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

  • WU Vienna University of Economics and Business

  • Vienna Graduate School of Finance (VGSF)

SCHOLARLY PAPERS

15

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26,519

TOTAL CITATIONS
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SSRN RANKINGS

Top 2,216

in Total Papers Citations

402

Scholarly Papers (15)

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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 4,942 (3,792)
Citation 15

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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.

Low Risk Anomalies?

Downloads 4,086 ( 5,227)
Citation 36

Low Risk Anomalies?

Journal of Finance, Forthcoming, Swiss Finance Institute Research Paper No. 19-50
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 3,152 (7,824)
Citation 29

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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 934 (49,918)
Citation 7

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

3.

Does Central Bank Tone Move Asset Prices?

Downloads 2,852 ( 9,289)
Citation 35

Does Central Bank Tone Move Asset Prices?

Number of pages: 68 Posted: 14 Jul 2015 Last Revised: 27 Sep 2023
Maik Schmeling and Christian Wagner
Goethe University Frankfurt - Department of Finance and WU Vienna University of Economics and Business
Downloads 2,839 (9,184)
Citation 35

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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 13 (1,133,652)
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central bank communication, credit spreads, monetary policy, risk premia, Stock returns, textual analysis, volatility risk

4.

Exchange Rates and Sovereign Risk

Downloads 2,268 (13,444)
Citation 16

Exchange Rates and Sovereign Risk

Number of pages: 121 Posted: 15 Nov 2013 Last Revised: 20 Apr 2021
Pasquale Della Corte, Lucio Sarno, Maik Schmeling and Christian Wagner
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 2,267 (13,205)
Citation 7

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

Exchange Rates and Sovereign Risk

CEPR Discussion Paper No. DP16058
Number of pages: 125 Posted: 14 May 2021
Pasquale Della Corte, Lucio Sarno, Maik Schmeling and Christian Wagner
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 (1,288,916)
Citation 9
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5.

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
NHH Norwegian School of Economics, WU Vienna University of Economics and Business and Vienna University of Economics and Business
Downloads 2,081 (15,390)
Citation 52

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

6.

What is the Expected Return on a Stock?

Downloads 1,899 (17,867)
Citation 88

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 1,899 (17,552)
Citation 8

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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 80
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expected returns, forecast, implied volatility, risk premia, risk-neutral variance

7.

Disaster Resilience and Asset Prices

Downloads 1,713 (20,966)
Citation 103

Disaster Resilience and Asset Prices

Journal of Financial Economics (JFE), Forthcoming
Number of pages: 105 Posted: 19 May 2020 Last Revised: 12 Sep 2023
Marco Pagano, Christian Wagner and Josef Zechner
CSEF - University of Naples Federico II - Centre for Studies in Economics and Finance (CSEF), WU Vienna University of Economics and Business and Vienna University of Economics and Business
Downloads 1,485 (25,549)
Citation 81

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

Disaster Resilience and Asset Prices

Center for Financial Studies Working Paper No. 673, 2021
Number of pages: 85 Posted: 05 Feb 2022
Marco Pagano, Christian Wagner and Josef Zechner
CSEF - University of Naples Federico II - Centre for Studies in Economics and Finance (CSEF), WU Vienna University of Economics and Business and Vienna University of Economics and Business
Downloads 226 (267,201)
Citation 22

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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
CSEF - University of Naples Federico II - Centre for Studies in Economics and Finance (CSEF), WU Vienna University of Economics and Business and Vienna University of Economics and Business
Downloads 2 (1,274,948)
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Asset Pricing, Pandemics, Rare Disasters, resilience, social distance

8.

Debt Refinancing and Equity Returns

Journal of Finance, Forthcoming
Number of pages: 81 Posted: 31 Oct 2015 Last Revised: 11 Oct 2021
Nils Friewald, Florian Nagler and Christian Wagner
NHH Norwegian School of Economics, Bocconi University and WU Vienna University of Economics and Business
Downloads 1,530 (24,871)
Citation 16

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Equity returns, risk premia, financial leverage, debt maturity, empirical cross-sectional asset pricing

9.

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 1,042 (43,543)
Citation 1

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

10.

Properties of Foreign Exchange Risk Premiums

Downloads 940 (50,278)
Citation 4

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 936 (49,781)

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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 (1,248,710)
Citation 4
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exchange rates, forward bias, predictability, term structure

11.

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 904 (53,031)
Citation 3

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

12.

Margin Requirements and Equity Option Returns

Number of pages: 81 Posted: 04 Jun 2016 Last Revised: 01 Jul 2021
Steffen Hitzemann, Michael Hofmann, Marliese Uhrig-Homburg and Christian Wagner
University of Houston - Department of Finance, 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 847 (57,996)
Citation 4

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

13.

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 737 (69,771)
Citation 29

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

14.

Deciphering Monetary Policy Shocks

Number of pages: 86 Posted: 15 Apr 2022 Last Revised: 23 Sep 2024
Phillipp Gnan, Maximilian Schleritzko, Maik Schmeling and Christian Wagner
Vienna University of Economics and Business, d-fine GmbH, Goethe University Frankfurt - Department of Finance and WU Vienna University of Economics and Business
Downloads 675 (78,070)

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Monetary Policy Shocks, Central Bank Communication, Asset Pricing, Textual Analysis

15.

Deciphering Monetary Policy Shocks

CEPR Discussion Paper No. DP17295
Number of pages: 75 Posted: 27 May 2022
Phillipp Gnan, Maximilian Schleritzko, Maik Schmeling and Christian Wagner
Vienna University of Economics and Business, d-fine GmbH, Goethe University Frankfurt - Department of Finance and WU Vienna University of Economics and Business
Downloads 3 (1,212,047)
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Asset Pricing, central bank communication, monetary policy shocks, textual analysis