Christian Wagner : Citation Profile

7

H index

7

i10 index

400

Citations

RESEARCH PRODUCTION:

6

Articles

7

Papers

RESEARCH ACTIVITY:

   8 years (2008 - 2016). See details.
   Cites by year: 50
   Journals where Christian Wagner has often published
   Relations with other researchers
   Recent citing documents: 53.    Total self citations: 3 (0.74 %)

MORE DETAILS IN:
ABOUT THIS REPORT:

   Permalink: http://citec.repec.org/pwa220
   Updated: 2025-12-20    RAS profile: 2023-03-11    
   Missing citations? Add them    Incorrect content? Let us know

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 (20)

Sarno, Lucio (10)

Schmeling, Maik (9)

Schrimpf, Andreas (8)

Pagano, Marco (6)

Zechner, Josef (6)

Kremens, Lukas (6)

Chernov, Mikhail (6)

Menkhoff, Lukas (5)

Verdelhan, Adrien (5)

Creal, Drew (4)

Cites to:

Sarno, Lucio (27)

Hodrick, Robert (26)

Bekaert, Geert (24)

Campbell, John (17)

Verdelhan, Adrien (17)

Engel, Charles (16)

Eichenbaum, Martin (13)

Burnside, Craig (13)

Rebelo, Sergio (13)

Valente, Giorgio (10)

Bilson, John (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
CEPR Discussion Papers / C.E.P.R. Discussion Papers2
MPRA Paper / University Library of Munich, Germany2

Recent works citing Christian Wagner (2025 and 2024)

YearTitle of citing document
2025A Comprehensive Survey on Enterprise Financial Risk Analysis from Big Data Perspective. (2025). Zhao, YU ; Du, Huaming. In: Papers. RePEc:arx:papers:2211.14997.

Full description at Econpapers || Download paper

2025Joint calibration of the volatility surface and variance term structure. (2025). Yoo, Jiwook. In: Papers. RePEc:arx:papers:2509.08096.

Full description at Econpapers || Download paper

2024The market risk premium in Australia: Forward‐looking evidence from the options market. (2024). Svec, Jiri ; Aspris, Angelo ; Flezvias, Ester ; Foley, Sean ; Malloch, Hamish. In: Accounting and Finance. RePEc:bla:acctfi:v:64:y:2024:i:4:p:3951-3972.

Full description at Econpapers || Download paper

2024Modeling Conditional Factor Risk Premia Implied by Index Option Returns. (2024). Orowski, Piotr ; Jacobs, Kris ; Fournier, Mathieu. In: Journal of Finance. RePEc:bla:jfinan:v:79:y:2024:i:3:p:2289-2338.

Full description at Econpapers || Download paper

2024Movements in Yields, Not the Equity Premium: Bernanke-Kuttner Redux. (2024). Nagel, Stefan ; Xu, Zhengyang. In: CESifo Working Paper Series. RePEc:ces:ceswps:_11305.

Full description at Econpapers || Download paper

2024Bonds, currencies and expectational errors. (2024). Sihvonen, Markus ; Granziera, Eleonora. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:158:y:2024:i:c:s0165188923001963.

Full description at Econpapers || Download paper

2024Estimation of expected return integrating real-time asset prices implied information and historical data. (2024). Li, Zhongfei ; Huang, YI ; Zhu, Shushang ; Wang, Shikun. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:167:y:2024:i:c:s0165188924001234.

Full description at Econpapers || Download paper

2024Information content of option prices: Comparing analyst forecasts to option-based forecasts. (2024). Sanford, Anthony. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:73:y:2024:i:c:s1062940824001220.

Full description at Econpapers || Download paper

2025Subjective probability distributions of nonlinear payoffs: Recovering option payoff, agent’s utility, and pricing kernel distributions. (2025). Yamazaki, Akira. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:76:y:2025:i:c:s1062940825000026.

Full description at Econpapers || Download paper

2024Speculative and non-speculative equity premia. (2024). Dorobiala, Zachary ; Ghazi, Soroush ; Schneider, Mark. In: Economics Letters. RePEc:eee:ecolet:v:236:y:2024:i:c:s0165176524001022.

Full description at Econpapers || Download paper

2025Trading on government contracts: The investment potential of public procurement awards. (2025). Pyun, Chaehyun. In: Economics Letters. RePEc:eee:ecolet:v:252:y:2025:i:c:s0165176525001727.

Full description at Econpapers || Download paper

2025What does the equity term structure tell us about Trump 2.0′s first 100 days in office?. (2025). Matthies, Ben ; Kelly, Peter ; Golez, Benjamin. In: Economics Letters. RePEc:eee:ecolet:v:254:y:2025:i:c:s0165176525002976.

Full description at Econpapers || Download paper

2025Market neutrality and beta crashes. (2025). Xu, Xia. In: Journal of Empirical Finance. RePEc:eee:empfin:v:80:y:2025:i:c:s0927539824001117.

Full description at Econpapers || Download paper

2024In search of distress premium in the Chinese energy sector. (2024). Zhou, Zhiping ; Zhang, Zhekai ; Xu, Liao. In: Energy Economics. RePEc:eee:eneeco:v:129:y:2024:i:c:s0140988323007442.

Full description at Econpapers || Download paper

2024Assessing the baseline model of WTI oil and stock returns under financial volatility and spillover effects. (2024). Attilio, Luccas Assis ; Mollick, Andre Varella. In: Energy Economics. RePEc:eee:eneeco:v:135:y:2024:i:c:s0140988324003517.

Full description at Econpapers || Download paper

2024Oil price shocks and bond risk premia: Evidence from a panel of 15 countries. (2024). Lyrio, Marco ; Nersisyan, Liana ; Iania, Leonardo. In: Energy Economics. RePEc:eee:eneeco:v:139:y:2024:i:c:s0140988324006480.

Full description at Econpapers || Download paper

2025Low-risk anomaly: Idiosyncratic risk or return distribution. (2025). Li, Tianyang. In: Finance Research Letters. RePEc:eee:finlet:v:74:y:2025:i:c:s1544612325000200.

Full description at Econpapers || Download paper

2025Can switching between predictive models and the historical average improve bond return predictability?. (2025). Xing, Bingxin Ann ; Wan, Runqing. In: Finance Research Letters. RePEc:eee:finlet:v:75:y:2025:i:c:s1544612325001394.

Full description at Econpapers || Download paper

2025Implied equity premium and market beta. (2025). Wang, Zhan ; Chow, Victor K ; Gu, Jiahao. In: Finance Research Letters. RePEc:eee:finlet:v:78:y:2025:i:c:s1544612325003587.

Full description at Econpapers || Download paper

2024Synchronous social media and the stock market. (2024). Pyun, Chaehyun. In: Journal of Financial Markets. RePEc:eee:finmar:v:70:y:2024:i:c:s1386418124000338.

Full description at Econpapers || Download paper

2025Bank of Japan’s ETF purchase program and equity risk premium: A CAPM interpretation. (2025). Shino, Junnosuke ; Katagiri, Mitsuru ; Takahashi, Koji. In: Journal of Financial Markets. RePEc:eee:finmar:v:73:y:2025:i:c:s1386418125000011.

Full description at Econpapers || Download paper

2024Testing the boundaries of applicability of standard Stochastic Discount Factor models. (2024). Hassan, M. Kabir ; Zhu, Yinchu ; Pezzo, Luca ; Tian, Jiayuan. In: Journal of Financial Stability. RePEc:eee:finsta:v:72:y:2024:i:c:s1572308924000536.

Full description at Econpapers || Download paper

2024Green-adjusted share prices: A comparison between standard investors and investors with green preferences. (2024). Tunaru, Radu ; Quaye, Enoch. In: Journal of Financial Stability. RePEc:eee:finsta:v:74:y:2024:i:c:s1572308924000998.

Full description at Econpapers || Download paper

2024International crash risk premium. (2024). Chen, Steven Shu-Hsiu. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:94:y:2024:i:c:s1042443124000805.

Full description at Econpapers || Download paper

2024Capital regulation induced reaching for systematic yield: Financial instability through fire sales. (2024). Boermans, Martijn A ; van der Kroft, Bram. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:158:y:2024:i:c:s0378426623002212.

Full description at Econpapers || Download paper

2024Discount rates and cash flows: A local projection approach. (2024). Lof, Matthijs ; Nyberg, Henri. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:162:y:2024:i:c:s0378426624000475.

Full description at Econpapers || Download paper

2025Dissecting the return-predicting power of risk-neutral variance. (2025). Pyun, Chaehyun ; Lu, Zhongjin. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:173:y:2025:i:c:s0378426625000299.

Full description at Econpapers || Download paper

2025Fear propagation and return dynamics. (2025). Wang, Kai ; Sun, Yulong ; Zhou, Zhiping. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:173:y:2025:i:c:s0378426625000305.

Full description at Econpapers || Download paper

2025The real side of black swans: Tail risk and corporate investment. (2025). Yang, Liuyong ; Yuan, Jun ; Xu, QI. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:176:y:2025:i:c:s0378426625000883.

Full description at Econpapers || Download paper

2024Analysts’ extrapolative expectations in the cross-section. (2024). Oesinghaus, Andreas. In: Journal of Economics and Business. RePEc:eee:jebusi:v:130:y:2024:i:c:s014861952400016x.

Full description at Econpapers || Download paper

2024Measuring macroeconomic tail risk. (2024). Penasse, Julien ; Marfe, Roberto. In: Journal of Financial Economics. RePEc:eee:jfinec:v:156:y:2024:i:c:s0304405x24000618.

Full description at Econpapers || Download paper

2024Conditional risk. (2024). Gormsen, Niels ; Jensen, Christian Skov. In: Journal of Financial Economics. RePEc:eee:jfinec:v:162:y:2024:i:c:s0304405x24001569.

Full description at Econpapers || Download paper

2025Arbitrage-based recovery. (2025). Horvath, Ferenc. In: Journal of Financial Economics. RePEc:eee:jfinec:v:163:y:2025:i:c:s0304405x24001922.

Full description at Econpapers || Download paper

2025The return of return dominance: Decomposing the cross-section of prices. (2025). Myers, Sean ; Han, Xiao ; Delao, Ricardo. In: Journal of Financial Economics. RePEc:eee:jfinec:v:169:y:2025:i:c:s0304405x25000674.

Full description at Econpapers || Download paper

2024Global mispricing matters. (2024). Yu, Jiasheng ; Liu, Hongkui ; Tang, Guohao ; Jiang, Fuwei. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:147:y:2024:i:c:s0261560624001232.

Full description at Econpapers || Download paper

2024The international linkages of market risk perception. (2024). Vaello-Sebastià, Antoni ; Serrano, Pedro ; Vich-Llompart, Magdalena M ; Vaello-Sebastia, Antoni. In: Journal of Multinational Financial Management. RePEc:eee:mulfin:v:72:y:2024:i:c:s1042444x23000452.

Full description at Econpapers || Download paper

2024The forward premium anomaly and the currency carry trade hypothesis. (2024). Tzavalis, Elias ; Smyrnakis, Dimitris ; Elias, Nikolaos. In: The Quarterly Review of Economics and Finance. RePEc:eee:quaeco:v:95:y:2024:i:c:p:203-218.

Full description at Econpapers || Download paper

2024Option implied dividends and the market risk premium. (2024). Malloch, Hamish ; Svec, Jiri ; Aspris, Angelo. In: International Review of Economics & Finance. RePEc:eee:reveco:v:96:y:2024:i:pb:s1059056024006671.

Full description at Econpapers || Download paper

2024Risk-adjusted performance of new economy indices and thematic sectors. (2024). Rubio, Gonzalo ; Grau-Vera, David. In: Research in International Business and Finance. RePEc:eee:riibaf:v:71:y:2024:i:c:s0275531924002319.

Full description at Econpapers || Download paper

2024Sequential learning and economic benefits from dynamic term structure models. (2024). Dubiel-Teleszynski, Tomasz ; Karouzakis, Nikolaos ; Kalogeropoulos, Konstantinos. In: LSE Research Online Documents on Economics. RePEc:ehl:lserod:123659.

Full description at Econpapers || Download paper

2025Information in derivatives markets: forecasting prices with prices. (2025). Martin, Ian. In: LSE Research Online Documents on Economics. RePEc:ehl:lserod:128212.

Full description at Econpapers || Download paper

2025Is VIX a Contrarian Indicator? On the Positivity of the Conditional Sharpe Ratio †. (2025). Xu, Liying ; Ronn, Ehud I. In: Econometrics. RePEc:gam:jecnmx:v:13:y:2025:i:2:p:18-:d:1634732.

Full description at Econpapers || Download paper

2025Developing an Enhanced Proxy Benchmark for the Private Debt Market. (2025). Lee, Seung Kul ; Kim, Hohyun. In: IJFS. RePEc:gam:jijfss:v:13:y:2025:i:3:p:115-:d:1686577.

Full description at Econpapers || Download paper

2025Sustainability in Action: Macro-Level Evidence from Europe (2008–2023) on ESG, Green Employment, and SDG-Aligned Economic Performance. (2025). Paraskevopoulos, Ioannis ; Paraskevas, Paraskevas ; Lumbreras, Sara ; Figuerola-Ferretti, Isabel. In: Sustainability. RePEc:gam:jsusta:v:17:y:2025:i:20:p:9103-:d:1771039.

Full description at Econpapers || Download paper

2025VIX maturity interpolation. (2025). Gonzalez-Perez, Maria T ; Andersen, Torben G ; Bondarenko, Oleg. In: Review of Derivatives Research. RePEc:kap:revdev:v:28:y:2025:i:1:d:10.1007_s11147-025-09210-x.

Full description at Econpapers || Download paper

2025The Information Cliff. (2025). Wang, Chen ; Li, YE. In: SocArXiv. RePEc:osf:socarx:bf8cx_v1.

Full description at Econpapers || Download paper

2024Equity Return Expectations and Portfolios: Evidence from Large Asset Managers. (2024). Ibert, Markus ; Dahlquist, Magnus. In: The Review of Financial Studies. RePEc:oup:rfinst:v:37:y:2024:i:6:p:1887-1928..

Full description at Econpapers || Download paper

2024The cash-secured put-write strategy and the variance risk premium. (2024). Chadwick, Savannah ; Patel, Pratish ; Raquel, Andrew. In: Journal of Asset Management. RePEc:pal:assmgt:v:25:y:2024:i:1:d:10.1057_s41260-023-00333-0.

Full description at Econpapers || Download paper

2025Tail risk and Flight-to-Safety. (2025). Li, Xinyang. In: Journal of Asset Management. RePEc:pal:assmgt:v:26:y:2025:i:4:d:10.1057_s41260-025-00407-1.

Full description at Econpapers || Download paper

2025Measuring Currency Risk Premium: The Case of Turkey. (2025). HALICIOGLU, Ferda ; Demir, Ishak ; Uz, Idil. In: MPRA Paper. RePEc:pra:mprapa:123742.

Full description at Econpapers || Download paper

2024On horizon-consistent mean-variance portfolio allocation. (2024). Severino, Federico ; Rotondi, Francesco ; Ortu, Fulvio ; Cerreia-Vioglio, Simone. In: Annals of Operations Research. RePEc:spr:annopr:v:336:y:2024:i:1:d:10.1007_s10479-022-04798-x.

Full description at Econpapers || Download paper

2024Lever up! An analysis of options trading in leveraged ETFs. (2024). Wang, Kainan ; Teterin, Pavel ; Gilstrap, Collin ; Petkevich, Alex. In: Journal of Futures Markets. RePEc:wly:jfutmk:v:44:y:2024:i:6:p:986-1002.

Full description at Econpapers || Download paper

2025Effects of entrepreneurship and governance quality on global and regional economic performance: A pathway to sustainable development. (2025). Emeka, Ekene Thankgod ; Ogbuabor, Jonathan E. In: Sustainable Development. RePEc:wly:sustdv:v:33:y:2025:i:2:p:2842-2863.

Full description at Econpapers || Download paper

Works by Christian Wagner:

YearTitleTypeCited
2014The Cross-Section of Credit Risk Premia and Equity Returns In: Journal of Finance.
[Full Text][Citation analysis]		article65
2016What is the Expected Return on a Stock? In: CEPR Discussion Papers.
[Full Text][Citation analysis]		paper131
2011Properties of Foreign Exchange Risk Premiums In: CEPR Discussion Papers.
[Full Text][Citation analysis]		paper87
2012Properties of foreign exchange risk premiums.(2012) In: Journal of Financial Economics.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 87		article
2012Properties of Foreign Exchange Risk Premiums.(2012) In: Working Paper series.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 87		paper
2016The economic value of predicting bond risk premia In: Journal of Empirical Finance.
[Full Text][Citation analysis]		article35
2009Reforming minute reserve policy in Germany: A step towards efficient markets? In: Energy Policy.
[Full Text][Citation analysis]		article10
2010Trading the forward bias: Are there limits to speculation? In: Journal of International Money and Finance.
[Full Text][Citation analysis]		article32
2012Risk-premia, carry-trade dynamics, and economic value of currency speculation In: Journal of International Money and Finance.
[Full Text][Citation analysis]		article4
2009Risk-Premia, Carry-Trade Dynamics, and Economic Value of Currency Speculation.(2009) In: MPRA Paper.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 4		paper
2008Risk-Premia, Carry-Trade Dynamics, and Speculative Efficiency of Currency Markets In: Working Papers.
[Full Text][Citation analysis]		paper4
2010Properties of Foreign Exchange Risk Premia In: MPRA Paper.
[Full Text][Citation analysis]		paper5
2016Low risk anomalies? In: CFS Working Paper Series.
[Full Text][Citation analysis]		paper27

CitEc is a RePEc service, providing citation data for Economics since 2001. Last updated November, 20 2025. Contact: CitEc Team