Christian Wagner

WU Vienna University of Economics and Business

Welthandelsplatz 1

Vienna, Wien 1020

Austria

Vienna Graduate School of Finance (VGSF)

Welthandelsplatz 1

Vienna, 1020

Austria

SCHOLARLY PAPERS

13

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Top 1,934

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17,799

SSRN CITATIONS
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SSRN RANKINGS

Top 4,461

in Total Papers Citations

124

CROSSREF CITATIONS

145

Scholarly Papers (13)

1.

Determinants of Operational Risk Reporting in the Banking Industry

Number of pages: 35 Posted: 28 Sep 2003
Guenther Helbok and Christian Wagner
Bank Austria Creditanstalt - Department of Operational and Group Risk Control and WU Vienna University of Economics and Business
Downloads 4,074 (2,449)
Citation 5

Abstract:

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operational risk, banking, Basel II, discretionary disclosure, disclosure index, information risk, agency costs, political costs, random effects ordered logit model

2.
Downloads 3,374 ( 3,347)
Citation 19

Low Risk Anomalies?

Journal of Finance, Forthcoming
Number of pages: 113 Posted: 13 Apr 2015 Last Revised: 28 Sep 2019
Paul Schneider, Christian Wagner and Josef Zechner
University of Lugano - Institute of Finance, WU Vienna University of Economics and Business and Vienna University of Economics and Business
Downloads 2,698 (4,785)
Citation 14

Abstract:

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low risk anomaly, coskewness, skewness, risk premia, equity options

Low Risk Anomalies?

CFS Working Paper, No. 550
Number of pages: 71 Posted: 26 Oct 2016 Last Revised: 11 Jan 2018
Paul Schneider, Christian Wagner and Josef Zechner
University of Lugano - Institute of Finance, WU Vienna University of Economics and Business and Vienna University of Economics and Business
Downloads 676 (40,503)
Citation 6

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Low risk anomaly, skewness, credit risk, risk premia, equity options

3.

The Cross-Section of Credit Risk Premia and Equity Returns

Journal of Finance, Forthcoming
Number of pages: 56 Posted: 12 Jul 2011 Last Revised: 12 Apr 2015
Nils Friewald, Christian Wagner and Josef Zechner
Norwegian School of Economics (NHH), WU Vienna University of Economics and Business and Vienna University of Economics and Business
Downloads 1,731 (10,293)
Citation 13

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equity returns, default risk, credit risk premia, credit default swaps, cross-sectional asset pricing

4.

Exchange Rates and Sovereign Risk

Number of pages: 85 Posted: 15 Nov 2013 Last Revised: 10 Aug 2018
Imperial College Business School, University of Cambridge - Judge Business School, Goethe University Frankfurt - Department of Finance and WU Vienna University of Economics and Business
Downloads 1,520 (12,598)
Citation 5

Abstract:

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Exchange rates, currency risk premium, currency options, sovereign risk, CDS spreads.

5.
Downloads 1,322 ( 15,686)
Citation 14

Does Central Bank Tone Move Asset Prices?

Number of pages: 87 Posted: 14 Jul 2015 Last Revised: 24 Oct 2019
Maik Schmeling and Christian Wagner
Goethe University Frankfurt - Department of Finance and WU Vienna University of Economics and Business
Downloads 1,321 (15,382)
Citation 18

Abstract:

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monetary policy, central bank communication, textual analysis, risk premia, stock returns, volatility risk, credit spreads

Does Central Bank Tone Move Asset Prices?

CEPR Discussion Paper No. DP13490
Number of pages: 88 Posted: 28 Jan 2019
Maik Schmeling and Christian Wagner
Goethe University Frankfurt - Department of Finance and WU Vienna University of Economics and Business
Downloads 1 (736,422)
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central bank communication, credit spreads, monetary policy, risk premia, Stock returns, textual analysis, volatility risk

6.
Downloads 1,204 ( 18,066)
Citation 39

What is the Expected Return on a Stock?

Journal of Finance, Forthcoming
Number of pages: 83 Posted: 28 Apr 2016 Last Revised: 30 Aug 2018
Ian Martin and Christian Wagner
London School of Economics & Political Science (LSE) - Department of Finance and WU Vienna University of Economics and Business
Downloads 1,204 (17,737)
Citation 12

Abstract:

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Equity Returns, Risk Premia, Risk-Neutral Variance, Equity Options

What is the Expected Return on a Stock?

CEPR Discussion Paper No. DP11608
Number of pages: 71 Posted: 07 Nov 2016
Ian Martin and Christian Wagner
London School of Economics & Political Science (LSE) - Department of Finance and WU Vienna University of Economics and Business
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Citation 18
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expected returns, forecast, implied volatility, risk premia, risk-neutral variance

7.

Trading the Forward Bias: Are There Limits to Speculation?

EFA 2006 Zurich Meetings
Number of pages: 26 Posted: 20 Apr 2005 Last Revised: 06 Jan 2008
Markus Hochradl and Christian Wagner
Vienna Graduate School of Finance (VGSF) and WU Vienna University of Economics and Business
Downloads 958 (25,323)
Citation 1

Abstract:

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Exchange rates, forward bias, trading strategies, currency options, limits to speculation

8.

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

EFA 2008 Athens Meetings Paper
Number of pages: 39 Posted: 11 Sep 2006 Last Revised: 25 Aug 2009
Christian Wagner
WU Vienna University of Economics and Business
Downloads 868 (29,149)
Citation 3

Abstract:

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Exchange rates, Uncovered interest parity, Forward bias puzzle, Risk-premia, Carry-trade, Economic value

9.
Downloads 844 ( 30,373)
Citation 31

Properties of Foreign Exchange Risk Premiums

Journal of Financial Economics (JFE), Forthcoming
Number of pages: 86 Posted: 24 Aug 2009 Last Revised: 27 Apr 2016
Lucio Sarno, Paul Schneider and Christian Wagner
University of Cambridge - Judge Business School, University of Lugano - Institute of Finance and WU Vienna University of Economics and Business
Downloads 840 (30,111)
Citation 1

Abstract:

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term structure, exchange rates, forward bias, predictability

Properties of Foreign Exchange Risk Premiums

CEPR Discussion Paper No. DP8503
Number of pages: 89 Posted: 12 Aug 2011
Lucio Sarno, Paul Schneider and Christian Wagner
University of Cambridge - Judge Business School, University of Lugano - Institute of Finance and WU Vienna University of Economics and Business
Downloads 4 (701,897)
Citation 5
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exchange rates, forward bias, predictability, term structure

10.

Debt Refinancing and Equity Returns

Number of pages: 69 Posted: 31 Oct 2015 Last Revised: 02 Feb 2018
Nils Friewald, Florian Nagler and Christian Wagner
Norwegian School of Economics (NHH), Bocconi University and WU Vienna University of Economics and Business
Downloads 746 (35,992)
Citation 3

Abstract:

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equity returns, optimal capital structure, leverage, debt refinancing, rollover risk, book-to-market, size

11.

The Economic Value of Predicting Bond Risk Premia

Number of pages: 77 Posted: 15 Feb 2012 Last Revised: 27 Apr 2016
Lucio Sarno, Paul Schneider and Christian Wagner
University of Cambridge - Judge Business School, University of Lugano - Institute of Finance and WU Vienna University of Economics and Business
Downloads 588 (49,441)
Citation 12

Abstract:

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term structure of interest rates, expectations hypothesis, affine models, risk premia, statistical predictability, economic value

12.

Margin Requirements and Equity Option Returns

Number of pages: 73 Posted: 04 Jun 2016 Last Revised: 25 Sep 2018
Rutgers, The State University of New Jersey - Rutgers Business School at Newark & New Brunswick, Karlsruhe Institute of Technology (KIT) - Institute for Finance, Karlsruhe Institute of Technology (KIT) - Institute for Finance and WU Vienna University of Economics and Business
Downloads 397 (80,176)
Citation 3

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equity options, margins, funding liquidity, cross-section of option returns

13.
Downloads 173 (187,897)
Citation 12

Disaster Resilience and Asset Prices

Number of pages: 40 Posted: 19 May 2020
Marco Pagano, Christian Wagner and Josef Zechner
University of Naples Federico II - Department of Economics and Statistics, WU Vienna University of Economics and Business and Vienna University of Economics and Business
Downloads 173 (187,908)
Citation 6

Abstract:

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asset pricing, rare disasters, social distance, resilience, pandemics

Disaster Resilience and Asset Prices

CEPR Discussion Paper No. DP14773
Number of pages: 43 Posted: 28 May 2020
Marco Pagano, Christian Wagner and Josef Zechner
University of Naples Federico II - Department of Economics and Statistics, WU Vienna University of Economics and Business and Vienna University of Economics and Business
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Asset Pricing, Pandemics, Rare Disasters, resilience, social distance