| Time-varying parameters and the out-of-sample forecasting performance of structural exchange rate models CCP Wolff Journal of Business & Economic Statistics 5 (1), 87-97, 1987 | 253 | 1987 |
| Forward foreign exchange rates, expected spot rates, and premia: a signal‐extraction approach CCP Wolff The Journal of Finance 42 (2), 395-406, 1987 | 226 | 1987 |
| On the biasedness of forward foreign exchange rates: irrationality or risk premia? SMFG Cavaglia, WFC Verschoor, CCP Wolff Journal of Business, 321-343, 1994 | 203 | 1994 |
| Contingent capital: The case of COERCs G Pennacchi, T Vermaelen, CCP Wolff Journal of Financial and Quantitative analysis 49 (3), 541-574, 2014 | 174 | 2014 |
| Further evidence on exchange rate expectations S Cavaglia, WFC Verschoor, CCP Wolff Journal of International money and Finance 12 (1), 78-98, 1993 | 173 | 1993 |
| Extreme US stock market fluctuations in the wake of 9/11 STM Straetmans, WFC Verschoor, CCP Wolff Journal of Applied Econometrics 23 (1), 17-42, 2008 | 169 | 2008 |
| The dynamics of short-term interest rate volatility reconsidered KG Koedijk, FGJA Nissen, PC Schotman, CCP Wolff Review of Finance 1 (1), 105-130, 1997 | 133 | 1997 |
| Stochastic trends and jumps in EMS exchange rates FGMC Nieuwland, WFC Verschoor, CCP Wolff Journal of International Money and Finance 13 (6), 699-727, 1994 | 127 | 1994 |
| Foreign exchange rate expectations: survey and synthesis R Jongen, WFC Verschoor, CCP Wolff Journal of Economic Surveys 22 (1), 140-165, 2008 | 111 | 2008 |
| An evaluation framework for alternative VaR-models D Bams, T Lehnert, CCP Wolff Journal of International Money and Finance 24 (6), 944-958, 2005 | 106 | 2005 |
| The role of on-and off-balance-sheet leverage of banks in the late 2000s crisis NI Papanikolaou, CCP Wolff Journal of Financial Stability 14, 3-22, 2014 | 100 | 2014 |
| Exchange rates, innovations and forecasting CCP Wolff Journal of International Money and Finance 7 (1), 49-61, 1988 | 75 | 1988 |
| Contingent Capital: The Case of COERCs G Pennacchi, T Vermaelen, CCP Wolff Available at SSRN 2229732, 2012 | 74 | 2012 |
| Survey data and the interest rate sensitivity of US bank stock returns HA Benink, CCP Wolff Economic Notes 29 (2), 201-213, 2000 | 70 | 2000 |
| Explaining dispersion in foreign exchange expectations: A heterogeneous agent approach R Jongen, WFC Verschoor, CCP Wolff, RCJ Zwinkels Journal of Economic Dynamics and Control 36 (5), 719-735, 2012 | 66 | 2012 |
| Measuring the forward foreign exchange risk premium: multi-country evidence from unobserved components models CCP Wolff Journal of International Financial Markets, Institutions and Money 10 (1), 1-8, 2000 | 47 | 2000 |
| Loss functions in option valuation: A framework for selection D Bams, T Lehnert, CCP Wolff Management Science 55 (5), 853-862, 2009 | 38 | 2009 |
| Premia in forward foreign exchange as unobserved components: A note TE Nijman, FC Palm, CCP Wolff Journal of Business & Economic Statistics 11 (3), 361-365, 1993 | 35 | 1993 |
| Introduction to the special issue on behavioural finance WFM de Bondt, FC Palm, CCP Wolff Journal of Empirical Finance 2004 (11), 423-427, 2004 | 34 | 2004 |
| Skewness risk premium: Theory and empirical evidence Y Lin, T Lehnert, C Wolff International Review of Financial Analysis 63, 174-185, 2019 | 31 | 2019 |
Willem F.C. VerschoorVrije Universiteit Amsterdam School of Business and Economics在 vu.nl 的电子邮件经过验证
