Details about Christian Wagner

Access statistics for papers by Christian Wagner.

Last updated 2023-03-11. Update your information in the RePEc Author Service.

Short-id: pwa220

Working Papers

2016

1. Low risk anomalies?
   CFS Working Paper Series, Center for Financial Studies (CFS) View citations (9)
2. What is the Expected Return on a Stock?
   CEPR Discussion Papers, C.E.P.R. Discussion Papers View citations (25)

2012

3. Properties of Foreign Exchange Risk Premiums
   Working Paper series, Rimini Centre for Economic Analysis View citations (74)
   Also in CEPR Discussion Papers, C.E.P.R. Discussion Papers (2011) View citations (37)
   See also Journal Article Properties of foreign exchange risk premiums, Journal of Financial Economics, Elsevier (2012) View citations (68) (2012)

2010

4. Properties of Foreign Exchange Risk Premia
   MPRA Paper, University Library of Munich, Germany View citations (5)

2009

5. Risk-Premia, Carry-Trade Dynamics, and Economic Value of Currency Speculation
   MPRA Paper, University Library of Munich, Germany View citations (1)
   See also Journal Article Risk-premia, carry-trade dynamics, and economic value of currency speculation, Journal of International Money and Finance, Elsevier (2012) View citations (3) (2012)

2008

6. Risk-Premia, Carry-Trade Dynamics, and Speculative Efficiency of Currency Markets
   Working Papers, Oesterreichische Nationalbank (Austrian Central Bank) View citations (4)

Journal Articles

2016

1. The economic value of predicting bond risk premia
   Journal of Empirical Finance, 2016, 37, (C), 247-267 View citations (30)

2014

2. The Cross-Section of Credit Risk Premia and Equity Returns
   Journal of Finance, 2014, 69, (6), 2419-2469 View citations (65)

2012

3. Properties of foreign exchange risk premiums
   Journal of Financial Economics, 2012, 105, (2), 279-310 View citations (68)
   See also Working Paper Properties of Foreign Exchange Risk Premiums, Working Paper series (2012) View citations (74) (2012)
4. Risk-premia, carry-trade dynamics, and economic value of currency speculation
   Journal of International Money and Finance, 2012, 31, (5), 1195-1219 View citations (3)
   See also Working Paper Risk-Premia, Carry-Trade Dynamics, and Economic Value of Currency Speculation, MPRA Paper (2009) View citations (1) (2009)

2010

5. Trading the forward bias: Are there limits to speculation?
   Journal of International Money and Finance, 2010, 29, (3), 423-441 View citations (32)

2009

6. Reforming minute reserve policy in Germany: A step towards efficient markets?
   Energy Policy, 2009, 37, (9), 3513-3519 View citations (10)