prof.dr. (Wolf) W.B. Wagner
Professor of Finance
Full Professor RSM - Rotterdam School of Management Department of Finance
- Location
- Erasmus University Rotterdam
- Room
- T 08-31
- Telephone
- +31 10 4082807
- wagner@rsm.nl
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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 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 sites for more information.
- W.B. Wagner (2017). How to regulate international banks. RSM Discovery - Management Knowledge, 32 (4), 11-13.
- W.B. Wagner & T.H.L. Beck (2016). Supranational Supervision - How Much and for Whom? International Journal of Central Banking, 12 (2), 221-268.
- L. Norden, C.F. Silva Buston & W.B. Wagner (2014). Financial innovation and bank behavior: Evidence from credit markets. Journal of Economic Dynamics and Control, 43, 130-145. doi: http://dx.doi.org/10.1016/j.jedc.2014.01.015
- 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: http://dx.doi.org/10.1257/pol.6.2.94
- W.B. Wagner (2013). Performance evaluation and financial market runs. Review of Finance, 17 (2), 597-624. doi: http://search.ebscohost.com/login.aspx?direct=true&db=buh&AN=85655673&site=bsi-live
- F. Castiglionesi & W.B. Wagner (2013). On the efficiency of bilateral interbank insurance. Journal of Financial Intermediation, 22 (2), 177-200. doi: http://dx.doi.org/10.1016/j.jfi.2012.07.002
- 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: http://dx.doi.org/10.1111/j.1468-2362.2013.12026.x
- 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: http://dx.doi.org/10.1016/j.jinteco.2012.02.013
- 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: http://dx.doi.org/10.1287/mnsc.1110.1501
- 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: http://dx.doi.org/10.1007/s10693-012-0131-5
- F. Castiglionesi & W.B. Wagner (2012). Turning Bagehot on his head. Journal of Money, Credit, and Banking, 44 (1), 201-219. doi: http://dx.doi.org/10.1111/j.1538-4616.2011.00473.x
- 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: http://dx.doi.org/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: http://dx.doi.org/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: http://dx.doi.org/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: http://dx.doi.org/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: http://dx.doi.org/10.1093/cesifo/ifp022
- 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: http://dx.doi.org/10.1016/j.jimonfin.2010.06.002
- W.B. Wagner (2010). Loan market competition and bank risk taking. Journal of Financial Services Research, 37 (1), 71-81. doi: http://dx.doi.org/10.1007/s10693-009-0073-8
- F. Fecht & W.B. Wagner (2009). The marketability of bank assets and managerial rents. Journal of Financial Stability, 5 (3), 272-282. doi: http://dx.doi.org/10.1016/j.jfs.2009.05.002
- W.B. Wagner (2009). Banking fragility and liquidity creations. Annals of Finance, 5 (1), 125-129. doi: http://dx.doi.org/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.
- 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: http://dx.doi.org/10.1007/s10797-008-9087-7
- W.B. Wagner (2008). The homgenization of the financial system and liquidity crises. Journal of Financial Intermediation, 17 (3), 330-356.
- L. Norden & W.B. Wagner (2008). Credit derivatives and loan pricing. Journal of Banking and Finance, 32 (12), 2560-2569. doi: http://dx.doi.org/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: http://dx.doi.org/10.1016/j.jbankfin.2005.07.019
- W.B. Wagner (2007). International risk sharing and government moral hazard. Open Economies Review, 18 (5), 577-598. doi: http://dx.doi.org/10.1007/s11079-007-9006-z
- W.B. Wagner (2007). Financial development and the opacity of banks. Economics Letters, 97 (1), 6-10. doi: http://dx.doi.org/10.1016/j.econlet.2007.02.006
- W.B. Wagner (2007). Aggregate liquidity shortages, idiosyncratic liquidity smoothing and banking regulation. Journal of Financial Stability, 3 (1), 18-32. doi: http://dx.doi.org/10.1016/j.jfs.2007.01.001
- W.B. Wagner & I. Marsh (2006). Credit risk transfer and financial sector stability. Journal of Financial Stability, 2 (2), 173-193. doi: http://dx.doi.org/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: http://dx.doi.org/10.1016/j.jmateco.2004.11.003
- M. Knaup & W.B. Wagner (2006). The implications of performance evaluation for the stability of financial markets. FSR Forum, 9, 29-35.
- 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?
- H.P. Huizinga, J. Voget & W.B. Wagner (2011). International Taxation and Cross-Border Banking.
- 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).
- 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).
- 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.
- W.B. Wagner (2006). The Broadening of Activities in the Financial System.
- B.V.G. Goderis, I. Marsh, J. Vall Castello & W.B. Wagner (2006). Bank Behavior with Access to Credit Risk Transfer Markets.
- 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.
Full Professor
- University
- Erasmus University Rotterdam
- School
- RSM - Rotterdam School of Management
- Department
- Department of Finance
- Country
- Nederland
- Telephone
- +31 10 4082807
Journal of International Money and Finance
- Role
- Associate Editor
Economic Policy
- Role
- Associate Editor
Journal of Financial Stability
- Role
- Associate Editor
Stefan van Kampen
The Cross-sectional and Time-Series Dynamics of Corporate Finance: Empirical evidence from financially constrained firms
-
Eden Quxian Zhang
Financing and Regulatory Frictions in Mergers and Acquisitions
-
Philip Fliers
Essays on Financing and Performance: The role of firms, banks and boards
Patty Duijm
Project Patty Duijm