Christian Wagner : Citation Profile


Are you Christian Wagner?

7

H index

7

i10 index

327

Citations

RESEARCH PRODUCTION:

6

Articles

7

Papers

RESEARCH ACTIVITY:

   8 years (2008 - 2016). See details.
   Cites by year: 40
   Journals where Christian Wagner has often published
   Relations with other researchers
   Recent citing documents: 37.    Total self citations: 3 (0.91 %)

MORE DETAILS IN:
ABOUT THIS REPORT:

   Permalink: http://citec.repec.org/pwa220
   Updated: 2024-01-16    RAS profile: 2021-01-05    
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Relations with other researchers


Works with:

Authors registered in RePEc who have co-authored more than one work in the last five years with Christian Wagner.

Is cited by:

Martin, Ian (18)

Sarno, Lucio (10)

Schmeling, Maik (9)

Schrimpf, Andreas (8)

Chernov, Mikhail (6)

Kremens, Lukas (6)

Zechner, Josef (5)

Pagano, Marco (5)

Verdelhan, Adrien (5)

Menkhoff, Lukas (5)

Li, Youwei (4)

Cites to:

Sarno, Lucio (27)

Hodrick, Robert (26)

Bekaert, Geert (20)

Verdelhan, Adrien (17)

Campbell, John (17)

Engel, Charles (16)

Rebelo, Sergio (13)

Burnside, Craig (13)

Eichenbaum, Martin (13)

Valente, Giorgio (10)

Gabaix, Xavier (8)

Main data


Where Christian Wagner has published?


Journals with more than one article published# docs
Journal of International Money and Finance2

Working Papers Series with more than one paper published# docs
MPRA Paper / University Library of Munich, Germany2
CEPR Discussion Papers / C.E.P.R. Discussion Papers2

Recent works citing Christian Wagner (2024 and 2023)


YearTitle of citing document
2023.

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2023Oil Price Shocks and Bond Risk Premia: Evidence from a Panel of 15 Countries. (2023). Nersisyan, Liana ; Lyrio, Marco ; Iania, Leonardo. In: LIDAM Discussion Papers LFIN. RePEc:ajf:louvlf:2023002.

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2023A Quantile Approach to Asset Pricing Models. (2021). de Vries, Tjeerd. In: Papers. RePEc:arx:papers:2105.08208.

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2023A Comprehensive Survey on Enterprise Financial Risk Analysis: Problems, Methods, Spotlights and Applications. (2022). Du, Huaming ; Zhao, YU. In: Papers. RePEc:arx:papers:2211.14997.

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2023Common Firm-level Investor Fears: Evidence from Equity Options. (2023). Baruník, Jozef ; Ellington, Michael ; Bevilacqua, Mattia. In: Papers. RePEc:arx:papers:2309.03968.

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2023Valuation Duration of the Stock Market. (2023). Wang, Chen ; Li, YE. In: Papers. RePEc:arx:papers:2310.07110.

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2023Economic Forecasts Using Many Noises. (2023). Shi, Zhentao ; Neuhierl, Andreas ; Ma, Xinjie ; Liao, Yuan. In: Papers. RePEc:arx:papers:2312.05593.

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2023.

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2023International Yield Curves and Currency Puzzles. (2023). Creal, Drew ; Chernov, Mikhail. In: Journal of Finance. RePEc:bla:jfinan:v:78:y:2023:i:1:p:209-245.

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2023Risk, monetary policy and asset prices in a global world. (2023). Bekaert, Geert ; Xu, Nancy R ; Hoerova, Marie. In: Working Paper Series. RePEc:ecb:ecbwps:20232879.

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2023The beta anomaly and the quality effect in international stock markets. (2023). Wu, Winston ; Veron, Jose Francisco ; Bradrania, Reza. In: Journal of Behavioral and Experimental Finance. RePEc:eee:beexfi:v:38:y:2023:i:c:s2214635023000229.

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2023Interest rate changes and the cross-section of global equity returns. (2023). Long, Huaigang ; Bianchi, Robert J ; Cakici, Nusret ; Zaremba, Adam. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:147:y:2023:i:c:s0165188923000027.

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2023Carbon trading amidst global uncertainty: The role of policy and geopolitical uncertainty. (2023). Adediran, Idris ; Swaray, Raymond. In: Economic Modelling. RePEc:eee:ecmode:v:123:y:2023:i:c:s0264999323000913.

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2023The macroeconomic effects of uncertainty and risk aversion shocks. (2023). Berthold, Brendan. In: European Economic Review. RePEc:eee:eecrev:v:154:y:2023:i:c:s0014292123000715.

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2023Out-of-sample equity premium prediction: The role of option-implied constraints. (2023). Zhou, TI ; Wang, Yunqi. In: Journal of Empirical Finance. RePEc:eee:empfin:v:70:y:2023:i:c:p:199-226.

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2023Price convergence between credit default swap and put option: New evidence. (2023). Poon, Ser-Huang ; Lin, Ming-Tsung ; Kolokolova, Olga ; Chan, Ka Kei. In: Journal of Empirical Finance. RePEc:eee:empfin:v:72:y:2023:i:c:p:188-213.

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2023Sovereign credit and exchange rate risks: Evidence from Asia-Pacific local currency bonds. (2023). Chernov, Mikhail ; Hordahl, Peter ; Creal, Drew. In: Journal of International Economics. RePEc:eee:inecon:v:140:y:2023:i:c:s0022199622001246.

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2023Forecasting the U.S. Dollar in the 21st Century. (2023). Engel, Charles ; Yeung, Steve Pak. In: Journal of International Economics. RePEc:eee:inecon:v:141:y:2023:i:c:s0022199623000016.

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2023Stock valuation during the COVID-19 pandemic: An explanation using option-based discount rates. (2023). Malloch, Hamish ; Berkman, Henk. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:147:y:2023:i:c:s037842662100337x.

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2023Asset holders’ consumption risk and tests of conditional CCAPM. (2023). Jo, Chanik ; Elkamhi, Redouane. In: Journal of Financial Economics. RePEc:eee:jfinec:v:148:y:2023:i:3:p:220-244.

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2023A credit-based theory of the currency risk premium. (2023). , Ella ; Jeanneret, Alexandre ; della Corte, Pasquale. In: Journal of Financial Economics. RePEc:eee:jfinec:v:149:y:2023:i:3:p:473-496.

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2023The beta anomaly in the Australian stock market and the lottery demand. (2023). Veron, Jose Francisco ; Bradrania, Reza. In: Pacific-Basin Finance Journal. RePEc:eee:pacfin:v:77:y:2023:i:c:s0927538x22001986.

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2023Foreign exchange market efficiency during COVID-19 pandemic. (2023). El-Masry, Ahmed ; Azzam, Islam ; Yamani, Ehab. In: International Review of Economics & Finance. RePEc:eee:reveco:v:86:y:2023:i:c:p:717-730.

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2023The effect of stabilization fund to rescue stock market based on expected return-capita circulation equation. (2023). Wang, Kun ; Wu, XU. In: Socio-Economic Planning Sciences. RePEc:eee:soceps:v:87:y:2023:i:pb:s0038012122003007.

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2023Options-based systemic risk, financial distress, and macroeconomic downturns. (2023). Tunaru, Radu ; Bevilacqua, Mattia ; Vioto, Davide. In: LSE Research Online Documents on Economics. RePEc:ehl:lserod:119289.

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2023The Price of Macroeconomic Uncertainty: Evidence from Daily Options. (2023). Samadi, Mehrdad ; Londono, Juan M. In: International Finance Discussion Papers. RePEc:fip:fedgif:96660.

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2023Global Disaster Risk Matters. (2023). Zhu, Xiaoneng ; Zhang, Qunzi ; Yao, Jiaquan ; Chen, Jian. In: Management Science. RePEc:inm:ormnsc:v:69:y:2023:i:1:p:576-597.

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2023Generalized Bounds on the Conditional Expected Excess Return on Individual Stocks. (2023). Vilkov, Grigory ; Dim, Chukwuma ; Chabi-Yo, Fousseni. In: Management Science. RePEc:inm:ormnsc:v:69:y:2023:i:2:p:922-939.

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2023Explaining the Failure of the Unconditional CAPM with the Conditional CAPM. (2023). Martineau, Charles ; Hasler, Michael. In: Management Science. RePEc:inm:ormnsc:v:69:y:2023:i:3:p:1835-1855.

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2023Moneyness, Underlying Asset Volatility, and the Cross-Section of Option Returns*. (2023). Poon, Ser-Huang ; Lin, Ming-Tsung ; Aretz, Kevin. In: Review of Finance. RePEc:oup:revfin:v:27:y:2023:i:1:p:289-323..

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2023Common risk factors and risk–return trade-off for REITs and treasuries. (2023). Tewari, Manish ; ben Bouheni, Faten. In: Journal of Asset Management. RePEc:pal:assmgt:v:24:y:2023:i:5:d:10.1057_s41260-023-00309-0.

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2023The Market-Based Probability of Stock Returns. (2023). . In: MPRA Paper. RePEc:pra:mprapa:116234.

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2023The Market-Based Statistics of “Actual” Returns of Investors. (2023). Olkhov, Victor. In: MPRA Paper. RePEc:pra:mprapa:116896.

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2023The Contribution of Transaction Costs to Expected Stock Returns: A Novel Measure. (2023). Skiadopoulos, George ; Hiraki, Kazuhiro. In: Working Papers. RePEc:qmw:qmwecw:946.

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2023Risk neutral variances to compute expected returns using data from S&P BSE 100 firms—a replication study. (2023). Mundi, Hardeep Singh. In: Management Review Quarterly. RePEc:spr:manrev:v:73:y:2023:i:1:d:10.1007_s11301-021-00236-7.

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2023Predictive power of the implied volatility term structure in the fixed?income market. (2023). Li, Xiaowei ; Huang, Jeffrey ; Hsieh, Peilin ; Chen, Renraw. In: Journal of Futures Markets. RePEc:wly:jfutmk:v:43:y:2023:i:3:p:349-383.

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2023Money Illusion and TIPS Demand. (2023). Tarelli, Andrea ; Lioui, Abraham. In: Journal of Money, Credit and Banking. RePEc:wly:jmoncb:v:55:y:2023:i:1:p:171-214.

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Works by Christian Wagner:


YearTitleTypeCited
2014The Cross-Section of Credit Risk Premia and Equity Returns In: Journal of Finance.
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article61
2016What is the Expected Return on a Stock? In: CEPR Discussion Papers.
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paper79
2011Properties of Foreign Exchange Risk Premiums In: CEPR Discussion Papers.
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paper84
2012Properties of foreign exchange risk premiums.(2012) In: Journal of Financial Economics.
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This paper has nother version. Agregated cites: 84
article
2012Properties of Foreign Exchange Risk Premiums.(2012) In: Working Paper series.
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This paper has nother version. Agregated cites: 84
paper
2016The economic value of predicting bond risk premia In: Journal of Empirical Finance.
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article30
2009Reforming minute reserve policy in Germany: A step towards efficient markets? In: Energy Policy.
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article10
2010Trading the forward bias: Are there limits to speculation? In: Journal of International Money and Finance.
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article30
2012Risk-premia, carry-trade dynamics, and economic value of currency speculation In: Journal of International Money and Finance.
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article4
2009Risk-Premia, Carry-Trade Dynamics, and Economic Value of Currency Speculation.(2009) In: MPRA Paper.
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This paper has nother version. Agregated cites: 4
paper
2008Risk-Premia, Carry-Trade Dynamics, and Speculative Efficiency of Currency Markets In: Working Papers.
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paper4
2010Properties of Foreign Exchange Risk Premia In: MPRA Paper.
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paper5
2016Low risk anomalies? In: CFS Working Paper Series.
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paper20

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