Profil

WOLFF Christiaan

University of Luxembourg

Main Referenced Co-authors
LEHNERT, Thorsten  (9)
PISA, Magdalena  (6)
Jongen, Ron (5)
Bams, Dennis (4)
BEKKOUR, Lamia  (3)
Main Referenced Keywords
Colonial history (1); Commercial banking (1); Exchange rates (1); Expectations (1); Financial crisis (1);
Main Referenced Unit & Research Centers
Centre for Economic Policy research (CEPR) (1)
LSF (1)
Main Referenced Disciplines
Finance (151)
Education & instruction (2)
Theoretical & cognitive psychology (1)

Publications (total 155)

The most downloaded
504 downloads
Wolff, C., Lehnert, T., & Lin, Y. (2014). Skewness Risk Premium: Theory and Empirical Evidence. ORBilu-University of Luxembourg. https://orbilu.uni.lu/handle/10993/18515. https://hdl.handle.net/10993/18515

The most cited

80 citations (OpenCitations)

Wolff, C., Jongen, R., & Verschoor, W. (2008). Extreme U.S. Stock Market Fluctuations in the Wake of 9/11. Journal of Applied Econometrics, 23, 17-42. doi:10.1002/jae.973 https://hdl.handle.net/10993/9011

Wolff, C., Zhang, L., Holzmeister, F., & Stefanova, D. (In press). Non-Standard Errors. Journal of Finance.
Peer Reviewed verified by ORBi

Wolff, C. (19 April 2023). Non-Standard Errors [Paper presentation]. Chulalongkorn Business School Seminar, Bangkok, Thailand.

Wolff, C. (February 2023). Which Factors Play a Role in CoCo Issuance? Evidence from European Banks [Paper presentation]. Sustainable Finance and Green Fintech Conference, Abu Dhabi, United Arab Emirates.

Wolff, C. (January 2023). Non-Standard errors [Paper presentation]. Eurasia Business and Economics Society (EBES) Conference, Lisbon, Portugal.

Wolff, C. (2023). Member, Managing Board, European Banking Center Network.

Wolff, C. (2023). Guest Editor, Journal of Risk and Financial Management.

Wolff, C. (2023). What can inform us about the arrival of daily extreme stock market events? ORBilu-University of Luxembourg. https://orbilu.uni.lu/handle/10993/54335.

Wolff, C. (2023). Dividend Policy Decisions and Ownership Concentration: Evidence from Thai Public Companies. Review of Pacific Basin Financial Markets and Policies, 26 (1). doi:10.1142/S0219091523500066
Peer reviewed

Zhang, L., & Wolff, C. (2022). Is Bitcoin a better safe-haven asset for individual investors than Gold? – Evidence from sanctioned Russia. ORBilu-University of Luxembourg. https://orbilu.uni.lu/handle/10993/53023.

Wolff, C. (2022). Which Factors Play a Role in Coco Issuance? Evidence from European Banks. Journal of Derivatives, (Fall).
Peer Reviewed verified by ORBi

Wolff, C. (06 July 2022). Which Factors Play a Role in Coco Issuance? Evidence from European Banks [Paper presentation]. EBES Conference 2022, Istanbul, Turkey.

Wolff, C. (24 June 2022). Non-Standard Errors [Paper presentation]. Research Seminar, Faculty of Economics Universitas Negeri Jakarta, Indonesia, on-line, Jakarta, Indonesia.

Wolff, C. (20 June 2022). Which Factors Play a Role in Coco Issuance? Evidence from European Banks [Paper presentation]. Global Finance Conference 2022, Braga, Portugal.

Wolff, C. (2022). Executing trades in style: Retail investors vs. institutions. Asia-Pacific Journal of Accounting and Economics, 29 (2), 344-362. doi:10.1080/16081625.2020.1754256
Peer Reviewed verified by ORBi

Wolff, C. (2022). Best Paper Award: Runner-up for the Bates-White Prize for the Best Paper at the 2022 Annual Meeting.

Wolff, C. (2022). Member, Managing Board, European Banking Center Network.

Wolff, C. (2022). Guest Editor, Journal of Risk and Financial Management.

Wolff, C. (2022). Which Factors Play a Role in Coco Issuance? Evidence from European Banks.

Wolff, C. (2022). Best Paper Award.

Wolff, C., & Zhang, L. (2021). Finance Crowd Analysis Project (FINCAP).

Wolff, C. (2021). Which Factors Play a Role in Coco Issuance? Evidence from European Banks. ORBilu-University of Luxembourg. https://orbilu.uni.lu/handle/10993/46006.

Wolff, C. (2021). Guest Editor, Journal of Risk and Financial Management. Switzerland: MDPI AG.

Wolff, C. (2021). Associate Editor, Journal of Risk and Financial Management.

Wolff, C. (2021). Member, Managing Board, European Banking Center Network.

Wolff, C. (2021). Associate Editor, Pacific-Basin Finance Journal.

Wolff, C. (January 2021). Spillovers to small business credit risk. Small Business Economics, 57, 323–352. doi:10.1007/s11187-019-00308-9
Peer Reviewed verified by ORBi

Wolff, C. (February 2020). Local Organiser, European Shadow Financial Regulatory Committee Meeting [Paper presentation]. Meeting, European Shadow Financial Regulatory Committee, Luxembourg, Luxembourg.

Wolff, C. (2020). Member, Management Board, European Banking Center Network.

Wolff, C. (2020). Associate Editor, Journal of International Financial Markets, Institutions and Money.

Wolff, C. (2020). Associate Editor, Pacific Basin Finance Journal.

Wolff, C. (2020). Associate Editor, Journal of Risk and Financial Management. MDPI.

Wolff, C. (June 2019). Are Capital Requirements on Small Business Loans Flawed? Journal of Empirical Finance, 52, 255-274. doi:10.1016/j.jempfin.2019.05.001
Peer Reviewed verified by ORBi

Lin, Y., Lehnert, T., & Wolff, C. (May 2019). Skewness Risk Premium: Theory and Empirical Evidence. International Review of Financial Analysis, 63, 174-185. doi:10.1016/j.irfa.2019.04.002
Peer Reviewed verified by ORBi

Wolff, C. (April 2019). Research visit, Chulalongkorn University, Bangkok, Thailand [Paper presentation]. Research visit.

Wolff, C. (March 2019). Organiser, European Banking Center (EBC) Network Conference [Paper presentation]. European Banking Center (EBC) Network Conference on "Banking, Financial Regulation, and Financial Stability".

Wolff, C. (2019). Spillovers to small business credit risk. London, United Kingdom: Centre for Economic Policy Research (CEPR).

Wolff, C. (2019). Associate Editor, Banks and Bank Systems. Sumy, Ukraine: Business Perspectives.

Wolff, C. (2019). Are retail investors noise traders? VoxEU.

Wolff, C., Abed Masror Khah, S., & Vermaelen, T. (2019). The Determinants of CoCo Bond Prices. Journal of Derivatives. doi:10.3905/jod.2019.26.3.035
Peer reviewed

Wolff, C. (2019). Skewness Risk Premium: Theory and Empirical Evidence. International Review of Financial Analysis. doi:10.1016/j.irfa.2019.04.002
Peer reviewed

Wolff, C. (2019). Associate Editor, Journal of International Financial Markets, Institutions and Money.

Wolff, C. (2019). Associate Editor, Pacific Basin Finance Journal.

Wolff, C., & Ekkayokkaya, M. (2018). Executing Trades in Style: Retail Investors vs. Institutions. ORBilu-University of Luxembourg. https://orbilu.uni.lu/handle/10993/37023.

Wolff, C. (2018). Associate Editor, Journal of International Financial Markets, Institutions and Money.

Wolff, C. (2018). Associate editor, Pacific Basin Finance Journal.

Wolff, C. (2018). Associate Editor, Bank and Bank Systems.

Wolff, C., Bams, D., & Magdalena, P. (2018). Are Capital Requirements on Small Business Loans Flawed? ORBilu-University of Luxembourg. https://orbilu.uni.lu/handle/10993/37024.

Wolff, C., & Ekkayokkaya, M. (09 November 2017). Cross-border mergers and acquisitions: Evidence from the Indochina region. Finance Research Letters, 23, 253-256. doi:10.1016/j.frl.2017.06.009
Peer reviewed

Wolff, C., & Ekkayokkaya, M. (2017). Who Trade at Better Prices? (1). ORBilu-University of Luxembourg. https://orbilu.uni.lu/handle/10993/31495.

Wolff, C. (2017). Cross-border mergers and acquisitions: Evidence from Indochina. ORBilu-University of Luxembourg. https://orbilu.uni.lu/handle/10993/31488.

Wolff, C. (2017). Best Paper Award.

Wolff, C. (18 April 2017). Credit Risk Characteristics of Small Business Loan Portfolios [Paper presentation]. 2nd Islamic Finance , Banking & Ethics Global Conference, Kuala Lumpur, Malaysia.

Wolff, C. (25 January 2017). Credit Risk Characterististics of US Small Business Loan Portfolios [Paper presentation]. Research Seminar, Bangkok, Thailand.

Wolff, C. (2017). Associate Editor, Banks and Bank Systems.

Wolff, C. (2017). Associate Editor, Journal of International Financial Markets, Institutions and Money.

Wolff, C. (2017). Associate Editor, Pacific Basin Finance Journal.

Wolff, C. (27 June 2016). Credit Risk Charactereristics of US Small Business Loan Portfolios [Paper presentation]. Asian Finance Association Annual Conference, Bangkok, Thailand.

Wolff, C. (2016). Winner, Best AFFI 2016 Paper in banking and insurance.

Wolff, C., & Pisa, M. (2016). Finanzierungskonditionen für KMU verschlechtern sich. Börsen-Zeitung.

Wolff, C., & Pisa, M. (2016). Best Paper Prize, International Symposium on Business and Management, April 6-8, 2016.

Wolff, C., & Pisa, M. (2016). Credit risk characteristics of US small business portfolios [Paper presentation]. International Symposium on Business and Management.

Wolff, C. (2016). Associate Editor, Journal of International Financial Markets, Institutions and Money.

Wolff, C. (2016). Editor, Journal of Empirical Finance.

Wolff, C. (2016). Editor, Journal of Empirical Finance.

Wolff, C., & Pisa, M. (2016). Ripples of risk. VoxEU.

Wolff, C. (2015). Euro at Risk: The Impact of Member Countries' Credit Risk on the Stability of the Common Currency [Paper presentation]. ISBM Conference, Malaysia.

Wolff, C. (2015). Euro at Risk: The Impact of Member Countries' Credit Risk on the Stability of the Common Currency [Paper presentation]. GMAC Conference.

Wolff, C. (2015). Euro at Risk: The Impact of Member Countries' Credit Risk on the Stability of the Common Currency [Paper presentation]. IJAS Conference, Nanyang Technological University, Singapore.

Wolff, C. (2015). Editor, Journal of Empirical Finance. Amsterdam, Netherlands: Elsevier.

Wolff, C. (2015). Associate Editor, Journal of International Financial Markets, Institutions & Money.

Wolff, C. (2015). Best Paper Prize, Eurasia Business and Economics Society (EBES).

Wolff, C. (2015). Modeling Credit Risk in a US Small Business Portfolio [Paper presentation]. APCBSS Conference.

Wolff, C. (2015). Co-Organiser, Journal of Empirical Finance, European Sovereign Debt Crisis Conference.

Wolff, C. (Other coll.). (2015). Co-Organiser, Luxembourg Asset Management Summit.

Wolff, C. (2015). Luxembourg's global financial and incorporation center [Paper presentation]. UN Green Climate Fund, Songdo, South Korea.

Wolff, C. (2015). Credit risk characteristics of US small business portfolios [Paper presentation]. Financial Managment Association (FMA) conference, Tokyo, Japan.

Wolff, C. (2015). Credit risk characteristics of US small business portfolios [Paper presentation]. Financial Management Association (FMA) meeting.

Wolff, C. (2015). The global crisis beyond banks’ balance sheets. VoxEU.

Wolff, C. (2015). Basel regulation: friend or foe of small business lending. VoxEU.

Bekkour, L., Jin, X., Lehnert, T., Rasmouki, F., & Wolff, C. (2015). Euro at Risk: The Impact of Member Countries' Credit Risk on the Stability of the Common Currency. Journal of Empirical Finance, 33, 67-83. doi:10.1016/j.jempfin.2015.06.004
Peer Reviewed verified by ORBi

Wolff, C. (2015). Credit risk characteristics of US small business portfolios. (CEPR Working Paper 10889). ORBilu-University of Luxembourg. https://orbilu.uni.lu/handle/10993/23057.

Wolff, C. (2015). The determinants of CoCo bond prices. (CEPR Working Paper 10996). ORBilu-University of Luxembourg. https://orbilu.uni.lu/handle/10993/23059.

Wolff, C. (2015). Does the CAMEL bank rating system follow a pro-cyclical pattern? (CEPR Working Paper 10965). ORBilu-University of Luxembourg. https://orbilu.uni.lu/handle/10993/23058.

Greiff, S., Stadler, M., Sonnleitner, P., Wolff, C., & Martin, R. (2015). Sometimes less is more. Comparing the validity of complex problem solving measures. Intelligence, 50, 100-113. doi:10.1016/j.intell.2015.02.007
Peer reviewed

Rasmouki, F., Bekkour, L., Lehnert, T., Jin, X., & Wolff, C. (June 2014). Euro_At_Risk [Paper presentation]. International Risk Management Conference.

Bams, D., Pisa, M., & Wolff, C. (2014). Ripple Effects from Industry Defaults. ORBilu-University of Luxembourg. https://orbilu.uni.lu/handle/10993/18897.

Wolff, C., & Papanikolaou, N. (2014). The Role of Off-Balance Sheet Leverage in the Late 2000s Crisis. Journal of Financial Stability. doi:10.1016/j.jfs.2013.12.003
Peer reviewed

Wolff, C., & Papanikolaou. (2014). Financial stability, bank risk, and regulation in the light of crisis. Journal of Financial Stability. doi:10.1016/j.jfs.2014.08.008
Peer reviewed

Wolff, C., Lehnert, T., & Lin, Y. (2014). Skewness Risk Premium: Theory and Empirical Evidence. ORBilu-University of Luxembourg. https://orbilu.uni.lu/handle/10993/18515.

Wolff, C., Vermaelen, T., & Pennacchi, G. (2014). Contingent Capital: The Case of COERCs. Journal of Financial and Quantitative Analysis. doi:10.1017/S0022109014000398
Peer Reviewed verified by ORBi

Wolff, C. (Other coll.). (2014). Best Paper Prize, Eurasia Business and Economics Society (EBES).

Wolff, C. (2014). Associate Editor, Journal of International Financial Markets, Institutions & Money.

Wolff, C. (Other coll.). (2014). Editor, Journal of Empirical Finance.

Wolff, C. (2014). The role of on- and off-balance-sheet leverage of banks in the late 2000s crisis [Paper presentation]. Financial Management Association (FMA) conference.

Wolff, C. (2014). Contingent Capital: The Case of COERCs [Paper presentation]. EBES Conference.

Wolff, C. (2014). The role of on- and off-balance-sheet leverage of banks in the late 2000s crisis [Paper presentation]. International Atlantic Economic Society conference.

Wolff, C. (2014). Contingent Capital: The Case of COERCs [Paper presentation]. Indonesian Financial Management Association (IFMA).

Wolff, C. (2014). Contingent Capital: The Case of COERCs [Paper presentation]. International Atlantic Economic Society.

Wolff, C. (2013). International Financial Management Association Best Paper Prize.

Wolff, C. (2013). National Stock Exchange (NSE) of India Best Paper Prize.

Wolff, C., Müller, J., Kretzschmar, A., & Greiff, S. (April 2013). Beyond Reasoning? Searching for the Construct of Complex Problem Solving [Paper presentation]. 5th Szeged Workshop on Educational Evaluation, Szeged, Hungary.

Kretzschmar, A., Müller, J., Wolff, C., & Greiff, S. (April 2013). Complex Problem Solving within the Lifelong Learning Project [Paper presentation]. 5th Szeged Workshop on Educational Evaluation, Szeged, Hungary.

Wolff, C. (2013). Contingent Capital: The Case of COERCs [Paper presentation]. CREDIT Conference, Venice, Italy.

Lehnert, T., Wolff, C., & Lin, Y. (2013). Skewness Risk Premium: Theory and Empirical Evidence. ORBilu-University of Luxembourg. https://orbilu.uni.lu/handle/10993/14681.

Wolff, C. (2013). Contingent Capital: The Case of COERCs [Paper presentation]. Corporate Finance Conference, Indian School of Business.

Wolff, C. (2013). Contingent Capital: The Case of COERCs [Paper presentation]. Australasian Finance and Banking Conference.

Wolff, C. (2013). Contingent Capital: The Case of COERCs [Paper presentation]. Financial Management Association, Shanghai, China.

Wolff, C. (2013). Contingent Capital: The Case of COERCs [Paper presentation]. Financial Management Association, Luxembourg.

Wolff, C. (2013). Contingent Capital: The Case of COERCs [Paper presentation]. RMI Risk Management Conference, Singapore.

Wolff, C. (Other coll.). (2013). Editor, Journal of Empirical Finance.

Wolff, C. (2013). Associate Editor, Journal of International Financial Markets, Institutions & Money.

Wolff, C. (2013). Leverage and risk in U.S. commercial banking in the light of the current financial crisis [Paper presentation]. Australian Finance and Banking Conference.

Wolff, C. (2013). Ripple Effects from Industry Defaults [Paper presentation]. Risk Management Conference.

Wolff, C. (2013). Contingent Capital: The Case of COERCs [Paper presentation]. The Econometric Society meeting.

Wolff, C. (2013). Leverage and risk in U.S. commercial banking in the light of the current financial crisis [Paper presentation]. CREDIT conference.

Wolff, C. (2013). Contingent Capital: The Case of COERCs [Paper presentation]. IFMA.

Wolff, C. (2013). Euro at Risk: The Impact of Member Countries' Credit Risk on the Stability of the Common Currency [Paper presentation]. Financial Management Association (FMA) meeting.

Wolff, C. (2013). Leverage and risk in U.S. commercial banking in the light of the current financial crisis [Paper presentation]. Financial Management Association (FMA) conference.

Wolff, C. (2013). Contingent Capital: The Case of COERCs [Paper presentation]. Journal of Banking and Finance conference.

Wolff, C. (2013). Contingent Capital: The Case of COERCs [Paper presentation]. Latin American Meeting of the Econometric Society.

Wolff, C., Stefan, T. M. S., & Roald, J. V. B. (2013). Are capital controls in the foreign exchange ? Journal of International Money and Finance, 35, 36–53. doi:10.1016/j.jimonfin.2013.01.005
Peer Reviewed verified by ORBi

Wolff, C. (2012). Ein Weltklasse-Professor an der UniLu - R. Mehra, Luxemburger Wort. Luxemburger Wort.

Wolff, C. (2012). Contingent Capital The Case of COERCS [Paper presentation]. Hong Kong Economic Association Biannual Conference, Hong Kong SAR China.

Wolff, C. (2012). Contingent Capital The Case of COERCS [Paper presentation]. European Financial Management Association, Barcelona, Spain.

Wolff, C. (2012). Contingent Capital The Case of COERCS [Paper presentation]. GEBF Conference, Hong Kong SAR China.

Wolff, C. (2012). Contingent Capital The Case of COERCS [Paper presentation]. European Finance Association, Copenhagen, Denmark.

Wolff, C. (2012). Financial Management Association , Contingent Capital The Case of COERCS [Paper presentation]. Istanbul.

Pisa, M., Wolff, C., & Bams, D. (2012). Modeling default correlation in a US retail loan portfolio. ORBilu-University of Luxembourg. https://orbilu.uni.lu/handle/10993/9527.

Wolff, C. (2012). Editor, Journal of Empirical Finance [Paper presentation]. Special issue introduction.

Wolff, C. (2012). Contingent Capital The Case of COERCS [Paper presentation]. CAFS Symposium.

Wolff, C. (Other coll.). (2012). Associate Editor, Journal of International Financial Markets, Institutions & Money.

Wolff, C. (2012). Editor, Journal of Empirical Finance.

Wolff, C. (Other coll.). (2012). GARP Risk Management Research Award.

Wolff, C. (2012). Leverage and risk in U.S. commercial banking in the light of the current financial crisis [Paper presentation]. Hong Kong Economic Association annual meeting, Hong Kong SAR China.

Wolff, C. (2012). Modeling Credit Risk in a US Small Business Portfolio [Paper presentation]. Risk Managment Conference.

Wolff, C. (2012). Contingent Capital: The Case of COERCs [Paper presentation]. American Finance Association meeting, San Diego, United States.

Wolff, C. (2012). Leverage and risk in U.S. commercial banking in the light of the current financial crisis [Paper presentation]. Financial Management Association (FMA) conference.

Wolff, C. (2012). Contingent Capital: The Case of COERCs [Paper presentation]. European Financial Management Association conference.

Wolff, C. (2012). Contingent Capital: The Case of COERCs [Paper presentation]. European Finance Association meeting.

Bekkour, L., Jin, X., Lehnert, T., Rasmouki, F., & Wolff, C. (2012). Euro at Risk: The Impact of Member Countries Credit Risk on the Stability of the Common Currency. ORBilu-University of Luxembourg. https://orbilu.uni.lu/handle/10993/5803.

Wolff, C., Jongen, R., Verschoor, W., & Zwinkels, R. (2012). Explaining dispersion in foreign exchange expectations:A heterogeneous agent approach. Journal of Economic Dynamics and Control, 1, 719-735. doi:10.1016/j.jedc.2012.01.005
Peer Reviewed verified by ORBi

Wolff, C. (2012). Journal of International Financial Markets, Institutions and Money. Journal of International Financial Markets, Institutions and Money.

Wolff, C., Jongen, R., & Verschoor, W. (2011). Time-Variation in Term Premia: International Survey-Based Evidence. Journal of International Money and Finance. doi:10.1016/j.jimonfin.2011.02.002
Peer Reviewed verified by ORBi

Papanikolaou, N., & Wolff, C. (2010). Leverage and Risk in US Commercial Banking in the Light of the Current Financial Crisis. ORBilu-University of Luxembourg. https://orbilu.uni.lu/handle/10993/8765.

Wolff, C., Vermaelen, T., & Pennacchi, G. (2010). Contingent Capital: The Case for COERCs. ORBilu-University of Luxembourg. https://orbilu.uni.lu/handle/10993/9641.

Wolff, C. (2010). Leverage and risk in U.S. commercial banking in the light of the current financial crisis [Paper presentation]. Risk Management Conference.

Lehnert, T., Wolff, C., & Versluis, C. (2009). A Cumulative Prospect Theory Approach to Option Pricing. ORBilu-University of Luxembourg. https://orbilu.uni.lu/handle/10993/9645.

Wolff, C., Bams, D., & Lehnert, T. (2009). Loss Functions in Option Valuation: A Framework for Model Selection. Management Science, 55 (5), 853-862. doi:10.1287/mnsc.1080.0976
Peer reviewed

Wolff, C., Jongen, R., & F.C. Verschoor, W. (2009). Time-Variation in Term Permia: International Survey-Based Evidence. ORBilu-University of Luxembourg. https://orbilu.uni.lu/handle/10993/9607.

Wolff, C., Jongen, R., Willem F.C., V., & C.J.Zwinkels, R. (2009). Dispersion of Beliefs in the Foreign Exchange Market. ORBilu-University of Luxembourg. https://orbilu.uni.lu/handle/10993/9606.

Wolff, C., & Vermaelen, T. (2009). Beating the Market with Buybacks. Kolb Series in Finance.

Wolff, C., Jongen, R., & Verschoor, W. (2008). Foreign Exchange Rate Expectations: Survey and Synthesis. Journal of Economic Surveys, 22, 140-165. doi:10.1111/j.1467-6419.2007.00523.x
Peer reviewed

Wolff, C., Straetmans, S. T. M., & Versteeg, R. J. (2008). Are Capital Controls in the Foreign Exchange Market Effective? ORBilu-University of Luxembourg. https://orbilu.uni.lu/handle/10993/9695.

Lehnert, T., Wolff, C., & Bams, D. (2008). Loss Functions in Option Valuation: A Framework for Selection. ORBilu-University of Luxembourg. https://orbilu.uni.lu/handle/10993/9694.

Wolff, C., Jongen, R., & Verschoor, W. (2008). Extreme U.S. Stock Market Fluctuations in the Wake of 9/11. Journal of Applied Econometrics, 23, 17-42. doi:10.1002/jae.973
Peer reviewed

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