Christian Wagner : Citation Profile

Are you Christian Wagner?

7

H index

7

i10 index

338

Citations

RESEARCH PRODUCTION:

6

Articles

7

Papers

RESEARCH ACTIVITY:

   8 years (2008 - 2016). See details.
   Cites by year: 42
   Journals where Christian Wagner has often published
   Relations with other researchers
   Recent citing documents: 53.    Total self citations: 3 (0.88 %)

MORE DETAILS IN:
ABOUT THIS REPORT:

   Permalink: http://citec.repec.org/pwa220
   Updated: 2024-11-04    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 (18)

Sarno, Lucio (10)

Schmeling, Maik (9)

Schrimpf, Andreas (8)

Chernov, Mikhail (6)

Kremens, Lukas (6)

Pagano, Marco (6)

Verdelhan, Adrien (5)

Menkhoff, Lukas (5)

Zechner, Josef (5)

Creal, Drew (4)

Cites to:

Sarno, Lucio (27)

Hodrick, Robert (26)

Bekaert, Geert (24)

Campbell, John (17)

Verdelhan, Adrien (17)

Engel, Charles (16)

Burnside, Craig (13)

Eichenbaum, Martin (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
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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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

Full description at Econpapers || Download paper

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

Full description at Econpapers || Download paper

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

Full description at Econpapers || Download paper

2023.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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

Full description at Econpapers || Download paper

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.

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

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.

Full description at Econpapers || Download paper

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

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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

Full description at Econpapers || Download paper

2023Unrealized return dispersion and the equity risk premium. (2023). Xie, Haibin ; Ji, Zhehan ; Qiao, Kenan. In: Finance Research Letters. RePEc:eee:finlet:v:58:y:2023:i:pa:s1544612323006888.

Full description at Econpapers || Download paper

2023The international integration of the term structure of expected market risk premia. (2023). Vaello-Sebastia, Antoni ; Serrano, Pedro ; Rubio, Gonzalo. In: Finance Research Letters. RePEc:eee:finlet:v:58:y:2023:i:pd:s1544612323010504.

Full description at Econpapers || Download paper

2023Options-based systemic risk, financial distress, and macroeconomic downturns. (2023). Vioto, Davide ; Tunaru, Radu ; Bevilacqua, Mattia. In: Journal of Financial Markets. RePEc:eee:finmar:v:65:y:2023:i:c:s1386418123000320.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

2024Capital regulation induced reaching for systematic yield: Financial instability through fire sales. (2024). van der Kroft, Bram ; Boermans, Martijn A. 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

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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

2023Disaster resilience and asset prices. (2023). Wagner, Christian ; Pagano, Marco ; Zechner, Josef. In: Journal of Financial Economics. RePEc:eee:jfinec:v:150:y:2023:i:2:s0304405x23001447.

Full description at Econpapers || Download paper

2023The jump leverage risk premium. (2023). Todorov, Viktor ; Bollerslev, Tim. In: Journal of Financial Economics. RePEc:eee:jfinec:v:150:y:2023:i:3:s0304405x23001630.

Full description at Econpapers || Download paper

2024The international linkages of market risk perception. (2024). Vich-Llompart, Magdalena M ; Vaello-Sebastia, Antoni ; Serrano, Pedro. 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). Smyrnakis, Dimitris ; Tzavalis, Elias ; 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

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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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..

Full description at Econpapers || Download paper

2023The Variance Risk Premium in Equilibrium Models*. (2023). Bekaert, Geert ; Ermolov, Andrey ; Engstrom, Eric. In: Review of Finance. RePEc:oup:revfin:v:27:y:2023:i:6:p:1977-2014..

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

2024The cash-secured put-write strategy and the variance risk premium. (2024). Chadwick, Savannah ; Raquel, Andrew ; Patel, Pratish. 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

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

Full description at Econpapers || Download paper

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

Full description at Econpapers || Download paper

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

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

2023ESG as protection against downside risk. (2023). Stefanova, Denitsa ; Oladiran, Tobi ; Kraussl, Roman. In: CFS Working Paper Series. RePEc:zbw:cfswop:285370.

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]		article64
2016What is the Expected Return on a Stock? In: CEPR Discussion Papers.
[Full Text][Citation analysis]		paper95
2011Properties of Foreign Exchange Risk Premiums In: CEPR Discussion Papers.
[Full Text][Citation analysis]		paper85
2012Properties of foreign exchange risk premiums.(2012) In: Journal of Financial Economics.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 85		article
2012Properties of Foreign Exchange Risk Premiums.(2012) In: Working Paper series.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 85		paper
2016The economic value of predicting bond risk premia In: Journal of Empirical Finance.
[Full Text][Citation analysis]		article30
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]		article31
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]		paper10

CitEc is a RePEc service, providing citation data for Economics since 2001. Last updated November, 3 2024. Contact: CitEc Team