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Information about:
Niklas F Wagner

Personal Details | Affiliation | Works
This is information that was supplied by Niklas Wagner in registering through RePEc. If you are Niklas F Wagner , you may change this information at RePEc. Or if you are not registered and would like to be listed as well, register at RePEc. When you register or update your RePEc registration, you may identify the papers and articles you have authored.

Other registered authors

Personal Details

First Name: Niklas
Middle Name: F
Last Name: Wagner
Suffix:

RePEc Short-ID: pwa75

Email:
Homepage: http://www.wiwi.uni-passau.de/index.php?id=2243&L=2
Postal Address: Department of Finance and Financial Control Passau University 94030 Passau, Germany
Phone: 011 49 851 - 509 - 3240

Affiliation

(in no particular order)

Works

| Working papers | Articles | Access and download statistics | Citations (if any)| NEP Fields |
Download all references for this author: available formats: HTML (with abstracts), plain text (with abstracts), BibTeX, RIS (EndNote), ReDIF

Working papers

  1. Markus Junker & Alexander Szimayer & Niklas Wagner, 2004. "Nonlinear Term Structure Dependence: Copula Functions, Empirics, and Risk Implications," Econometrics 0401007, EconWPA. [Downloadable!]

  2. Terry A. Marsh & Niklas Wagner, 2004. "Return-Volume Dependence and Extremes in International Equity Markets," Finance 0401007, EconWPA. [Downloadable!]

  3. Niklas Wagner & Terry A. Marsh, 2004. "Surprise Volume and Heteroskedasticity in Equity Market Returns," Econometrics 0409009, EconWPA. [Downloadable!]

  4. Niklas Wagner & Terry A. Marsh, 2004. "Measuring Tail Thickness under GARCH and an Application to Extreme Exchange Rate Changes," Econometrics 0401008, EconWPA. [Downloadable!]

  5. Niklas Wagner and Terry Marsh., 2000. "On Adaptive Tail Index Estimation for Financial Return Models," Research Program in Finance Working Papers RPF-295, University of California at Berkeley. [Downloadable!]

Articles

  1. Niklas Wagner & Warren Hogan & Jonathan Batten, 2005. "Interest Rates, Stock Returns and Credit Spreads: Evidence from German Eurobonds," Economic Notes, Banca Monte dei Paschi di Siena SpA, vol. 34(1), pages 35-50, 02. [Downloadable!] (restricted)

  2. Wagner, Niklas, 2005. "Autoregressive conditional tail behavior and results on Government bond yield spreads," International Review of Financial Analysis, Elsevier, vol. 14(2), pages 247-261. [Downloadable!] (restricted)

  3. Wagner, Niklas, 2004. "Time-varying moments, idiosyncratic risk, and an application to hot-issue IPO aftermarket returns," Research in International Business and Finance, Elsevier, vol. 18(1), pages 59-72, April. [Downloadable!] (restricted)

  4. Wagner, Niklas & Szimayer, Alexander, 2004. "Local and spillover shocks in implied market volatility: evidence for the U.S. and Germany," Research in International Business and Finance, Elsevier, vol. 18(3), pages 237-251, September. [Downloadable!] (restricted)

NEP Fields

5 papers by this author were announced in NEP, and specifically in the following field reports (number of papers):
  1. NEP-CFN: Corporate Finance (1) 2004-09-30
  2. NEP-ECM: Econometrics (1) 2004-02-01
  3. NEP-ETS: Econometric Time Series (2) 2004-02-01 2004-09-30 Author is listed
  4. NEP-FIN: Finance (3) 2004-02-01 2004-02-01 2004-09-30 Author is listed
  5. NEP-FMK: Financial Markets (3) 2004-02-01 2004-02-01 2004-02-01 Author is listed
  6. NEP-IFN: International Finance (1) 2004-02-01
  7. NEP-MAC: Macroeconomics (1) 2004-02-01
  8. NEP-RMG: Risk Management (2) 2004-02-01 2004-02-01 Author is listed
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This page was last updated on 2009-12-28.

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