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Wolf Wagner

Not to be confused with: Wolfgang Wagner

Personal Details

First Name:Wolf
Middle Name:
Last Name:Wagner
Suffix:
RePEc Short-ID:pwa82
http://wolfwagner.de/index.html
Department of Economics, Postbus 90153, 5000 LE Tilburg, The Netherlands
Terminal Degree:2002 CentER Graduate School for Economics and Business; School of Economics and Management; Universiteit van Tilburg (from RePEc Genealogy)

Affiliation

(90%) Department of Finance
Rotterdam School of Management (RSM Erasmus University)
Erasmus Universiteit Rotterdam

Rotterdam, Netherlands
http://www.rsm.nl/home/faculty/academic_departments/finance
RePEc:edi:dfmeunl (more details at EDIRC)

(10%) Centre for Economic Policy Research (CEPR)

London, United Kingdom
http://www.cepr.org/
RePEc:edi:cebruuk (more details at EDIRC)

Research output

as
Jump to: Working papers Articles Chapters

Working papers

  1. Huizinga, Harry & Todtenhaupt, Maximilian & Voget, Johannes & Wagner, W.B., 2019. "Taxation and the External Wealth of Nations : Evidence from Bilateral Portfolio Holdings," Discussion Paper 2019-029, Tilburg University, Center for Economic Research.
  2. Ellul, Andrew & Jotikasthira, Chotibhak & Kartasheva, Anastasia & Lundblad, Christian T. & Wagner, Wolf, 2018. "Insurers as asset managers and systemic risk," ESRB Working Paper Series 75, European Systemic Risk Board.
  3. Beck, Thorsten & Wagner, Wolf & Silva-Buston, Consuelo, 2018. "The Economics of Supranational Bank Supervision," CEPR Discussion Papers 12764, C.E.P.R. Discussion Papers.
  4. Wagner, Wolf & Uras, Burak, 2017. "Efficient Lemons," CEPR Discussion Papers 11803, C.E.P.R. Discussion Papers.
  5. Wagner, Wolf & Kahn, Charles M., 2017. "Sources of Liquidity and Liquidity Shortages," CEPR Discussion Papers 12116, C.E.P.R. Discussion Papers.
  6. Wagner, Wolf & Lambert, Thomas & ,, 2017. "Winning Connections? Special Interests and the Sale of Failed Banks," CEPR Discussion Papers 12440, C.E.P.R. Discussion Papers.
  7. Wagner, Wolf & Gong, Di, 2016. "Systemic risk-taking at banks: Evidence from the pricing of syndicated loans," CEPR Discussion Papers 11150, C.E.P.R. Discussion Papers.
  8. Wagner, Wolf & Bertay, Ata & Gong, Di, 2015. "Securitization and Economic Activity: The Credit Composition Channel," CEPR Discussion Papers 10664, C.E.P.R. Discussion Papers.
  9. Peersman, G. & Wagner, W.B., 2014. "Shocks to Bank Lending, Risk-Taking, Securitization, and Their Role for U.S. Business Cycle Fluctuations," Discussion Paper 2014-019, Tilburg University, Center for Economic Research.
  10. Stenzel, A. & Wagner, W.B., 2013. "Asset Opacity and Liquidity," Discussion Paper 2013-066, Tilburg University, Center for Economic Research.
  11. Wagner, Wolf & Beck, Thorsten, 2013. "Supranational Supervision - How Much and for Whom?," CEPR Discussion Papers 9546, C.E.P.R. Discussion Papers.
  12. Schaeck, K. & Silva Buston, C.F. & Wagner, W.B., 2013. "The Two Faces of Interbank Correlation," Discussion Paper 2013-077, Tilburg University, Center for Economic Research.
  13. Marsh, Ian W. & Wagner, Wolf, 2012. "Why is price discovery in credit default swap markets news-specific?," Bank of Finland Research Discussion Papers 6/2012, Bank of Finland.
  14. Marsch, I. & Wagner, W.B., 2012. "Why is Price Discovery in Credit Default Swap Markets News-Specific?," Discussion Paper 2012-006, Tilburg University, Center for Economic Research.
  15. Huizinga, Harry & Wagner, Wolf & Voget, Johannes, 2012. "Capital Gains Taxation and the Cost of Capital: Evidence from Unanticipated Cross-Border Transfers of Tax Bases," CEPR Discussion Papers 9151, C.E.P.R. Discussion Papers.
  16. Beck, T.H.L. & Todorov, R.I. & Wagner, W.B., 2012. "Supervising Cross-Border Banks : Theory, Evidence and Policy (Revised version of CentER Discussion Paper 2011-127)," Discussion Paper 2012-059, Tilburg University, Center for Economic Research.
  17. Dirk Schoenmaker & Wolf Wagner, 2011. "The Impact of Cross-Border Banking on Financial Stability," Tinbergen Institute Discussion Papers 11-054/2/DSF18, Tinbergen Institute.
  18. Beck, T.H.L. & Todorov, R.I. & Wagner, W.B., 2011. "Bank Supervision Going Global? A Cost-Benefit Analysis (Replaced by CentER DP 2012-059)," Discussion Paper 2011-127, Tilburg University, Center for Economic Research.
  19. Huizinga, Harry & Wagner, Wolf & Voget, Johannes, 2011. "International Taxation and Cross-Border Banking," CEPR Discussion Papers 8436, C.E.P.R. Discussion Papers.
  20. Wagner, Wolf, 2010. "Measuring the tail risks of banks," Papers 97, World Trade Institute.
  21. Goderis, Benedikt & Wagner, Wolf, 2009. "Credit Derivatives and Sovereign Debt Crises," MPRA Paper 17314, University Library of Munich, Germany.
  22. Knaup, M. & Wagner, W.B., 2009. "A Market Based Measure of Credit Quality and Banks' Performance During the Subprime Crisis," Discussion Paper 2009-35 S, Tilburg University, Center for Economic Research.
  23. Harry Huizinga & Johannes Voget & Wolf Wagner, 2008. "International Taxation and Takeover Premiums in Cross-border M&As," Working Papers 0809, Oxford University Centre for Business Taxation.
  24. Eijffinger, S.C.W. & Wagner, W.B., 2008. "Efficiency of capital taxation in an open economy : Tax competition versus tax exportation," Other publications TiSEM 6927cea9-042d-4ccf-b488-a, Tilburg University, School of Economics and Management.
  25. Fecht, Falko & Wagner, Wolf, 2007. "The marketability of bank assets and managerial rents: implications for financial stability," Discussion Paper Series 2: Banking and Financial Studies 2007,12, Deutsche Bundesbank.
  26. Norden, L. & Wagner, W.B., 2007. "Credit Derivatives and Loan Pricing," Discussion Paper 2007-015, Tilburg University, Tilburg Law and Economic Center.
  27. Wagner, W.B., 2007. "International risk sharing and government moral hazard," Other publications TiSEM eea59e30-3d51-4f71-bfb2-2, Tilburg University, School of Economics and Management.
  28. Wagner, W.B., 2007. "Loan Market Competition and Bank Risk-Taking," Discussion Paper 2007-010, Tilburg University, Tilburg Law and Economic Center.
  29. Wagner, W.B., 2006. "Diversification at Financial Institutions and Systemic Crises," Discussion Paper 2006-71, Tilburg University, Center for Economic Research.
  30. Wagner, W.B., 2006. "The Broadening of Activities in the Financial System : Implications for Financial Stability and Regulation," Discussion Paper 2006-72, Tilburg University, Center for Economic Research.
  31. Goderis, B.V.G. & Marsh, I. & Vall Castello, J. & Wagner, W.B., 2006. "Bank Behavior with Access to Credit Risk Transfer Markets," Discussion Paper 2006-100, Tilburg University, Center for Economic Research.
  32. Marsh, Ian W & Wagner, Wolf, 2004. "Credit Risk Transfer and Financial Sector Performance," CEPR Discussion Papers 4265, C.E.P.R. Discussion Papers.
  33. Calcagno, R. & Wagner, W.B., 2003. "The Inefficiency of the Stock Market Equilibrium under Moral Hazard," Discussion Paper 2003-107, Tilburg University, Center for Economic Research.
  34. Wagner, W.B., 2002. "Risk sharing under incentive constraints," Other publications TiSEM 1bd8e44d-62a5-4cf7-96b2-f, Tilburg University, School of Economics and Management.
  35. Wagner, W.B., 2002. "Divestment, Entrepreneurial Incentives and the Decision to go Public," Discussion Paper 2002-47, Tilburg University, Center for Economic Research.
  36. Eijffinger, Sylvester & Wagner, Wolf, 2001. "Taxation if Capital is Not Perfectly Mobile: Tax Competition versus Tax Exportation," CEPR Discussion Papers 3084, C.E.P.R. Discussion Papers.
  37. Sylvester Eijffinger & Wolf Wagner, 2001. "The Feasible Gains from International Risk Sharing," CESifo Working Paper Series 472, CESifo.
  38. Wagner, W.B., 2000. "Decentralized International Risk Sharing and Governmental Moral Hazard," Discussion Paper 2000-92, Tilburg University, Center for Economic Research.
    repec:bof:bofrdp:2007_004 is not listed on IDEAS

Articles

  1. Huizinga, Harry & Voget, Johannes & Wagner, Wolf, 2018. "Capital gains taxation and the cost of capital: Evidence from unanticipated cross-border transfers of tax base," Journal of Financial Economics, Elsevier, vol. 129(2), pages 306-328.
  2. Bálint L. Horváth & Wolf Wagner, 2017. "The Disturbing Interaction between Countercyclical Capital Requirements and Systemic Risk," Review of Finance, European Finance Association, vol. 21(4), pages 1485-1511.
  3. Bertay, Ata Can & Gong, Di & Wagner, Wolf, 2017. "Securitization and economic activity: The credit composition channel," Journal of Financial Stability, Elsevier, vol. 28(C), pages 225-239.
  4. Thorsten Beck & Wolf Wagner, 2016. "Supranational Supervision: How Much and for Whom?," International Journal of Central Banking, International Journal of Central Banking, vol. 12(2), pages 221-268, June.
  5. Ian W. Marsh & Wolf Wagner, 2016. "News-Specific Price Discovery in Credit Default Swap Markets," Financial Management, Financial Management Association International, vol. 45(2), pages 315-340, May.
  6. Harry Huizinga & Johannes Voget & Wolf Wagner, 2014. "International Taxation and Cross-Border Banking," American Economic Journal: Economic Policy, American Economic Association, vol. 6(2), pages 94-125, May.
  7. Norden, Lars & Silva Buston, Consuelo & Wagner, Wolf, 2014. "Financial innovation and bank behavior: Evidence from credit markets," Journal of Economic Dynamics and Control, Elsevier, vol. 43(C), pages 130-145.
  8. Thorsten Beck & Radomir Todorov & Wolf Wagner, 2013. "Supervising cross-border banks: theory, evidence and policy [Is the international convergence of capital adequacy regulation desirable?]," Economic Policy, CEPR, CESifo, Sciences Po;CES;MSH, vol. 28(73), pages 5-44.
  9. Wolf Wagner, 2013. "Performance Evaluation and Financial Market Runs," Review of Finance, European Finance Association, vol. 17(2), pages 597-624.
  10. Castiglionesi, Fabio & Wagner, Wolf, 2013. "On the efficiency of bilateral interbank insurance," Journal of Financial Intermediation, Elsevier, vol. 22(2), pages 177-200.
  11. Dirk Schoenmaker & Wolf Wagner, 2013. "Cross-Border Banking in Europe and Financial Stability," International Finance, Wiley Blackwell, vol. 16(1), pages 1-22, February.
  12. Fabio Castiglionesi & Wolf Wagner, 2012. "Turning Bagehot on His Head: Lending at Penalty Rates When Banks Can Become Insolvent," Journal of Money, Credit and Banking, Blackwell Publishing, vol. 44(1), pages 201-219, February.
  13. Huizinga, Harry & Voget, Johannes & Wagner, Wolf, 2012. "Who bears the burden of international taxation? Evidence from cross-border M&As," Journal of International Economics, Elsevier, vol. 88(1), pages 186-197.
  14. Martin Knaup & Wolf Wagner, 2012. "A Market-Based Measure of Credit Portfolio Quality and Banks' Performance During the Subprime Crisis," Management Science, INFORMS, vol. 58(8), pages 1423-1437, August.
  15. Martin Knaup & Wolf Wagner, 2012. "Forward-Looking Tail Risk Exposures at U.S. Bank Holding Companies," Journal of Financial Services Research, Springer;Western Finance Association, vol. 42(1), pages 35-54, October.
  16. Wolf Wagner, 2011. "Systemic Liquidation Risk and the Diversity–Diversification Trade‐Off," Journal of Finance, American Finance Association, vol. 66(4), pages 1141-1175, August.
  17. Nijskens, Rob & Wagner, Wolf, 2011. "Credit risk transfer activities and systemic risk: How banks became less risky individually but posed greater risks to the financial system at the same time," Journal of Banking & Finance, Elsevier, vol. 35(6), pages 1391-1398, June.
  18. Wolf Wagner, 2010. "Loan Market Competition and Bank Risk-Taking," Journal of Financial Services Research, Springer;Western Finance Association, vol. 37(1), pages 71-81, February.
  19. Eijffinger, Sylvester & Wagner, Wolf, 2010. "Incentive problems and the pattern of international risk sharing," Journal of International Money and Finance, Elsevier, vol. 29(7), pages 1206-1225, November.
  20. Wagner, Wolf, 2010. "Diversification at financial institutions and systemic crises," Journal of Financial Intermediation, Elsevier, vol. 19(3), pages 373-386, July.
  21. Wolf Wagner, 2010. "In the Quest of Systemic Externalities: A Review of the Literature ," CESifo Economic Studies, CESifo Group, vol. 56(1), pages 96-111, March.
  22. Wolf Wagner, 2009. "Banking fragility and liquidity creation: options as a substitute for deposits," Annals of Finance, Springer, vol. 5(1), pages 125-129, January.
  23. Wolf Wagner, 2009. "Efficient Asset Allocations in the Banking Sector and Financial Regulation," International Journal of Central Banking, International Journal of Central Banking, vol. 5(1), pages 75-95, March.
  24. Fecht, Falko & Wagner, Wolf, 2009. "The marketability of bank assets, managerial rents and banking stability," Journal of Financial Stability, Elsevier, vol. 5(3), pages 272-282, September.
  25. Wagner, Wolf, 2008. "The homogenization of the financial system and financial crises," Journal of Financial Intermediation, Elsevier, vol. 17(3), pages 330-356, July.
  26. Norden, Lars & Wagner, Wolf, 2008. "Credit derivatives and loan pricing," Journal of Banking & Finance, Elsevier, vol. 32(12), pages 2560-2569, December.
  27. Wolf Wagner & Sylvester Eijffinger, 2008. "Efficiency of capital taxation in an open economy: tax competition versus tax exportation," International Tax and Public Finance, Springer;International Institute of Public Finance, vol. 15(6), pages 637-646, December.
  28. Wolf Wagner, 2007. "International Risk Sharing and Government Moral Hazard," Open Economies Review, Springer, vol. 18(5), pages 577-598, November.
  29. Wagner, Wolf, 2007. "Financial development and the opacity of banks," Economics Letters, Elsevier, vol. 97(1), pages 6-10, October.
  30. Wagner, Wolf, 2007. "The liquidity of bank assets and banking stability," Journal of Banking & Finance, Elsevier, vol. 31(1), pages 121-139, January.
  31. Wagner, Wolf, 2007. "Aggregate liquidity shortages, idiosyncratic liquidity smoothing and banking regulation," Journal of Financial Stability, Elsevier, vol. 3(1), pages 18-32, April.
  32. Wagner, Wolf & Marsh, Ian W., 2006. "Credit risk transfer and financial sector stability," Journal of Financial Stability, Elsevier, vol. 2(2), pages 173-193, June.
  33. Calcagno, Riccardo & Wagner, Wolf, 2006. "Dispersed initial ownership and the efficiency of the stock market under moral hazard," Journal of Mathematical Economics, Elsevier, vol. 42(1), pages 36-45, February.

Chapters

  1. Bálint Horváth & Wolf Wagner, 2016. "Macroprudential Policies and the Lucas Critique," BIS Papers chapters, in: Bank for International Settlements (ed.), Macroprudential policy, volume 86, pages 39-44, Bank for International Settlements.
  2. Harry Huizinga & Johannes Voget & Wolf Wagner, 2012. "International Taxation and Cross-Border Banking," NBER Chapters, in: Business Taxation (Trans-Atlantic Public Economics Seminar), National Bureau of Economic Research, Inc.

More information

Research fields, statistics, top rankings, if available.

Statistics

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Rankings

This author is among the top 5% authors according to these criteria:
  1. Number of Distinct Works, Weighted by Simple Impact Factor
  2. Number of Distinct Works, Weighted by Number of Authors and Simple Impact Factors
  3. Number of Citations, Weighted by Simple Impact Factor, Discounted by Citation Age
  4. Number of Citations, Weighted by Number of Authors
  5. Number of Citations, Weighted by Number of Authors, Discounted by Citation Age
  6. Number of Citations, Weighted by Number of Authors and Simple Impact Factors
  7. Number of Citations, Weighted by Number of Authors and Simple Impact Factors, Discounted by Citation Age
  8. Number of Citations, Weighted by Number of Authors and Recursive Impact Factors
  9. Number of Citations, Weighted by Number of Authors and Recursive Impact Factors, Discounted by Citation Age
  10. Number of Journal Pages, Weighted by Simple Impact Factor
  11. Number of Journal Pages, Weighted by Number of Authors and Simple Impact Factors
  12. Number of Journal Pages, Weighted by Number of Authors and Recursive Impact Factors
  13. Wu-Index
  14. Record of graduates

Co-authorship network on CollEc

NEP Fields

NEP is an announcement service for new working papers, with a weekly report in each of many fields. This author has had 27 papers announced in NEP. These are the fields, ordered by number of announcements, along with their dates. If the author is listed in the directory of specialists for this field, a link is also provided.
  1. NEP-BAN: Banking (15) 2007-10-20 2011-04-02 2012-11-17 2013-03-16 2013-09-28 2014-07-28 2015-01-09 2015-01-09 2015-04-25 2015-06-27 2016-03-29 2017-07-09 2017-11-05 2018-01-15 2018-04-02. Author is listed
  2. NEP-RMG: Risk Management (6) 2004-02-29 2015-01-09 2016-03-29 2017-11-05 2018-04-30 2018-05-28. Author is listed
  3. NEP-MAC: Macroeconomics (5) 2014-07-28 2015-01-09 2015-04-25 2017-02-12 2018-01-15. Author is listed
  4. NEP-MON: Monetary Economics (4) 2014-07-28 2015-01-09 2015-04-25 2017-07-09
  5. NEP-ACC: Accounting and Auditing (3) 2012-11-17 2013-01-19 2013-03-16
  6. NEP-CBA: Central Banking (3) 2011-04-02 2012-11-17 2013-09-28
  7. NEP-PBE: Public Economics (3) 2012-10-13 2013-01-19 2019-11-11
  8. NEP-PUB: Public Finance (3) 2012-10-13 2013-01-19 2019-11-11
  9. NEP-IAS: Insurance Economics (2) 2018-04-30 2018-05-28
  10. NEP-MST: Market Microstructure (2) 2015-06-27 2019-01-28
  11. NEP-BEC: Business Economics (1) 2007-10-20
  12. NEP-CFN: Corporate Finance (1) 2004-02-29
  13. NEP-COM: Industrial Competition (1) 2008-11-18
  14. NEP-CTA: Contract Theory and Applications (1) 2009-09-19
  15. NEP-EEC: European Economics (1) 2011-04-02
  16. NEP-EFF: Efficiency and Productivity (1) 2018-01-15
  17. NEP-FIN: Finance (1) 2004-02-29
  18. NEP-FMK: Financial Markets (1) 2009-09-19
  19. NEP-IFN: International Finance (1) 2011-04-02

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