Wolf Wagner

Erasmus University Rotterdam (EUR) - Rotterdam School of Management (RSM)

P.O. Box 1738

Room T08-21

3000 DR Rotterdam, 3000 DR

Netherlands

Centre for Economic Policy Research (CEPR)

77 Bastwick Street

London, EC1V 3PZ

United Kingdom

SCHOLARLY PAPERS

40

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CITATIONS
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187

Scholarly Papers (40)

1.

The Liquidity of Bank Assets and Banking Stability

Number of pages: 24 Posted: 14 Jun 2004
Wolf Wagner
Erasmus University Rotterdam (EUR) - Rotterdam School of Management (RSM)
Downloads 1,605 (7,360)
Citation 29

Abstract:

Financial innovations, credit derivatives, risk taking, bank default, asset liquidity

2.

Credit Risk Transfer Activities and Systemic Risk: How Banks Became Less Risky Individually But Posed Greater Risks to the Financial System at the Same Time

Number of pages: 16 Posted: 24 Dec 2008 Last Revised: 09 Jan 2012
Rob Nijskens and Wolf Wagner
De Nederlandsche Bank and Erasmus University Rotterdam (EUR) - Rotterdam School of Management (RSM)
Downloads 988 (15,616)
Citation 12

Abstract:

securitization, credit derivatives, systemic risk, subprime crisis

3.
Downloads 914 ( 19,713)
Citation 28

Credit Risk Transfer and Financial Sector Performance

CEPR Discussion Paper No. 4265, Cass Business School Research Paper
Number of pages: 34 Posted: 18 Mar 2004
Wolf Wagner and Ian W. Marsh
Erasmus University Rotterdam (EUR) - Rotterdam School of Management (RSM) and City University London - Sir John Cass Business School
Downloads 513 (43,188)
Citation 28

Abstract:

Credit risk transfer, efficiency, intermediation, stability

Credit Risk Transfer and Financial Sector Performance

Cass Business School Research Paper
Number of pages: 31 Posted: 20 Dec 2003
Wolf Wagner and Ian W. Marsh
Erasmus University Rotterdam (EUR) - Rotterdam School of Management (RSM) and City University London - Sir John Cass Business School
Downloads 401 (58,762)
Citation 28

Abstract:

Credit risk transfer, intermediation, bank risk taking, stability, regulation

4.

A Market-Based Measure of Credit Portfolio Quality and Banks' Performance During the Subprime Crisis

European Banking Center Discussion Paper No. 2009-06S, CentER Discussion Paper No. 2009–35S,
Number of pages: 32 Posted: 30 Sep 2008 Last Revised: 21 Nov 2011
Martin Knaup and Wolf Wagner
CentER, Tilburg University and Erasmus University Rotterdam (EUR) - Rotterdam School of Management (RSM)
Downloads 842 (20,886)
Citation 8

Abstract:

credit risk, asset quality, banks, subprime crisis

5.

Credit Derivatives and Loan Pricing

Number of pages: 34 Posted: 27 Feb 2007 Last Revised: 12 May 2011
Lars Norden and Wolf Wagner
Brazilian School of Public and Business Administration (EBAPE), Getulio Vargas Foundation (FGV) and Erasmus University Rotterdam (EUR) - Rotterdam School of Management (RSM)
Downloads 662 (30,001)
Citation 16

Abstract:

Banks, Syndicated lending, Loan rates, Credit derivatives, Credit spreads

6.

Bank Behavior with Access to Credit Risk Transfer Markets

Cass Business School Research Paper
Number of pages: 28 Posted: 14 Oct 2006 Last Revised: 30 Oct 2010
The Netherlands Institute for Social Research|SCP, City University London - Sir John Cass Business School, University of Girona and Erasmus University Rotterdam (EUR) - Rotterdam School of Management (RSM)
Downloads 541 (38,432)
Citation 18

Abstract:

credit risk transfer, risk management, bank lending

7.

Bank Behaviour with Access to Credit Risk Transfer Markets

Bank of Finland Research Discussion Paper No. 4/2007
Number of pages: 32 Posted: 31 Aug 2007 Last Revised: 30 Oct 2010
The Netherlands Institute for Social Research|SCP, City University London - Sir John Cass Business School, University of Girona and Erasmus University Rotterdam (EUR) - Rotterdam School of Management (RSM)
Downloads 459 (41,248)
Citation 18

Abstract:

credit derivatives, bank loans, moral hazard

8.

Credit Derivatives and Sovereign Debt Crises

Number of pages: 43 Posted: 25 Oct 2005 Last Revised: 30 Oct 2010
Benedikt Goderis and Wolf Wagner
The Netherlands Institute for Social Research|SCP and Erasmus University Rotterdam (EUR) - Rotterdam School of Management (RSM)
Downloads 439 (50,931)
Citation 2

Abstract:

credit derivatives, sovereign debt crisis, moral hazard

Supervising Cross-Border Banks: Theory, Evidence and Policy

European Banking Center Discussion Paper No. 2012-015, CentER Discussion Paper Series No. 2012-059
Number of pages: 43 Posted: 30 Nov 2011 Last Revised: 18 Jul 2012
Thorsten Beck, Radomir Todorov and Wolf Wagner
City University London - Sir John Cass Business School, Government of Canada - Bank of Canada and Erasmus University Rotterdam (EUR) - Rotterdam School of Management (RSM)
Downloads 429 (54,044)
Citation 2

Abstract:

Bank regulation, bank resolution, cross-border banking

Supervising Cross‐Border Banks: Theory, Evidence and Policy

Economic Policy, Vol. 28, Issue 73, pp. 5-44, 2013
Number of pages: 40 Posted: 12 Feb 2013
Radomir Todorov, Thorsten Beck and Wolf Wagner
Government of Canada - Bank of Canada, City University London - Sir John Cass Business School and Erasmus University Rotterdam (EUR) - Rotterdam School of Management (RSM)
Downloads 1 (575,366)
Citation 2
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Abstract:

10.

Sources of Liquidity and Liquidity Shortages

AFA 2012 Chicago Meetings Paper
Number of pages: 31 Posted: 28 Feb 2011 Last Revised: 22 Jun 2017
Charles M. Kahn and Wolf Wagner
University of Illinois, Urbana-Champaign and Erasmus University Rotterdam (EUR) - Rotterdam School of Management (RSM)
Downloads 363 (50,634)

Abstract:

liquidity sources, liquidity regulation, public liquidity

11.

Financial Innovation and Bank Behavior: Evidence from Credit Markets

Number of pages: 36 Posted: 06 Apr 2011 Last Revised: 24 Aug 2012
Brazilian School of Public and Business Administration (EBAPE), Getulio Vargas Foundation (FGV), Universidad de los Andes and Erasmus University Rotterdam (EUR) - Rotterdam School of Management (RSM)
Downloads 359 (53,681)
Citation 2

Abstract:

Financial innovations, credit derivatives, syndicated loans, loan pricing, financial crisis

12.

Cross-Border Banking in Europe and Financial Stability

International Finance, Vol. 16, 2013, forthcoming, Tinbergen Institute Discussion Paper No. TI 11-054/DSF18
Number of pages: 22 Posted: 21 Mar 2011 Last Revised: 20 Feb 2013
Dirk Schoenmaker and Wolf Wagner
Rotterdam School of Management, Erasmus University and Erasmus University Rotterdam (EUR) - Rotterdam School of Management (RSM)
Downloads 294 (75,296)
Citation 1

Abstract:

International Banking, Portfolio Diversification, Financial Stability

13.

Systemic Liquidation Risk and the Diversity-Diversification Trade-Off

EFA 2009 Bergen Meetings Paper, AFA 2010 Atlanta Meetings Paper
Number of pages: 87 Posted: 29 Apr 2008 Last Revised: 30 Oct 2010
Wolf Wagner
Erasmus University Rotterdam (EUR) - Rotterdam School of Management (RSM)
Downloads 266 (76,360)
Citation 10

Abstract:

systemic liquidation risk, portfolio choice, asset pricing, heterogeneity, pricing of idiosyncratic risk

14.

Loan Market Competition and Bank Risk-Taking

TILEC Discussion Paper No. 2007-010
Number of pages: 11 Posted: 31 Mar 2007
Wolf Wagner
Erasmus University Rotterdam (EUR) - Rotterdam School of Management (RSM)
Downloads 259 (92,574)
Citation 10

Abstract:

loan market competition, risk shifting, bank stability

15.

The Disturbing Interaction between Countercyclical Capital Requirements and Systemic Risk

Number of pages: 35 Posted: 09 Dec 2012 Last Revised: 17 Dec 2013
Bálint L. Horváth and Wolf Wagner
University of Bristol and Erasmus University Rotterdam (EUR) - Rotterdam School of Management (RSM)
Downloads 254 (77,692)

Abstract:

systemic risk, regulation, procyclicality

Divestment, Entrepreneurial Incentives, and the Life Cycle of the Firm

Number of pages: 24 Posted: 21 Apr 2004
Wolf Wagner
Erasmus University Rotterdam (EUR) - Rotterdam School of Management (RSM)
Downloads 247 (102,005)
Citation 1

Abstract:

divestment, moral hazard, going public

Divestment, Entrepreneurial Incentives, and the Life Cycle of the Firm

Journal of Business Finance & Accounting, Vol. 37, Issue 5-6, pp. 591-611, June/July 2010
Number of pages: 21 Posted: 13 Jul 2010
Wolf Wagner
Erasmus University Rotterdam (EUR) - Rotterdam School of Management (RSM)
Downloads 3 (556,346)
Citation 1
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Abstract:

Why is Price Discovery in Credit Default Swap Markets News-Specific?

European Banking Center Discussion Paper No. 2012-004, CentER Discussion Paper Discussion Paper Series No. 2012-006
Number of pages: 41 Posted: 06 Jan 2012 Last Revised: 25 Jan 2012
Ian W. Marsh and Wolf Wagner
City University London - Sir John Cass Business School and Erasmus University Rotterdam (EUR) - Rotterdam School of Management (RSM)
Downloads 142 (171,443)

Abstract:

price discovery, CDS, hedging demand, informational asymmetries

Why is Price Discovery in Credit Default Swap Markets News-Specific?

Bank of Finland Research Discussion Paper No. 6/2012
Number of pages: 43 Posted: 05 Feb 2012
Ian W. Marsh and Wolf Wagner
City University London - Sir John Cass Business School and Erasmus University Rotterdam (EUR) - Rotterdam School of Management (RSM)
Downloads 106 (215,023)

Abstract:

credit default swaps, price discovery, informational efficiency, hedging demand

18.

Performance Evaluation and Financial Market Runs

Number of pages: 36 Posted: 14 Jul 2006 Last Revised: 24 Jun 2011
Wolf Wagner
Erasmus University Rotterdam (EUR) - Rotterdam School of Management (RSM)
Downloads 248 (94,413)

Abstract:

absolute and relative performance evaluation, financial market runs, fire-sales, asset liquidity

19.

Financial Development and the Opacity of Banks

Economics Letters, Vol. 97, No. 1, 2007
Number of pages: 7 Posted: 14 Apr 2008
Wolf Wagner
Erasmus University Rotterdam (EUR) - Rotterdam School of Management (RSM)
Downloads 231 (97,850)
Citation 6

Abstract:

financial development, subprime, opaque assets, asset substitution

International Taxation and Takeover Premiums in Cross-Border M&As

Number of pages: 46 Posted: 07 Feb 2008
Harry Huizinga, Johannes Voget and Wolf Wagner
Tilburg University - Center for Economic Research (CentER), University of Mannheim - Accounting and Taxation and Erasmus University Rotterdam (EUR) - Rotterdam School of Management (RSM)
Downloads 219 (115,200)
Citation 3

Abstract:

international taxation, takeover premiums

International Taxation and Takeover Premiums in Cross-Border M&As

CEPR Discussion Paper No. DP7182
Number of pages: 58 Posted: 11 Mar 2009
Harry Huizinga, Johannes Voget and Wolf Wagner
Tilburg University - Center for Economic Research (CentER), University of Mannheim - Accounting and Taxation and Erasmus University Rotterdam (EUR) - Rotterdam School of Management (RSM)
Downloads 6 (540,602)
Citation 3
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Abstract:

international taxation, takeover premiums

21.
Downloads 211 (120,024)
Citation 2

International Taxation and Cross-Border Banking

European Banking Center Discussion Paper No. 2011-015, CentER Working Paper No. 2011-066
Number of pages: 38 Posted: 10 Jun 2011
Harry Huizinga, Johannes Voget and Wolf Wagner
Tilburg University - Center for Economic Research (CentER), University of Mannheim - Accounting and Taxation and Erasmus University Rotterdam (EUR) - Rotterdam School of Management (RSM)
Downloads 201 (125,414)
Citation 2

Abstract:

Cross-border banking, International taxation, Interest margins

International Taxation and Cross-Border Banking

NBER Working Paper No. w18483
Number of pages: 40 Posted: 08 Nov 2012
Harry Huizinga, Johannes Voget and Wolf Wagner
Tilburg University - Center for Economic Research (CentER), University of Mannheim - Accounting and Taxation and Erasmus University Rotterdam (EUR) - Rotterdam School of Management (RSM)
Downloads 7 (535,480)
Citation 2

Abstract:

International Taxation and Cross-Border Banking

CEPR Discussion Paper No. DP8436
Number of pages: 40 Posted: 16 Jun 2011
Harry Huizinga, Johannes Voget and Wolf Wagner
Tilburg University - Center for Economic Research (CentER), University of Mannheim - Accounting and Taxation and Erasmus University Rotterdam (EUR) - Rotterdam School of Management (RSM)
Downloads 3 (556,346)
Citation 2
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Abstract:

Cross-border banking, Interest margins, International taxation

In the Quest of Systemic Externalities: A Review of the Literature

Number of pages: 22 Posted: 15 Jun 2009 Last Revised: 30 Oct 2010
Wolf Wagner
Erasmus University Rotterdam (EUR) - Rotterdam School of Management (RSM)
Downloads 211 (119,630)
Citation 2

Abstract:

banking crisis, systemic risk, welfare, regulation

In the Quest of Systemic Externalities: A Review of the Literature

CESifo Economic Studies, Vol. 56, Issue 1, pp. 96-111, 2010
Posted: 22 Feb 2010
Wolf Wagner
Erasmus University Rotterdam (EUR) - Rotterdam School of Management (RSM)

Abstract:

Banking crisis, systemic risk, welfare, regulation.

23.

The Homogenization of the Financial System and Financial Crises

CentER Discussion Paper Series No. 2006-72
Number of pages: 36 Posted: 11 Nov 2005 Last Revised: 30 Oct 2010
Wolf Wagner
Erasmus University Rotterdam (EUR) - Rotterdam School of Management (RSM)
Downloads 209 (104,179)
Citation 9

Abstract:

conglomeration, consolidation, homogenization, financial crises, regulation, welfare

24.
Downloads 207 (122,286)
Citation 3

The Feasible Gains from International Risk Sharing

CESifo Working Paper Series No. 472
Number of pages: 28 Posted: 18 Jun 2001
Sylvester C. W. Eijffinger and Wolf Wagner
Tilburg University (CentER) - Department of Economics and Erasmus University Rotterdam (EUR) - Rotterdam School of Management (RSM)
Downloads 183 (137,135)
Citation 3

Abstract:

international risk sharing, incentive constraints, welfare gains

The Feasible Gains from International Risk Sharing

CEPR Discussion Paper No. 2691
Number of pages: 28 Posted: 22 Mar 2001
Sylvester C. W. Eijffinger and Wolf Wagner
Tilburg University (CentER) - Department of Economics and Erasmus University Rotterdam (EUR) - Rotterdam School of Management (RSM)
Downloads 24 (438,480)
Citation 3
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Abstract:

international risk sharing, incentive constraints, welfare gains

25.

The Optimality of Interbank Liquidity Insurance

EFA 2009 Bergen Meetings Paper
Number of pages: 26 Posted: 28 Jul 2008 Last Revised: 30 Jan 2010
Fabio Castiglionesi and Wolf Wagner
Tilburg University - Department of Finance and Erasmus University Rotterdam (EUR) - Rotterdam School of Management (RSM)
Downloads 177 (135,867)
Citation 1

Abstract:

Liquidity Coinsurance, Interbank Markets, Non-exclusive Contracts

Shocks to Bank Lending, Risk-Taking, Securitization, and Their Role for U.S. Business Cycle Fluctuations

CentER Discussion Paper Series No. 2014-019 , European Banking Center Discussion Paper No. 2014-002
Number of pages: 43 Posted: 26 Feb 2014
Gert Peersman and Wolf Wagner
Ghent University-Universiteit Gent - Department of Financial Economics and Erasmus University Rotterdam (EUR) - Rotterdam School of Management (RSM)
Downloads 91 (238,969)

Abstract:

Bank lending, risk-taking, securitization, SVARs

Shocks to Bank Lending, Risk-Taking, Securitization, and Their Role for U.S. Business Cycle Fluctuations

CESifo Working Paper Series No. 4701
Number of pages: 43 Posted: 16 Apr 2014
Gert Peersman and Wolf Wagner
Ghent University-Universiteit Gent - Department of Financial Economics and Erasmus University Rotterdam (EUR) - Rotterdam School of Management (RSM)
Downloads 50 (333,946)

Abstract:

bank lending, risk-taking, securitization, SVARs

Shocks to Bank Lending, Risk-Taking, Securitization, and Their Role for U.S. Business Cycle Fluctuations

Number of pages: 42 Posted: 25 Feb 2014
Gert Peersman and Wolf Wagner
Ghent University-Universiteit Gent - Department of Financial Economics and Erasmus University Rotterdam (EUR) - Rotterdam School of Management (RSM)
Downloads 18 (473,048)

Abstract:

Bank lending, risk-taking, securitization, SVARs

Shocks to Bank Lending, Risk-Taking, Securitization, and Their Role for U.S. Business Cycle Fluctuations

CEPR Discussion Paper No. DP10547
Number of pages: 44 Posted: 20 Apr 2015
Gert Peersman and Wolf Wagner
Ghent University-Universiteit Gent - Department of Financial Economics and Erasmus University Rotterdam (EUR) - Rotterdam School of Management (RSM)
Downloads 0
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Abstract:

bank lending, risk taking, securitization, SVARs

27.
Downloads 159 (155,452)

Opacity and Liquidity

Number of pages: 47 Posted: 02 Nov 2013 Last Revised: 07 Dec 2014
André Stenzel and Wolf Wagner
University of Leicester - Department of Economics and Erasmus University Rotterdam (EUR) - Rotterdam School of Management (RSM)
Downloads 121 (194,853)

Abstract:

endogenous information acquisition, opacity, asset liquidity

Opacity and Liquidity

European Banking Center Discussion Paper No. 2013-012, CentER Discussion Paper No. 2013-066
Number of pages: 47 Posted: 30 Nov 2013 Last Revised: 07 Dec 2014
André Stenzel and Wolf Wagner
University of Leicester - Department of Economics and Erasmus University Rotterdam (EUR) - Rotterdam School of Management (RSM)
Downloads 38 (374,474)

Abstract:

endogenous information acquisition, opacity, asset liquidity

28.

Tail Risk at Banks

Number of pages: 23 Posted: 18 Dec 2009 Last Revised: 14 Dec 2013
Martin Knaup and Wolf Wagner
CentER, Tilburg University and Erasmus University Rotterdam (EUR) - Rotterdam School of Management (RSM)
Downloads 140 (164,374)

Abstract:

tail risk, forward looking, banks, systemic crisis

Capital Gains Taxation and the Cost of Capital: Evidence from Unanticipated Cross-Border Transfers of Tax Bases

Number of pages: 36 Posted: 11 Aug 2012
Harry Huizinga, Johannes Voget and Wolf Wagner
Tilburg University - Center for Economic Research (CentER), University of Mannheim - Accounting and Taxation and Erasmus University Rotterdam (EUR) - Rotterdam School of Management (RSM)
Downloads 65 (292,717)

Abstract:

Capital gains taxation, Cost of capital, International takeovers, Takeover premium

Capital Gains Taxation and the Cost of Capital: Evidence from Unanticipated Cross-Border Transfers of Tax Bases

CEPR Discussion Paper No. DP9151
Number of pages: 38 Posted: 02 Oct 2012
Harry Huizinga, Johannes Voget and Wolf Wagner
Tilburg University - Center for Economic Research (CentER), University of Mannheim - Accounting and Taxation and Erasmus University Rotterdam (EUR) - Rotterdam School of Management (RSM)
Downloads 2 (564,245)
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Abstract:

Capital gains taxation, Cost of capital, International takeovers, Takeover premium

Systemic Risk-Taking at Banks: Evidence from the Pricing of Syndicated Loans

Number of pages: 52 Posted: 12 Feb 2016 Last Revised: 26 Nov 2016
Di Gong and Wolf Wagner
University of International Business and Economics (UIBE) - School of Banking and Finance and Erasmus University Rotterdam (EUR) - Rotterdam School of Management (RSM)
Downloads 65 (292,717)

Abstract:

Public guarantees, Too-many-to-fail, Systemic risk-taking, Loan pricing

Systemic Risk-Taking at Banks: Evidence from the Pricing of Syndicated Loans

CEPR Discussion Paper No. DP11150
Number of pages: 56 Posted: 18 Apr 2016
Di Gong and Wolf Wagner
University of International Business and Economics (UIBE) - School of Banking and Finance and Erasmus University Rotterdam (EUR) - Rotterdam School of Management (RSM)
Downloads 0
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Abstract:

loan pricing, public guarantees, systemic risk-taking, too-many-to-fail

31.
Downloads 35 (377,663)

Efficient Lemons

Number of pages: 34 Posted: 24 Jan 2017
Burak Uras and Wolf Wagner
Tilburg University - Center for Economic Research (CentER) and Erasmus University Rotterdam (EUR) - Rotterdam School of Management (RSM)
Downloads 35 (386,223)

Abstract:

Opacity, Cash-In-The-Market Pricing, Adverse Selection, Underinvestment

Efficient Lemons

CEPR Discussion Paper No. DP11803
Number of pages: 37 Posted: 30 Jan 2017
Burak Uras and Wolf Wagner
Tilburg University - Center for Economic Research (CentER) and Erasmus University Rotterdam (EUR) - Rotterdam School of Management (RSM)
Downloads 0
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Abstract:

Adverse Selection, cash-in-the-market pricing, opacity, underinvestment

32.

Taxation if Capital is Not Perfectly Mobile: Tax Competition versus Tax Exportation

CEPR Discussion Paper No. 3084
Number of pages: 35 Posted: 18 Dec 2001
Sylvester C. W. Eijffinger and Wolf Wagner
Tilburg University (CentER) - Department of Economics and Erasmus University Rotterdam (EUR) - Rotterdam School of Management (RSM)
Downloads 26 (415,596)
Citation 1
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Abstract:

Tax competition, capital mobility, cross-ownership

33.

Supranational Supervision - How Much and for Whom?

CEPR Discussion Paper No. DP9546
Number of pages: 28 Posted: 09 Jul 2013
Thorsten Beck and Wolf Wagner
City University London - Sir John Cass Business School and Erasmus University Rotterdam (EUR) - Rotterdam School of Management (RSM)
Downloads 4 (525,786)
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Abstract:

Bank regulation, bank resolution, cross-border banking

34.

Sources of Liquidity and Liquidity Shortages

CEPR Discussion Paper No. DP12116
Number of pages: 34 Posted: 04 Jul 2017
Charles M. Kahn and Wolf Wagner
University of Illinois at Urbana-Champaign and Erasmus University Rotterdam (EUR) - Rotterdam School of Management (RSM)
Downloads 0 (561,066)
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Abstract:

liquidity regulation, liquidity sources, public liquidity

35.

Macroprudential Policies and the Lucas Critique

BIS Paper No. 86f
Number of pages: 6 Posted: 05 Oct 2016
Bálint L. Horváth and Wolf Wagner
University of Bristol and Erasmus University Rotterdam (EUR) - Rotterdam School of Management (RSM)
Downloads 0 (370,345)

Abstract:

36.

The Marketability of Bank Assets and Managerial Rents: Implications for Financial Stability

Bundesbank Series 2 Discussion Paper No. 2007,12
Number of pages: 36 Posted: 08 Jun 2016
Falko Fecht and Wolf Wagner
Frankfurt School of Finance & Management and Erasmus University Rotterdam (EUR) - Rotterdam School of Management (RSM)
Downloads 0 (487,725)
Citation 3

Abstract:

Marketability, Incentives, Financial Innovations, Financial Stability

37.

Opacity and Liquidity

CEPR Discussion Paper No. DP10665
Number of pages: 62 Posted: 22 Jun 2015
André Stenzel and Wolf Wagner
University of Leicester - Department of Economics and Erasmus University Rotterdam (EUR) - Rotterdam School of Management (RSM)
Downloads 0 (537,417)
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Abstract:

asset liquidity, endogenous information acquisition, opacity

38.

Securitization and Economic Activity: The Credit Composition Channel

CEPR Discussion Paper No. DP10664
Number of pages: 35 Posted: 22 Jun 2015
Ata Can Bertay, Di Gong and Wolf Wagner
World Bank - Development Research Group (DECRG), University of International Business and Economics (UIBE) - School of Banking and Finance and Erasmus University Rotterdam (EUR) - Rotterdam School of Management (RSM)
Downloads 0 (561,066)
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Abstract:

business securitization, economic growth, household securitization, securitization

The Two Faces of Interbank Correlation

Posted: 15 Dec 2013
University of Bristol, Universidad de los Andes and Erasmus University Rotterdam (EUR) - Rotterdam School of Management (RSM)

Abstract:

systemic risk, interbank correlation, diversification

The Two Faces of Interbank Correlation

European Banking Center Discussion Paper No. 2013-015, CentER Discussion Paper Series No. 2013-077
Posted: 21 Dec 2013
University of Bristol, Universidad de los Andes and Erasmus University Rotterdam (EUR) - Rotterdam School of Management (RSM)

Abstract:

systemic risk, interbank correlation, diversi…cation

40.

Dispersed Initial Ownership and the Efficiency of the Stock Market Under Moral Hazard

University of Illinois at Urbana-Champaign's Academy for Entrepreneurial Leadership Historical Research Reference in Entrepreneurship
Posted: 10 Nov 2009
Riccardo Calcagno and Wolf Wagner
EMLYON Business School and Erasmus University Rotterdam (EUR) - Rotterdam School of Management (RSM)

Abstract:

Contracts & agreements, Stock markets, Equilibrium, Firm ownership, Moral hazard problem, Market resources, Resource management, Assets

Other Papers (1)

Total Downloads: 70    Citations: 0
1.

Dispersed Initial Ownership and the Efficiency of the Stock Market under Moral Hazard

CentER Discussion Paper No. 2003-107
Number of pages: 15 Posted: 05 Apr 2004
Riccardo Calcagno and Wolf Wagner
EMLYON Business School and Erasmus University Rotterdam (EUR) - Rotterdam School of Management (RSM)
Downloads 0 (561,066)

Abstract:

stock market equilibrium, moral hazard, general equilibrium,