Christian Wagner
Personal Details
First Name: | Christian |
Middle Name: | |
Last Name: | Wagner |
Suffix: | |
RePEc Short-ID: | pwa220 |
[This author has chosen not to make the email address public] | |
http://www.cbs.dk/en/staff/cwafi | |
+45 38153621 |
Research output
Jump to: Working papers ArticlesWorking papers
- Schneider, Paul & Wagner, Christian & Zechner, Josef, 2016.
"Low risk anomalies?,"
CFS Working Paper Series
550, Center for Financial Studies (CFS).
- Paul Schneider & Christian Wagner & Josef Zechner, 2020. "Low‐Risk Anomalies?," Journal of Finance, American Finance Association, vol. 75(5), pages 2673-2718, October.
- Paul Schneider & Christian Wagner & Josef Zechner, 2019. "Low Risk Anomalies?," Swiss Finance Institute Research Paper Series 19-50, Swiss Finance Institute.
- Martin, Ian & Wagner, Christian, 2016.
"What is the Expected Return on a Stock?,"
CEPR Discussion Papers
11608, C.E.P.R. Discussion Papers.
- Ian W. R. Martin & Christian Wagner, 2019. "What Is the Expected Return on a Stock?," Journal of Finance, American Finance Association, vol. 74(4), pages 1887-1929, August.
- Martin, Ian & Wagner, Christian, 2019. "What is the expected return on a stock?," LSE Research Online Documents on Economics 90158, London School of Economics and Political Science, LSE Library.
- Christian Wagner & Ian Martin, 2017. "What Is the Expected Return on a Stock?," 2017 Meeting Papers 146, Society for Economic Dynamics.
- Martin, Ian & Wagner, Christian, 2016. "What is the expected return on a stock?," LSE Research Online Documents on Economics 118957, London School of Economics and Political Science, LSE Library.
- Sarno, Lucio & Schneider, Paul & Wagner, Christian, 2011.
"Properties of Foreign Exchange Risk Premiums,"
CEPR Discussion Papers
8503, C.E.P.R. Discussion Papers.
- Sarno, Lucio & Schneider, Paul & Wagner, Christian, 2012. "Properties of foreign exchange risk premiums," Journal of Financial Economics, Elsevier, vol. 105(2), pages 279-310.
- Lucio Sarno & Paul Schneider & Christian Wagner, 2012. "Properties of Foreign Exchange Risk Premiums," Working Paper series 10_12, Rimini Centre for Economic Analysis.
- Sarno, Lucio & Schneider, Paul & Wagner, Christian, 2010. "Properties of Foreign Exchange Risk Premia," MPRA Paper 21302, University Library of Munich, Germany.
- Wagner, Christian, 2009.
"Risk-Premia, Carry-Trade Dynamics, and Economic Value of Currency Speculation,"
MPRA Paper
21125, University Library of Munich, Germany.
- Wagner, Christian, 2012. "Risk-premia, carry-trade dynamics, and economic value of currency speculation," Journal of International Money and Finance, Elsevier, vol. 31(5), pages 1195-1219.
- Christian Wagner, 2008. "Risk-Premia, Carry-Trade Dynamics, and Speculative Efficiency of Currency Markets," Working Papers 143, Oesterreichische Nationalbank (Austrian Central Bank).
Articles
- Sarno, Lucio & Schneider, Paul & Wagner, Christian, 2016. "The economic value of predicting bond risk premia," Journal of Empirical Finance, Elsevier, vol. 37(C), pages 247-267.
- Nils Friewald & Christian Wagner & Josef Zechner, 2014. "The Cross-Section of Credit Risk Premia and Equity Returns," Journal of Finance, American Finance Association, vol. 69(6), pages 2419-2469, December.
- Sarno, Lucio & Schneider, Paul & Wagner, Christian, 2012.
"Properties of foreign exchange risk premiums,"
Journal of Financial Economics, Elsevier, vol. 105(2), pages 279-310.
- Sarno, Lucio & Schneider, Paul & Wagner, Christian, 2011. "Properties of Foreign Exchange Risk Premiums," CEPR Discussion Papers 8503, C.E.P.R. Discussion Papers.
- Lucio Sarno & Paul Schneider & Christian Wagner, 2012. "Properties of Foreign Exchange Risk Premiums," Working Paper series 10_12, Rimini Centre for Economic Analysis.
- Wagner, Christian, 2012.
"Risk-premia, carry-trade dynamics, and economic value of currency speculation,"
Journal of International Money and Finance, Elsevier, vol. 31(5), pages 1195-1219.
- Wagner, Christian, 2009. "Risk-Premia, Carry-Trade Dynamics, and Economic Value of Currency Speculation," MPRA Paper 21125, University Library of Munich, Germany.
- Hochradl, Markus & Wagner, Christian, 2010. "Trading the forward bias: Are there limits to speculation?," Journal of International Money and Finance, Elsevier, vol. 29(3), pages 423-441, April.
- Rammerstorfer, Margarethe & Wagner, Christian, 2009. "Reforming minute reserve policy in Germany: A step towards efficient markets?," Energy Policy, Elsevier, vol. 37(9), pages 3513-3519, September.
More information
Research fields, statistics, top rankings, if available.Statistics
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Co-authorship network on CollEc
NEP Fields
NEP is an announcement service for new working papers, with a weekly report in each of many fields. This author has had 7 papers announced in NEP. These are the fields, ordered by number of announcements, along with their dates. If the author is listed in the directory of specialists for this field, a link is also provided.- NEP-IFN: International Finance (5) 2008-08-21 2010-03-20 2010-03-28 2011-08-09 2012-04-17. Author is listed
- NEP-UPT: Utility Models and Prospect Theory (4) 2010-03-20 2010-03-28 2011-08-09 2012-04-17
- NEP-MAC: Macroeconomics (3) 2010-03-28 2011-08-09 2016-11-13
- NEP-FMK: Financial Markets (2) 2016-11-06 2016-11-13
- NEP-MON: Monetary Economics (2) 2011-08-09 2012-04-17
- NEP-OPM: Open Economy Macroeconomics (2) 2010-03-28 2011-08-09
- NEP-CBA: Central Banking (1) 2011-08-09
- NEP-FOR: Forecasting (1) 2016-11-13
- NEP-RMG: Risk Management (1) 2016-11-06
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