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

All publications (58)

• Article (39)

  • Scholarly Publication (38)

    • 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.

  • Professional Publication (1)

    • W.B. Wagner (2017). How to regulate international banks. RSM Discovery - Management Knowledge, 32 (4), 11-13.

• Book / Monograph / Book editorial (3)

  • 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

• Part of book - Chapter (1)

  • W.B. Wagner (2014). Unintended consequences of macroprudential policies. In Macroprudentialism (pp. 105-113). London: CEPR Press

• Doctoral thesis (1)

  • W.B. Wagner (2002, juni 14). Risk sharing under incentive constraints. Tilburg University (Tilburg) Prom./coprom.: Prof.Dr. S.C.W. Eijffinger.

• Other output (14)

  • 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.

Teaching (3)

PhD list (8)

Editorial positions (3)

Present position

Other positions (1)