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Exchange rate models and innovations : A derivation
Wolff, Christian C. P. - In: Economics Letters 20 (1986) 4, pp. 373-376
Persistent link: https://www.econbiz.de/10005362082
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Scandinavian forward discount bias risk premia
Verschoor, Willem F. C.; Wolff, Christian C. P. - In: Economics Letters 73 (2001) 1, pp. 65-72
Persistent link: https://www.econbiz.de/10005269790
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Exchange rate returns, 'news', and risk premia
Koedijk, Kees G.; Wolff, Christian C. P. - In: Economics Letters 50 (1996) 1, pp. 127-134
Persistent link: https://www.econbiz.de/10005270024
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Autoregressive conditional heteroscedasticity: A comparison of ARCH and random coefficient models
Wolff, Christian C. P. - In: Economics Letters 27 (1988) 2, pp. 141-143
Persistent link: https://www.econbiz.de/10005270520