Professor of Finance
Full professor Rotterdam School of Management, Erasmus University Department of Finance
- Location
- Burg. Oudlaan 50, Rotterdam
- Room
- T08-31
- wagner@rsm.nl
More information
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Profile
Wolf Wagner is a Professor of Finance at the Rotterdam School of Management and a fellow of CEPR. He is also a member of ERIM, EBC and a Senior Member of TILEC. His work has been published in various academic journals, such as the Journal of Finance, the Journal of Financial Economics, the Review of Finance, Management Science, the Journal of Money, Credit, and Banking, the Journal of International Economics and the Journal of Financial Intermediation. Wolf Wagner's work focuses on banking and financial markets. Key themes in his research are the wider implications of financial innovation for the efficiency and stability of the financial system, as well as the role of diversity in creating a more resilient economy. Recent interests include the impact of systemic liquidation risk on asset prices, macroprudential policies, and the joint banking and sovereign debt crisis in the Eurozone. See Wolf Wagner's personal site for more information.
- Charles M. Kahn & Wolf Wagner (2021) - Liquidity provision during a pandemic - Journal of Banking and Finance, 133, 10-33 - doi: 10.1016/j.jbankfin.2021.106152
- Dion Bongaerts, Francesco Mazzola & Wolf Wagner (2021) - Closed for business - PLoS ONE, 16 (5), e0251373 - doi: 10.1371/journal.pone.0251373
- Charles Kahn & Wolf Wagner (2021) - Sources of Liquidity and Liquidity Shortages - Journal of Financial Intermediation, 46 - doi: 10.1016/j.jfi.2020.100869
- Wolf Wagner (2020) - Variable Annuities and Systemic Risk - Réalités Industrielles - Annales des Mines
- J Voget, Wolf Wagner & H Huizinga, Harry (2018) - Capital gains taxation and the cost of capital: Evidence from unanticipated cross-border transfers of tax base - Journal of Financial Economics, 129 (2), 306-328 - doi: 10.1016/j.jfineco.2018.04.014
- AC Bertay, D Gong & Wolf Wagner (2017) - Securitization and economic activity: The credit composition channel - Journal of Financial Stability, 28 (February), 225-239 - doi: 10.1016/j.jfs.2016.01.010
- B Horvath & Wolf Wagner (2017) - The Disturbing Interaction between Countercyclical Capital Requirements and Systemic Risk - Review of Finance, 21 (4), 1485 - doi: 10.1093/rof/rfx001
- Wolf Wagner & THL Beck (2016) - Supranational Supervision - How Much and for Whom? - International Journal of Central Banking, 12 (2), 221-268
- I Marsh & Wolf Wagner (2015) - News?Specific Price Discovery in Credit Default Swap Markets - Financial Management
- Lars Norden, C Buston & Wolf Wagner (2014) - Financial innovation and bank behavior: Evidence from credit markets - Journal of Economic Dynamics and Control
- HP Huizinga, J Voget & Wolf Wagner (2014) - International Taxation and Cross-Border Banking - American Economic Journal. Economic Policy, 6 (2), 94-125 - doi: 10.1257/pol.6.2.94
- F Castiglionesi & Wolf Wagner (2013) - On the efficiency of bilateral interbank insurance - Journal of Financial Intermediation, 22 (2), 177-200 - doi: 10.1016/j.jfi.2012.07.002
- THL Beck, RI Todorov & Wolf Wagner (2013) - Supervising cross-border banks - Economic Policy, 28 (73), 5-44
- Dirk Schoenmaker & Wolf Wagner (2013) - Cross-border Banking in Europe and Financial Stability - International Finance, 16 (1), 1-22 - doi: 10.1111/j.1468-2362.2013.12026.x
- Wolf Wagner (2013) - Performance evaluation and financial market runs - Review of Finance, 17 (2), 597-624
- F Castiglionesi & Wolf Wagner (2012) - Turning Bagehot on his head - Journal of Money, Credit, and Banking, 44 (1), 201-219 - doi: 10.1111/j.1538-4616.2011.00473.x
- M Knaup & Wolf Wagner (2012) - Forward-looking tail risk exposures at US bank holding companies - Journal of Financial Services Research, 42 (1-2), 35-54 - doi: 10.1007/s10693-012-0131-5
- HP Huizinga, J Voget & Wolf Wagner (2012) - Who bears the burden of international taxation? Evidence from cross-border M&As - Journal of International Economics, 88 (1), 186-197 - doi: 10.1016/j.jinteco.2012.02.013
- D Pfajfar, G Sgro & Wolf Wagner (2012) - Are alternative currencies a substitute or a complement to fiat money? Evidence from cross-country data - International Journal of Community Currency Research, 16 (D), 45-56
- M Knaup & Wolf Wagner (2012) - A market-based measure of credit quality and bank performance during the subprime crisis - Management Science, 58 (8), 1423-1437 - doi: 10.1287/mnsc.1110.1501
- Wolf Wagner & RGM Nijskens (2011) - Credit risk transfer activities and systemic risk - Journal of Banking and Finance, 35 (6), 1391-1398 - doi: 10.1016/j.jbankfin.2010.10.001
- Wolf Wagner (2011) - Systemic liquidation risk and the diversity-diversification trade-off - The Journal of Finance, 66 (4), 1141-1175 - doi: 10.1111/j.1540-6261.2011.01666.x
- Wolf Wagner (2010) - Diversification at financial institutions and systemic crises - Journal of Financial Intermediation, 19 (3), 373-386 - doi: 10.1016/j.jfi.2009.07.002
- Wolf Wagner (2010) - Loan market competition and bank risk taking - Journal of Financial Services Research, 37 (1), 71-81 - doi: 10.1007/s10693-009-0073-8
- Wolf Wagner (2010) - In the quest of systemic externalities - CESifo Economic Studies, 56 (1), 96-111 - doi: 10.1093/cesifo/ifp022
- Wolf Wagner (2010) - Divestment, entrepreneurial incentives and the life cycle of the firm - Journal of Business Finance and Accounting, 37 (5-6), 591-611 - doi: 10.1111/j.1468-5957.2010.02184.x
- SCW (Sylvester) Eijffinger & Wolf Wagner (2010) - Incentive constraints and the pattern of international risk sharing - Journal of International Money and Finance, 29 (7), 1206-1225 - doi: 10.1016/j.jimonfin.2010.06.002
- F Fecht & Wolf Wagner (2009) - The marketability of bank assets and managerial rents - Journal of Financial Stability, 5 (3), 272-282 - doi: 10.1016/j.jfs.2009.05.002
- Wolf Wagner (2009) - Efficient asset allocations in the banking sector and financial regulation - International Journal of Central Banking, 5 (1), 75-95
- Wolf Wagner (2009) - Banking fragility and liquidity creations - Annals of Finance, 5 (1), 125-129 - doi: 10.1007/s10436-008-0095-5
- Wolf Wagner (2008) - The homgenization of the financial system and liquidity crises - Journal of Financial Intermediation, 17 (3), 330-356
- Lars Norden & Wolf Wagner (2008) - Credit derivatives and loan pricing - Journal of Banking and Finance, 32 (12), 2560-2569 - doi: 10.1016/j.jbankfin.2008.05.006
- SCW (Sylvester) Eijffinger & Wolf Wagner (2008) - Efficiency of capital taxation in an open economy - International Tax and Public Finance, 15 (6), 636-646 - doi: 10.1007/s10797-008-9087-7
- Wolf Wagner (2007) - International risk sharing and government moral hazard - Open Economies Review, 18 (5), 577-598 - doi: 10.1007/s11079-007-9006-z
- Wolf Wagner (2007) - Financial development and the opacity of banks - Economics Letters, 97 (1), 6-10 - doi: 10.1016/j.econlet.2007.02.006
- Wolf Wagner (2007) - Aggregate liquidity shortages, idiosyncratic liquidity smoothing and banking regulation - Journal of Financial Stability, 3 (1), 18-32 - doi: 10.1016/j.jfs.2007.01.001
- Wolf Wagner (2007) - The liquidity of bank assets and banking stability - Journal of Banking and Finance, 31 (1), 121-139 - doi: 10.1016/j.jbankfin.2005.07.019
- Wolf Wagner & I Marsh (2006) - Credit risk transfer and financial sector stability - Journal of Financial Stability, 2 (2), 173-193 - doi: 10.1016/j.jfs.2005.11.001
- R Calcagno & Wolf Wagner (2006) - Dispersed initial ownership and the efficiency of the stock market under moral hazard - Journal of Mathematical Economics, 42 (1), 36-45 - doi: 10.1016/j.jmateco.2004.11.003
- M Knaup & Wolf Wagner (2006) - The implications of performance evaluation for the stability of financial markets - FSR Forum, 9, 29-35
- K Alexander & Wolf Wagner (2004) - Excess capital - The Financial Regulator, 9 (3), 58-63
- I Marsh & Wolf Wagner (2004) - Safety features for credit derivatives - The Financial Regulator, 9 (1), 38-43
- Thorsten Beck, Consuelo Buston Silva & Wolf Wagner (2019) - The effectiveness of cross-border cooperation in banking supervision - VoxEU.org
- Andrew Ellul, Chotibhak Jotikasthira, Wolf Wagner, Anastasia Kartasheva & Christian Lundblad (2018) - Insurers as asset managers and systemic risk - VoxEU.org
- Thomas Lambert, Eden Zhang & Wolf Wagner (2018) - Lobbying and the efficiency of bank sales - VoxEU.org
- Thorsten Beck, Consuelo Buston Silva & Wolf Wagner (2018) - The economics of supranational bank supervision - VoxEU.org
- Wolf Wagner (2019) - Is cross-border co-operation in bank supervision effective? - RSM Discovery - Management Knowledge - [link]
- Wolf Wagner (2017) - How to regulate international banks - RSM Discovery - Management Knowledge, 32 (4), 11-13
- F Allen, THL Beck, E Carletti, P Lane, Dirk Schoenmaker & Wolf Wagner (2011) - Cross-Border Banking in Europe - CEPR
- SCW (Sylvester) Eijffinger & Wolf Wagner (2002) - Taxation if Capital is Not Perfectly Mobile - Economic Policy Research Unit (EPRU)
- SCW (Sylvester) Eijffinger & Wolf Wagner (2001) - The Feasible Gains from International Risk Sharing - CEPR
- Wolf Wagner (2014) - Unintended consequences of macroprudential policies - CEPR Press
- Wolf Wagner (2002) - Risk sharing under incentive constraints - Tilburg University
- G Peersman & Wolf Wagner (2014) - Shocks to Bank Lending, Risk-Taking, Securitization, and Their Role for U.S. Business Cycle Fluctuations
- K Schaeck, CF Silva Buston & Wolf Wagner (2013) - The Two Faces of Interbank Correlation
- A Stenzel & Wolf Wagner (2013) - Asset Opacity and Liquidity
- I Marsch & Wolf Wagner (2012) - Why is Price Discovery in Credit Default Swap Markets News-Specific?
- THL Beck, RI Todorov & Wolf Wagner (2011) - Bank Supervision Going Global? A Cost-Benefit Analysis (Replaced by CentER DP 2012-059)
- THL Beck, RI Todorov & Wolf Wagner (2011) - Bank Supervision Going Global? A Cost-Benefit Analysis (Replaced by EBC DP 2012-015)
- HP Huizinga, J Voget & Wolf Wagner (2011) - International Taxation and Cross-Border Banking
- M Knaup & Wolf Wagner (2009) - A Market Based Measure of Credit Quality and Banks' Performance During the Subprime Crisis
- Wolf Wagner (2007) - Loan Market Competition and Bank Risk-Taking
- BVG Goderis, I Marsh, J Vall Castello & Wolf Wagner (2006) - Bank Behavior with Access to Credit Risk Transfer Markets
- Wolf Wagner (2006) - The Broadening of Activities in the Financial System
- R Calcagno & Wolf Wagner (2003) - The Inefficiency of the Stock Market Equilibrium under Moral Hazard
- Wolf Wagner (2002) - Divestment, Entrepreneurial Incentives and the Decision to go Public
- Wolf Wagner (2000) - Decentralized International Risk Sharing and Governmental Moral Hazard
- Charles M. Kahn & Wolf Wagner (2021) - Liquidity provision during a pandemic - Journal of Banking and Finance, 133, 10-33 - doi: 10.1016/j.jbankfin.2021.106152
- Dion Bongaerts, Francesco Mazzola & Wolf Wagner (2021) - Closed for business - PLoS ONE, 16 (5), e0251373 - doi: 10.1371/journal.pone.0251373
- Charles Kahn & Wolf Wagner (2021) - Sources of Liquidity and Liquidity Shortages - Journal of Financial Intermediation, 46 - doi: 10.1016/j.jfi.2020.100869
- Wolf Wagner (2020) - Variable Annuities and Systemic Risk - Réalités Industrielles - Annales des Mines
- J Voget, Wolf Wagner & H Huizinga, Harry (2018) - Capital gains taxation and the cost of capital: Evidence from unanticipated cross-border transfers of tax base - Journal of Financial Economics, 129 (2), 306-328 - doi: 10.1016/j.jfineco.2018.04.014
- AC Bertay, D Gong & Wolf Wagner (2017) - Securitization and economic activity: The credit composition channel - Journal of Financial Stability, 28 (February), 225-239 - doi: 10.1016/j.jfs.2016.01.010
- B Horvath & Wolf Wagner (2017) - The Disturbing Interaction between Countercyclical Capital Requirements and Systemic Risk - Review of Finance, 21 (4), 1485 - doi: 10.1093/rof/rfx001
- Wolf Wagner & THL Beck (2016) - Supranational Supervision - How Much and for Whom? - International Journal of Central Banking, 12 (2), 221-268
- I Marsh & Wolf Wagner (2015) - News?Specific Price Discovery in Credit Default Swap Markets - Financial Management
- Lars Norden, C Buston & Wolf Wagner (2014) - Financial innovation and bank behavior: Evidence from credit markets - Journal of Economic Dynamics and Control
- HP Huizinga, J Voget & Wolf Wagner (2014) - International Taxation and Cross-Border Banking - American Economic Journal. Economic Policy, 6 (2), 94-125 - doi: 10.1257/pol.6.2.94
- F Castiglionesi & Wolf Wagner (2013) - On the efficiency of bilateral interbank insurance - Journal of Financial Intermediation, 22 (2), 177-200 - doi: 10.1016/j.jfi.2012.07.002
- THL Beck, RI Todorov & Wolf Wagner (2013) - Supervising cross-border banks - Economic Policy, 28 (73), 5-44
- Dirk Schoenmaker & Wolf Wagner (2013) - Cross-border Banking in Europe and Financial Stability - International Finance, 16 (1), 1-22 - doi: 10.1111/j.1468-2362.2013.12026.x
- Wolf Wagner (2013) - Performance evaluation and financial market runs - Review of Finance, 17 (2), 597-624
- F Castiglionesi & Wolf Wagner (2012) - Turning Bagehot on his head - Journal of Money, Credit, and Banking, 44 (1), 201-219 - doi: 10.1111/j.1538-4616.2011.00473.x
- M Knaup & Wolf Wagner (2012) - Forward-looking tail risk exposures at US bank holding companies - Journal of Financial Services Research, 42 (1-2), 35-54 - doi: 10.1007/s10693-012-0131-5
- HP Huizinga, J Voget & Wolf Wagner (2012) - Who bears the burden of international taxation? Evidence from cross-border M&As - Journal of International Economics, 88 (1), 186-197 - doi: 10.1016/j.jinteco.2012.02.013
- D Pfajfar, G Sgro & Wolf Wagner (2012) - Are alternative currencies a substitute or a complement to fiat money? Evidence from cross-country data - International Journal of Community Currency Research, 16 (D), 45-56
- M Knaup & Wolf Wagner (2012) - A market-based measure of credit quality and bank performance during the subprime crisis - Management Science, 58 (8), 1423-1437 - doi: 10.1287/mnsc.1110.1501
- Wolf Wagner & RGM Nijskens (2011) - Credit risk transfer activities and systemic risk - Journal of Banking and Finance, 35 (6), 1391-1398 - doi: 10.1016/j.jbankfin.2010.10.001
- Wolf Wagner (2011) - Systemic liquidation risk and the diversity-diversification trade-off - The Journal of Finance, 66 (4), 1141-1175 - doi: 10.1111/j.1540-6261.2011.01666.x
- Wolf Wagner (2010) - Diversification at financial institutions and systemic crises - Journal of Financial Intermediation, 19 (3), 373-386 - doi: 10.1016/j.jfi.2009.07.002
- Wolf Wagner (2010) - Loan market competition and bank risk taking - Journal of Financial Services Research, 37 (1), 71-81 - doi: 10.1007/s10693-009-0073-8
- Wolf Wagner (2010) - In the quest of systemic externalities - CESifo Economic Studies, 56 (1), 96-111 - doi: 10.1093/cesifo/ifp022
- Wolf Wagner (2010) - Divestment, entrepreneurial incentives and the life cycle of the firm - Journal of Business Finance and Accounting, 37 (5-6), 591-611 - doi: 10.1111/j.1468-5957.2010.02184.x
- SCW (Sylvester) Eijffinger & Wolf Wagner (2010) - Incentive constraints and the pattern of international risk sharing - Journal of International Money and Finance, 29 (7), 1206-1225 - doi: 10.1016/j.jimonfin.2010.06.002
- F Fecht & Wolf Wagner (2009) - The marketability of bank assets and managerial rents - Journal of Financial Stability, 5 (3), 272-282 - doi: 10.1016/j.jfs.2009.05.002
- Wolf Wagner (2009) - Efficient asset allocations in the banking sector and financial regulation - International Journal of Central Banking, 5 (1), 75-95
- Wolf Wagner (2009) - Banking fragility and liquidity creations - Annals of Finance, 5 (1), 125-129 - doi: 10.1007/s10436-008-0095-5
- Wolf Wagner (2008) - The homgenization of the financial system and liquidity crises - Journal of Financial Intermediation, 17 (3), 330-356
- Lars Norden & Wolf Wagner (2008) - Credit derivatives and loan pricing - Journal of Banking and Finance, 32 (12), 2560-2569 - doi: 10.1016/j.jbankfin.2008.05.006
- SCW (Sylvester) Eijffinger & Wolf Wagner (2008) - Efficiency of capital taxation in an open economy - International Tax and Public Finance, 15 (6), 636-646 - doi: 10.1007/s10797-008-9087-7
- Wolf Wagner (2007) - International risk sharing and government moral hazard - Open Economies Review, 18 (5), 577-598 - doi: 10.1007/s11079-007-9006-z
- Wolf Wagner (2007) - Financial development and the opacity of banks - Economics Letters, 97 (1), 6-10 - doi: 10.1016/j.econlet.2007.02.006
- Wolf Wagner (2007) - Aggregate liquidity shortages, idiosyncratic liquidity smoothing and banking regulation - Journal of Financial Stability, 3 (1), 18-32 - doi: 10.1016/j.jfs.2007.01.001
- Wolf Wagner (2007) - The liquidity of bank assets and banking stability - Journal of Banking and Finance, 31 (1), 121-139 - doi: 10.1016/j.jbankfin.2005.07.019
- Wolf Wagner & I Marsh (2006) - Credit risk transfer and financial sector stability - Journal of Financial Stability, 2 (2), 173-193 - doi: 10.1016/j.jfs.2005.11.001
- R Calcagno & Wolf Wagner (2006) - Dispersed initial ownership and the efficiency of the stock market under moral hazard - Journal of Mathematical Economics, 42 (1), 36-45 - doi: 10.1016/j.jmateco.2004.11.003
- M Knaup & Wolf Wagner (2006) - The implications of performance evaluation for the stability of financial markets - FSR Forum, 9, 29-35
- K Alexander & Wolf Wagner (2004) - Excess capital - The Financial Regulator, 9 (3), 58-63
- I Marsh & Wolf Wagner (2004) - Safety features for credit derivatives - The Financial Regulator, 9 (1), 38-43
- Thorsten Beck, Consuelo Buston Silva & Wolf Wagner (2019) - The effectiveness of cross-border cooperation in banking supervision - VoxEU.org
- Andrew Ellul, Chotibhak Jotikasthira, Wolf Wagner, Anastasia Kartasheva & Christian Lundblad (2018) - Insurers as asset managers and systemic risk - VoxEU.org
- Thomas Lambert, Eden Zhang & Wolf Wagner (2018) - Lobbying and the efficiency of bank sales - VoxEU.org
- Thorsten Beck, Consuelo Buston Silva & Wolf Wagner (2018) - The economics of supranational bank supervision - VoxEU.org
- Wolf Wagner (2019) - Is cross-border co-operation in bank supervision effective? - RSM Discovery - Management Knowledge - [link]
- Wolf Wagner (2017) - How to regulate international banks - RSM Discovery - Management Knowledge, 32 (4), 11-13
- Charles M. Kahn & Wolf Wagner (2021) - Liquidity provision during a pandemic - Journal of Banking and Finance, 133, 10-33 - doi: 10.1016/j.jbankfin.2021.106152
- Dion Bongaerts, Francesco Mazzola & Wolf Wagner (2021) - Closed for business - PLoS ONE, 16 (5), e0251373 - doi: 10.1371/journal.pone.0251373
- Charles Kahn & Wolf Wagner (2021) - Sources of Liquidity and Liquidity Shortages - Journal of Financial Intermediation, 46 - doi: 10.1016/j.jfi.2020.100869
- Wolf Wagner (2020) - Variable Annuities and Systemic Risk - Réalités Industrielles - Annales des Mines
- J Voget, Wolf Wagner & H Huizinga, Harry (2018) - Capital gains taxation and the cost of capital: Evidence from unanticipated cross-border transfers of tax base - Journal of Financial Economics, 129 (2), 306-328 - doi: 10.1016/j.jfineco.2018.04.014
- AC Bertay, D Gong & Wolf Wagner (2017) - Securitization and economic activity: The credit composition channel - Journal of Financial Stability, 28 (February), 225-239 - doi: 10.1016/j.jfs.2016.01.010
- B Horvath & Wolf Wagner (2017) - The Disturbing Interaction between Countercyclical Capital Requirements and Systemic Risk - Review of Finance, 21 (4), 1485 - doi: 10.1093/rof/rfx001
- Wolf Wagner & THL Beck (2016) - Supranational Supervision - How Much and for Whom? - International Journal of Central Banking, 12 (2), 221-268
- I Marsh & Wolf Wagner (2015) - News?Specific Price Discovery in Credit Default Swap Markets - Financial Management
- Lars Norden, C Buston & Wolf Wagner (2014) - Financial innovation and bank behavior: Evidence from credit markets - Journal of Economic Dynamics and Control
- HP Huizinga, J Voget & Wolf Wagner (2014) - International Taxation and Cross-Border Banking - American Economic Journal. Economic Policy, 6 (2), 94-125 - doi: 10.1257/pol.6.2.94
- F Castiglionesi & Wolf Wagner (2013) - On the efficiency of bilateral interbank insurance - Journal of Financial Intermediation, 22 (2), 177-200 - doi: 10.1016/j.jfi.2012.07.002
- THL Beck, RI Todorov & Wolf Wagner (2013) - Supervising cross-border banks - Economic Policy, 28 (73), 5-44
- Dirk Schoenmaker & Wolf Wagner (2013) - Cross-border Banking in Europe and Financial Stability - International Finance, 16 (1), 1-22 - doi: 10.1111/j.1468-2362.2013.12026.x
- Wolf Wagner (2013) - Performance evaluation and financial market runs - Review of Finance, 17 (2), 597-624
- F Castiglionesi & Wolf Wagner (2012) - Turning Bagehot on his head - Journal of Money, Credit, and Banking, 44 (1), 201-219 - doi: 10.1111/j.1538-4616.2011.00473.x
- M Knaup & Wolf Wagner (2012) - Forward-looking tail risk exposures at US bank holding companies - Journal of Financial Services Research, 42 (1-2), 35-54 - doi: 10.1007/s10693-012-0131-5
- HP Huizinga, J Voget & Wolf Wagner (2012) - Who bears the burden of international taxation? Evidence from cross-border M&As - Journal of International Economics, 88 (1), 186-197 - doi: 10.1016/j.jinteco.2012.02.013
- D Pfajfar, G Sgro & Wolf Wagner (2012) - Are alternative currencies a substitute or a complement to fiat money? Evidence from cross-country data - International Journal of Community Currency Research, 16 (D), 45-56
- M Knaup & Wolf Wagner (2012) - A market-based measure of credit quality and bank performance during the subprime crisis - Management Science, 58 (8), 1423-1437 - doi: 10.1287/mnsc.1110.1501
- Wolf Wagner & RGM Nijskens (2011) - Credit risk transfer activities and systemic risk - Journal of Banking and Finance, 35 (6), 1391-1398 - doi: 10.1016/j.jbankfin.2010.10.001
- Wolf Wagner (2011) - Systemic liquidation risk and the diversity-diversification trade-off - The Journal of Finance, 66 (4), 1141-1175 - doi: 10.1111/j.1540-6261.2011.01666.x
- Wolf Wagner (2010) - Diversification at financial institutions and systemic crises - Journal of Financial Intermediation, 19 (3), 373-386 - doi: 10.1016/j.jfi.2009.07.002
- Wolf Wagner (2010) - Loan market competition and bank risk taking - Journal of Financial Services Research, 37 (1), 71-81 - doi: 10.1007/s10693-009-0073-8
- Wolf Wagner (2010) - In the quest of systemic externalities - CESifo Economic Studies, 56 (1), 96-111 - doi: 10.1093/cesifo/ifp022
- Wolf Wagner (2010) - Divestment, entrepreneurial incentives and the life cycle of the firm - Journal of Business Finance and Accounting, 37 (5-6), 591-611 - doi: 10.1111/j.1468-5957.2010.02184.x
- SCW (Sylvester) Eijffinger & Wolf Wagner (2010) - Incentive constraints and the pattern of international risk sharing - Journal of International Money and Finance, 29 (7), 1206-1225 - doi: 10.1016/j.jimonfin.2010.06.002
- F Fecht & Wolf Wagner (2009) - The marketability of bank assets and managerial rents - Journal of Financial Stability, 5 (3), 272-282 - doi: 10.1016/j.jfs.2009.05.002
- Wolf Wagner (2009) - Efficient asset allocations in the banking sector and financial regulation - International Journal of Central Banking, 5 (1), 75-95
- Wolf Wagner (2009) - Banking fragility and liquidity creations - Annals of Finance, 5 (1), 125-129 - doi: 10.1007/s10436-008-0095-5
- Wolf Wagner (2008) - The homgenization of the financial system and liquidity crises - Journal of Financial Intermediation, 17 (3), 330-356
- Lars Norden & Wolf Wagner (2008) - Credit derivatives and loan pricing - Journal of Banking and Finance, 32 (12), 2560-2569 - doi: 10.1016/j.jbankfin.2008.05.006
- SCW (Sylvester) Eijffinger & Wolf Wagner (2008) - Efficiency of capital taxation in an open economy - International Tax and Public Finance, 15 (6), 636-646 - doi: 10.1007/s10797-008-9087-7
- Wolf Wagner (2007) - International risk sharing and government moral hazard - Open Economies Review, 18 (5), 577-598 - doi: 10.1007/s11079-007-9006-z
- Wolf Wagner (2007) - Financial development and the opacity of banks - Economics Letters, 97 (1), 6-10 - doi: 10.1016/j.econlet.2007.02.006
- Wolf Wagner (2007) - Aggregate liquidity shortages, idiosyncratic liquidity smoothing and banking regulation - Journal of Financial Stability, 3 (1), 18-32 - doi: 10.1016/j.jfs.2007.01.001
- Wolf Wagner (2007) - The liquidity of bank assets and banking stability - Journal of Banking and Finance, 31 (1), 121-139 - doi: 10.1016/j.jbankfin.2005.07.019
- Wolf Wagner & I Marsh (2006) - Credit risk transfer and financial sector stability - Journal of Financial Stability, 2 (2), 173-193 - doi: 10.1016/j.jfs.2005.11.001
- R Calcagno & Wolf Wagner (2006) - Dispersed initial ownership and the efficiency of the stock market under moral hazard - Journal of Mathematical Economics, 42 (1), 36-45 - doi: 10.1016/j.jmateco.2004.11.003
- M Knaup & Wolf Wagner (2006) - The implications of performance evaluation for the stability of financial markets - FSR Forum, 9, 29-35
- K Alexander & Wolf Wagner (2004) - Excess capital - The Financial Regulator, 9 (3), 58-63
- I Marsh & Wolf Wagner (2004) - Safety features for credit derivatives - The Financial Regulator, 9 (1), 38-43
- Charles M. Kahn & Wolf Wagner (2021) - Liquidity provision during a pandemic - Journal of Banking and Finance, 133, 10-33 - doi: 10.1016/j.jbankfin.2021.106152
- Dion Bongaerts, Francesco Mazzola & Wolf Wagner (2021) - Closed for business - PLoS ONE, 16 (5), e0251373 - doi: 10.1371/journal.pone.0251373
- Charles Kahn & Wolf Wagner (2021) - Sources of Liquidity and Liquidity Shortages - Journal of Financial Intermediation, 46 - doi: 10.1016/j.jfi.2020.100869
- Wolf Wagner (2020) - Variable Annuities and Systemic Risk - Réalités Industrielles - Annales des Mines
- J Voget, Wolf Wagner & H Huizinga, Harry (2018) - Capital gains taxation and the cost of capital: Evidence from unanticipated cross-border transfers of tax base - Journal of Financial Economics, 129 (2), 306-328 - doi: 10.1016/j.jfineco.2018.04.014
- AC Bertay, D Gong & Wolf Wagner (2017) - Securitization and economic activity: The credit composition channel - Journal of Financial Stability, 28 (February), 225-239 - doi: 10.1016/j.jfs.2016.01.010
- B Horvath & Wolf Wagner (2017) - The Disturbing Interaction between Countercyclical Capital Requirements and Systemic Risk - Review of Finance, 21 (4), 1485 - doi: 10.1093/rof/rfx001
- Wolf Wagner & THL Beck (2016) - Supranational Supervision - How Much and for Whom? - International Journal of Central Banking, 12 (2), 221-268
- I Marsh & Wolf Wagner (2015) - News?Specific Price Discovery in Credit Default Swap Markets - Financial Management
- Lars Norden, C Buston & Wolf Wagner (2014) - Financial innovation and bank behavior: Evidence from credit markets - Journal of Economic Dynamics and Control
- HP Huizinga, J Voget & Wolf Wagner (2014) - International Taxation and Cross-Border Banking - American Economic Journal. Economic Policy, 6 (2), 94-125 - doi: 10.1257/pol.6.2.94
- F Castiglionesi & Wolf Wagner (2013) - On the efficiency of bilateral interbank insurance - Journal of Financial Intermediation, 22 (2), 177-200 - doi: 10.1016/j.jfi.2012.07.002
- THL Beck, RI Todorov & Wolf Wagner (2013) - Supervising cross-border banks - Economic Policy, 28 (73), 5-44
- Dirk Schoenmaker & Wolf Wagner (2013) - Cross-border Banking in Europe and Financial Stability - International Finance, 16 (1), 1-22 - doi: 10.1111/j.1468-2362.2013.12026.x
- Wolf Wagner (2013) - Performance evaluation and financial market runs - Review of Finance, 17 (2), 597-624
- F Castiglionesi & Wolf Wagner (2012) - Turning Bagehot on his head - Journal of Money, Credit, and Banking, 44 (1), 201-219 - doi: 10.1111/j.1538-4616.2011.00473.x
- M Knaup & Wolf Wagner (2012) - Forward-looking tail risk exposures at US bank holding companies - Journal of Financial Services Research, 42 (1-2), 35-54 - doi: 10.1007/s10693-012-0131-5
- HP Huizinga, J Voget & Wolf Wagner (2012) - Who bears the burden of international taxation? Evidence from cross-border M&As - Journal of International Economics, 88 (1), 186-197 - doi: 10.1016/j.jinteco.2012.02.013
- D Pfajfar, G Sgro & Wolf Wagner (2012) - Are alternative currencies a substitute or a complement to fiat money? Evidence from cross-country data - International Journal of Community Currency Research, 16 (D), 45-56
- M Knaup & Wolf Wagner (2012) - A market-based measure of credit quality and bank performance during the subprime crisis - Management Science, 58 (8), 1423-1437 - doi: 10.1287/mnsc.1110.1501
- Wolf Wagner & RGM Nijskens (2011) - Credit risk transfer activities and systemic risk - Journal of Banking and Finance, 35 (6), 1391-1398 - doi: 10.1016/j.jbankfin.2010.10.001
- Wolf Wagner (2011) - Systemic liquidation risk and the diversity-diversification trade-off - The Journal of Finance, 66 (4), 1141-1175 - doi: 10.1111/j.1540-6261.2011.01666.x
- Wolf Wagner (2010) - Diversification at financial institutions and systemic crises - Journal of Financial Intermediation, 19 (3), 373-386 - doi: 10.1016/j.jfi.2009.07.002
- Wolf Wagner (2010) - Loan market competition and bank risk taking - Journal of Financial Services Research, 37 (1), 71-81 - doi: 10.1007/s10693-009-0073-8
- Wolf Wagner (2010) - In the quest of systemic externalities - CESifo Economic Studies, 56 (1), 96-111 - doi: 10.1093/cesifo/ifp022
- Wolf Wagner (2010) - Divestment, entrepreneurial incentives and the life cycle of the firm - Journal of Business Finance and Accounting, 37 (5-6), 591-611 - doi: 10.1111/j.1468-5957.2010.02184.x
- SCW (Sylvester) Eijffinger & Wolf Wagner (2010) - Incentive constraints and the pattern of international risk sharing - Journal of International Money and Finance, 29 (7), 1206-1225 - doi: 10.1016/j.jimonfin.2010.06.002
- F Fecht & Wolf Wagner (2009) - The marketability of bank assets and managerial rents - Journal of Financial Stability, 5 (3), 272-282 - doi: 10.1016/j.jfs.2009.05.002
- Wolf Wagner (2009) - Efficient asset allocations in the banking sector and financial regulation - International Journal of Central Banking, 5 (1), 75-95
- Wolf Wagner (2009) - Banking fragility and liquidity creations - Annals of Finance, 5 (1), 125-129 - doi: 10.1007/s10436-008-0095-5
- Wolf Wagner (2008) - The homgenization of the financial system and liquidity crises - Journal of Financial Intermediation, 17 (3), 330-356
- Lars Norden & Wolf Wagner (2008) - Credit derivatives and loan pricing - Journal of Banking and Finance, 32 (12), 2560-2569 - doi: 10.1016/j.jbankfin.2008.05.006
- SCW (Sylvester) Eijffinger & Wolf Wagner (2008) - Efficiency of capital taxation in an open economy - International Tax and Public Finance, 15 (6), 636-646 - doi: 10.1007/s10797-008-9087-7
- Wolf Wagner (2007) - International risk sharing and government moral hazard - Open Economies Review, 18 (5), 577-598 - doi: 10.1007/s11079-007-9006-z
- Wolf Wagner (2007) - Financial development and the opacity of banks - Economics Letters, 97 (1), 6-10 - doi: 10.1016/j.econlet.2007.02.006
- Wolf Wagner (2007) - Aggregate liquidity shortages, idiosyncratic liquidity smoothing and banking regulation - Journal of Financial Stability, 3 (1), 18-32 - doi: 10.1016/j.jfs.2007.01.001
- Wolf Wagner (2007) - The liquidity of bank assets and banking stability - Journal of Banking and Finance, 31 (1), 121-139 - doi: 10.1016/j.jbankfin.2005.07.019
- Wolf Wagner & I Marsh (2006) - Credit risk transfer and financial sector stability - Journal of Financial Stability, 2 (2), 173-193 - doi: 10.1016/j.jfs.2005.11.001
- R Calcagno & Wolf Wagner (2006) - Dispersed initial ownership and the efficiency of the stock market under moral hazard - Journal of Mathematical Economics, 42 (1), 36-45 - doi: 10.1016/j.jmateco.2004.11.003
- M Knaup & Wolf Wagner (2006) - The implications of performance evaluation for the stability of financial markets - FSR Forum, 9, 29-35
- K Alexander & Wolf Wagner (2004) - Excess capital - The Financial Regulator, 9 (3), 58-63
- I Marsh & Wolf Wagner (2004) - Safety features for credit derivatives - The Financial Regulator, 9 (1), 38-43
- Thorsten Beck, Consuelo Buston Silva & Wolf Wagner (2019) - The effectiveness of cross-border cooperation in banking supervision - VoxEU.org
- Andrew Ellul, Chotibhak Jotikasthira, Wolf Wagner, Anastasia Kartasheva & Christian Lundblad (2018) - Insurers as asset managers and systemic risk - VoxEU.org
- Thomas Lambert, Eden Zhang & Wolf Wagner (2018) - Lobbying and the efficiency of bank sales - VoxEU.org
- Thorsten Beck, Consuelo Buston Silva & Wolf Wagner (2018) - The economics of supranational bank supervision - VoxEU.org
- Thorsten Beck, Consuelo Buston Silva & Wolf Wagner (2019) - The effectiveness of cross-border cooperation in banking supervision - VoxEU.org
- Andrew Ellul, Chotibhak Jotikasthira, Wolf Wagner, Anastasia Kartasheva & Christian Lundblad (2018) - Insurers as asset managers and systemic risk - VoxEU.org
- Thomas Lambert, Eden Zhang & Wolf Wagner (2018) - Lobbying and the efficiency of bank sales - VoxEU.org
- Thorsten Beck, Consuelo Buston Silva & Wolf Wagner (2018) - The economics of supranational bank supervision - VoxEU.org
- Wolf Wagner (2019) - Is cross-border co-operation in bank supervision effective? - RSM Discovery - Management Knowledge - [link]
- Wolf Wagner (2017) - How to regulate international banks - RSM Discovery - Management Knowledge, 32 (4), 11-13
- Wolf Wagner (2019) - Is cross-border co-operation in bank supervision effective? - RSM Discovery - Management Knowledge - [link]
- Wolf Wagner (2017) - How to regulate international banks - RSM Discovery - Management Knowledge, 32 (4), 11-13
- F Allen, THL Beck, E Carletti, P Lane, Dirk Schoenmaker & Wolf Wagner (2011) - Cross-Border Banking in Europe - CEPR
- SCW (Sylvester) Eijffinger & Wolf Wagner (2002) - Taxation if Capital is Not Perfectly Mobile - Economic Policy Research Unit (EPRU)
- SCW (Sylvester) Eijffinger & Wolf Wagner (2001) - The Feasible Gains from International Risk Sharing - CEPR
- F Allen, THL Beck, E Carletti, P Lane, Dirk Schoenmaker & Wolf Wagner (2011) - Cross-Border Banking in Europe - CEPR
- SCW (Sylvester) Eijffinger & Wolf Wagner (2002) - Taxation if Capital is Not Perfectly Mobile - Economic Policy Research Unit (EPRU)
- SCW (Sylvester) Eijffinger & Wolf Wagner (2001) - The Feasible Gains from International Risk Sharing - CEPR
- Wolf Wagner (2014) - Unintended consequences of macroprudential policies - CEPR Press
- Wolf Wagner (2014) - Unintended consequences of macroprudential policies - CEPR Press
- Wolf Wagner (2002) - Risk sharing under incentive constraints - Tilburg University
- Wolf Wagner (2002) - Risk sharing under incentive constraints - Tilburg University
- G Peersman & Wolf Wagner (2014) - Shocks to Bank Lending, Risk-Taking, Securitization, and Their Role for U.S. Business Cycle Fluctuations
- K Schaeck, CF Silva Buston & Wolf Wagner (2013) - The Two Faces of Interbank Correlation
- A Stenzel & Wolf Wagner (2013) - Asset Opacity and Liquidity
- I Marsch & Wolf Wagner (2012) - Why is Price Discovery in Credit Default Swap Markets News-Specific?
- THL Beck, RI Todorov & Wolf Wagner (2011) - Bank Supervision Going Global? A Cost-Benefit Analysis (Replaced by CentER DP 2012-059)
- THL Beck, RI Todorov & Wolf Wagner (2011) - Bank Supervision Going Global? A Cost-Benefit Analysis (Replaced by EBC DP 2012-015)
- HP Huizinga, J Voget & Wolf Wagner (2011) - International Taxation and Cross-Border Banking
- M Knaup & Wolf Wagner (2009) - A Market Based Measure of Credit Quality and Banks' Performance During the Subprime Crisis
- Wolf Wagner (2007) - Loan Market Competition and Bank Risk-Taking
- BVG Goderis, I Marsh, J Vall Castello & Wolf Wagner (2006) - Bank Behavior with Access to Credit Risk Transfer Markets
- Wolf Wagner (2006) - The Broadening of Activities in the Financial System
- R Calcagno & Wolf Wagner (2003) - The Inefficiency of the Stock Market Equilibrium under Moral Hazard
- Wolf Wagner (2002) - Divestment, Entrepreneurial Incentives and the Decision to go Public
- Wolf Wagner (2000) - Decentralized International Risk Sharing and Governmental Moral Hazard
- G Peersman & Wolf Wagner (2014) - Shocks to Bank Lending, Risk-Taking, Securitization, and Their Role for U.S. Business Cycle Fluctuations
- K Schaeck, CF Silva Buston & Wolf Wagner (2013) - The Two Faces of Interbank Correlation
- A Stenzel & Wolf Wagner (2013) - Asset Opacity and Liquidity
- I Marsch & Wolf Wagner (2012) - Why is Price Discovery in Credit Default Swap Markets News-Specific?
- THL Beck, RI Todorov & Wolf Wagner (2011) - Bank Supervision Going Global? A Cost-Benefit Analysis (Replaced by CentER DP 2012-059)
- THL Beck, RI Todorov & Wolf Wagner (2011) - Bank Supervision Going Global? A Cost-Benefit Analysis (Replaced by EBC DP 2012-015)
- HP Huizinga, J Voget & Wolf Wagner (2011) - International Taxation and Cross-Border Banking
- M Knaup & Wolf Wagner (2009) - A Market Based Measure of Credit Quality and Banks' Performance During the Subprime Crisis
- Wolf Wagner (2007) - Loan Market Competition and Bank Risk-Taking
- BVG Goderis, I Marsh, J Vall Castello & Wolf Wagner (2006) - Bank Behavior with Access to Credit Risk Transfer Markets
- Wolf Wagner (2006) - The Broadening of Activities in the Financial System
- R Calcagno & Wolf Wagner (2003) - The Inefficiency of the Stock Market Equilibrium under Moral Hazard
- Wolf Wagner (2002) - Divestment, Entrepreneurial Incentives and the Decision to go Public
- Wolf Wagner (2000) - Decentralized International Risk Sharing and Governmental Moral Hazard
Economics
- Year
- 2021
- Year Level
- bachelor 1, bachelor 1
- Course Code
- BT1210
Banking and Financial Institutions
- Year
- 2021
- Year Level
- master, master, master, master
- Course Code
- BMME023
FI Honours Class
- Level
- master
- Year
- 2021
- Year Level
- master
- Course Code
- BMHON1FI
Economics
- Year
- 2021
- Year Level
- bachelor 1, bachelor 1
- Course Code
- BT1210
Banking and Financial Institutions
- Year
- 2021
- Year Level
- master, master, master, master
- Course Code
- BMME023
FI Honours Class
- Level
- master
- Year
- 2021
- Year Level
- master
- Course Code
- BMHON1FI