Details about Wolf Wagner

Access statistics for papers by Wolf Wagner.

Last updated 2019-08-06. Update your information in the RePEc Author Service.

Short-id: pwa82

Working Papers

2019

1. Taxation and the External Wealth of Nations: Evidence from Bilateral Portfolio Holdings
   Discussion Paper, Tilburg University, Center for Economic Research

2018

2. Insurers as Asset Managers and Systemic Risk
   CEPR Discussion Papers, C.E.P.R. Discussion Papers View citations (16)
   Also in ESRB Working Paper Series, European Systemic Risk Board (2018) View citations (17)
3. Opacity, Liquidity and Disclosure Policies
   CRC TR 224 Discussion Paper Series, University of Bonn and University of Mannheim, Germany
   Also in Discussion Paper, Tilburg University, Center for Economic Research (2013)
   CEPR Discussion Papers, C.E.P.R. Discussion Papers (2015) View citations (1)
4. The Economics of Supranational Bank Supervision
   CEPR Discussion Papers, C.E.P.R. Discussion Papers View citations (7)

2017

5. Efficient Lemons
   CEPR Discussion Papers, C.E.P.R. Discussion Papers
6. Sources of Liquidity and Liquidity Shortages
   CEPR Discussion Papers, C.E.P.R. Discussion Papers View citations (2)
7. The two faces of interbank correlation
   CEPR Discussion Papers, C.E.P.R. Discussion Papers View citations (1)
   Also in Discussion Paper, Tilburg University, Center for Economic Research (2013)
8. Winning Connections? Special Interests and the Sale of Failed Banks
   CEPR Discussion Papers, C.E.P.R. Discussion Papers View citations (8)

2016

9. Systemic risk-taking at banks: Evidence from the pricing of syndicated loans
   CEPR Discussion Papers, C.E.P.R. Discussion Papers View citations (5)

2015

10. Securitization and Economic Activity: The Credit Composition Channel
    CEPR Discussion Papers, C.E.P.R. Discussion Papers View citations (3)
    See also Journal Article Securitization and economic activity: The credit composition channel, Journal of Financial Stability, Elsevier (2017) View citations (18) (2017)
11. Shocks to Bank Lending, Risk-Taking, Securitization, and their Role for U.S. Business Cycle Fluctuations
    CEPR Discussion Papers, C.E.P.R. Discussion Papers View citations (23)
    Also in CESifo Working Paper Series, CESifo (2014) View citations (16)
    Discussion Paper, Tilburg University, Center for Economic Research (2014) View citations (9)
    Working Papers of Faculty of Economics and Business Administration, Ghent University, Belgium, Ghent University, Faculty of Economics and Business Administration (2014) View citations (16)

2013

12. Supranational Supervision - How Much and for Whom?
    CEPR Discussion Papers, C.E.P.R. Discussion Papers View citations (12)
    See also Journal Article Supranational Supervision: How Much and for Whom?, International Journal of Central Banking, International Journal of Central Banking (2016) View citations (32) (2016)

2012

13. Capital Gains Taxation and the Cost of Capital: Evidence from Unanticipated Cross-Border Transfers of Tax Bases
    Tinbergen Institute Discussion Papers, Tinbergen Institute View citations (2)
    Also in CEPR Discussion Papers, C.E.P.R. Discussion Papers (2012) View citations (2)
    See also Journal Article Capital gains taxation and the cost of capital: Evidence from unanticipated cross-border transfers of tax base, Journal of Financial Economics, Elsevier (2018) View citations (9) (2018)
14. International Taxation and Cross-Border Banking
    NBER Working Papers, National Bureau of Economic Research, Inc View citations (1)
    Also in Working Papers, Oxford University Centre for Business Taxation (2012) View citations (1)
    Working Papers, Oxford University Centre for Business Taxation (2012) View citations (1)
    CEPR Discussion Papers, C.E.P.R. Discussion Papers (2011) View citations (8)
    Discussion Paper, Tilburg University, Center for Economic Research (2011) View citations (7)
    See also Chapter International Taxation and Cross-Border Banking, NBER Chapters, National Bureau of Economic Research, Inc (2012) View citations (1) (2012)
    Journal Article International Taxation and Cross-Border Banking, American Economic Journal: Economic Policy, American Economic Association (2014) View citations (22) (2014)
15. Supervising Cross-Border Banks: Theory, Evidence and Policy (Revised version of CentER Discussion Paper 2011-127)
    Discussion Paper, Tilburg University, Center for Economic Research
16. Why is Price Discovery in Credit Default Swap Markets News-Specific?
    Tinbergen Institute Discussion Papers, Tinbergen Institute View citations (17)
    Also in Discussion Paper, Tilburg University, Center for Economic Research (2012) View citations (17)

2011

17. Bank Supervision Going Global? A Cost-Benefit Analysis (Replaced by CentER DP 2012-059)
    Discussion Paper, Tilburg University, Center for Economic Research View citations (1)
18. The Impact of Cross-Border Banking on Financial Stability
    Tinbergen Institute Discussion Papers, Tinbergen Institute View citations (17)

2010

19. Measuring the tail risks of banks
    Papers, World Trade Institute View citations (4)

2009

20. A Market Based Measure of Credit Quality and Banks' Performance During the Subprime Crisis
    Discussion Paper, Tilburg University, Center for Economic Research View citations (21)
21. Credit Derivatives and Sovereign Debt Crises
    MPRA Paper, University Library of Munich, Germany View citations (5)
22. International Taxation and Takeover Premiums in Cross-border M&As
    CEPR Discussion Papers, C.E.P.R. Discussion Papers View citations (3)
    Also in Working Papers, Oxford University Centre for Business Taxation (2008) View citations (2)
    Working Papers, Oxford University Centre for Business Taxation (2008) View citations (2)

2008

23. Efficiency of capital taxation in an open economy: Tax competition versus tax exportation
    Other publications TiSEM, Tilburg University, School of Economics and Management View citations (2)
    See also Journal Article Efficiency of capital taxation in an open economy: tax competition versus tax exportation, International Tax and Public Finance, Springer (2008) View citations (2) (2008)

2007

24. Credit Derivatives and Loan Pricing
    Discussion Paper, Tilburg University, Tilburg Law and Economic Center View citations (3)
    See also Journal Article Credit derivatives and loan pricing, Journal of Banking & Finance, Elsevier (2008) View citations (33) (2008)
25. International risk sharing and government moral hazard
    Other publications TiSEM, Tilburg University, School of Economics and Management View citations (4)
    See also Journal Article International Risk Sharing and Government Moral Hazard, Open Economies Review, Springer (2007) View citations (4) (2007)
26. Loan Market Competition and Bank Risk-Taking
    Discussion Paper, Tilburg University, Tilburg Law and Economic Center
    See also Journal Article Loan Market Competition and Bank Risk-Taking, Journal of Financial Services Research, Springer (2010) View citations (67) (2010)
27. The marketability of bank assets and managerial rents: implications for financial stability
    Discussion Paper Series 2: Banking and Financial Studies, Deutsche Bundesbank View citations (3)

2006

28. Bank Behavior with Access to Credit Risk Transfer Markets
    Discussion Paper, Tilburg University, Center for Economic Research View citations (28)
29. Diversification at Financial Institutions and Systemic Crises
    Discussion Paper, Tilburg University, Center for Economic Research View citations (10)
    See also Journal Article Diversification at financial institutions and systemic crises, Journal of Financial Intermediation, Elsevier (2010) View citations (287) (2010)
30. The Broadening of Activities in the Financial System: Implications for Financial Stability and Regulation
    Discussion Paper, Tilburg University, Center for Economic Research

2004

31. Credit Risk Transfer and Financial Sector Performance
    CEPR Discussion Papers, C.E.P.R. Discussion Papers View citations (8)

2003

32. The Inefficiency of the Stock Market Equilibrium under Moral Hazard
    Discussion Paper, Tilburg University, Center for Economic Research

2002

33. Divestment, Entrepreneurial Incentives and the Decision to go Public
    Discussion Paper, Tilburg University, Center for Economic Research View citations (2)
34. Risk sharing under incentive constraints
    Other publications TiSEM, Tilburg University, School of Economics and Management View citations (3)

2001

35. Taxation if Capital is Not Perfectly Mobile: Tax Competition versus Tax Exportation
    CEPR Discussion Papers, C.E.P.R. Discussion Papers View citations (9)
    Also in EPRU Working Paper Series, Economic Policy Research Unit (EPRU), University of Copenhagen. Department of Economics View citations (3)
36. The Feasible Gains from International Risk Sharing
    CEPR Discussion Papers, C.E.P.R. Discussion Papers View citations (2)
    Also in CESifo Working Paper Series, CESifo (2001) View citations (1)

2000

37. Decentralized International Risk Sharing and Governmental Moral Hazard
    Discussion Paper, Tilburg University, Center for Economic Research

Journal Articles

2018

1. Capital gains taxation and the cost of capital: Evidence from unanticipated cross-border transfers of tax base
   Journal of Financial Economics, 2018, 129, (2), 306-328 View citations (9)
   See also Working Paper Capital Gains Taxation and the Cost of Capital: Evidence from Unanticipated Cross-Border Transfers of Tax Bases, Tinbergen Institute Discussion Papers (2012) View citations (2) (2012)

2017

2. Securitization and economic activity: The credit composition channel
   Journal of Financial Stability, 2017, 28, (C), 225-239 View citations (18)
   See also Working Paper Securitization and Economic Activity: The Credit Composition Channel, CEPR Discussion Papers (2015) View citations (3) (2015)
3. The Disturbing Interaction between Countercyclical Capital Requirements and Systemic Risk
   Review of Finance, 2017, 21, (4), 1485-1511 View citations (9)

2016

4. News-Specific Price Discovery in Credit Default Swap Markets
   Financial Management, 2016, 45, (2), 315-340 View citations (16)
5. Supranational Supervision: How Much and for Whom?
   International Journal of Central Banking, 2016, 12, (2), 221-268 View citations (32)
   See also Working Paper Supranational Supervision - How Much and for Whom?, CEPR Discussion Papers (2013) View citations (12) (2013)

2014

6. Financial innovation and bank behavior: Evidence from credit markets
   Journal of Economic Dynamics and Control, 2014, 43, (C), 130-145 View citations (42)
7. International Taxation and Cross-Border Banking
   American Economic Journal: Economic Policy, 2014, 6, (2), 94-125 View citations (22)
   See also Working Paper International Taxation and Cross-Border Banking, NBER Working Papers (2012) View citations (1) (2012)
   Chapter International Taxation and Cross-Border Banking, NBER Chapters, 2012 (2012) View citations (1) (2012)

2013

8. Cross-Border Banking in Europe and Financial Stability
   International Finance, 2013, 16, (1), 1-22 View citations (17)
9. On the efficiency of bilateral interbank insurance
   Journal of Financial Intermediation, 2013, 22, (2), 177-200 View citations (41)
10. Performance Evaluation and Financial Market Runs
    Review of Finance, 2013, 17, (2), 597-624 View citations (2)

2012

11. A Market-Based Measure of Credit Portfolio Quality and Banks' Performance During the Subprime Crisis
    Management Science, 2012, 58, (8), 1423-1437 View citations (20)
12. Forward-Looking Tail Risk Exposures at U.S. Bank Holding Companies
    Journal of Financial Services Research, 2012, 42, (1), 35-54 View citations (6)
13. Turning Bagehot on His Head: Lending at Penalty Rates When Banks Can Become Insolvent
    Journal of Money, Credit and Banking, 2012, 44, (1), 201-219 View citations (17)
14. Who bears the burden of international taxation? Evidence from cross-border M&As
    Journal of International Economics, 2012, 88, (1), 186-197 View citations (27)

2011

15. Credit risk transfer activities and systemic risk: How banks became less risky individually but posed greater risks to the financial system at the same time
    Journal of Banking & Finance, 2011, 35, (6), 1391-1398 View citations (107)
16. Systemic Liquidation Risk and the Diversity–Diversification Trade‐Off
    Journal of Finance, 2011, 66, (4), 1141-1175 View citations (99)

2010

17. Diversification at financial institutions and systemic crises
    Journal of Financial Intermediation, 2010, 19, (3), 373-386 View citations (287)
    See also Working Paper Diversification at Financial Institutions and Systemic Crises, Discussion Paper (2006) View citations (10) (2006)
18. In the Quest of Systemic Externalities: A Review of the Literature *
    CESifo Economic Studies, 2010, 56, (1), 96-111 View citations (19)
19. Incentive problems and the pattern of international risk sharing
    Journal of International Money and Finance, 2010, 29, (7), 1206-1225
20. Loan Market Competition and Bank Risk-Taking
    Journal of Financial Services Research, 2010, 37, (1), 71-81 View citations (67)
    See also Working Paper Loan Market Competition and Bank Risk-Taking, Discussion Paper (2007) (2007)

2009

21. Banking fragility and liquidity creation: options as a substitute for deposits
    Annals of Finance, 2009, 5, (1), 125-129
22. Efficient Asset Allocations in the Banking Sector and Financial Regulation
    International Journal of Central Banking, 2009, 5, (1), 75-95 View citations (11)
23. The marketability of bank assets, managerial rents and banking stability
    Journal of Financial Stability, 2009, 5, (3), 272-282 View citations (1)

2008

24. Credit derivatives and loan pricing
    Journal of Banking & Finance, 2008, 32, (12), 2560-2569 View citations (33)
    See also Working Paper Credit Derivatives and Loan Pricing, Discussion Paper (2007) View citations (3) (2007)
25. Efficiency of capital taxation in an open economy: tax competition versus tax exportation
    International Tax and Public Finance, 2008, 15, (6), 637-646 View citations (2)
    See also Working Paper Efficiency of capital taxation in an open economy: Tax competition versus tax exportation, Other publications TiSEM (2008) View citations (2) (2008)
26. The homogenization of the financial system and financial crises
    Journal of Financial Intermediation, 2008, 17, (3), 330-356 View citations (62)

2007

27. Aggregate liquidity shortages, idiosyncratic liquidity smoothing and banking regulation
    Journal of Financial Stability, 2007, 3, (1), 18-32 View citations (14)
28. Financial development and the opacity of banks
    Economics Letters, 2007, 97, (1), 6-10 View citations (25)
29. International Risk Sharing and Government Moral Hazard
    Open Economies Review, 2007, 18, (5), 577-598 View citations (4)
    See also Working Paper International risk sharing and government moral hazard, Other publications TiSEM (2007) View citations (4) (2007)
30. The liquidity of bank assets and banking stability
    Journal of Banking & Finance, 2007, 31, (1), 121-139 View citations (143)

2006

31. Credit risk transfer and financial sector stability
    Journal of Financial Stability, 2006, 2, (2), 173-193 View citations (58)
32. Dispersed initial ownership and the efficiency of the stock market under moral hazard
    Journal of Mathematical Economics, 2006, 42, (1), 36-45 View citations (2)

Chapters

2016

1. Macroprudential Policies and the Lucas Critique
   A chapter in Macroprudential policy, 2016, vol. 86, pp 39-44 View citations (3)

2012

2. International Taxation and Cross-Border Banking
   A chapter in Business Taxation (Trans-Atlantic Public Economics Seminar), 2012 View citations (1)
   See also Journal Article International Taxation and Cross-Border Banking, American Economic Association (2014) View citations (22) (2014)
   Working Paper International Taxation and Cross-Border Banking, National Bureau of Economic Research, Inc (2012) View citations (1) (2012)