Univ.Prof. Dr. Christian Wagner

Publications

Research output per year 2002 2019 2022 2024

• 13 Journal article
• 5 Popular science article
• 5 Working Paper/Preprint
• 1 Conference poster
• 2 More
  • 1 Diploma thesis
  • 1 Doctoral thesis

Research output per year

Research output per year

Search results

• 2024

  Does central bank tone move asset prices?

  Schmeling, M. & Wagner, C., Feb 2024, (E-pub ahead of print) In: Journal of Financial and Quantitative Analysis (JFQA). p. 1-48

  Publication: Scientific journal › Journal article › peer-review
• 2023

  Disaster Resilience and Asset Prices

  Pagano, M., Wagner, C. & Zechner, J., 2023, In: Journal of Financial Economics. 150, 2, 103712.

  Publication: Scientific journal › Journal article › peer-review
• 2022

  Debt Refinancing and Equity Returns

  Friewald, N., Nagler, F. & Wagner, C., 2022, In: Journal of Finance.

  Publication: Scientific journal › Journal article › peer-review

  Open Access

• Deciphering monetary policy shocks

  Schleritzko, M., Gnan, P., Wagner, C. & Schmeling, M., 1 Aug 2022, VoxEU.

  Publication: Popular science articles (i.e. magazines) › Popular science article

• Deciphering Monetary Policy Shocks

  Schleritzko, M., Gnan, P., Wagner, C. & Schmeling, M., 15 Apr 2022.

  Publication: Working/Discussion Paper › Working Paper/Preprint

  Open Access

• Deciphering Monetary Policy Shocks

  Schleritzko, M., Gnan, P., Wagner, C. & Schmeling, M., 2022.

  Publication: Contribution to conference › Conference poster

• Exchange Rates and Sovereign Risk

  Della Corte, P., Sarno, L., Schmeling, M. & Wagner, C., 2022, In: Management Science (MS). 68, 8, p. 5591-5617

  Publication: Scientific journal › Journal article › peer-review

  Open Access
• 2021

  Default expectations and currency movements

  Della Corte, P., Sarno, L., Schmeling, M. & Wagner, C., 17 May 2021, VoxEU.

  Publication: Popular science articles (i.e. magazines) › Popular science article

• Disaster Resilience and Asset Price

  Pagano, M., Wagner, C. & Zechner, J., 2021.

  Publication: Working/Discussion Paper › Working Paper/Preprint

• 2020

  COVID-19, asset prices, and the Great Reallocation

  Pagano, M., Wagner, C. & Zechner, J., 11 Jun 2020, VoxEU.

  Publication: Popular science articles (i.e. magazines) › Popular science article

• Low Risk Anomalies? Top Cited Article 2020-2021 in the Journal of Finance by Wiley

  Schneider, P., Wagner, C. & Zechner, J., 2020, In: Journal of Finance. 75, 5, p. 2673 - 2718

  Publication: Scientific journal › Journal article › peer-review

  Open Access

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• 2019

  Central bank tone moves asset prices

  Schmeling, M. & Wagner, C., 22 Feb 2019, VoxEU.

  Publication: Popular science articles (i.e. magazines) › Popular science article

• Der Ton macht die Musik

  Schmeling, M. & Wagner, C., 2 Dec 2019, Betriebswirtschaftliche Blätter Online.

  Publication: Popular science articles (i.e. magazines) › Popular science article

• Does Central Bank Tone Move Asset Prices?

  Schmeling, M. & Wagner, C., 2019.

  Publication: Working/Discussion Paper › Working Paper/Preprint

• What is the Expected Return on a Stock?

  Martin, I. & Wagner, C., 2019, In: Journal of Finance. 74, 4, p. 1887 - 1929

  Publication: Scientific journal › Journal article › Research › peer-review
• 2018

  Margin Requirements and Equity Option Returns

  Hitzemann, S., Hofmann, M., Uhrig-Homburg, M. & Wagner, C., 2018.

  Publication: Working/Discussion Paper › Working Paper/Preprint

• 2016

  The economic value of predicting bond risk premia

  Sarno, L., Schneider, P. & Wagner, C., 2016, In: Journal of Empirical Finance. 37, p. 247 - 267

  Publication: Scientific journal › Journal article › peer-review
• 2015

  Debt Refinancing and Equity Returns

  Friewald, N., Nagler, F. & Wagner, C., 1 Nov 2015.

  Publication: Working/Discussion Paper › Working Paper/Preprint

• 2014

  The Cross-Section of Credit Risk Premia and Equity Returns

  Friewald, N., Wagner, C. & Zechner, J., 2014, In: Journal of Finance. 69, 6, p. 2419 - 2469

  Publication: Scientific journal › Journal article › peer-review
• 2012

  Properties of Foreign Exchange Risk Premiums

  Sarno, L., Schneider, P. & Wagner, C., 2012, In: Journal of Financial Economics. 105, 2, p. 279 - 310

  Publication: Scientific journal › Journal article › peer-review

• Risk-Premia, Carry-Trade Dynamics, and Economic Value of Currency Speculation

  Wagner, C., 2012, In: Journal of International Money and Finance. 31, 5, p. 1195 - 1219

  Publication: Scientific journal › Journal article › peer-review
• 2010

  Trading the Forward Bias: Are there Limits to Speculation?

  Hochradl, M. & Wagner, C., 1 Feb 2010, In: Journal of International Money and Finance. 29, 3, p. 423 - 441

  Publication: Scientific journal › Journal article › peer-review
• 2009

  Reforming minute reserve policy in Germany: A step towards efficient markets?

  Rammerstorfer, M. & Wagner, C., 1 Oct 2009, In: Energy Policy. 37, 9, p. 3513 - 3519

  Publication: Scientific journal › Journal article › peer-review

• 2006

  Determinants of Operational Risk Reporting in the Banking Industry

  Helbok, G. & Wagner, C., 1 Oct 2006, In: Journal of Risk. 9, 1, p. 49 - 74

  Publication: Scientific journal › Journal article › Research › peer-review

• Financial Institutions and Markets: A Selection of Contemporary Issues

  Wagner, C., 1 Jul 2006

  Publication: Thesis › Doctoral thesis

• 2002

  Survey and Analysis of the Historical Development of Operational Risk Management in Europe, North America, and Asia on the basis of Annual Reports

  Wagner, C., 1 Jul 2002

  Publication: Thesis › Diploma thesis