average adjusted count equals average raw count (a zero-sum adjustment).

Period S (4x) A (2x) B (1x) C (½x) Total Percentile
Last 5 Years 0.00 0.01 0.67 0.00 0.68 23%
Last 10 Years 0.00 0.01 0.67 0.00 0.68 19%
All Time 0.00 4.05 13.45 3.70 21.20 94%

Publication Statistics

Raw Publications 22
Coauthorship-Adjusted Count 22.88

Publications (22)

Year Article Journal Tier Authors
2025 Diversification strategies and investment opportunities in the international banking industry Journal of International Money and Finance B 3
2024 Nonstandard Errors Journal of Finance A 343
2014 Contingent Capital: The Case of COERCs Journal of Financial and Quantitative Analysis B 3
2013 Are capital controls in the foreign exchange market effective? Journal of International Money and Finance B 3
2012 Explaining dispersion in foreign exchange expectations: A heterogeneous agent approach Journal of Economic Dynamics and Control B 4
2011 Time-variation in term premia: International survey-based evidence Journal of International Money and Finance B 3
2008 Foreign Exchange Rate Expectations: Survey and Synthesis Journal of Economic Surveys C 3
2005 An evaluation framework for alternative VaR-models Journal of International Money and Finance B 3
2004 More evidence on the dollar risk premium in the foreign exchange market Journal of International Money and Finance B 3
2001 Scandinavian forward discount bias risk premia Economics Letters C 2
1998 EMS exchange rate expectations and time-varying risk premia Economics Letters C 3
1997 The Dynamics of Short-Term Interest Rate Volatility Reconsidered Review of Finance B 4
1996 Exchange rate returns, 'news', and risk premia Economics Letters C 2
1996 A note on the determinants of unexpected exchange rate movements Journal of Banking & Finance B 2
1994 Stochastic trends and jumps in EMS exchange rates Journal of International Money and Finance B 3
1993 Further evidence on exchange rate expectations Journal of International Money and Finance B 3
1988 Autoregressive conditional heteroscedasticity: A comparison of ARCH and random coefficient models Economics Letters C 1
1988 Models of exchange rates : A comparison of forecasting results International Journal of Forecasting B 1
1988 Time-varying parameters and the out-of-sample forecasting performance of structural exchange rate models : Christian C.P. Wolff, Journal of Business & Economic Statistics 5 (1987) 87-97 International Journal of Forecasting B 1
1988 Exchange rates, innovations and forecasting Journal of International Money and Finance B 1
1987 Forward Foreign Exchange Rates, Expected Spot Rates, and Premia: A Signal-Extraction Approach. Journal of Finance A 1
1986 Exchange rate models and innovations : A derivation Economics Letters C 1