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Publications

by alumni of

Technische Universität München → Fakultät für Wirtschaftswissenschaften

Technical University of Munich → Business School

These are publications listed in RePEc written by alumni of the above institution who are registered with the RePEc Author Service and listed in the RePEc Genealogy. List of alumni. For a list of publications by current members of the department, see here. Register yourself.

This page is updated in the first days of each month.

| Working papers | Journal articles | Books | Chapters |

Working papers

2026

  1. Marius Berger & Antoine Dechezleprêtre & Dmitri Kirpichev, 2026, "How do non-equity instruments shape the financing paths of academic start-ups?," OECD Science, Technology and Industry Working Papers, OECD Publishing, number 2026/03, Feb, DOI: 10.1787/9cf21625-en.

2025

  1. Marius Berger & Chiara Criscuolo & Antoine Dechezleprêtre, 2025, "Understanding Government Venture Capital: A primer and a taxonomy," OECD Science, Technology and Industry Working Papers, OECD Publishing, number 2025/06, Apr, DOI: 10.1787/2157a5b3-en.
  2. Marius Berger & Sara Calligaris & Andrea Greppi & Dmitri Kirpichev, 2025, "Acquisitions and their effect on start-up innovation: Stifling or scaling?," OECD Science, Technology and Industry Working Papers, OECD Publishing, number 2025/10, Jun, DOI: 10.1787/b4efd3ab-en.
  3. Marius Berger & Antoine Dechezleprêtre & Rudy Verlhac, 2025, "Did the COVID-19 crisis uplift business dynamics and venture capital financing?," OECD Science, Technology and Industry Working Papers, OECD Publishing, number 2025/15, Jun, DOI: 10.1787/95c2c9cd-en.

2024

  1. Marius Berger & Antoine Dechezleprêtre & Milenko Fadic, 2024, "What is the role of Government Venture Capital for innovation-driven entrepreneurship?," OECD Science, Technology and Industry Working Papers, OECD Publishing, number 2024/10, Nov, DOI: 10.1787/6430069e-en.

2023

  1. Alt, Marius & Berger, Marius & Bersch, Johannes, 2023, "Investor responses to information updates on peer behavior and public investment policy: The case of green investments," ZEW Discussion Papers, ZEW - Leibniz Centre for European Economic Research, number 23-024.
  2. Füner, Lena & Berger, Marius & Bersch, Johannes & Hottenrott, Hanna, 2023, "Local networks and new business formation," ZEW Discussion Papers, ZEW - Leibniz Centre for European Economic Research, number 23-067.

2022

  1. Bersch, Johannes & Berger, Marius & Füner, Lena, 2022, "Unternehmensdynamik in der Wissenswirtschaft in Deutschland 2020: Gründungen und Schließungen von Unternehmen, Gründungsdynamik in den Bundesländern, Internationaler Vergleich, Wagniskapital-Investitionen in Deutschland und im internationalen Verglei," Studien zum deutschen Innovationssystem, Expertenkommission Forschung und Innovation (EFI) - Commission of Experts for Research and Innovation, Berlin, number 3-2022.

2021

  1. Bersch, Johannes & Berger, Marius & Füner, Lena, 2021, "Unternehmensdynamik in der Wissenswirtschaft in Deutschland 2019: Gründungen und Schließungen von Unternehmen, Gründungsdynamik in den Bundesländern, Internationaler Vergleich, Wagniskapital-Investitionen in Deutschland und im internationalen Verglei," Studien zum deutschen Innovationssystem, Expertenkommission Forschung und Innovation (EFI) - Commission of Experts for Research and Innovation, Berlin, number 3-2021.
  2. Hottenrott, Hanna & Berger, Marius, 2021, "Start-Up Subsidies and the Sources of Venture Capital," VfS Annual Conference 2021 (Virtual Conference): Climate Economics, Verein für Socialpolitik / German Economic Association, number 242383.
  3. Berger, Marius & Gottschalk, Sandra, 2021, "Financing and advising early stage startups: The effect of angel investor subsidies," ZEW Discussion Papers, ZEW - Leibniz Centre for European Economic Research, number 21-069.

2020

  1. Bersch, Johannes & Berger, Marius & Egeln, Jürgen, 2020, "Unternehmensdynamik in der Wissenswirtschaft in Deutschland 2018: Gründungen und Schließungen von Unternehmen, Gründungsdynamik in den Bundesländern, Internationaler Vergleich, Wagniskapital-Investitionen in Deutschland und im internationalen Verglei," Studien zum deutschen Innovationssystem, Expertenkommission Forschung und Innovation (EFI) - Commission of Experts for Research and Innovation, Berlin, number 3-2020.
  2. Berger, Marius & Hottenrott, Hanna, 2020, "Public subsidies and the sources of venture capital," ZEW Discussion Papers, ZEW - Leibniz Centre for European Economic Research, number 20-086.
  3. Chu, Amanda M.Y. & Lv, Zhihui & Wagner, Niklas F. & Wong, Wing-Keung, 2020, "Linear and Nonlinear Growth Determinants: The Case of Mongolia and its Connection to China," MPRA Paper, University Library of Munich, Germany, number 99185, Mar.

2019

  1. Marius Berger & Bruno Lanz, 2019, "Minimum wage regulation in Switzerland: Survey evidence for restaurants in the canton of Neuchâtel," IRENE Working Papers, IRENE Institute of Economic Research, number 19-01, Mar.
  2. Berger, Marius & Egeln, Jürgen & Gottschalk, Sandra, 2019, "Innovative Unternehmensgründungen in Deutschland: Auswertungen aus dem IAB/ZEW Gründungspanel," Studien zum deutschen Innovationssystem, Expertenkommission Forschung und Innovation (EFI) - Commission of Experts for Research and Innovation, Berlin, number 13-2019.

2018

  1. Bersch, Johannes & Wagner, Simona & Berger, Marius & Friedrich, Max, 2018, "Unternehmensdynamik in der Wissenswirtschaft in Deutschland 2016: Gründungen und Schließungen von Unternehmen, Gründungsdynamik in den Bundesländern, Internationaler Vergleich, Wagniskapital-Investitionen in Deutschland und im internationalen Verglei," Studien zum deutschen Innovationssystem, Expertenkommission Forschung und Innovation (EFI) - Commission of Experts for Research and Innovation, Berlin, number 3-2018.
  2. Rammer, Christian & Berger, Marius & Doherr, Thorsten & Hud, Martin & Iferd, Younes & Krieger, Bastian & Peters, Bettina & Schubert, Torben & von der Burg, Julian, 2018, "Innovationen in der deutschen Wirtschaft: Indikatorenbericht zur Innovationserhebung 2017," The Annual German Innovation Survey, Key Figures Reports, ZEW - Leibniz Centre for European Economic Research, number 192946.

2017

  1. Behrens, Vanessa & Berger, Marius & Hud, Martin & Hünermund, Paul & Iferd, Younes & Peters, Bettina & Rammer, Christian & Schubert, Torben, 2017, "Innovation activities of firms in Germany - Results of the German CIS 2012 and 2014: Background report on the surveys of the Mannheim Innovation Panel Conducted in the Years 2013 to 2016," ZEW Dokumentationen, ZEW - Leibniz Centre for European Economic Research, number 17-04.
  2. Rammer, Christian & Berger, Marius & Doherr, Thorsten & Hud, Martin & Hünermund, Paul & Iferd, Younes & Peters, Bettina & Schubert, Torben, 2017, "Innovationsverhalten der deutschen Wirtschaft: Indikatorenbericht zur Innovationserhebung 2016," The Annual German Innovation Survey, Key Figures Reports, ZEW - Leibniz Centre for European Economic Research, number 155758.

2015

  1. Sofiane Aboura & Niklas Wagner, 2015, "Extreme asymmetric volatility: Stress and aggregate asset prices," Post-Print, HAL, number hal-01275450, Dec, DOI: 10.1016/j.intfin.2015.12.004.

2009

  1. Sofiane Aboura & Niklas Wagner, 2009, "Extreme Asymmetric Volatility, Leverage, Feedback and Asset Prices," Post-Print, HAL, number hal-01529361.

2008

  1. Sofiane Aboura & Niklas Wagner, 2008, "Systematic credit risk: CDX index correlation and extreme dependence," Post-Print, HAL, number hal-01529353.

2006

  1. Buchner, Axel & Kaserer, Christoph & Wagner, Niklas, 2006, "Stochastic modeling of private equity: an equilibrium based approach to fund valuation," CEFS Working Paper Series, Technische Universität München (TUM), Center for Entrepreneurial and Financial Studies (CEFS), number 2006-02.

2004

  1. Markus Junker & Alexander Szimayer & Niklas Wagner, 2004, "Nonlinear Term Structure Dependence: Copula Functions, Empirics, and Risk Implications," Econometrics, University Library of Munich, Germany, number 0401007, Jan.
  2. Niklas Wagner & Terry A. Marsh, 2004, "Measuring Tail Thickness under GARCH and an Application to Extreme Exchange Rate Changes," Econometrics, University Library of Munich, Germany, number 0401008, Jan.
  3. Niklas Wagner & Terry A. Marsh, 2004, "Surprise Volume and Heteroskedasticity in Equity Market Returns," Econometrics, University Library of Munich, Germany, number 0409009, Sep.

2000

  1. Terry A. Marsh and Niklas Wagner., 2000, "Return-Volume Dependence and Extremes in International Equity Markets," Research Program in Finance Working Papers, University of California at Berkeley, number RPF-293, May.
  2. Niklas Wagner and Terry Marsh., 2000, "On Adaptive Tail Index Estimation for Financial Return Models," Research Program in Finance Working Papers, University of California at Berkeley, number RPF-295, Nov.

Journal articles

2025

  1. Berger, Marius & Gottschalk, Sandra, 2025, "Amplifying angels: Evidence from the INVEST program," Journal of Business Venturing, Elsevier, volume 40, issue 1, DOI: 10.1016/j.jbusvent.2024.106456.

2023

  1. Batten, Jonathan A. & Boubaker, Sabri & Kinateder, Harald & Choudhury, Tonmoy & Wagner, Niklas F., 2023, "Volatility impacts on global banks: Insights from the GFC, COVID-19, and the Russia-Ukraine war," Journal of Economic Behavior & Organization, Elsevier, volume 215, issue C, pages 325-350, DOI: 10.1016/j.jebo.2023.09.016.
  2. Zhihui Lv & Chun-Kei Tsang & Niklas F. Wagner & Wing Keung Wong, 2023, "What is an Optimal Allocation in Hong Kong Stock, Real Estate, and Money Markets: An Individual Asset, Efficient Frontier Portfolios, or a Naïve Portfolio? Is This a New Financial Anomaly?," Emerging Markets Finance and Trade, Taylor & Francis Journals, volume 59, issue 5, pages 1554-1571, April, DOI: 10.1080/1540496X.2022.2136941.

2022

  1. Elisa Toledo & Wilman Santiago Ochoa-Moreno & Rafael Alvarado & Lizeth Cuesta & Muntasir Murshed & Abdul Rehman, 2022, "Forest Area: Old and New Factors That Affect Its Dynamics," Sustainability, MDPI, volume 14, issue 7, pages 1-17, March.
  2. Jonathan A. Batten & Harald Kinateder & Niklas Wagner, 2022, "Beating the Average: Equity Premium Variations, Uncertainty, and Liquidity," Abacus, Accounting Foundation, University of Sydney, volume 58, issue 3, pages 567-588, September, DOI: 10.1111/abac.12250.

2021

  1. Berger, Marius & Hottenrott, Hanna, 2021, "Start-up subsidies and the sources of venture capital," Journal of Business Venturing Insights, Elsevier, volume 16, issue C, DOI: 10.1016/j.jbvi.2021.e00272.
  2. Jinhua Shao & Brayan Tillaguango & Rafael Alvarado & Santiago Ochoa-Moreno & Johanna Alvarado-Espejo, 2021, "Environmental Impact of the Shadow Economy, Globalisation, Trade and Market Size: Evidence Using Linear and Non-Linear Methods," Sustainability, MDPI, volume 13, issue 12, pages 1-20, June.
  3. Wilman-Santiago Ochoa-Moreno & Byron Alejandro Quito & Carlos Andrés Moreno-Hurtado, 2021, "Foreign Direct Investment and Environmental Quality: Revisiting the EKC in Latin American Countries," Sustainability, MDPI, volume 13, issue 22, pages 1-18, November.
  4. Kleine, Jens & Peschke, Thomas & Wagner, Niklas, 2021, "Collectors: Personality between consumption and investment," Journal of Behavioral and Experimental Finance, Elsevier, volume 32, issue C, DOI: 10.1016/j.jbef.2021.100566.
  5. Anolick, Nina & Batten, Jonathan A. & Kinateder, Harald & Wagner, Niklas, 2021, "Time for gift giving: Abnormal share repurchase returns and uncertainty," Journal of Corporate Finance, Elsevier, volume 66, issue C, DOI: 10.1016/j.jcorpfin.2020.101787.
  6. Batten, Jonathan A. & Kinateder, Harald & Szilagyi, Peter G. & Wagner, Niklas F., 2021, "Hedging stocks with oil," Energy Economics, Elsevier, volume 93, issue C, DOI: 10.1016/j.eneco.2019.06.007.

2020

  1. Marius Berger & Bruno Lanz, 2020, "Minimum wage regulation in Switzerland: survey evidence for restaurants in the canton of Neuchâtel," Swiss Journal of Economics and Statistics, Springer;Swiss Society of Economics and Statistics, volume 156, issue 1, pages 1-23, December, DOI: 10.1186/s41937-020-00067-5.
  2. Perras, Patrizia & Wagner, Niklas, 2020, "Pricing equity-bond covariance risk: Between flight-to-quality and fear-of-missing-out," Journal of Economic Dynamics and Control, Elsevier, volume 121, issue C, DOI: 10.1016/j.jedc.2020.104009.
  3. Chu, Amanda M.Y. & Lv, Zhihui & Wagner, Niklas F. & Wong, Wing-Keung, 2020, "Linear and nonlinear growth determinants: The case of Mongolia and its connection to China," Emerging Markets Review, Elsevier, volume 43, issue C, DOI: 10.1016/j.ememar.2020.100693.
  4. Kleine, Jens & Peschke, Thomas & Wagner, Niklas, 2020, "Rich men’s hobby or question of personality: Who considers collectibles as alternative investment?," Finance Research Letters, Elsevier, volume 35, issue C, DOI: 10.1016/j.frl.2019.101307.
  5. Patrizia Perras & Niklas Wagner, 2020, "On the pricing of overnight market risk," Empirical Economics, Springer, volume 59, issue 3, pages 1307-1327, September, DOI: 10.1007/s00181-019-01714-4.

2019

  1. Carolina Jimenez & Luis Moncada & Diego Ochoa-Jimenez & Wilman-Santiago Ochoa-Moreno, 2019, "Kuznets Environmental Curve for Ecuador: An Analysis of the Impact of Economic Growth on the Environment," Sustainability, MDPI, volume 11, issue 21, pages 1-11, October.
  2. Batten, Jonathan A. & Kinateder, Harald & Szilagyi, Peter G. & Wagner, Niklas F., 2019, "Liquidity, surprise volume and return premia in the oil market," Energy Economics, Elsevier, volume 77, issue C, pages 93-104, DOI: 10.1016/j.eneco.2018.06.016.
  3. Batten, Jonathan A. & Kinateder, Harald & Szilagyi, Peter G. & Wagner, Niklas F., 2019, "Time-varying energy and stock market integration in Asia," Energy Economics, Elsevier, volume 80, issue C, pages 777-792, DOI: 10.1016/j.eneco.2019.01.008.
  4. Geuder, Julian & Kinateder, Harald & Wagner, Niklas F., 2019, "Cryptocurrencies as financial bubbles: The case of Bitcoin," Finance Research Letters, Elsevier, volume 31, issue C, DOI: 10.1016/j.frl.2018.11.011.
  5. Buchner, Axel & Mohamed, Abdulkadir & Wagner, Niklas, 2019, "Are venture capital and buyout backed IPOs any different?," Journal of International Financial Markets, Institutions and Money, Elsevier, volume 60, issue C, pages 39-49, DOI: 10.1016/j.intfin.2018.12.002.

2018

  1. Luz Maria Castro & Fabian Härtl & Santiago Ochoa & Baltazar Calvas & Leonardo Izquierdo & Thomas Knoke, 2018, "Integrated bio-economic models as tools to support land-use decision making: a review of potential and limitations," Journal of Bioeconomics, Springer, volume 20, issue 2, pages 183-211, July, DOI: 10.1007/s10818-018-9270-6.
  2. Jennypher Pacheco & Wilman-Santiago Ochoa-Moreno & Jenny Ordoñez & Leonardo Izquierdo-Montoya, 2018, "Agricultural Diversification and Economic Growth in Ecuador," Sustainability, MDPI, volume 10, issue 7, pages 1-17, June.
  3. Batten, Jonathan A. & Kinateder, Harald & Szilagyi, Peter G. & Wagner, Niklas F., 2018, "Addressing COP21 using a stock and oil market integration index," Energy Policy, Elsevier, volume 116, issue C, pages 127-136, DOI: 10.1016/j.enpol.2018.01.048.

2017

  1. Kinateder, Harald & Fabich, Matthias & Wagner, Niklas, 2017, "Domestic mergers and acquisitions in BRICS countries: Acquirers and targets," Emerging Markets Review, Elsevier, volume 32, issue C, pages 190-199, DOI: 10.1016/j.ememar.2017.06.005.
  2. Batten, Jonathan A. & Kinateder, Harald & Szilagyi, Peter G. & Wagner, Niklas F., 2017, "Can stock market investors hedge energy risk? Evidence from Asia," Energy Economics, Elsevier, volume 66, issue C, pages 559-570, DOI: 10.1016/j.eneco.2016.11.026.
  3. Kinateder, Harald & Hofstetter, Benedikt & Wagner, Niklas, 2017, "Do liquidity variables improve out-of-sample prediction of sovereign spreads during crisis periods?," Finance Research Letters, Elsevier, volume 21, issue C, pages 144-150, DOI: 10.1016/j.frl.2016.11.006.
  4. Narayan, Paresh Kumar & Thuraisamy, Kannan S. & Wagner, Niklas F., 2017, "How do bond, equity and commodity cycles interact?," Finance Research Letters, Elsevier, volume 21, issue C, pages 151-156, DOI: 10.1016/j.frl.2016.11.005.
  5. Buchner, Axel & Wagner, Niklas F., 2017, "Rewarding risk-taking or skill? The case of private equity fund managers," Journal of Banking & Finance, Elsevier, volume 80, issue C, pages 14-32, DOI: 10.1016/j.jbankfin.2017.03.014.
  6. Kinateder, Harald & Wagner, Niklas, 2017, "Quantitative easing and the pricing of EMU sovereign debt," The Quarterly Review of Economics and Finance, Elsevier, volume 66, issue C, pages 1-12, DOI: 10.1016/j.qref.2017.04.013.

2016

  1. Thomas Knoke & Carola Paul & Patrick Hildebrandt & Baltazar Calvas & Luz Maria Castro & Fabian Härtl & Martin Döllerer & Ute Hamer & David Windhorst & Yolanda F. Wiersma & Giulia F. Curatola Fernández, 2016, "Compositional diversity of rehabilitated tropical lands supports multiple ecosystem services and buffers uncertainties," Nature Communications, Nature, volume 7, issue 1, pages 1-12, September, DOI: 10.1038/ncomms11877.
  2. Kleine, Jens & Wagner, Niklas & Weller, Tim, 2016, "Openness endangers your wealth: Noise trading and the big five," Finance Research Letters, Elsevier, volume 16, issue C, pages 239-247, DOI: 10.1016/j.frl.2015.12.002.
  3. Buchner, Axel & Wagner, Niklas, 2016, "The betting against beta anomaly: Fact or fiction?," Finance Research Letters, Elsevier, volume 16, issue C, pages 283-289, DOI: 10.1016/j.frl.2015.12.010.

2015

  1. Luz Maria Castro & Baltazar Calvas & Thomas Knoke, 2015, "Ecuadorian Banana Farms Should Consider Organic Banana with Low Price Risks in Their Land-Use Portfolios," PLOS ONE, Public Library of Science, volume 10, issue 3, pages 1-23, March, DOI: 10.1371/journal.pone.0120384.
  2. Czauderna, Katrin & Riedel, Christoph & Wagner, Niklas, 2015, "Liquidity and conditional market returns: Evidence from German exchange traded funds," Economic Modelling, Elsevier, volume 51, issue C, pages 454-459, DOI: 10.1016/j.econmod.2015.08.028.
  3. Riedel, Christoph & Wagner, Niklas, 2015, "Is risk higher during non-trading periods? The risk trade-off for intraday versus overnight market returns," Journal of International Financial Markets, Institutions and Money, Elsevier, volume 39, issue C, pages 53-64, DOI: 10.1016/j.intfin.2015.05.012.

2014

  1. Thomas Knoke & Jörg Bendix & Perdita Pohle & Ute Hamer & Patrick Hildebrandt & Kristin Roos & Andrés Gerique & María L. Sandoval & Lutz Breuer & Alexander Tischer & Brenner Silva & Baltazar Calvas & N, 2014, "Afforestation or intense pasturing improve the ecological and economic value of abandoned tropical farmlands," Nature Communications, Nature, volume 5, issue 1, pages 1-12, December, DOI: 10.1038/ncomms6612.
  2. Batten, Jonathan A. & Kinateder, Harald & Wagner, Niklas, 2014, "Multifractality and value-at-risk forecasting of exchange rates," Physica A: Statistical Mechanics and its Applications, Elsevier, volume 401, issue C, pages 71-81, DOI: 10.1016/j.physa.2014.01.024.
  3. Harald Kinateder & Niklas Wagner, 2014, "Multiple-period market risk prediction under long memory: when VaR is higher than expected," Journal of Risk Finance, Emerald Group Publishing Limited, volume 15, issue 1, pages 4-32, January, DOI: 10.1108/JRF-07-2013-0051.

2013

  1. Riedel, Christoph & Thuraisamy, Kannan S. & Wagner, Niklas, 2013, "Credit cycle dependent spread determinants in emerging sovereign debt markets," Emerging Markets Review, Elsevier, volume 17, issue C, pages 209-223, DOI: 10.1016/j.ememar.2013.03.002.
  2. Wagner, Niklas & Winter, Elisabeth, 2013, "A new family of equity style indices and mutual fund performance: Do liquidity and idiosyncratic risk matter?," Journal of Empirical Finance, Elsevier, volume 21, issue C, pages 69-85, DOI: 10.1016/j.jempfin.2012.12.005.

2012

  1. Breitenfellner, Bastian & Wagner, Niklas, 2012, "Explaining aggregate credit default swap spreads," International Review of Financial Analysis, Elsevier, volume 22, issue C, pages 18-29, DOI: 10.1016/j.irfa.2012.02.002.
  2. Schreiber, Irene & Müller, Gernot & Klüppelberg, Claudia & Wagner, Niklas, 2012, "Equities, credits and volatilities: A multivariate analysis of the European market during the subprime crisis," International Review of Financial Analysis, Elsevier, volume 24, issue C, pages 57-65, DOI: 10.1016/j.irfa.2012.07.006.

2010

  1. Breitenfellner, Bastian & Wagner, Niklas, 2010, "Government intervention in response to the subprime financial crisis: The good into the pot, the bad into the crop," International Review of Financial Analysis, Elsevier, volume 19, issue 4, pages 289-297, September.

2006

  1. Junker, Markus & Szimayer, Alex & Wagner, Niklas, 2006, "Nonlinear term structure dependence: Copula functions, empirics, and risk implications," Journal of Banking & Finance, Elsevier, volume 30, issue 4, pages 1171-1199, April.

2005

  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, volume 34, issue 1, pages 35-50, February, DOI: 10.1111/j.0391-5026.2005.00143.x.
  2. Wagner, Niklas & Marsh, Terry A., 2005, "Measuring tail thickness under GARCH and an application to extreme exchange rate changes," Journal of Empirical Finance, Elsevier, volume 12, issue 1, pages 165-185, January.
  3. Wagner, Niklas, 2005, "Autoregressive conditional tail behavior and results on Government bond yield spreads," International Review of Financial Analysis, Elsevier, volume 14, issue 2, pages 247-261.
  4. Niklas Wagner & Terry Marsh, 2005, "Surprise volume and heteroskedasticity in equity market returns," Quantitative Finance, Taylor & Francis Journals, volume 5, issue 2, pages 153-168, DOI: 10.1080/14697680500147978.

2004

  1. Wagner, Niklas, 2004, "Time-varying moments, idiosyncratic risk, and an application to hot-issue IPO aftermarket returns," Research in International Business and Finance, Elsevier, volume 18, issue 1, pages 59-72, April.
  2. 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, volume 18, issue 3, pages 237-251, September.
  3. Niklas Wagner & Terry Marsh, 2004, "Tail index estimation in small smaples Simulation results for independent and ARCH-type financial return models," Statistical Papers, Springer, volume 45, issue 4, pages 545-561, October, DOI: 10.1007/BF02760567.

2002

  1. N Wagner, 2002, "On a model of portfolio selection with benchmark," Journal of Asset Management, Palgrave Macmillan, volume 3, issue 1, pages 55-65, July, DOI: 10.1057/palgrave.jam.2240065.

Books

2022

  1. Rammer, Christian & Berger, Marius & Weilage, Insa & Gulden, Vivien-Sophie & Rupieper, Li Kathrin & Gehrke, Birgit, 2022, "Innovationsindikatoren Chemie und Pharma 2022. Schwerpunktthema: Chemie-Startups," ZEW Expertises, ZEW - Leibniz Centre for European Economic Research, number 266729.
  2. Alt, Marius & Berger, Marius & Bersch, Johannes & De Monte, Enrico & Egeln, Jürgen & Gottschalk, Sandra & Lotz, Greta & Nachtigall, Heike & Treperman, Jérôme, 2022, "Ex-ante Analyse zum Förderprogramm "INVEST - Zuschuss für Wagniskapital"," ZEW Expertises, ZEW - Leibniz Centre for European Economic Research, number 270420.

2021

  1. Rammer, Christian & Berger, Marius & Weilage, Insa & Gulden, Vivien-Sophie & Gehrke, Birgit, 2021, "Innovationsindikatoren Chemie und Pharma 2021. Schwerpunktthema: Corona-Pandemie und Innovationen in Chemie und Pharma," ZEW Expertises, ZEW - Leibniz Centre for European Economic Research, number 247348.

2020

  1. Berger, Marius & Egeln, Jürgen & Gottschalk, Sandra, 2020, "Finanzierung von Unternehmensgründungen durch Privatinvestoren: Auswertungen und Analysen auf Basis des IAB/ZEW-Gründungspanels 2019," ZEW Expertises, ZEW - Leibniz Centre for European Economic Research, number 222370.
  2. Berger, Marius & Egeln, Jürgen & Gottschalk, Sandra, 2020, "Finanzierung von jungen Unternehmen in NRW durch Privatinvestoren: Auswertungen und Analysen auf Basis des IAB/ZEW-Gründungspanels 2019 und einer Zusatzstichprobe in NRW," ZEW Expertises, ZEW - Leibniz Centre for European Economic Research, number 222994.

2019

  1. Berger, Marius & Diekhof, Josefine & Doherr, Thorsten & Egeln, Jürgen & Gottschalk, Sandra & Hud, Martin & Köhler, Mila & Rammer, Christian & Kroll, Henning & Neuhäusler, Peter & Helmich, Patricia & K, 2019, "Analysen zum Innovationsstandort Sachsen," ZEW Expertises, ZEW - Leibniz Centre for European Economic Research, number 222381.

2017

  1. Berger, Marius & Boockmann, Bernhard & Felbermayr, Gabriel & Klempt, Charlotte & Koch, Andreas & Kohler, Wilhelm K. & Lerch, Christian & Neuhäusler, Peter & Rammer, Christian, 2017, "Strukturanalyse und Perspektiven des Wirtschaftsstandortes Baden-Württemberg im nationalen und internationalen Vergleich. Abschlussbericht," ZEW Expertises, ZEW - Leibniz Centre for European Economic Research, number 172787.
  2. Ali, Sana & Berger, Marius & Botelho, Tiago & Duvy, Jean-Noël & Frencia, Chiara & Gluntz, Philippe & Delater, Aurélie & Licht, Georg & Losso, Jacopo & Pellens, Maikel, 2017, "Understanding the nature and impact of the business angels in funding research and innovation: Final report," ZEW Expertises, ZEW - Leibniz Centre for European Economic Research, number 181907.

2013

  1. Jonathan A. Batten & Peter MacKay & Niklas Wagner (ed.), 2013, "Advances in Financial Risk Management," Palgrave Macmillan Books, Palgrave Macmillan, number 978-1-137-02509-8, ISBN: ARRAY(0xa3f79178), April, DOI: 10.1057/9781137025098.

Chapters

2023

  1. Luz Maria Castro & Diana Encalada & Luis Rodrigo Saa, 2023, "Non-Timber Forest Products as an Alternative to Reduce Income Uncertainty in Rural Households," Chapters, IntechOpen, in: Orhan Ozcatalbas, "Sustainable Rural Development Perspective and Global Challenges", DOI: 10.5772/intechopen.102970.

2022

  1. Harald Kinateder & Niklas Wagner, 2022, "Oil and Stock Market Returns: Direction, Volatility or Liquidity?," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 15, in: Tony Klein & Sven Loßagk & Mario Straßberger & Thomas Walther, "Modern Finance and Risk Management Festschrift in Honour of Hermann Locarek-Junge".

2012

  1. Jonathan A. Batten & Niklas Wagner, 2012, "Derivatives Securities Pricing and Modelling," Contemporary Studies in Economic and Financial Analysis, Emerald Group Publishing Limited, "Derivative Securities Pricing and Modelling", DOI: 10.1108/S1569-3759(2012)0000094003.
  2. Axel Buchner & Abdulkadir Mohamed & Niklas Wagner, 2012, "An Option-Pricing Framework for the Valuation of Fund Management Compensation," Contemporary Studies in Economic and Financial Analysis, Emerald Group Publishing Limited, "Derivative Securities Pricing and Modelling", DOI: 10.1108/S1569-3759(2012)0000094016.

2011

  1. Harald Kinateder & Niklas Wagner, 2011, "VaR Prediction under Long Memory in Volatility," Operations Research Proceedings, Springer, in: Bo Hu & Karl Morasch & Stefan Pickl & Markus Siegle, "Operations Research Proceedings 2010", DOI: 10.1007/978-3-642-20009-0_20.

2005

  1. Christoph Kaserer & Niklas Wagner & Ann-Kristin Achleitner, 2005, "Managing Investment Risks of Institutional Private Equity Investors — The Challenge of Illiquidity," Springer Books, Springer, in: Michael Frenkel & Markus Rudolf & Ulrich Hommel, "Risk Management", DOI: 10.1007/3-540-26993-2_13.

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