prof.dr. (Wolf) W.B. Wagner

prof.dr. (Wolf) W.B. Wagner

Professor of Finance

Full Professor RSM - Rotterdam School of Management Department of Finance
Location
Burg. Oudlaan 50, Rotterdam
Room
T 08-31
Telephone
+31 10 4082807
Email
wagner@rsm.nl
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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…

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.

        • B. Horvath & W.B. Wagner (2019). The Disturbing Interaction between Countercyclical Capital Requirements and Systemic Risk. Review of Finance, Accepted.
        • J. Voget, W.B. 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.jfinecon.2018.04.014
        • A.C. Bertay, D. Gong & W.B. Wagner (2017). Securitization and economic activity: The credit composition channel. Journal of Financial Stability, 28.
        • W.B. Wagner & T.H.L. Beck (2016). Supranational Supervision - How Much and for Whom? International Journal of Central Banking, 12 (2), 221-268.
        • I. Marsh & W.B. Wagner (2015). News‐Specific Price Discovery in Credit Default Swap Markets. Financial Management.
        • L. Norden, C. Buston & W.B. Wagner (2014). Financial innovation and bank behavior: Evidence from credit markets. Journal of Economic Dynamics and Control.
        • H.P. Huizinga, J. Voget & W.B. Wagner (2014). International Taxation and Cross-Border Banking. American Economic Journal. Economic Policy, 6 (2), 94-125. doi: 10.1257/pol.6.2.94
        • T.H.L. Beck, R.I. Todorov & W.B. Wagner (2013). Supervising cross-border banks. Economic Policy, 28 (73), 5-44.
        • D. Schoenmaker & W.B. 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
        • W.B. Wagner (2013). Performance evaluation and financial market runs. Review of Finance, 17 (2), 597-624.
        • F. Castiglionesi & W.B. 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
        • F. Castiglionesi & W.B. 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 & W.B. 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
        • D. Pfajfar, G. Sgro & W.B. 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.
        • H.P. Huizinga, J. Voget & W.B. 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
        • M. Knaup & W.B. 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
        • W.B. Wagner & R.G.M. 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
        • W.B. 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
        • W.B. 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
        • W.B. 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
        • W.B. Wagner (2010). In the quest of systemic externalities. CESifo Economic Studies, 56 (1), 96-111. doi: 10.1093/cesifo/ifp022
        • W.B. 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
        • S.C.W. Eijffinger & W.B. 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
        • W.B. Wagner (2009). Banking fragility and liquidity creations. Annals of Finance, 5 (1), 125-129. doi: 10.1007/s10436-008-0095-5
        • W.B. Wagner (2009). Efficient asset allocations in the banking sector and financial regulation. International Journal of Central Banking, 5 (1), 75-95.
        • F. Fecht & W.B. 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
        • W.B. Wagner (2008). The homgenization of the financial system and liquidity crises. Journal of Financial Intermediation, 17 (3), 330-356.
        • S.C.W. Eijffinger & W.B. 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
        • L. Norden & W.B. Wagner (2008). Credit derivatives and loan pricing. Journal of Banking and Finance, 32 (12), 2560-2569. doi: 10.1016/j.jbankfin.2008.05.006
        • W.B. 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
        • W.B. Wagner (2007). Financial development and the opacity of banks. Economics Letters, 97 (1), 6-10. doi: 10.1016/j.econlet.2007.02.006
        • W.B. Wagner (2007). International risk sharing and government moral hazard. Open Economies Review, 18 (5), 577-598. doi: 10.1007/s11079-007-9006-z
        • W.B. 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
        • M. Knaup & W.B. Wagner (2006). The implications of performance evaluation for the stability of financial markets. FSR Forum, 9, 29-35.
        • W.B. 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 & W.B. 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
        • I. Marsh & W.B. Wagner (2004). Safety features for credit derivatives. The Financial Regulator, 9 (1), 38-43.
        • K. Alexander & W.B. Wagner (2004). Excess capital. The Financial Regulator, 9 (3), 58-63.
      • F. Allen, T.H.L. Beck, E. Carletti, P. Lane, D. Schoenmaker & W.B. Wagner (2011). Cross-Border Banking in Europe. Londen: CEPR
      • S.C.W. Eijffinger & W.B. Wagner (2002). Taxation if Capital is Not Perfectly Mobile. St. Louis: Economic Policy Research Unit (EPRU)
      • S.C.W. Eijffinger & W.B. Wagner (2001). The Feasible Gains from International Risk Sharing. St. Louis: CEPR
      • W.B. Wagner (2014). Unintended consequences of macroprudential policies. In Macroprudentialism (pp. 105-113). London: CEPR Press
      • W.B. Wagner (2002, juni 14). Risk sharing under incentive constraints. Tilburg University (Tilburg) Prom./coprom.: Prof.Dr. S.C.W. Eijffinger.
      • G. Peersman & W.B. Wagner (2014). Shocks to Bank Lending, Risk-Taking, Securitization, and Their Role for U.S. Business Cycle Fluctuations.
      • A. Stenzel & W.B. Wagner (2013). Asset Opacity and Liquidity.
      • K. Schaeck, C.F. Silva Buston & W.B. Wagner (2013). The Two Faces of Interbank Correlation.
      • I. Marsch & W.B. Wagner (2012). Why is Price Discovery in Credit Default Swap Markets News-Specific?
      • T.H.L. Beck, R.I. Todorov & W.B. Wagner (2011). Bank Supervision Going Global? A Cost-Benefit Analysis (Replaced by CentER DP 2012-059).
      • T.H.L. Beck, R.I. Todorov & W.B. Wagner (2011). Bank Supervision Going Global? A Cost-Benefit Analysis (Replaced by EBC DP 2012-015).
      • H.P. Huizinga, J. Voget & W.B. Wagner (2011). International Taxation and Cross-Border Banking.
      • M. Knaup & W.B. Wagner (2009). A Market Based Measure of Credit Quality and Banks' Performance During the Subprime Crisis.
      • W.B. Wagner (2007). Loan Market Competition and Bank Risk-Taking.
      • B.V.G. Goderis, I. Marsh, J. Vall Castello & W.B. Wagner (2006). Bank Behavior with Access to Credit Risk Transfer Markets.
      • W.B. Wagner (2006). The Broadening of Activities in the Financial System.
      • R. Calcagno & W.B. Wagner (2003). The Inefficiency of the Stock Market Equilibrium under Moral Hazard.
      • W.B. Wagner (2002). Divestment, Entrepreneurial Incentives and the Decision to go Public.
      • W.B. Wagner (2000). Decentralized International Risk Sharing and Governmental Moral Hazard.
  • Commercial and Investment Banking

    Title
    Commercial and Investment Banking
    Year
    2018
    Year level
    (master)

    Living Management

    Title
    Living Management
    Year
    2018
    Year level
    (master)

    Banking and financial intermediation

    Title
    Banking and financial intermediation
    Year
    2018
    Year level
    (master)
    • Francesco Mazzola

      Banking and Financial Intermediation

    • Xander Hut

      Financial Markets and Investment Strategies

    • Taavi Mandel

      Doctoral Research in Corporate Finance

    • The Cross-sectional and Time-Series Dynamics of Corporate Finance: Empirical evidence from financially constrained firms

      Stefan van Kampen

      The Cross-sectional and Time-Series Dynamics of Corporate Finance: Empirical evidence from financially constrained firms

    • Essays on Financial Coordination

      Lingtian Kong

      Essays on Financial Coordination

    • Financing and Regulatory Frictions in Mergers and Acquisitions

      Eden Quxian Zhang

      Financing and Regulatory Frictions in Mergers and Acquisitions

    • Essays on Financing and Performance: The role of firms, banks and boards

      Philip Fliers

      Essays on Financing and Performance: The role of firms, banks and boards

    • Patty Duijm

      Project Patty Duijm

  • Journal of International Money and Finance

    Role
    Associate Editor

    Economic Policy

    Role
    Associate Editor

    Journal of Financial Stability

    Role
    Associate Editor
  • Full Professor

    University
    Erasmus University Rotterdam
    School
    RSM - Rotterdam School of Management
    Department
    Department of Finance
    Country
    Nederland
    Telephone
    +31 10 4082807

    Research Fellow

    University
    CEPR
    Country
    Nederland
    Telephone
    +31 10 4082807

    Research Fellow

    University
    CEPR
    Country
    Nederland
    Telephone
    +31 10 4082807

    Research Fellow

    University
    CEPR
    Country
    Nederland
    Telephone
    +31 10 4082807

    Research Fellow

    University
    CEPR
    Country
    Nederland
    Telephone
    +31 10 4082807

    Research Fellow

    University
    CEPR
    Country
    Nederland
    Telephone
    +31 10 4082807
  • University of Limoges

    Role
    Professor
    Obtained Wage
    yes
    Start date approval
    Aug/2018
    End date approval
    Aug/2018

Address

Visiting address

Burg. Oudlaan 50 3062 PA Rotterdam

Postal address

Postbus 1738 3000 DR Rotterdam