Wolf Wagner

Erasmus University Rotterdam (EUR)

Burgemeester Oudlaan 50

3000 DR Rotterdam, Zuid-Holland 3062PA

Netherlands

SCHOLARLY PAPERS

56

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419

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240

Scholarly Papers (56)

1.
Downloads 15,153 ( 464)
Citation 4

Non-Standard Errors

Journal of Finance Forthcoming
Number of pages: 111 Posted: 23 Nov 2021 Last Revised: 06 Jul 2023
Albert J. Menkveld, Anna Dreber, Felix Holzmeister, Juergen Huber, Magnus Johannesson, Michael Kirchler, Michael Razen, Utz Weitzel, David Abad, Menachem (Meni) Abudy, Tobias Adrian, Yacine Ait-Sahalia, Olivier Akmansoy, Jamie Alcock, Vitali Alexeev, Arash Aloosh, Livia Amato, Diego Amaya, James Angel, Amadeus Bach, Edwin Baidoo, Gaetan Bakalli, Andrea Barbon, Oksana Bashchenko, Parampreet Christopher Bindra, Geir Hoidal Bjonnes, Jeff Black, Bernard S. Black, Santiago Bohorquez, Oleg Bondarenko, Charles S. Bos, Ciril Bosch-Rosa, Elie Bouri, Christian T. Brownlees, Anna Calamia, Viet Nga Cao, Gunther Capelle-Blancard, Laura Capera, Massimiliano Caporin, Allen Carrion, Tolga Caskurlu, Bidisha Chakrabarty, Mikhail Chernov, William M. Cheung, Ludwig B. Chincarini, Tarun Chordia, Sheung Chi Chow, Benjamin Clapham, Jean-Edouard Colliard, Carole Comerton-Forde, Edward Curran, Thong Dao, Wale Dare, Ryan J. Davies, Riccardo De Blasis, Gianluca De Nard, Fany Declerck, Oleg Deev, Hans Degryse, Solomon Deku, Christophe Desagre, Mathijs A. van Dijk, Chukwuma Dim, Thomas Dimpfl, Yunjiang Dong, Philip Drummond, Tom L. Dudda, Ariadna Dumitrescu, Teodor Dyakov, Anne Haubo Dyhrberg, Michał Dzieliński, Asli Eksi, Izidin El Kalak, Saskia ter Ellen, Nicolas Eugster, Martin D.D. Evans, Michael Farrell, Ester Félez-Viñas, Gerardo Ferrara, El Mehdi FERROUHI, Andrea Flori, Jonathan Fluharty-Jaidee, Sean Foley, Kingsley Y. L. Fong, Thierry Foucault, Tatiana Franus, Francesco A. Franzoni, Bart Frijns, Michael Frömmel, Servanna Mianjun Fu, Sascha Füllbrunn, Baoqing Gan, Thomas Gehrig, Dirk Gerritsen, Javier Gil-Bazo, Lawrence R. Glosten, Thomas Gomez, Arseny Gorbenko, Ufuk Güçbilmez, Joachim Grammig, Vincent Gregoire, Björn Hagströmer, Julien Hambuckers, Erik Hapnes, Jeffrey H. Harris, Lawrence Harris, Simon Hartmann, Jean-Baptiste Hasse, Nikolaus Hautsch, Xuezhong He, Davidson Heath, Simon Hediger, Terrence Hendershott, Ann Marie Hibbert, Erik Hjalmarsson, Seth A. Hoelscher, Peter Hoffmann, Craig W. Holden, Alex R. Horenstein, Wenqian Huang, Da Huang, Christophe Hurlin, Alexey Ivashchenko, Subramanian R. Iyer, Hossein Jahanshahloo, Naji Jalkh, Charles M. Jones, Simon Jurkatis, Petri Jylha, Andreas Kaeck, Gabriel Kaiser, Arzé Karam, Egle Karmaziene, Bernhard Kassner, Markku Kaustia, Ekaterina Kazak, Fearghal Kearney, Vincent van Kervel, Saad Khan, Marta Khomyn, Tony Klein, Olga Klein, Alexander Klos, Michael Koetter, Jan Pieter Krahnen, Aleksey Kolokolov, Robert A. Korajczyk, Roman Kozhan, Amy Kwan, Quentin Lajaunie, FY Eric C Lam, Marie Lambert, Hugues Langlois, Jens Lausen, Tobias Lauter, Markus Leippold, Vladimir Levin, Yijie Li, (Michael) Hui Li, Chee Yoong Liew, Thomas Lindner, Oliver B. Linton, Jiacheng Liu, Anqi Liu, Guillermo Llorente, Matthijs Lof, Ariel Lohr, Francis A. Longstaff, Alejandro Lopez-Lira, Shawn Mankad, Nicola Mano, Alexis Marchal, Charles Martineau, Francesco Mazzola, Debrah Meloso, Roxana Mihet, Vijay Mohan, Sophie Moinas, David Moore, Liangyi Mu, Dmitriy Muravyev, Dermot Murphy, Gabor Neszveda, Christian Neumeier, Ulf Nielsson, Mahendrarajah Nimalendran, Sven Nolte, Lars L. Norden, Peter O'Neill, Khaled Obaid, Bernt Arne Ødegaard, Per Östberg, Marcus Painter, Stefan Palan, Imon Palit, Andreas Park, Roberto Pascual, Paolo Pasquariello, Lubos Pastor, Vinay Patel, Andrew J. Patton, Neil D. Pearson, Loriana Pelizzon, Matthias Pelster, Christophe Pérignon, Cameron Pfiffer, Richard Philip, Tomáš Plíhal, Puneet Prakash, Oliver-Alexander Press, Tina Prodromou, Tālis J. Putniņš, Gaurav Raizada, David A. Rakowski, Angelo Ranaldo, Luca Regis, Stefan Reitz, Thomas Renault, Rex Wang Renjie, Roberto Renò, Steven Riddiough, Kalle Rinne, Paul Rintamäki, Ryan Riordan, Thomas Rittmannsberger, Iñaki Rodríguez-Longarela, Dominik Rösch, Lavinia Rognone, Brian Roseman, Ioanid Rosu, Saurabh Roy, Nicolas Rudolf, Stephen Rush, Khaladdin Rzayev, Aleksandra Rzeźnik, Anthony Sanford, Harikumar Sankaran, Asani Sarkar, Lucio Sarno, O. Scaillet, Stefan Scharnowski, Klaus Reiner Schenk-Hoppé, Andrea Schertler, Michael Schneider, Florian Schroeder, Norman Schuerhoff, Philipp Schuster, Marco A. Schwarz, Mark S. Seasholes, Norman Seeger, Or Shachar, Andriy Shkilko, Jessica Shui, Mario Sikic, Giorgia Simion, Lee A. Smales, Paul Söderlind, Elvira Sojli, Konstantin Sokolov, Laima Spokeviciute, Denitsa Stefanova, Marti G. Subrahmanyam, Sebastian Neusüss, Barnabas Szaszi, Oleksandr Talavera, Yuehua Tang, Nicholas Taylor, Wing Wah Tham, Erik Theissen, Julian Thimme, Ian Tonks, Hai Tran, Luca Trapin, Anders B. Trolle, Giorgio Valente, Robert A. Van Ness, Aurelio Vasquez, Thanos Verousis, Patrick Verwijmeren, Anders Vilhelmsson, Grigory Vilkov, Vladimir Vladimirov, Sebastian Vogel, Stefan Voigt, Wolf Wagner, Thomas Walther, Patrick Weiss, Michel van der Wel, Ingrid M. Werner, P. Joakim Westerholm, Christian Westheide, Evert Wipplinger, Michael Wolf, Christian C. P. Wolff, Leonard Wolk, Wing-Keung Wong, Jan Wrampelmeyer, Shuo Xia, Dacheng Xiu, Ke Xu, Caihong Xu, Pradeep K. Yadav, José Yagüe, Cheng Yan, Antti Yang, Woongsun Yoo, Wenjia Yu, Shihao Yu, Bart Zhou Yueshen, Darya Yuferova, Marcin Zamojski, Abalfazl Zareei, Stefan Zeisberger, S. Sarah Zhang, Xiaoyu Zhang, Zhuo Zhong, Z. Ivy Zhou, Chen Zhou, Xingyu Sonya Zhu, Marius Zoican, Remco C. J. Zwinkels, Jian Chen, Teodor Duevski, Ge Gao, Roland Gemayel, Dudley Gilder, Paul Kuhle, Emiliano Pagnotta, Michele Pelli, Jantje Sönksen, Lu Zhang, Konrad Ilczuk, Dimitar Bogoev, Ya Qian, Hans C. Wika, Yihe Yu, Lu Zhao, Michael Mi, Li Bao, Andreea Vaduva, Marcel Prokopczuk, Alejandro Avetikian and Zhen-Xing Wu
Vrije Universiteit Amsterdam, Stockholm School of Economics - Department of Economics, University of Innsbruck - Department of Economics, University of Innsbruck, Stockholm School of Economics - Department of Economics, University of Innsbruck, University of Innsbruck, VU University Amsterdam, Universidad de Alicante, Bar-Ilan University - Graduate School of Business Administration, International Monetary Fund, Princeton University - Department of Economics, CNRS, University of Oxford, University of Technology Sydney, EMLV Business School Paris, University of Chicago - Booth School of Business, Wilfrid Laurier University, Georgetown University - McDonough School of Business, University of Mannheim, Tennessee Technological University, EM Lyon (Ecole de Management de Lyon) - Emlyon Business School, University of St. Gallen, Swiss Finance Institute - HEC Lausanne, University of Innsbruck, BI Norwegian Business School, University of Memphis, Northwestern University - Pritzker School of Law, Universidad EAFIT, University of Illinois at Chicago - Department of Finance, VU University Amsterdam, Technische Universität Berlin, Lebanese American University, Universitat Pompeu Fabra - Faculty of Economic and Business Sciences, Toulouse Business School - TBS Education, Monash University, Université Paris I Panthéon-Sorbonne - Centre d'Economie de la Sorbonne (CES), Vrije Universiteit Amsterdam, University of Padua - Department of Statistical Sciences, University of Memphis - Fogelman College of Business and Economics, University of Amsterdam Business School, Saint Louis University - Richard A. Chaifetz School of Business, UCLA Anderson, Waseda University, University of San Francisco, Emory University - Department of Finance, Australian National University (ANU), Goethe University Frankfurt Faculty of Economics and Business Administration, HEC Paris - Finance Department, University of Melbourne - Department of Finance, Macquarie University - Faculty of Business and Economics, Nottingham Trent University, University of Liège - HEC Liège, Babson College - Finance Division, Polytechnic University of Marche - Department of Management, University of Zurich - Department of Economics, Toulouse School of Economics, Masaryk University, KU Leuven - Faculty of Business and Economics (FEB), Nottingham Trent University - Nottingham Business School, Catholic University of Louvain (UCL) - Louvain Finance (LFIN), Erasmus University Rotterdam (EUR), George Washington University, University of Hohenheim, Queen's University (Canada), Queen's School of Business, The Brattle Group, Technische Universität Dresden, ESADE Business School, EDHEC Business School, The University of Sydney - Discipline of Finance, Stockholm Business School, Stockholm University, Salisbury University - Perdue School of Business, Cardiff Business School, VU Amsterdam, University of Queensland - Business School, Georgetown University - Department of Economics, University of Wisconsin - Milwaukee - Department of Finance, University of Technology Sydney, Bank of England, Ibn Tofail University, Politecnico di Milano, Public Company Accounting Oversight Board, Macquarie University, University of New South Wales - School of Banking and Finance, HEC Paris - Finance Department, City University London - Bayes Business School, Universita della Svizzera italiana (USI Lugano), Open University of the Netherlands - School of Management, Ghent University - Department of Financial Economics, University of Essex - Essex Business School, Radboud University Nijmegen - Institute for Management Research, Ardea Investment Management, University of Vienna, Utrecht University - School of Economics, Universitat Pompeu Fabra, Columbia University, Utrecht University, Monash University - Department of Banking and Finance, University of Glasgow - Adam Smith Business School, University of Tübingen, HEC Montreal - Department of Finance, Stockholm University - Stockholm Business School, University of Liège - HEC Liège, Aalto University, American University - Department of Finance and Real Estate, University of Southern California - Marshall School of Business - Finance and Business Economics Department, Vienna University of Economics and Business, Aix-Marseille University - Aix-Marseille School of Economics, University of Vienna - Department of Statistics and Operations Research, Xi'an Jiaotong-Liverpool University (XJTLU), University of Utah - David Eccles School of Business, University of Zurich - Department of Economics, University of California, Berkeley - Haas School of Business, West Virginia University - John Chambers College of Business and Economics, Department of Finance, University of Gothenburg - Centre for Finance, Missouri State University - College of Business, European Central Bank (ECB), Indiana University - Kelley School of Business - Department of Finance, University of Miami - School of Business Administration - Department of Economics, Bank for International Settlements, Northeastern University - D'Amore-McKim School of Business, University of Orleans, VU University Amsterdam, University of New Mexico, Cardiff University, Saint Joseph University, Columbia University, Bank of England, Aalto University, University of Sussex, Universite du Luxembourg, Durham University, VU University Amsterdam, Ludwig-Maximilians-Universität München, Aalto University, University of Manchester, Queen's University Belfast - Queen's Management School, Pontificia Universidad Católica de Chile, HEC Montreal, University of Adelaide, Chemnitz University of Technology (CUT) - Department of Economics, University of Warwick - Warwick Business School, University of Kiel - Institute for Quantitative Business and Economics Research (QBER), Halle Institute for Economic Research, Goethe University Frankfurt, University of Manchester - Manchester Business School, Northwestern University - Kellogg School of Management, University of Warwick - Warwick Business School, University of New South Wales (UNSW), Square Research Center, Independent Researcher, University of Liège - HEC Liège, HEC Paris - Finance Department, Goethe University Frankfurt - Faculty of Economics and Business Administration, Leibniz University Hannover, University of Zurich, Universite du Luxembourg, S&P Global Ratings, La Trobe University, UCSI University, Malaysia, Vienna University of Economics and Business, University of Cambridge, Purdue University, The University of Sydney, Universidad Autonoma de Madrid, Aalto University, Arizona State University (ASU) - Finance Department, University of California, Los Angeles (UCLA) - Finance Area, University of Florida - Department of Finance, Insurance and Real Estate, North Carolina State University - Department of Business Management, Swiss Finance Institute - USI Lugano, EPFL, University of Toronto - Rotman School of Management and UTSC Management, ESCP Europe - ESCP Europe - Turin Campus, Toulouse Business School - TBS Education, Swiss Finance Institute - HEC Lausanne, Independent, Universite de Toulouse 1 Capitole, Loyola Marymount University, Queen's University Belfast, Michigan State University - Department of Finance, University of Illinois at Chicago, John von Neumann University - MNB Institute, Macquarie University, Copenhagen Business School, University of Florida - Department of Finance, Insurance and Real Estate, Radboud University, Stockholm University - Stockholm Business School, UNSW Australia Business School, School of Banking and Finance, California State University-East Bay, University of Stavanger, University of Zurich - Department of Banking and Finance, Saint Louis University - Department of Finance, University of Graz, Royal Melbourne Institute of Technolog (RMIT University) - Blockchain Innovation Hub, University of Toronto, Universidad de las Islas Baleares, University of Michigan, Stephen M. Ross School of Business, University of Chicago - Booth School of Business, University of Technology Sydney (UTS), Duke University - Department of Economics, University of Illinois at Urbana-Champaign - Department of Finance, Goethe University Frankfurt - Faculty of Economics and Business Administration, University of Duisburg-Essen - Mercator School of Management, HEC Paris - Finance Department, University of Oregon - Department of Finance, University of Sydney Business School, Masaryk University - Department of finance, Missouri State University, Copenhagen Business School, The University of Wollongong, University of Technology Sydney (UTS), Indian Institute of Management, Ahmedabad, University of Texas at Arlington, University of St. Gallen, University of Turin, University of Kiel, Université Paris I Panthéon-Sorbonne - Centre d'Economie de la Sorbonne (CES), Vrije Universiteit Amsterdam, ESSEC Business School, University of Toronto, Universite du Luxembourg - Department of Finance, Aalto University, Queen's University - Smith School of Business, University of Innsbruck, Stockholm University - Stockholm Business School, State University of New York at Buffalo - School of Management, University of Edinburgh Business School, Oklahoma State University - Department of Finance, HEC Paris - Finance Department, University of Quebec at Montreal (UQAM) - Faculty of Management (ESG), University of Lausanne, Bowling Green State University - Department of Finance, University of Edinburgh, York University - Schulich School of Business, HEC Montreal - Department of Finance, New Mexico State University, Federal Reserve Bank of New York, University of Cambridge - Judge Business School, Swiss Finance Institute - University of Geneva, University of Mannheim, The University of Manchester - Department of Economics, University of Graz, Deutsche Bundesbank, Macquarie University, Swiss Finance Institute - HEC Lausanne, University of Stuttgart, Heinrich Heine University Dusseldorf - Duesseldorf Institute for Competition Economics (DICE), Arizona State University (ASU), VU Amsterdam - School of Business and Economics, Federal Reserve Bank of New York, Wilfrid Laurier University - Lazaridis School of Business and Economics, Federal Housing Finance Agency, University of Zurich, Vienna University of Economics and Business, University of Western Australia, University of St. Gallen, University of New South Wales (UNSW), University of Memphis - Fogelman College of Business and Economics, Cardiff University, Universite du Luxembourg, New York University (NYU) - Leonard N. Stern School of Business, Aalto University, Eötvös Loránd University, University of Birmingham, University of Florida - Department of Finance, University of Bristol Business School, University of New South Wales (UNSW), University of Mannheim - Finance Area, Karlsruhe Institute of Technology, University of Bristol - Department of Finance and Accounting, Loyola Marymount University - Department of Finance, University of Bologna, Copenhagen Business School, Hong Kong Institute for Monetary and Financial Research (HKIMR), University of Mississippi - Department of Finance, Instituto Tecnológico Autónomo de México (ITAM) - Department of Business Administration, Vlerick Business School, Erasmus University Rotterdam (EUR), Lund University - Department of Economics, Frankfurt School of Finance & Management, University of Amsterdam Business School, Erasmus University Rotterdam (EUR), University of Copenhagen, Erasmus University Rotterdam (EUR), Utrecht University - School of Economics, Reykjavik University, Erasmus University Rotterdam, The Ohio State University - Fisher College of Business, University of Sydney Business School, University of Vienna - Department of Finance, Vrije Universiteit Amsterdam, School of Business and Economics, University of Zurich - Department of Economics, University of Luxembourg, VU University Amsterdam, Asia University, Department of Finance, Vrije Universiteit Amsterdam, School of Business and Economics, Halle Institute for Economic Research, University of Chicago - Booth School of Business, University of Victoria, Stockholm University - Stockholm Business School, University of Oklahoma Price College of Business, University of Murcia, University of Essex, Erasmus University Rotterdam, Central Michigan University, Aalto University, Columbia University, Singapore Management University - Lee Kong Chian School of Business, Norwegian School of Economics (NHH) - Department of Finance, University of Gothenburg, Centre for Finance, Stockholm University, Radboud University, Institute for Management Research, University of Manchester - Alliance Manchester Business School, Vrije Universiteit Amsterdam (VU Amsterdam), University of Melbourne - Department of Finance, University of Wollongong - School of Accounting, Economics & Finance, Erasmus University Rotterdam (EUR), Bank for International Settlements (BIS) - Monetary and Economic Department, University of Toronto at Mississauga - Department of Management, Vrije Universiteit Amsterdam - School of Business and Economics, Queen's University, HEC Paris, University of Birmingham, King’s College London, Cardiff Business School, Universidad Autonoma de Madrid, Singapore Management University, University of Zurich - Department of Finance, University of Tübingen, University of Luxembourg, affiliation not provided to SSRN, EDF Energy, United Kingdom, Aalto University, Norges Bank, State University of New York (SUNY) - Buffalo, Southwestern University of Finance and Economics (SWUFE), The University of Sydney, University of Toulouse Capitole, UC3M, University of Reading - ICMA Centre, Pontificia Universidad Católica de Chile and Zhongnan University of Economics and Law - School of Finance
Downloads 15,153 (501)
Citation 6

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non-standard errors, multi-analyst approach, liquidity

2.

The Liquidity of Bank Assets and Banking Stability

Number of pages: 24 Posted: 14 Jun 2004
Wolf Wagner
Erasmus University Rotterdam (EUR)
Downloads 1,968 (15,454)
Citation 40

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

3.

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)
Downloads 1,237 (31,310)
Citation 33

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securitization, credit derivatives, systemic risk, subprime crisis

4.
Downloads 1,213 (32,243)
Citation 32

Insurers As Asset Managers and Systemic Risk

Review of Financial Studies (forthcoming), Kelley School of Business Research Paper No. 18-4
Number of pages: 121 Posted: 08 Jan 2018 Last Revised: 08 Aug 2022
Indiana University - Kelley School of Business - Department of Finance, Southern Methodist University (SMU) - Finance Department, University of St. Gallen - I.VW-HSG, University of North Carolina Kenan-Flagler Business School and Erasmus University Rotterdam (EUR)
Downloads 1,149 (34,313)
Citation 19

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Financial stability, Illiquid assets, Fire sales, Insurance companies.

Insurers as Asset Managers and Systemic Risk

ESRB: Working Paper Series No. 2018/75
Number of pages: 59 Posted: 05 Nov 2020
Indiana University - Kelley School of Business - Department of Finance, Southern Methodist University (SMU) - Finance Department, Bank for International Settlements (BIS), University of North Carolina Kenan-Flagler Business School and Erasmus University Rotterdam (EUR)
Downloads 62 (650,329)

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financial stability, insurance companies, inter-connectedness, systemic risk

Insurers as Asset Managers and Systemic Risk

CEPR Discussion Paper No. DP12849
Number of pages: 61 Posted: 12 Apr 2018
Southern Methodist University (SMU) - Finance Department, Indiana University - Kelley School of Business - Department of Finance, University of St. Gallen - I.VW-HSG, University of North Carolina Kenan-Flagler Business School and Erasmus University Rotterdam (EUR)
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Insurance companies., Inter-connectedness, Systemic risk; Financial stability

5.
Downloads 1,111 (36,554)
Citation 20

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) and City University London - The Business School
Downloads 640 (76,234)
Citation 40

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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) and City University London - The Business School
Downloads 471 (111,679)

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

6.

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)
Downloads 930 (46,977)
Citation 17

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credit risk, asset quality, banks, subprime crisis

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 - The Business School, Universitat Pompeu Fabra - Center for Research in Health and Economics (CRES) and Erasmus University Rotterdam (EUR)
Downloads 752 (62,773)
Citation 21

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credit derivatives, bank loans, moral hazard

8.

Credit Derivatives and Loan Pricing

Number of pages: 34 Posted: 27 Feb 2007 Last Revised: 12 May 2011
Lars Norden and Wolf Wagner
Getulio Vargas Foundation (FGV) - Brazilian School of Public and Business Administration (EBAPE) and Erasmus University Rotterdam (EUR)
Downloads 731 (65,245)
Citation 6

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

9.

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 - The Business School, Universitat Pompeu Fabra - Center for Research in Health and Economics (CRES) and Erasmus University Rotterdam (EUR)
Downloads 604 (82,953)
Citation 13

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credit risk transfer, risk management, bank lending

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)
Downloads 588 (85,852)
Citation 5

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liquidity sources, liquidity regulation, public liquidity

11.

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 - The Business School, University of Amsterdam - Finance Group and Erasmus University Rotterdam (EUR)
Downloads 583 (86,833)
Citation 4

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Bank regulation, bank resolution, cross-border banking

12.

Financial Innovation and Bank Behavior: Evidence from Credit Markets

Number of pages: 36 Posted: 06 Apr 2011 Last Revised: 24 Aug 2012
Getulio Vargas Foundation (FGV) - Brazilian School of Public and Business Administration (EBAPE), Pontificia Universidad Católica de Chile - School of Business and Erasmus University Rotterdam (EUR)
Downloads 557 (91,994)
Citation 14

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

13.

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)
Downloads 506 (103,585)
Citation 6

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credit derivatives, sovereign debt crisis, moral hazard

14.

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)
Downloads 434 (124,365)
Citation 38

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

15.
Downloads 427 (126,734)
Citation 13

The Economics of Supranational Bank Supervision

Number of pages: 45 Posted: 06 Mar 2018 Last Revised: 02 Dec 2019
City University London - The Business School, Pontificia Universidad Católica de Chile - School of Business and Erasmus University Rotterdam (EUR)
Downloads 427 (125,439)
Citation 13

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Supranational supervisory cooperation; cross-border banking; externalities

The Economics of Supranational Bank Supervision

CEPR Discussion Paper No. DP12764
Number of pages: 49 Posted: 06 Mar 2018
City University London - The Business School, Pontificia Universidad Católica de Chile - School of Business and Erasmus University Rotterdam (EUR)
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Citation 2
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Supranational supervisory cooperation; cross-border banking; externalities

Winning Connections? Special Interests and the Sale of Failed Banks

Journal of Banking and Finance, Forthcoming
Number of pages: 62 Posted: 05 Jun 2017 Last Revised: 08 Apr 2022
International Monetary Fund (IMF) - Financial Studies Division, Rotterdam School of Management, Erasmus University, Erasmus University Rotterdam (EUR) and Monash University
Downloads 327 (169,353)
Citation 1

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auction, bank resolution, board connections, failed banks, financial crisis, lobbying, rent seeking, special interests

Winning Connections? Special Interests and the Sale of Failed Banks

IMF Working Paper No. 17/262
Number of pages: 48 Posted: 18 Jan 2018
International Monetary Fund (IMF) - Financial Studies Division, Rotterdam School of Management, Erasmus University, Erasmus University Rotterdam (EUR) and Monash University
Downloads 88 (530,444)

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Western Hemisphere, United States, Bank resolution, Financial crisis, Rent seeking, Failed banks, Lobbying, Economic Models of Political Processes: Rent-Seeking, Elections, Legislatures, and Voting Behavior, Studies of Particular Policy Episodes, Government Policy and Regulation

Winning Connections? Special Interests and the Sale of Failed Banks

CEPR Discussion Paper No. DP12440
Number of pages: 57 Posted: 20 Nov 2017
International Monetary Fund (IMF) - Financial Studies Division, Rotterdam School of Management, Erasmus University, Erasmus University Rotterdam (EUR) and Monash University
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bank resolution, failed banks, financial crisis, Lobbying, rent seeking

17.

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)
Downloads 404 (135,080)
Citation 5

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International Banking, Portfolio Diversification, Financial Stability

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 - The Business School and Erasmus University Rotterdam (EUR)
Downloads 234 (238,736)
Citation 9

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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 - The Business School and Erasmus University Rotterdam (EUR)
Downloads 149 (358,676)
Citation 4

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

19.

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)
Downloads 341 (163,054)
Citation 11

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

20.

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)
Downloads 321 (174,019)
Citation 3

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financial development, subprime, opaque assets, asset substitution

21.

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)
Downloads 314 (178,008)
Citation 2

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

22.

Loan Market Competition and Bank Risk-Taking

TILEC Discussion Paper No. 2007-010
Number of pages: 11 Posted: 31 Mar 2007 Last Revised: 04 May 2020
Wolf Wagner
Erasmus University Rotterdam (EUR)
Downloads 311 (179,808)
Citation 10

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loan market competition, risk shifting, bank stability

23.
Downloads 304 (184,162)
Citation 2

Too-Many-to-Fail and the Pricing of Risks

Number of pages: 55 Posted: 12 Feb 2016 Last Revised: 02 Jul 2019
Di Gong and Wolf Wagner
University of International Business and Economics (UIBE) - School of Banking and Finance and Erasmus University Rotterdam (EUR)
Downloads 302 (184,271)
Citation 3

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

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 - Department of Financial Economics and Erasmus University Rotterdam (EUR)
Downloads 129 (402,699)
Citation 5

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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 - Department of Financial Economics and Erasmus University Rotterdam (EUR)
Downloads 129 (402,699)
Citation 1

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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 - Department of Financial Economics and Erasmus University Rotterdam (EUR)
Downloads 38 (808,907)
Citation 3

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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 - Department of Financial Economics and Erasmus University Rotterdam (EUR)
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Citation 2
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bank lending, risk taking, securitization, SVARs

25.
Downloads 283 (198,495)
Citation 20

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 and Erasmus University Rotterdam (EUR)
Downloads 246 (227,243)
Citation 3

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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 Last Revised: 03 Jul 2023
Harry Huizinga, Johannes Voget and Wolf Wagner
Tilburg University - Center for Economic Research (CentER), University of Mannheim and Erasmus University Rotterdam (EUR)
Downloads 34 (841,612)
Citation 1

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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 and Erasmus University Rotterdam (EUR)
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Citation 2
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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)
Downloads 274 (203,959)
Citation 5

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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)

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Banking crisis, systemic risk, welfare, regulation.

27.

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

Number of pages: 24 Posted: 21 Apr 2004
Wolf Wagner
Erasmus University Rotterdam (EUR)
Downloads 274 (205,131)

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divestment, moral hazard, going public

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 and Erasmus University Rotterdam (EUR)
Downloads 265 (211,773)
Citation 8

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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 and Erasmus University Rotterdam (EUR)
Downloads 6 (1,118,724)
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international taxation, takeover premiums

29.
Downloads 269 (209,005)
Citation 3

Opacity and Liquidity

Number of pages: 47 Posted: 02 Nov 2013 Last Revised: 07 Dec 2014
André Stenzel and Wolf Wagner
Bank of Canada and Erasmus University Rotterdam (EUR)
Downloads 165 (329,060)

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endogenous information acquisition, opacity, asset liquidity

Opacity, liquidity and disclosure requirements

European Banking Center Discussion Paper No. 2013-012, CentER Discussion Paper No. 2013-066
Number of pages: 47 Posted: 30 Nov 2013 Last Revised: 23 Dec 2020
André Stenzel and Wolf Wagner
Bank of Canada and Erasmus University Rotterdam (EUR)
Downloads 104 (474,092)
Citation 1

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endogenous information acquisition, opacity, asset liquidity

30.
Downloads 226 (247,890)
Citation 2

The Feasible Gains from International Risk Sharing

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)
Downloads 202 (274,339)
Citation 2

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international risk sharing, incentive constraints, welfare gains

The Feasible Gains from International Risk Sharing

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)
Downloads 24 (932,829)
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international risk sharing, incentive constraints, welfare gains

31.

The Optimality of Interbank Liquidity Insurance

EFA 2009 Bergen Meetings Paper
Number of pages: 26 Posted: 28 Jul 2008 Last Revised: 04 May 2020
Fabio Castiglionesi and Wolf Wagner
Tilburg University - Department of Finance and Erasmus University Rotterdam (EUR)
Downloads 217 (257,503)
Citation 3

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Liquidity Coinsurance, Interbank Markets, Non-exclusive Contracts

32.

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)
Downloads 211 (264,300)
Citation 5

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tail risk, forward looking, banks, systemic crisis

33.
Downloads 182 (302,104)
Citation 1

Fire Sale Risk and Credit

Number of pages: 46 Posted: 26 Feb 2021 Last Revised: 23 Aug 2021
Erasmus University Rotterdam (EUR) - Finance, ESCP Europe - ESCP Europe - Turin Campus and Erasmus University Rotterdam (EUR)
Downloads 171 (318,899)
Citation 1

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fire sales, credit supply, foreclosure laws, creditor concentration, joint liquidation risk, collateral

Fire-Sale Risk and Credit

Number of pages: 53 Posted: 20 Dec 2023
ESCP Business School, Erasmus University Rotterdam (EUR) - Finance and Erasmus University Rotterdam (EUR)
Downloads 11 (1,070,254)

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fire sales, credit supply, foreclosure laws, creditor concentration, joint liquidation risk, collateral

Fire Sale Risk and Credit

CEPR Discussion Paper No. DP15798
Number of pages: 40 Posted: 11 Feb 2021 Last Revised: 01 Mar 2021
Erasmus University Rotterdam (EUR) - Finance, ESCP Europe - ESCP Europe - Turin Campus and Erasmus University Rotterdam (EUR)
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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 and Erasmus University Rotterdam (EUR)
Downloads 160 (338,007)
Citation 2

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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 and Erasmus University Rotterdam (EUR)
Downloads 3 (1,144,076)
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Capital gains taxation, Cost of capital, International takeovers, Takeover premium

35.

Banks, Political Capital, and Growth

Number of pages: 59 Posted: 27 Feb 2021 Last Revised: 11 Jan 2022
Rotterdam School of Management, Erasmus University, Erasmus University Rotterdam (EUR) and Monash University
Downloads 144 (368,495)

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campaign contributions, close elections, corporate lending, creative destruction, economic growth, political connections, productivity

36.
Downloads 140 (376,650)
Citation 6

Liquidity Provision During a Pandemic

Number of pages: 25 Posted: 05 May 2020
Charles Kahn and Wolf Wagner
University of Illinois at Urbana-Champaign and Erasmus University Rotterdam (EUR)
Downloads 140 (377,252)
Citation 5

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public liquidity, banks, COVID-10, mothballing

Liquidity Provision During a Pandemic

CEPR Discussion Paper No. DP14701
Number of pages: 28 Posted: 08 May 2020
Charles Kahn and Wolf Wagner
University of Illinois at Urbana-Champaign and Erasmus University Rotterdam (EUR)
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Citation 3
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banks, Covid-10, mothballing, public liquidity

37.

Local Bank Supervision

Number of pages: 49 Posted: 27 Oct 2023
Di Gong, Thomas Lambert and Wolf Wagner
University of International Business and Economics (UIBE) - School of Banking and Finance, Rotterdam School of Management, Erasmus University and Erasmus University Rotterdam (EUR)
Downloads 113 (443,388)

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bank supervision, supervisory architecture, decentralization, enforcement actions, lending, information collection, incentives

38.

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 Arizona - Eller College of Management and Erasmus University Rotterdam (EUR)
Downloads 103 (474,393)
Citation 2

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National Containment Policies and International Cooperation

Number of pages: 15 Posted: 05 May 2020
Thorsten Beck and Wolf Wagner
City University London - The Business School and Erasmus University Rotterdam (EUR)
Downloads 88 (530,444)
Citation 6

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COVID-19 pandemic; cross-border cooperation; externalities

National Containment Policies and International Cooperation

CEPR Discussion Paper No. DP14668
Number of pages: 18 Posted: 08 May 2020
Thorsten Beck and Wolf Wagner
City University London - The Business School and Erasmus University Rotterdam (EUR)
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Citation 5
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Covid-19 pandemic, cross-border cooperation, externalities

40.

Bailouts and the Modeling of Bank Distress

Galil, K., Samuel, M., Shapir, O. M., & Wagner, W. (2023). Bailouts and the modeling of bank distress. Journal of Financial Research, 46(1), 7-30.
Number of pages: 67 Posted: 20 Jan 2019 Last Revised: 22 Aug 2023
Ben-Gurion University of the Negev - Department of Economics, Ben-Gurion University of the Negev, New York University (NYU) - New York University (NYU), Shanghai and Erasmus University Rotterdam (EUR)
Downloads 88 (525,390)

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Banks, Bankruptcy, Closure, Bailouts, Too-Big-to-Fail, Systemically Important Financial Institution

41.

Incomplete supervisory cooperation

Number of pages: 53 Posted: 07 Dec 2022
City University London - The Business School, Pontificia Universidad Católica de Chile - School of Business and Erasmus University Rotterdam (EUR)
Downloads 84 (540,533)

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Supranational cooperation; cross-border banking; externalities

42.

Too-Many-To-Fail and the Design of Bailout Regimes

Number of pages: 50 Posted: 12 May 2023
Wolf Wagner and Jing Zeng
Erasmus University Rotterdam (EUR) and University of Bonn
Downloads 75 (577,562)

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systemic risk, too-many-to-fail, optimal investment, bailouts

43.
Downloads 71 (595,461)

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)
Downloads 71 (604,154)

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

44.

Do Voluntary Pledges Make Loans Greener?

Number of pages: 38 Posted: 16 Apr 2024
Goethe University Frankfurt, Rotterdam School of Management, Erasmus University, Goethe University Frankfurt and Erasmus University Rotterdam (EUR)
Downloads 39 (787,800)

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Project Finance, Green Lending, Climate Risk, Equator Principles

45.

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
Deutsche Bundesbank and Erasmus University Rotterdam (EUR)
Downloads 39 (780,491)

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Marketability, Incentives, Financial Innovations, Financial Stability

Taxation and the External Wealth of Nations: Evidence from Bilateral Portfolio Holdings

CentER Discussion Paper Series No. 2019-029
Number of pages: 53 Posted: 11 Nov 2019
Tilburg University - Center for Economic Research (CentER), Leibniz University Hannover, University of Mannheim and Erasmus University Rotterdam (EUR)
Downloads 37 (816,839)

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Asset allocation; Capital income taxation; Foreign portfolio investment

Taxation and the External Wealth of Nations: Evidence from Bilateral Portfolio Holdings

CEPR Discussion Paper No. DP14096
Number of pages: 55 Posted: 15 Nov 2019
Tilburg University - Center for Economic Research (CentER), Leibniz University Hannover, University of Mannheim and Erasmus University Rotterdam (EUR)
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asset allocation, Capital income taxation, Foreign portfolio investment

47.

Taxation If Capital is Not Perfectly Mobile: Tax Competition Versus Tax Exportation

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)
Downloads 26 (886,234)
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Tax competition, capital mobility, cross-ownership

48.

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 - The Business School and Erasmus University Rotterdam (EUR)
Downloads 4 (1,092,321)
Citation 9
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Bank regulation, bank resolution, cross-border banking

49.

Opacity and Liquidity

CEPR Discussion Paper No. DP10665
Number of pages: 62 Posted: 22 Jun 2015
André Stenzel and Wolf Wagner
Bank of Canada and Erasmus University Rotterdam (EUR)
Downloads 2 (1,107,055)
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asset liquidity, endogenous information acquisition, opacity

50.

Closed for Business

CEPR Discussion Paper No. DP14814
Number of pages: 32 Posted: 28 May 2020
Erasmus University Rotterdam (EUR) - Finance, ESCP Europe - ESCP Europe - Turin Campus and Erasmus University Rotterdam (EUR)
Downloads 1 (1,114,876)
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business shutdown, coordination, COVID-19, Pandemic

51.

Supranational Cooperation and Regulatory Arbitrage

CEPR Discussion Paper No. DP16978
Number of pages: 39 Posted: 04 Feb 2022
Florence School of Banking and Finance, Pontificia Universidad Católica de Chile - School of Business and Erasmus University Rotterdam (EUR)
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cross-border banking, Externalities, supranational cooperation

52.

The Two Faces of Interbank Correlation

CEPR Discussion Paper No. DP12363
Number of pages: 31 Posted: 16 Oct 2017
University of Bristol, Pontificia Universidad Católica de Chile - School of Business and Erasmus University Rotterdam (EUR)
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53.

Sources of Liquidity and Liquidity Shortages

CEPR Discussion Paper No. DP12116
Number of pages: 34 Posted: 04 Jul 2017
Charles Kahn and Wolf Wagner
University of Illinois at Urbana-Champaign and Erasmus University Rotterdam (EUR)
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Citation 3
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liquidity regulation, liquidity sources, public liquidity

54.

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
Sabancı University, University of International Business and Economics (UIBE) - School of Banking and Finance and Erasmus University Rotterdam (EUR)
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Citation 2
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business securitization, economic growth, household securitization, securitization

55.

The Disturbing Interaction between Countercyclical Capital Requirements and Systemic Risk

Posted: 09 Dec 2012 Last Revised: 23 Feb 2021
Bálint L. Horváth and Wolf Wagner
University of Arizona - Eller College of Management and Erasmus University Rotterdam (EUR)

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systemic risk, regulation, procyclicality

56.

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
Politecnico di Torino and Erasmus University Rotterdam (EUR)

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