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Publications

by members of

Chulalongkorn University → Chulalongkorn Business School → Department of Banking and Finance

These are publications listed in RePEc written by members of the above institution who are registered with the RePEc Author Service. Thus this compiles the works all those currently affiliated with this institution, not those affilated at the time of publication. List of registered members. Register yourself. Citation analysis. This page is updated in the first days of each month.
| Working papers | Journal articles |

Working papers

2026

  1. Athiphat Muthitacharoen & Archawa Paweenawat & Krislert Samphantharak & Chanont Banternghansa, 2026, "Gaming the Threshold: Size-Dependent Tax Policy and Domestic Profit Shifting," PIER Discussion Papers, Puey Ungphakorn Institute for Economic Research, number 248, Apr.

2025

  1. Athiphat Muthitacharoen & Archawa Paweenawat & Krislert Samphantharak, 2025, "The Double-Edged Sword: Unintended Consequences of Small and Medium-Sized Enterprise Promotion Policy," ADB Economics Working Paper Series, Asian Development Bank, number 778, May.
  2. Ekkayokkaya, Manapol & Ploenchitt, Pisploen & Wolff, Christian, 2025, "Diversification Strategies and Investment Opportunities in the International Banking Industry," CEPR Discussion Papers, Centre for Economic Policy Research, number 19961, Feb.

2024

  1. Natt Hongdilokkul & Archawa Paweenawat & Krislert Samphantharak & Suparit Suwanik, 2024, "Disrupting Illegal Markets: Evidence from a Lottery Intervention," PIER Discussion Papers, Puey Ungphakorn Institute for Economic Research, number 218, Mar, revised Sep 2026.

2022

  1. Archawa Paweenawat, 2022, "Relative Performance Contracts versus Group Contracts with Hidden Savings," PIER Discussion Papers, Puey Ungphakorn Institute for Economic Research, number 176, Mar.
  2. Zhang, Lu & Wolff, Christian, 2022, "Is Bitcoin a better safe-haven asset for individual investors than Gold? – Evidence from sanctioned Russia," CEPR Discussion Papers, Centre for Economic Policy Research, number 17745, Dec.

2021

  1. Athiphat Muthitacharoen & Archawa Paweenawat & Krislert Samphantharak, 2021, "The Double-Edged Sword: Unintended Consequences of SME Promotion Policy," PIER Discussion Papers, Puey Ungphakorn Institute for Economic Research, number 148, Feb, revised Dec 2024.
  2. Archawa Paweenawat & Narapong Srivisal, 2021, "Macro-Scaled Microcredit and Constraints on Household Business Development: Evidence from Northern Thailand," PIER Discussion Papers, Puey Ungphakorn Institute for Economic Research, number 163, Sep.
  3. Wolff, Christian & Menkveld, Albert J. & Dreber, Anna & Holzmeister, Felix & Huber, Juergen & Johannesson, Magnus & Kirchler, Michael & Neusüess, Sebastian & Razen, Michael & Weitzel, Utz, 2021, "Non-Standard Errors," CEPR Discussion Papers, Centre for Economic Policy Research, number 16751, Nov.
    • Albert J. Menkveld & Anna Dreber & Felix Holzmeister & Juergen Huber & Magnus Johannesson & Michael Kirchler & Sebastian Neusüß & Michael Razen & Utz Weitzel & David Abad‐Díaz & Menachem (Meni) Abudy , 2024, "Nonstandard Errors," Journal of Finance, American Finance Association, volume 79, issue 3, pages 2339-2390, June, DOI: 10.1111/jofi.13337.
    • Menkveld, Albert J. & Dreber, Anna & Holzmeister, Felix & Huber, Juergen & Johannesson, Magnus & Hasse, Jean-Baptiste & e.a.,, 2023, "Non-Standard Errors," LIDAM Reprints LFIN, Université catholique de Louvain, Louvain Finance (LFIN), number 2023002, Jan.
    • Utz Weitzel & Michael Razen & Sebastian Neussüs & Michael Kirchler & Magnus Johannesson & Juergen Huber & Felix Holzmeister & Anna Dreber & Albert J. Menkveld & Javier Gil-Bazo, 2021, "Non-Standard Errors," Working Papers, Barcelona School of Economics, number 1303, Dec.
    • Gerardo Ferrara & Simon Jurkatis, 2021, "Non-standard errors," Bank of England Staff Working Paper series, Bank of England, number 955, Dec.
    • Menkveld, A. & Dreber, A. & Holzmeister, F. & Huber, J. & Johannesson, M. & Kirchler, M. & Neusüss, S. & Razen, M. & Neusüss, S. & Neusüss, S., 2021, "Non-Standard Errors," Cambridge Working Papers in Economics, Faculty of Economics, University of Cambridge, number 2182, Nov.
    • Albert J. et al. Menkveld, 2021, "Non-Standard Errors," CESifo Working Paper Series, CESifo, number 9453.
    • Francesco Franzoni & Roxana Mihet & Markus Leippold & Per Ostberg & Olivier Scaillet & Norman Schürhoff & Oksana Bashchenko & Nicola Mano & Michele Pelli, 2022, "Non-Standard Errors," Swiss Finance Institute Research Paper Series, Swiss Finance Institute, number 22-09, Jan.
    • Menkveld, Albert J. & Dreber, Anna & Holzmeister, Felix & Huber, Juergen & Johannesson, Magnus & Kirchler, Michael & Neusüß, Sebastian & Razen, Michael & Weitzel, Utz & Abad-Díaz, David & Abudy, Menac, 2024, "Nonstandard errors," LSE Research Online Documents on Economics, London School of Economics and Political Science, LSE Library, number 123002, Jun.
    • Albert Menkveld & Anna Dreber & Felix Holzmeister & Juergen Huber & Magnus Johannesson & Michael Kirchler & Sebastian Neusüß & Michael Razen & Utz Weitzel & David Abad-Díaz & Tobias Adrian & Yacine Ai, 2024, "Nonstandard Errors," Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers), HAL, number hal-05077550, Apr, DOI: 10.1111/jofi.13337.
    • Albert J Menkveld & Anna Dreber & Felix Holzmeister & Juergen Huber & Magnus Johannesson & Michael Kirchler & Sebastian Neusüss & Michael Razen & Utz Weitzel & Gunther Capelle-Blancard & David Abad-Dí, 2021, "Non-Standard Errors," Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers), HAL, number halshs-03500882, Nov.
    • Albert Menkveld & Anna Dreber & Felix Holzmeister & Juergen Huber & Magnus Johannesson & Michael Kirchler & Sebastian Neusüß & Michael Razen & Utz Weitzel & David Abad-Díaz & Tobias Adrian & Yacine Ai, 2024, "Nonstandard Errors," Post-Print, HAL, number hal-04676112, Apr, DOI: 10.1111/jofi.13337.
    • Albert Menkveld & Anna Dreber & Felix Holzmeister & Juergen Huber & Magnus Johannesson & Michael Kirchler & Sebastian Neusüß & Michael Razen & Utz Weitzel & David Abad-Díaz & Tobias Adrian & Yacine Ai, 2024, "Nonstandard Errors," Post-Print, HAL, number hal-05077550, Apr, DOI: 10.1111/jofi.13337.
    • Albert J Menkveld & Anna Dreber & Felix Holzmeister & Juergen Huber & Magnus Johannesson & Michael Kirchler & Sebastian Neusüss & Michael Razen & Utz Weitzel & Gunther Capelle-Blancard & David Abad-Dí, 2021, "Non-Standard Errors," Post-Print, HAL, number halshs-03500882, Nov.
    • Menkveld, Albert J. & Dreber, Anna & Holzmeister, Felix & Huber, Juergen & Johannesson, Magnus & Kirchler, Michael & Neusüss, Sebastian & Razen, Michael & Weitzel, Utz & Abad-Díaz, David & Abudy, Mena, 2021, "Non-Standard Errors," Working Papers, Lund University, Department of Economics, number 2021:17, Nov.
    • Albert J. Menkveld & Anna Dreber & Felix Holzmeister & Jürgen Huber & Magnus Johannesson & Michael Kirchler & Sebastian Neusüss & Michael Razen & Utz Weitzel & David Abad-Dí­az & Menachem Abudy & Tobi, 2021, "Non-Standard Errors," Working Papers, Faculty of Economics and Statistics, Universität Innsbruck, number 2021-31.
    • Albert J. Menkveld & Anna Dreber & Félix Holzmeister & Juergen Huber & Magnus Johannesson & Michael Kirchler & Sebastian Neusüss & Michael Razen & Utz Weitzel & Gunther Capelle-Blancard, 2021, "Non-Standard Errors," Documents de travail du Centre d'Economie de la Sorbonne, Université Panthéon-Sorbonne (Paris 1), Centre d'Economie de la Sorbonne, number 21033, Nov.
    • Albert J. Menkveld & Anna Dreber & Felix Holzmeister & Juergen Huber & Magnus Johannesson & Michael Kirchler & Sebastian Neus ss & Michael Razen & Utz Weitzel & Edwin Baidoo & Michael Fr mmel & et al, 2021, "Non-Standard Errors," Working Papers of Faculty of Economics and Business Administration, Ghent University, Belgium, Ghent University, Faculty of Economics and Business Administration, number 21/1032, Nov.
    • Menkveld, Albert J. & Dreber, Anna & Declerck, Fany & Moinas, Sophie, 2023, "Non-Standard Errors," TSE Working Papers, Toulouse School of Economics (TSE), number 23-1451, Jun.
    • Albert J. Menkveld & Anna Dreber & Felix Holzmeister & Juergen Huber & Magnus Johannesson & Michael Kirchler & Sebastian Neussüs & Michael Razen & Utz Weitzel & Christian T. Brownlees & Javier Gil-Baz, 2021, "Non-standard errors," Economics Working Papers, Department of Economics and Business, Universitat Pompeu Fabra, number 1807, Dec.
    • Menkveld, Albert J. & Dreber, Anna & Holzmeister, Felix & Huber, Jürgen & Johannesson, Magnus & Kirchler, Michael & Neusüss, Sebastian & Razen, Michael & Weitzel, Utz, 2021, "Non-standard errors," IWH Discussion Papers, Halle Institute for Economic Research (IWH), number 11/2021.
    • Menkveld, Albert J. & Dreber, Anna & Holzmeister, Felix & Huber, Jürgen & Johannesson, Magnus & Kirchler, Michael & Neusüss, Sebastian & Razen, Michael & Weitzel, Utz, 2021, "Non-standard errors," SAFE Working Paper Series, Leibniz Institute for Financial Research SAFE, number 327, DOI: 10.2139/ssrn.3961574.

2020

  1. Tosapol Apaitan & Chanont Banternghansa & Archawa Paweenawat & Krislert Samphantharak, 2020, "Common Ownership, Domestic Competition, and Export: Evidence from Thailand," PIER Discussion Papers, Puey Ungphakorn Institute for Economic Research, number 140, Jun.
  2. Natthawat Jamprasert & Pornpitchaya Kuwalairat & Narapong Srivisal & Jananya Sthienchoak, 2020, "ESG and Creditworthiness: Two Contrary Evidence from Major Asian Markets," PIER Discussion Papers, Puey Ungphakorn Institute for Economic Research, number 129, Mar.
  3. Kanis Saengchote & Jananya Sthienchoak, 2020, "Mutual Fund Participation in IPOs: Thai Evidence," PIER Discussion Papers, Puey Ungphakorn Institute for Economic Research, number 131, Apr.

2019

  1. Archawa Paweenawat & Robert Townsend, 2019, "The Impact of Regional Isolationism: Disentangling Real and Financial Factors," PIER Discussion Papers, Puey Ungphakorn Institute for Economic Research, number 109, May.
  2. Chanont Banternghansa & Archawa Paweenawat & Krislert Samphantharak, 2019, "Understanding Corporate Thailand I: Finance," PIER Discussion Papers, Puey Ungphakorn Institute for Economic Research, number 112, Aug.
  3. Wolff, Christian & Connelly, J. Thomas, 2019, "Dividend Policy Decisions and Ownership Concentration: Evidence from Thai Public Companies," CEPR Discussion Papers, Centre for Economic Policy Research, number 13854, Jul.

2018

  1. Jitmaneeroj, Boonlert & Lamla, Michael J & Wood, Andrew, 2018, "The Implications of Central Bank Transparency for Uncertainty and Disagreement," Essex Finance Centre Working Papers, University of Essex, Essex Business School, number 23347, Oct.

2017

  1. Archawa Paweenawat & Thitima Chucherd & Nakarin Amarase, 2017, "Uncovering Productivity Puzzles in Thailand: Lessons from Microdata," PIER Discussion Papers, Puey Ungphakorn Institute for Economic Research, number 73, Oct.
  2. Wolff, Christian & Ekkayokkaya, Manapol & Foojinphan, Pimnipa, 2017, "Cross-Border Mergers and Acquisitions: Evidence from the Indochina Region," CEPR Discussion Papers, Centre for Economic Policy Research, number 12078, Jun.
  3. Wolff, Christian, 2017, "Trading in style: Retail investors vs. institutions," CEPR Discussion Papers, Centre for Economic Policy Research, number 12462, Nov.

2015

  1. Wolff, Christian & Bams, Dennis & Pisa, Magdalena, 2015, "Credit risk characteristics of US small business portfolios," CEPR Discussion Papers, Centre for Economic Policy Research, number 10889, Oct.
  2. Wolff, Christian & Papanikolaou, Nikolaos I., 2015, "Leverage and risk in US commercial banking in the light of the current financial crisis," CEPR Discussion Papers, Centre for Economic Policy Research, number 10890, Oct.
  3. Wolff, Christian & Bams, Dennis & Pisa, Magdalena, 2015, "Ripple effects from industry defaults," CEPR Discussion Papers, Centre for Economic Policy Research, number 10891, Oct.
  4. Wolff, Christian & Papanikolaou, Nikolaos I., 2015, "Does the CAMEL bank ratings system follow a procyclical pattern?," CEPR Discussion Papers, Centre for Economic Policy Research, number 10965, Nov.
  5. Wolff, Christian & Masror Khah, Sara Abed, 2015, "The Determinants of CoCo Bond Prices," CEPR Discussion Papers, Centre for Economic Policy Research, number 10996, Dec.

2013

  1. Wolff, Christian & Lehnert, Thorsten & Lin, Yuehao, 2013, "Skewness Risk Premium: Theory and Empirical Evidence," CEPR Discussion Papers, Centre for Economic Policy Research, number 9349, Feb.
  2. Christian C.P. Wolff, & Nikolaos I. Papanikolaou, 2013, "The role of on- and off-balance-sheet leverage of banks in the late 2000s crisis," LSF Research Working Paper Series, Luxembourg School of Finance, University of Luxembourg, number 13-13.

2012

  1. Wolff, Christian & Bams, Dennis & Pisa, Magdalena, 2012, "Modeling default correlation in a US retail loan portfolio," CEPR Discussion Papers, Centre for Economic Policy Research, number 9205, Nov.
  2. Wolff, Christian & Lehnert, Thorsten & Jin, Xisong & Bekkour, Lamia & Rasmouki, Fanou, 2012, "Euro at Risk: The Impact of Member Countries? Credit Risk on the Stability of the Common Currency," CEPR Discussion Papers, Centre for Economic Policy Research, number 9229, Nov.
  3. Magdalena Pisa & Dennis Bams & Christian Wolff, 2012, "Modeling default correlation in a US retail loan portfolio," DEM Discussion Paper Series, Department of Economics at the University of Luxembourg, number 12-19.
  4. Thorsten Lehnert & Lamia Bekkour & Xisong Jin & Fanou Rasmouki & Christian Wolff, 2012, "Euro at Risk: The Impact of Member Countries Credit Risk on the Stability of the Common Currency," DEM Discussion Paper Series, Department of Economics at the University of Luxembourg, number 12-4.

2010

  1. Wolff, Christian & Pennacch, George G., 2010, "Contingent Capital: The Case for COERCs," CEPR Discussion Papers, Centre for Economic Policy Research, number 8028, Sep.

2009

  1. Christian Wolff & Ron Jongen & Willem F.C. Verschoor, 2009, "Time-Variation in Term Permia: International Survey-Based Evidence," LSF Research Working Paper Series, Luxembourg School of Finance, University of Luxembourg, number 09-02.
  2. Christian Wolff & Thorsten Lehnert & Cokki Versluis, 2009, "A Cumulative Prospect Theory Approach to Option Pricing," LSF Research Working Paper Series, Luxembourg School of Finance, University of Luxembourg, number 09-03.

2008

  1. Wolff, Christian & Straetmans, Stefan & Versteeg, Roald, 2008, "Are Capital Controls in the Foreign Exchange Market Effective?," CEPR Discussion Papers, Centre for Economic Policy Research, number 6727, Feb.
  2. Wolff, Christian & Verschoor, Willem F C & Jongen, Ron & Zwinkels, Remco C.J., 2008, "Dispersion of Beliefs in the Foreign Exchange Market," CEPR Discussion Papers, Centre for Economic Policy Research, number 6738, Mar.
  3. Christian Wolff & Dennis Bams & Thorsten Lehnert, 2008, "Loss Functions in Option Valuation: A Framework for Selection," LSF Research Working Paper Series, Luxembourg School of Finance, University of Luxembourg, number 08-11.

2005

  1. Wolff, Christian & van Tol, Michel R, 2005, "Forecasting the Spot Exchange Rate with the Term Structure of Forward Premia: Multivariate Threshold Cointegration," CEPR Discussion Papers, Centre for Economic Policy Research, number 4958, Mar.
  2. Wolff, Christian & Verschoor, Willem F C & Jongen, Ron, 2005, "Time Variation in Term Premia: International Evidence," CEPR Discussion Papers, Centre for Economic Policy Research, number 4959, Mar.
  3. Wolff, Christian & Bams, Dennis & Lehnert, Thorsten, 2005, "Loss Functions in Option Valuation: A Framework for Model Selection," CEPR Discussion Papers, Centre for Economic Policy Research, number 4960, Mar.

2003

  1. Wolff, Christian & Bams, Dennis & Walkowiak, Kim, 2003, "More Evidence on the Dollar Risk Premium in the Foreign Exchange Market," CEPR Discussion Papers, Centre for Economic Policy Research, number 3726, Jan.

2002

  1. Wolff, Christian & Bams, Dennis & Lehnert, Thorsten, 2002, "An Evaluation Framework for Alternative VaR Models," CEPR Discussion Papers, Centre for Economic Policy Research, number 3403, Jun.

2001

  1. Wolff, Christian & Lehnert, Thorsten, 2001, "Modelling Scale-Consistent VaR with the Truncated Lévy Flight," CEPR Discussion Papers, Centre for Economic Policy Research, number 2711, Feb.

2000

  1. Wolff, Christian & Bams, Dennis, 2000, "Risk Premia In The Term Structure Of Interest Rates: A Panel Data Approach," CEPR Discussion Papers, Centre for Economic Policy Research, number 2392, Feb.

1998

  1. Harald A. Benink & Christian C. P. Wolff, 1998, "Survey data and the interest rate sensitivity of U.S. bank stock returns," Proceedings, Federal Reserve Bank of Chicago, number 604.

1991

  1. Nijman, T.E. & Palm, F.C. & Wolff, C.C.P., 1991, "Premia in Forward Foreign Exchange as Unobserved Components," Papers, Tilburg - Center for Economic Research, number 9112.

1990

  1. Fred G M C Nieuwland & Willem F C Verschoor & Christian C P Wolff, 1990, "EMS Exchange Rates," CEPR Financial Market Papers, Centre for Economic Policy Research, number 0002, Sep.

1987

  1. Wolff, Christian, 1987, "Forward Exchange Rates and Expected Future Spot Rates," CEPR Discussion Papers, Centre for Economic Policy Research, number 187, May.
  2. Wolff, Christian, 1987, "Exchange Rates, Innovations and Forecasting," CEPR Discussion Papers, Centre for Economic Policy Research, number 188, May.
  3. Wolff, Christian, 1987, "Forward Foreign Exchange Rates, Expected Spot Rates, and Premia: A Signal-Extraction Approach," CEPR Discussion Papers, Centre for Economic Policy Research, number 189, May.

Journal articles

2026

  1. Boonlert Jitmaneeroj, 2026, "Exploring the Interactions and Impacts of Sustainability Policies in OECD and EU Economies," Sustainable Development, John Wiley & Sons, Ltd., volume 34, issue S1, pages 104-126, January, DOI: 10.1002/sd.70166.

2025

  1. Archawa Paweenawat & Narapong Srivisal, 2025, "Macroscale Microcredit and Constraints on Household Business Development: Evidence from Northern Thailand," Asian Development Review (ADR), World Scientific Publishing Co. Pte. Ltd., volume 42, issue 03, pages 175-199, September, DOI: 10.1142/S0116110525500222.
  2. Ekkayokkaya, Manapol & Ploenchitt, Pisploen & Wolff, Christian C.P., 2025, "Diversification strategies and investment opportunities in the international banking industry," Journal of International Money and Finance, Elsevier, volume 159, issue C, DOI: 10.1016/j.jimonfin.2025.103418.

2024

  1. Boonlert Jitmaneeroj, 2024, "Value relevance of multifaceted corporate social performance: how do country-specific factors matter?," Humanities and Social Sciences Communications, Palgrave Macmillan, volume 11, issue 1, pages 1-20, December, DOI: 10.1057/s41599-024-02615-3.
  2. Albert J. Menkveld & Anna Dreber & Felix Holzmeister & Juergen Huber & Magnus Johannesson & Michael Kirchler & Sebastian Neusüß & Michael Razen & Utz Weitzel & David Abad‐Díaz & Menachem (Meni) Abudy , 2024, "Nonstandard Errors," Journal of Finance, American Finance Association, volume 79, issue 3, pages 2339-2390, June, DOI: 10.1111/jofi.13337.
    • Menkveld, Albert J. & Dreber, Anna & Holzmeister, Felix & Huber, Juergen & Johannesson, Magnus & Hasse, Jean-Baptiste & e.a.,, 2023, "Non-Standard Errors," LIDAM Reprints LFIN, Université catholique de Louvain, Louvain Finance (LFIN), number 2023002, Jan.
    • Utz Weitzel & Michael Razen & Sebastian Neussüs & Michael Kirchler & Magnus Johannesson & Juergen Huber & Felix Holzmeister & Anna Dreber & Albert J. Menkveld & Javier Gil-Bazo, 2021, "Non-Standard Errors," Working Papers, Barcelona School of Economics, number 1303, Dec.
    • Gerardo Ferrara & Simon Jurkatis, 2021, "Non-standard errors," Bank of England Staff Working Paper series, Bank of England, number 955, Dec.
    • Menkveld, A. & Dreber, A. & Holzmeister, F. & Huber, J. & Johannesson, M. & Kirchler, M. & Neusüss, S. & Razen, M. & Neusüss, S. & Neusüss, S., 2021, "Non-Standard Errors," Cambridge Working Papers in Economics, Faculty of Economics, University of Cambridge, number 2182, Nov.
    • Albert J. et al. Menkveld, 2021, "Non-Standard Errors," CESifo Working Paper Series, CESifo, number 9453.
    • Francesco Franzoni & Roxana Mihet & Markus Leippold & Per Ostberg & Olivier Scaillet & Norman Schürhoff & Oksana Bashchenko & Nicola Mano & Michele Pelli, 2022, "Non-Standard Errors," Swiss Finance Institute Research Paper Series, Swiss Finance Institute, number 22-09, Jan.
    • Wolff, Christian & Menkveld, Albert J. & Dreber, Anna & Holzmeister, Felix & Huber, Juergen & Johannesson, Magnus & Kirchler, Michael & Neusüess, Sebastian & Razen, Michael & Weitzel, Utz, 2021, "Non-Standard Errors," CEPR Discussion Papers, Centre for Economic Policy Research, number 16751, Nov.
    • Menkveld, Albert J. & Dreber, Anna & Holzmeister, Felix & Huber, Juergen & Johannesson, Magnus & Kirchler, Michael & Neusüß, Sebastian & Razen, Michael & Weitzel, Utz & Abad-Díaz, David & Abudy, Menac, 2024, "Nonstandard errors," LSE Research Online Documents on Economics, London School of Economics and Political Science, LSE Library, number 123002, Jun.
    • Albert Menkveld & Anna Dreber & Felix Holzmeister & Juergen Huber & Magnus Johannesson & Michael Kirchler & Sebastian Neusüß & Michael Razen & Utz Weitzel & David Abad-Díaz & Tobias Adrian & Yacine Ai, 2024, "Nonstandard Errors," Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers), HAL, number hal-05077550, Apr, DOI: 10.1111/jofi.13337.
    • Albert J Menkveld & Anna Dreber & Felix Holzmeister & Juergen Huber & Magnus Johannesson & Michael Kirchler & Sebastian Neusüss & Michael Razen & Utz Weitzel & Gunther Capelle-Blancard & David Abad-Dí, 2021, "Non-Standard Errors," Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers), HAL, number halshs-03500882, Nov.
    • Albert Menkveld & Anna Dreber & Felix Holzmeister & Juergen Huber & Magnus Johannesson & Michael Kirchler & Sebastian Neusüß & Michael Razen & Utz Weitzel & David Abad-Díaz & Tobias Adrian & Yacine Ai, 2024, "Nonstandard Errors," Post-Print, HAL, number hal-04676112, Apr, DOI: 10.1111/jofi.13337.
    • Albert Menkveld & Anna Dreber & Felix Holzmeister & Juergen Huber & Magnus Johannesson & Michael Kirchler & Sebastian Neusüß & Michael Razen & Utz Weitzel & David Abad-Díaz & Tobias Adrian & Yacine Ai, 2024, "Nonstandard Errors," Post-Print, HAL, number hal-05077550, Apr, DOI: 10.1111/jofi.13337.
    • Albert J Menkveld & Anna Dreber & Felix Holzmeister & Juergen Huber & Magnus Johannesson & Michael Kirchler & Sebastian Neusüss & Michael Razen & Utz Weitzel & Gunther Capelle-Blancard & David Abad-Dí, 2021, "Non-Standard Errors," Post-Print, HAL, number halshs-03500882, Nov.
    • Menkveld, Albert J. & Dreber, Anna & Holzmeister, Felix & Huber, Juergen & Johannesson, Magnus & Kirchler, Michael & Neusüss, Sebastian & Razen, Michael & Weitzel, Utz & Abad-Díaz, David & Abudy, Mena, 2021, "Non-Standard Errors," Working Papers, Lund University, Department of Economics, number 2021:17, Nov.
    • Albert J. Menkveld & Anna Dreber & Felix Holzmeister & Jürgen Huber & Magnus Johannesson & Michael Kirchler & Sebastian Neusüss & Michael Razen & Utz Weitzel & David Abad-Dí­az & Menachem Abudy & Tobi, 2021, "Non-Standard Errors," Working Papers, Faculty of Economics and Statistics, Universität Innsbruck, number 2021-31.
    • Albert J. Menkveld & Anna Dreber & Félix Holzmeister & Juergen Huber & Magnus Johannesson & Michael Kirchler & Sebastian Neusüss & Michael Razen & Utz Weitzel & Gunther Capelle-Blancard, 2021, "Non-Standard Errors," Documents de travail du Centre d'Economie de la Sorbonne, Université Panthéon-Sorbonne (Paris 1), Centre d'Economie de la Sorbonne, number 21033, Nov.
    • Ciril Bosch-Rosa & Bernhard Kassner, 2023, "Non-Standard Errors," Rationality and Competition Discussion Paper Series, CRC TRR 190 Rationality and Competition, number 385, Feb.
    • Albert J. Menkveld & Anna Dreber & Felix Holzmeister & Juergen Huber & Magnus Johannesson & Michael Kirchler & Sebastian Neus ss & Michael Razen & Utz Weitzel & Edwin Baidoo & Michael Fr mmel & et al, 2021, "Non-Standard Errors," Working Papers of Faculty of Economics and Business Administration, Ghent University, Belgium, Ghent University, Faculty of Economics and Business Administration, number 21/1032, Nov.
    • Menkveld, Albert J. & Dreber, Anna & Declerck, Fany & Moinas, Sophie, 2023, "Non-Standard Errors," TSE Working Papers, Toulouse School of Economics (TSE), number 23-1451, Jun.
    • Albert J. Menkveld & Anna Dreber & Felix Holzmeister & Juergen Huber & Magnus Johannesson & Michael Kirchler & Sebastian Neussüs & Michael Razen & Utz Weitzel & Christian T. Brownlees & Javier Gil-Baz, 2021, "Non-standard errors," Economics Working Papers, Department of Economics and Business, Universitat Pompeu Fabra, number 1807, Dec.
    • Menkveld, Albert J. & Dreber, Anna & Holzmeister, Felix & Huber, Jürgen & Johannesson, Magnus & Kirchler, Michael & Neusüss, Sebastian & Razen, Michael & Weitzel, Utz, 2021, "Non-standard errors," IWH Discussion Papers, Halle Institute for Economic Research (IWH), number 11/2021.
    • Menkveld, Albert J. & Dreber, Anna & Holzmeister, Felix & Huber, Jürgen & Johannesson, Magnus & Kirchler, Michael & Neusüss, Sebastian & Razen, Michael & Weitzel, Utz, 2021, "Non-standard errors," SAFE Working Paper Series, Leibniz Institute for Financial Research SAFE, number 327, DOI: 10.2139/ssrn.3961574.

2023

  1. Jitmaneeroj, Boonlert, 2023, "Time-varying fund manager skills of socially responsible investing (SRI) funds in developed and emerging markets," Research in International Business and Finance, Elsevier, volume 64, issue C, DOI: 10.1016/j.ribaf.2023.101877.
  2. J. Thomas Connelly & Christian C. P. Wolff, 2023, "Dividend Policy Decisions and Ownership Concentration: Evidence from Thai Public Companies," Review of Pacific Basin Financial Markets and Policies (RPBFMP), World Scientific Publishing Co. Pte. Ltd., volume 26, issue 01, pages 1-35, March, DOI: 10.1142/S0219091523500066.

2022

  1. Manapol Ekkayokkaya & Suppasit Jirajaroenying & Christian C.P. Wolff, 2022, "Executing trades in style: retail investors vs. institutions," Asia-Pacific Journal of Accounting & Economics, Taylor & Francis Journals, volume 29, issue 2, pages 344-362, March, DOI: 10.1080/16081625.2020.1754256.

2021

  1. Budsaratragoon, Pornanong & Jitmaneeroj, Boonlert, 2021, "Reform priorities for prosperity of nations: The Legatum Index," Journal of Policy Modeling, Elsevier, volume 43, issue 3, pages 657-672, DOI: 10.1016/j.jpolmod.2020.09.004.
  2. Pornanong Budsaratragoon & Boonlert Jitmaneeroj, 2021, "Corporate Sustainability and Stock Value in Asian–Pacific Emerging Markets: Synergies or Tradeoffs among ESG Factors?," Sustainability, MDPI, volume 13, issue 11, pages 1-25, June.
  3. Pornanong Budsaratragoon & Boonlert Jitmaneeroj, 2021, "Fund Ratings of Socially Responsible Investing (SRI) Funds: A Precautionary Note," Sustainability, MDPI, volume 13, issue 14, pages 1-25, July.
  4. Dennis Bams & Magdalena Pisa & Christian C. P. Wolff, 2021, "Spillovers to small business credit risk," Small Business Economics, Springer, volume 57, issue 1, pages 323-352, June, DOI: 10.1007/s11187-019-00308-9.

2020

  1. Budsaratragoon, Pornanong & Jitmaneeroj, Boonlert, 2020, "A critique on the Corruption Perceptions Index: An interdisciplinary approach," Socio-Economic Planning Sciences, Elsevier, volume 70, issue C, DOI: 10.1016/j.seps.2019.100768.
  2. Ruttachai Seelajaroen & Pornanong Budsaratragoon & Boonlert Jitmaneeroj, 2020, "Do monetary policy transparency and central bank communication reduce interest rate disagreement?," Journal of Forecasting, John Wiley & Sons, Ltd., volume 39, issue 3, pages 368-393, April, DOI: 10.1002/for.2631.
  3. Saengchote, Kanis & Sthienchoak, Jananya, 2020, "Strategic participation in IPOs by affiliated mutual funds: Thai evidence," Pacific-Basin Finance Journal, Elsevier, volume 63, issue C, DOI: 10.1016/j.pacfin.2020.101427.

2019

  1. Jitmaneeroj, Boonlert & Lamla, Michael J. & Wood, Andrew, 2019, "The implications of central bank transparency for uncertainty and disagreement," Journal of International Money and Finance, Elsevier, volume 90, issue C, pages 222-240, DOI: 10.1016/j.jimonfin.2018.10.002.
  2. Jerry Coakley & Boonlert Jitmaneeroj & Andrew Wood, 2019, "Credit default swaps and the UK 2008–09 short sales ban," The European Journal of Finance, Taylor & Francis Journals, volume 25, issue 14, pages 1328-1349, September, DOI: 10.1080/1351847X.2019.1591477.
  3. Bams, Dennis & Pisa, Magdalena & Wolff, Christian C.P., 2019, "Are capital requirements on small business loans flawed?," Journal of Empirical Finance, Elsevier, volume 52, issue C, pages 255-274, DOI: 10.1016/j.jempfin.2019.05.001.
  4. Lin, Yuehao & Lehnert, Thorsten & Wolff, Christian, 2019, "Skewness risk premium: Theory and empirical evidence," International Review of Financial Analysis, Elsevier, volume 63, issue C, pages 174-185, DOI: 10.1016/j.irfa.2019.04.002.

2018

  1. Jitmaneeroj, Boonlert, 2018, "The effect of the rebalancing horizon on the tradeoff between hedging effectiveness and transaction costs," International Review of Economics & Finance, Elsevier, volume 58, issue C, pages 282-298, DOI: 10.1016/j.iref.2018.03.027.
  2. Jitmaneeroj, Boonlert, 2018, "Is Thailand’s credit default swap market linked to bond and stock markets? Evidence from the term structure of credit spreads," Research in International Business and Finance, Elsevier, volume 46, issue C, pages 324-341, DOI: 10.1016/j.ribaf.2018.04.006.

2017

  1. Boonlert Jitmaneeroj, 2017, "Beyond the equal-weight framework of the Social Progress Index," International Journal of Social Economics, Emerald Group Publishing Limited, volume 44, issue 12, pages 2336-2350, December, DOI: 10.1108/IJSE-01-2016-0011.
  2. Boonlert Jitmaneeroj, 2017, "The impact of dividend policy on price-earnings ratio," Review of Accounting and Finance, Emerald Group Publishing Limited, volume 16, issue 1, pages 125-140, February, DOI: 10.1108/RAF-06-2015-0092.
  3. Boonlert Jitmaneeroj, 2017, "Does investor sentiment affect price-earnings ratios?," Studies in Economics and Finance, Emerald Group Publishing Limited, volume 34, issue 2, pages 183-193, June, DOI: 10.1108/SEF-09-2015-0229.
  4. Archawa Paweenawat, 2017, "The Information Content of the Term Structure of Interest Rates in Emerging Economies: The Case of Thailand," Journal of Emerging Market Finance, Institute for Financial Management and Research, volume 16, issue 2, pages 136-150, August, DOI: 10.1177/0972652717712371.
  5. Ekkayokkaya, Manapol & Foojinphan, Pimnipa & Wolff, Christian C.P., 2017, "Cross-border mergers and acquisitions: Evidence from the Indochina region," Finance Research Letters, Elsevier, volume 23, issue C, pages 253-256, DOI: 10.1016/j.frl.2017.06.009.

2016

  1. Boonlert Jitmaneeroj, 2016, "The convexity of the earnings yield: does the dividend payout policy matter?," International Journal of Banking, Accounting and Finance, Inderscience Enterprises Ltd, volume 7, issue 1, pages 84-94.
  2. Boonlert Jitmaneeroj & John Ogwang, 2016, "An Empirical Analysis of Sovereign Credit Risk Co-movement between Japan and ASEAN Countries," Journal of Economics and Behavioral Studies, AMH International, volume 8, issue 4, pages 6-16, DOI: 10.22610/jebs.v8i4(J).1359.

2015

  1. Bekkour, Lamia & Jin, Xisong & Lehnert, Thorsten & Rasmouki, Fanou & Wolff, Christian, 2015, "Euro at risk: The impact of member countries' credit risk on the stability of the common currency," Journal of Empirical Finance, Elsevier, volume 33, issue C, pages 67-83, DOI: 10.1016/j.jempfin.2015.06.004.

2014

  1. Pennacchi, George & Vermaelen, Theo & Wolff, Christian C. P., 2014, "Contingent Capital: The Case of COERCs," Journal of Financial and Quantitative Analysis, Cambridge University Press, volume 49, issue 3, pages 541-574, June.
  2. Papanikolaou, Nikolaos I. & Wolff, Christian C.P., 2014, "The role of on- and off-balance-sheet leverage of banks in the late 2000s crisis," Journal of Financial Stability, Elsevier, volume 14, issue C, pages 3-22, DOI: 10.1016/j.jfs.2013.12.003.

2013

  1. Jitmaneeroj, Boonlert & Wood, Andrew, 2013, "The expectations hypothesis: New hope or illusory support?," Journal of Banking & Finance, Elsevier, volume 37, issue 3, pages 1084-1092, DOI: 10.1016/j.jbankfin.2012.11.013.
  2. Straetmans, Stefan T.M. & Versteeg, Roald J. & Wolff, Christian C.P., 2013, "Are capital controls in the foreign exchange market effective?," Journal of International Money and Finance, Elsevier, volume 35, issue C, pages 36-53, DOI: 10.1016/j.jimonfin.2013.01.005.

2012

  1. Chortareas, Georgios & Jitmaneeroj, Boonlert & Wood, Andrew, 2012, "Forecast rationality and monetary policy frameworks: Evidence from UK interest rate forecasts," Journal of International Financial Markets, Institutions and Money, Elsevier, volume 22, issue 1, pages 209-231, DOI: 10.1016/j.intfin.2011.09.002.
  2. Detzen, Dominic & Jain, Pankaj K. & Likitapiwat, Tanakorn & Rubin, Rose M., 2012, "The impact of low cost airline entry on competition, network expansion, and stock valuations," Journal of Air Transport Management, Elsevier, volume 18, issue 1, pages 59-63, DOI: 10.1016/j.jairtraman.2011.09.004.
  3. Jiang, Christine X. & Likitapiwat, Tanakorn & McInish, Thomas H., 2012, "Information Content of Earnings Announcements: Evidence from After-Hours Trading," Journal of Financial and Quantitative Analysis, Cambridge University Press, volume 47, issue 6, pages 1303-1330, December.
  4. Archawa Paweenawat & Robert M. Townsend, 2012, "Village Economic Accounts: Real and Financial Intertwined," American Economic Review, American Economic Association, volume 102, issue 3, pages 441-446, May.
  5. Jongen, Ron & Verschoor, Willem F.C. & Wolff, Christian C.P. & Zwinkels, Remco C.J., 2012, "Explaining dispersion in foreign exchange expectations: A heterogeneous agent approach," Journal of Economic Dynamics and Control, Elsevier, volume 36, issue 5, pages 719-735, DOI: 10.1016/j.jedc.2012.01.005.

2011

  1. Jongen, Ron & Verschoor, Willem F.C. & Wolff, Christian C.P., 2011, "Time-variation in term premia: International survey-based evidence," Journal of International Money and Finance, Elsevier, volume 30, issue 4, pages 605-622, June.

2009

  1. Dennis Bams & Thorsten Lehnert & Christian C. P. Wolff, 2009, "Loss Functions in Option Valuation: A Framework for Selection," Management Science, INFORMS, volume 55, issue 5, pages 853-862, May, DOI: 10.1287/mnsc.1080.0976.

2008

  1. Ron Jongen & Willem F.C. Verschoor & Christian C.P. Wolff, 2008, "Foreign Exchange Rate Expectations: Survey And Synthesis," Journal of Economic Surveys, Wiley Blackwell, volume 22, issue 1, pages 140-165, February, DOI: 10.1111/j.1467-6419.2007.00523.x.
  2. S. T. M. Straetmans & W. F. C. Verschoor & C. C. P. Wolff, 2008, "Extreme US stock market fluctuations in the wake of 9|11," Journal of Applied Econometrics, John Wiley & Sons, Ltd., volume 23, issue 1, pages 17-42, DOI: 10.1002/jae.973.

2006

  1. Palm, Franz C. & Werner, Ingrid M. & Wolff, Christian C.P., 2006, "Introduction to the special issue on International Finance," Journal of Empirical Finance, Elsevier, volume 13, issue 4-5, pages 393-395, October.

2005

  1. Bams, Dennis & Lehnert, Thorsten & Wolff, Christian C.P., 2005, "An evaluation framework for alternative VaR-models," Journal of International Money and Finance, Elsevier, volume 24, issue 6, pages 944-958, October.

2004

  1. De Bondt, Werner & Palm, Franz & Wolff, Christian, 2004, "Introduction to the special issue on behavioral finance," Journal of Empirical Finance, Elsevier, volume 11, issue 4, pages 423-427, September.
  2. Lehnert, Thorsten & Wolff, Christian C. P., 2004, "Scale-consistent Value-at-Risk," Finance Research Letters, Elsevier, volume 1, issue 2, pages 127-134, June.
  3. Bams, Dennis & Walkowiak, Kim & Wolff, Christian C. P., 2004, "More evidence on the dollar risk premium in the foreign exchange market," Journal of International Money and Finance, Elsevier, volume 23, issue 2, pages 271-282, March.

2003

  1. Bams, Dennis & Wolff, Christian C. P., 2003, "Risk premia in the term structure of interest rates: a panel data approach," Journal of International Financial Markets, Institutions and Money, Elsevier, volume 13, issue 3, pages 211-236, July.

2002

  1. Willem Verschoor & Christian Wolff, 2002, "Scandinavian exchange rate expectations," Applied Economics Letters, Taylor & Francis Journals, volume 9, issue 2, pages 111-116, DOI: 10.1080/13504850110049757.

2001

  1. Verschoor, Willem F. C. & Wolff, Christian C. P., 2001, "Scandinavian forward discount bias risk premia," Economics Letters, Elsevier, volume 73, issue 1, pages 65-72, October.
  2. Verschoor, Willem F. C. & Wolff, Christian C. P., 2001, "Exchange risk premia, expectations formation and "news" in the Mexican peso/U.S. dollar forward exchange rate market," International Review of Financial Analysis, Elsevier, volume 10, issue 2, pages 157-174.

2000

  1. H. A. Benink & C. C. P. Wolff, 2000, "Survey Data and the Interest Rate Sensitivity of US Bank Stock Returns," Economic Notes, Banca Monte dei Paschi di Siena SpA, volume 29, issue 2, pages 201-213, July.
  2. Wolff, Christian C. P., 2000, "Measuring the forward foreign exchange risk premium: multi-country evidence from unobserved components models," Journal of International Financial Markets, Institutions and Money, Elsevier, volume 10, issue 1, pages 1-8, January.
  3. Frederick Nieuwland & Willem Verschoor & Christian Wolff, 2000, "Exchange risk premia in the European monetary system," Applied Financial Economics, Taylor & Francis Journals, volume 10, issue 4, pages 351-360, DOI: 10.1080/09603100050031471.
  4. Christian Wolff, 2000, "Forward foreign exchange rates and expected future spot rates," Applied Financial Economics, Taylor & Francis Journals, volume 10, issue 4, pages 371-377, DOI: 10.1080/09603100050031499.

1998

  1. Nieuwland, Frederick G. M. C. & Verschoor, Willem F. C. & C.P. Wolff, Christian, 1998, "EMS exchange rate expectations and time-varying risk premia," Economics Letters, Elsevier, volume 60, issue 3, pages 351-355, September.
  2. Stefano Cavaglia & Willem F. C. Verschoor & Christian C. P. Wolff & Kees G. Koedijk, 1998, "Interest expectations and exchange rates news," Empirical Economics, Springer, volume 23, issue 4, pages 525-534.

1997

  1. Kees G. Koedijk & François G. J. A. Nissen & Peter C. Schotman & Christian C. P. Wolff, 1997, "The Dynamics of Short-Term Interest Rate Volatility Reconsidered," Review of Finance, European Finance Association, volume 1, issue 1, pages 105-130.

1996

  1. Koedijk, Kees G. & Wolff, Christian C. P., 1996, "Exchange rate returns, 'news', and risk premia," Economics Letters, Elsevier, volume 50, issue 1, pages 127-134, January.
  2. Cavaglia, Stefano M. F. G. & Wolff, Christian C. P., 1996, "A note on the determinants of unexpected exchange rate movements," Journal of Banking & Finance, Elsevier, volume 20, issue 1, pages 179-188, January.

1994

  1. Nieuwland, Frederick G M C & Verschoor, Willem F C & Wolff, Christian C P, 1994, "Stochastic trends and jumps in EMS exchange rates," Journal of International Money and Finance, Elsevier, volume 13, issue 6, pages 699-727, December.
  2. Cavaglia, Stefano M F G & Verschoor, Willem F C & Wolff, Christian C P, 1994, "On the Biasedness of Forward Foreign Exchange Rates: Irrationality or Risk Premia?," The Journal of Business, University of Chicago Press, volume 67, issue 3, pages 321-343, July, DOI: 10.1086/296636.

1993

  1. Nijman, Theo E & Palm, Franz C & Wolff, Christian C P, 1993, "Premia in Forward Foreign Exchange as Unobserved Components: A Note," Journal of Business & Economic Statistics, American Statistical Association, volume 11, issue 3, pages 361-365, July.
  2. Baillie, Richard T. & Palm, Franz C. & Pfann, Gerard A. & Vermaelen, Theo J. & Wolff, Christian C. P., 1993, "Statement by the editors," Journal of Empirical Finance, Elsevier, volume 1, issue 1, pages 1-2, June.
  3. Cavaglia, Stefano & Verschoor, Willem F. C. & Wolff, Christian C. P., 1993, "Further evidence on exchange rate expectations," Journal of International Money and Finance, Elsevier, volume 12, issue 1, pages 78-98, February.
  4. Cavaglia Stefano & Verschoor Willem F. C. & Wolff Christian C. P., 1993, "Asian Exchange Rate Expectations," Journal of the Japanese and International Economies, Elsevier, volume 7, issue 1, pages 57-77, March.

1988

  1. Wolff, Christian C. P., 1988, "Autoregressive conditional heteroscedasticity: A comparison of ARCH and random coefficient models," Economics Letters, Elsevier, volume 27, issue 2, pages 141-143.
  2. Wolff, Christian C. P., 1988, "Models of exchange rates : A comparison of forecasting results," International Journal of Forecasting, Elsevier, volume 4, issue 4, pages 605-607.
  3. Wolff, Christian C. L., 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, Elsevier, volume 4, issue 4, pages 629-630.
  4. Wolff, Christian C. P., 1988, "Exchange rates, innovations and forecasting," Journal of International Money and Finance, Elsevier, volume 7, issue 1, pages 49-61, March.

1987

  1. Wolff, Christian C P, 1987, "Time-Varying Parameters and the Out-of-Sample Forecasting Performance of Structural Exchange Rate Models," Journal of Business & Economic Statistics, American Statistical Association, volume 5, issue 1, pages 87-97, January.
  2. Wolff, Christian C P, 1987, "Forward Foreign Exchange Rates, Expected Spot Rates, and Premia: A Signal-Extraction Approach," Journal of Finance, American Finance Association, volume 42, issue 2, pages 395-406, June.

1986

  1. Wolff, Christian C. P., 1986, "Exchange rate models and innovations : A derivation," Economics Letters, Elsevier, volume 20, issue 4, pages 373-376.

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