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Wolff, Christian UL

Scientific Conference (2023, January)

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See detailIs Bitcoin a better safe-haven asset for individual investors than Gold? – Evidence from sanctioned Russia
Zhang, Lu UL; Wolff, Christian UL

E-print/Working paper (2022)

Extensive research on safe-haven assets has been conducted in the literature. An important finding is that safe-haven assets are frequently used by institutional investors, such as pension funds and ... [more ▼]

Extensive research on safe-haven assets has been conducted in the literature. An important finding is that safe-haven assets are frequently used by institutional investors, such as pension funds and investment banks, to ride out high volatility. However, the issue of whether individual investors can benefit from it during a financial crisis has not been adequately addressed. Using the case of sanctioned Russia, we attempt to study whether Bitcoin as a decentralized asset can play a more useful role than gold to protect individual investors when the majority of safe-haven assets are restricted from transactions. Our main results show that both assets exhibit intraday weak safe-haven properties against the ruble. However, gold saw a waning trend compared with its historical performance, whereas Bitcoin’s capability increased during this period. Further sentiment analysis demonstrates Russian investors’ positive attitudes regarding Bitcoin boosting its price in response to the ruble’s depreciation. The return on gold is more likely to be impacted by international investors who are concerned about global uncertainties. [less ▲]

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See detailWhich Factors Play a Role in Coco Issuance? Evidence from European Banks.
Wolff, Christian UL

in Journal of Derivatives (2022), (Fall),

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See detailWhich Factors Play a Role in Coco Issuance? Evidence from European Banks.
Wolff, Christian UL

Scientific Conference (2022, July 06)

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See detailNon-Standard Errors
Wolff, Christian UL

Presentation (2022, June 24)

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See detailWhich Factors Play a Role in Coco Issuance? Evidence from European Banks.
Wolff, Christian UL

Scientific Conference (2022, June 20)

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Wolff, Christian UL

Diverse speeches and writings (2022)

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See detailDividend Policy Decisions and Ownership Concentration: Evidence from Thai Public Companies
Wolff, Christian UL

in Review of Pacific Basin Financial Markets and Policies (2022)

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See detailGuest Editor, Journal of Risk and Financial Management
Wolff, Christian UL

Diverse speeches and writings (2022)

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See detailExecuting trades in style: Retail investors vs. institutions.
Wolff, Christian UL

in Asia-Pacific Journal of Accounting and Economics (2022), 29(2), 344-362

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See detailMember, Managing Board, European Banking Center Network
Wolff, Christian UL

Diverse speeches and writings (2022)

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See detailWhich Factors Play a Role in Coco Issuance? Evidence from European Banks.
Wolff, Christian UL

in Best Paper Award (2022)

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Wolff, Christian UL; Zhang, Lu UL; Holzmeister, Felix

E-print/Working paper (2021)

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See detailFinance Crowd Analysis Project (FINCAP)
Wolff, Christian UL; Zhang, Lu UL

Report (2021)

More than 100 research teams (RTs) from around the world tested the same set of hypotheses on the same data. They worked independently and wrote an academic paper based on their findings. These reports ... [more ▼]

More than 100 research teams (RTs) from around the world tested the same set of hypotheses on the same data. They worked independently and wrote an academic paper based on their findings. These reports were be evaluated by more than 30 distinguished academics whom we refer to as peer evaluators (PEs). Their feedback was be passed on to the RTs so that they can revise their papers. The project coordinators will study the #fincap results to learn about the scientific process. They have committed ex-ante to a meta-science analysis which was frozen before any instructions and data were given to the RTs and PEs. This frozen “pre-analysis plan” was uploaded to the Open Science Framework on Monday, 2021-01-11. The project will lead to a peer-reviewed academic publication at high level. [less ▲]

Detailed reference viewed: 124 (22 UL)
See detailWhich Factors Play a Role in Coco Issuance? Evidence from European Banks.
Wolff, Christian UL

E-print/Working paper (2021)

Detailed reference viewed: 93 (7 UL)
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See detailSpillovers to small business credit risk
Wolff, Christian UL

in Small Business Economics (2021), 57

Do large credit risk shocks spill over to small businesses and affect their real economic activity? Using information on small business credit risk, we find that small businesses show increased default ... [more ▼]

Do large credit risk shocks spill over to small businesses and affect their real economic activity? Using information on small business credit risk, we find that small businesses show increased default and bankruptcy rates following a shock to a customer industry. On an industry level, the shock to a customer industry is followed by a decrease in industry markups, disproportionate closure of firms, and cutbacks in inventories. Our analysis quantifies the elevated credit risk among small businesses and suggests a non-negligible 0.83% increase in expected losses on a diversified loan portfolio following a credit risk shock. This study provides banks and supervisors with greater clarity on timing and on the extent of elevated small business credit risk. It also allows them to assess the exposure of a bank portfolio to fluctuations in small business default rate. Such improved default prediction reduces credit rationing to the small business economy. [less ▲]

Detailed reference viewed: 118 (9 UL)
See detailMember, Managing Board, European Banking Center Network
Wolff, Christian UL

Diverse speeches and writings (2021)

Detailed reference viewed: 133 (1 UL)