prof.dr. W.B. (Wolf) Wagner

van Dijk, M., Menkveld, A. J., Dreber, A., Holzmeister, F., Huber, J., Johannesson, M., Kirchler, M., Neususs, S., Razen, M., Wagner, W., Verwijmeren, P., Vogel, S., van der Wel, M., Mazzola, F., Yang, A., & Zhou, C. (2024). Non-Standard Errors*. Journal of Finance. https://doi.org/10.2139/ssrn.3961574

Beck, T., Silva-Buston, C., & Wagner, W. (2023). The Economics of Supranational Bank Supervision. Journal of Financial and Quantitative Analysis, 58(1), 324-351. https://doi.org/10.1017/s0022109022000588

Galil, K., Samuel , M., Offer, S., & Wagner, W. (2023). Bailouts and the Modeling of Bank Distress. Journal of Financial Research, 46(1), 7-30. https://doi.org/10.1111/jfir.12313

Ellul, A., Jotikasthira, C., Kartasheva, A., Lundblad, C., & Wagner, W. (2022). Insurers as Asset Managers and Systemic Risk. Review of Financial Studies, 35(12), 5483-5534. https://doi.org/10.1093/rfs/hhac056

Igan, D., Lambert, T., Wagner, W., & Zhang, E. Q. (2022). Winning connections? Special interests and the sale of failed banks. Journal of Banking and Finance, 140, Article 106496. https://doi.org/10.1016/j.jbankfin.2022.106496

Stenzel, A., & Wagner, W. (2022). Opacity, liquidity and disclosure requirements. Journal of Business Finance and Accounting, 49(5-6), 658-689. https://doi.org/10.1111/jbfa.12574

Huizinga, H., Todtenhaupt, M., Voget, J., & Wagner, W. (2022). Taxation and the external wealth of nations: Evidence from bilateral portfolio holdings. Journal of International Money and Finance, 122, Article 102548. https://doi.org/10.1016/j.jimonfin.2021.102548

Lambert, T., Wagner, W., & Zhang, E. (2022). Banks, Political Capital, and Growth. Review of Corporate Finance Studies, 12(3), 613-655. https://doi.org/10.1093/rcfs/cfac005

Kahn, C. M., & Wagner, W. (2021). Liquidity provision during a pandemic. Journal of Banking and Finance, 133, 10-33. Article 106152. https://doi.org/10.1016/j.jbankfin.2021.106152

Bongaerts, D., Mazzola, F., & Wagner, W. (2021). Closed for business: The mortality impact of business closures during the Covid-19 pandemic. PLoS ONE, 16(5), e0251373. Article e0251373. https://doi.org/10.1371/journal.pone.0251373

Kahn, C., & Wagner, W. (2021). Sources of Liquidity and Liquidity Shortages. Journal of Financial Intermediation, 46, Article 100869. https://doi.org/10.1016/j.jfi.2020.100869

Wagner, W. (2020). Variable Annuities and Systemic Risk. Réalités Industrielles - Annales des Mines. http://hdl.handle.net/1765/125167

Voget, J., Wagner, W., & Huizinga, Harry, H. (2018). Capital gains taxation and the cost of capital: Evidence from unanticipated cross-border transfers of tax base. Journal of Financial Economics, 129(2), 306-328. https://doi.org/10.1016/j.jfineco.2018.04.014

Horvath, B., & Wagner, W. (2017). The Disturbing Interaction between Countercyclical Capital Requirements and Systemic Risk. Review of Finance, 21(4), 1485. https://doi.org/10.1093/rof/rfx001

Bertay, AC., Gong, D., & Wagner, W. (2017). Securitization and economic activity: The credit composition channel. Journal of Financial Stability, 28(February), 225-239. https://doi.org/10.1016/j.jfs.2016.01.010

Marsh, I. W., & Wagner, W. (2016). News-Specific Price Discovery in Credit Default Swap Markets. Financial Management, 45(2), 315-340. https://doi.org/10.1111/fima.12095

Wagner, W., & Beck, THL. (2016). Supranational Supervision - How Much and for Whom? International Journal of Central Banking, 12(2), 221-268.

Marsh, I., & Wagner, W. (2015). News?Specific Price Discovery in Credit Default Swap Markets. Financial Management (London). http://hdl.handle.net/1765/115289

Huizinga, HP., Voget, J., & Wagner, W. (2014). International Taxation and Cross-Border Banking. American Economic Journal. Economic Policy, 6(2), 94-125. https://doi.org/10.1257/pol.6.2.94

Norden, L., Buston, C., & Wagner, W. (2014). Financial innovation and bank behavior: Evidence from credit markets. Journal of Economic Dynamics and Control. http://hdl.handle.net/1765/115290

Schoenmaker, D., & Wagner, W. (2013). Cross-border Banking in Europe and Financial Stability. International Finance, 16(1), 1-22. https://doi.org/10.1111/j.1468-2362.2013.12026.x

Wagner, W. (2013). Performance evaluation and financial market runs. Review of Finance, 17(2), 597-624.

Castiglionesi, F., & Wagner, W. (2013). On the efficiency of bilateral interbank insurance. Journal of Financial Intermediation, 22(2), 177-200. https://doi.org/10.1016/j.jfi.2012.07.002

Beck, THL., Todorov, RI., & Wagner, W. (2013). Supervising cross-border banks. Economic Policy, 28(73), 5-44.

Pfajfar, D., Sgro, G., & Wagner, W. (2012). Are alternative currencies a substitute or a complement to fiat money? Evidence from cross-country data. International Journal of Community Currency Research, 16(D), 45-56.

Knaup, M., & Wagner, W. (2012). A market-based measure of credit quality and bank performance during the subprime crisis. Management Science, 58(8), 1423-1437. https://doi.org/10.1287/mnsc.1110.1501

Castiglionesi, F., & Wagner, W. (2012). Turning Bagehot on his head. Journal of Money, Credit, and Banking, 44(1), 201-219. https://doi.org/10.1111/j.1538-4616.2011.00473.x

Huizinga, HP., Voget, J., & Wagner, W. (2012). Who bears the burden of international taxation? Evidence from cross-border M&As. Journal of International Economics, 88(1), 186-197. https://doi.org/10.1016/j.jinteco.2012.02.013

Knaup, M., & Wagner, W. (2012). Forward-looking tail risk exposures at US bank holding companies. Journal of Financial Services Research, 42(1-2), 35-54. https://doi.org/10.1007/s10693-012-0131-5

Wagner, W., & Nijskens, RGM. (2011). Credit risk transfer activities and systemic risk. Journal of Banking and Finance, 35(6), 1391-1398. https://doi.org/10.1016/j.jbankfin.2010.10.001

Wagner, W. (2011). Systemic liquidation risk and the diversity-diversification trade-off. The Journal of Finance, 66(4), 1141-1175. https://doi.org/10.1111/j.1540-6261.2011.01666.x

Wagner, W. (2010). Loan market competition and bank risk taking. Journal of Financial Services Research, 37(1), 71-81. https://doi.org/10.1007/s10693-009-0073-8

Wagner, W. (2010). In the quest of systemic externalities. CESifo Economic Studies, 56(1), 96-111. https://doi.org/10.1093/cesifo/ifp022

Wagner, W. (2010). Diversification at financial institutions and systemic crises. Journal of Financial Intermediation, 19(3), 373-386. https://doi.org/10.1016/j.jfi.2009.07.002

Wagner, W. (2010). Divestment, entrepreneurial incentives and the life cycle of the firm. Journal of Business Finance and Accounting, 37(5-6), 591-611. https://doi.org/10.1111/j.1468-5957.2010.02184.x

Eijffinger, SCW., & Wagner, W. (2010). Incentive constraints and the pattern of international risk sharing. Journal of International Money and Finance, 29(7), 1206-1225. https://doi.org/10.1016/j.jimonfin.2010.06.002

Fecht, F., & Wagner, W. (2009). The marketability of bank assets and managerial rents. Journal of Financial Stability, 5(3), 272-282. https://doi.org/10.1016/j.jfs.2009.05.002

Wagner, W. (2009). Banking fragility and liquidity creations. Annals of Finance, 5(1), 125-129. https://doi.org/10.1007/s10436-008-0095-5

Wagner, W. (2009). Efficient asset allocations in the banking sector and financial regulation. International Journal of Central Banking, 5(1), 75-95.

Wagner, W. (2008). The homogenization of the financial system and financial crises. Journal of Financial Intermediation, 17(3), 330-356. https://doi.org/10.1016/j.jfi.2008.01.001

Eijffinger, SCW., & Wagner, W. (2008). Efficiency of capital taxation in an open economy. International Tax and Public Finance, 15(6), 636-646. https://doi.org/10.1007/s10797-008-9087-7

Norden, L., & Wagner, W. (2008). Credit derivatives and loan pricing. Journal of Banking and Finance, 32(12), 2560-2569. https://doi.org/10.1016/j.jbankfin.2008.05.006

Wagner, W. (2008). The homgenization of the financial system and liquidity crises. Journal of Financial Intermediation, 17(3), 330-356.

Wagner, W. (2007). International risk sharing and government moral hazard. Open Economies Review, 18(5), 577-598. https://doi.org/10.1007/s11079-007-9006-z

Wagner, W. (2007). Aggregate liquidity shortages, idiosyncratic liquidity smoothing and banking regulation. Journal of Financial Stability, 3(1), 18-32. https://doi.org/10.1016/j.jfs.2007.01.001

Wagner, W. (2007). Financial development and the opacity of banks. Economics Letters, 97(1), 6-10. https://doi.org/10.1016/j.econlet.2007.02.006

Wagner, W. (2007). The liquidity of bank assets and banking stability. Journal of Banking and Finance, 31(1), 121-139. https://doi.org/10.1016/j.jbankfin.2005.07.019

Wagner, W., & Marsh, I. (2006). Credit risk transfer and financial sector stability. Journal of Financial Stability, 2(2), 173-193. https://doi.org/10.1016/j.jfs.2005.11.001

Knaup, M., & Wagner, W. (2006). The implications of performance evaluation for the stability of financial markets. FSR Forum, 9, 29-35.

Calcagno, R., & Wagner, W. (2006). Dispersed initial ownership and the efficiency of the stock market under moral hazard. Journal of Mathematical Economics, 42(1), 36-45. https://doi.org/10.1016/j.jmateco.2004.11.003

Marsh, I., & Wagner, W. (2004). Safety features for credit derivatives. The Financial Regulator, 9(1), 38-43.

Alexander, K., & Wagner, W. (2004). Excess capital. The Financial Regulator, 9(3), 58-63.

Beck, T., Buston Silva, C., & Wagner, W. (2019). The effectiveness of cross-border cooperation in banking supervision. VoxEU.org. http://hdl.handle.net/1765/125165

Ellul, A., Jotikasthira, C., Wagner, W., Kartasheva, A., & Lundblad, C. (2018). Insurers as asset managers and systemic risk. VoxEU.org. http://hdl.handle.net/1765/125168

Lambert, T., Zhang, E., & Wagner, W. (2018). Lobbying and the efficiency of bank sales. VoxEU.org. http://hdl.handle.net/1765/125169

Wagner, W. (2019). Is cross-border co-operation in bank supervision effective? RSM Discovery - Management Knowledge. http://hdl.handle.net/1765/125164

Wagner, W. (2017). How to regulate international banks. RSM Discovery - Management Knowledge, 32(4), 11-13. http://hdl.handle.net/1765/104086

Degryse, H., & Wagner, W. (2024). Banking and macro risks. Journal of Financial Stability, 74, Article 101291. Advance online publication. https://doi.org/10.1016/j.jfs.2024.101291

de Haan, J., Nijskens, R., & Wagner, W. (2017). Macroprudential regulation: From theory to implementation. Journal of Financial Stability, 28, 182. https://doi.org/10.1016/j.jfs.2016.09.005