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Details about Wolf Wagner

E-mail:
Homepage:http://wolfwagner.de/index.html
Postal address:Department of Economics, Postbus 90153, 5000 LE Tilburg, The Netherlands
Workplace:Department of Finance, Rotterdam School of Management (RSM Erasmus University), Erasmus Universiteit Rotterdam (Erasmus University of Rotterdam), (more information at EDIRC)
Centre for Economic Policy Research (CEPR), (more information at EDIRC)

Access statistics for papers by Wolf Wagner.

Last updated 2017-12-14. Update your information in the RePEc Author Service.

Short-id: pwa82


Jump to Journal Articles Chapters

Working Papers

2017

  1. Efficient Lemons
    CEPR Discussion Papers, C.E.P.R. Discussion Papers Downloads
  2. Sources of Liquidity and Liquidity Shortages
    CEPR Discussion Papers, C.E.P.R. Discussion Papers Downloads
  3. The two faces of interbank correlation
    CEPR Discussion Papers, C.E.P.R. Discussion Papers Downloads
    Also in Discussion Paper, Tilburg University, Center for Economic Research (2013) Downloads
  4. Winning Connections? Special Interests and the Sale of Failed Banks
    IMF Working Papers, International Monetary Fund Downloads
    Also in CEPR Discussion Papers, C.E.P.R. Discussion Papers (2017) Downloads

2016

  1. Systemic risk-taking at banks: Evidence from the pricing of syndicated loans
    CEPR Discussion Papers, C.E.P.R. Discussion Papers Downloads View citations (4)

2015

  1. Opacity and Liquidity
    CEPR Discussion Papers, C.E.P.R. Discussion Papers Downloads View citations (1)
  2. Securitization and Economic Activity: The Credit Composition Channel
    CEPR Discussion Papers, C.E.P.R. Discussion Papers Downloads View citations (2)
    See also Journal Article in Journal of Financial Stability (2017)
  3. 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 Downloads View citations (9)
    Also in CESifo Working Paper Series, CESifo Group Munich (2014) Downloads View citations (9)
    Working Papers of Faculty of Economics and Business Administration, Ghent University, Belgium, Ghent University, Faculty of Economics and Business Administration (2014) Downloads View citations (6)
    Discussion Paper, Tilburg University, Center for Economic Research (2014) Downloads View citations (6)

2013

  1. Asset Opacity and Liquidity
    Discussion Paper, Tilburg University, Center for Economic Research Downloads
  2. Supranational Supervision - How Much and for Whom?
    CEPR Discussion Papers, C.E.P.R. Discussion Papers Downloads View citations (6)
    See also Journal Article in International Journal of Central Banking (2016)

2012

  1. Capital Gains Taxation and the Cost of Capital: Evidence from Unanticipated Cross-Border Transfers of Tax Bases
    Tinbergen Institute Discussion Papers, Tinbergen Institute Downloads
    Also in CEPR Discussion Papers, C.E.P.R. Discussion Papers (2012) Downloads
  2. International Taxation and Cross-Border Banking
    Working Papers, Oxford University Centre for Business Taxation Downloads
    Also in Working Papers, Oxford University Centre for Business Taxation (2012) Downloads
    CEPR Discussion Papers, C.E.P.R. Discussion Papers (2011) Downloads View citations (2)
    Discussion Paper, Tilburg University, Center for Economic Research (2011) Downloads View citations (4)
    NBER Working Papers, National Bureau of Economic Research, Inc (2012) Downloads

    See also Chapter (2012)
    Journal Article in American Economic Journal: Economic Policy (2014)
  3. Supervising Cross-Border Banks: Theory, Evidence and Policy (Revised version of CentER Discussion Paper 2011-127)
    Discussion Paper, Tilburg University, Center for Economic Research Downloads
  4. Why is Price Discovery in Credit Default Swap Markets News-Specific?
    Discussion Paper, Tilburg University, Center for Economic Research Downloads View citations (7)
    Also in Tinbergen Institute Discussion Papers, Tinbergen Institute (2012) Downloads View citations (7)
    Research Discussion Papers, Bank of Finland (2012) Downloads View citations (7)

2011

  1. Bank Supervision Going Global? A Cost-Benefit Analysis (Replaced by CentER DP 2012-059)
    Discussion Paper, Tilburg University, Center for Economic Research Downloads View citations (1)
  2. The Impact of Cross-Border Banking on Financial Stability
    Tinbergen Institute Discussion Papers, Tinbergen Institute Downloads View citations (4)

2010

  1. Measuring the tail risks of banks
    Papers, World Trade Institute Downloads

2009

  1. A Market Based Measure of Credit Quality and Banks' Performance During the Subprime Crisis
    Discussion Paper, Tilburg University, Center for Economic Research Downloads View citations (16)
  2. Credit Derivatives and Sovereign Debt Crises
    MPRA Paper, University Library of Munich, Germany Downloads View citations (5)
  3. International Taxation and Takeover Premiums in Cross-border M&As
    CEPR Discussion Papers, C.E.P.R. Discussion Papers Downloads
    Also in Working Papers, Oxford University Centre for Business Taxation (2008) Downloads View citations (1)
    Working Papers, Oxford University Centre for Business Taxation (2008) Downloads View citations (2)

2008

  1. Efficiency of capital taxation in an open economy: Tax competition versus tax exportation
    Other publications TiSEM, Tilburg University, School of Economics and Management Downloads View citations (1)
    See also Journal Article in International Tax and Public Finance (2008)

2007

  1. Bank behaviour with access to credit risk transfer markets
    Research Discussion Papers, Bank of Finland Downloads View citations (11)
    Also in Discussion Paper, Tilburg University, Center for Economic Research (2006) Downloads View citations (19)
  2. Credit Derivatives and Loan Pricing
    Discussion Paper, Tilburg University, Tilburg Law and Economic Center Downloads View citations (2)
    See also Journal Article in Journal of Banking & Finance (2008)
  3. International risk sharing and government moral hazard
    Other publications TiSEM, Tilburg University, School of Economics and Management Downloads View citations (4)
    See also Journal Article in Open Economies Review (2007)
  4. Loan Market Competition and Bank Risk-Taking
    Discussion Paper, Tilburg University, Tilburg Law and Economic Center Downloads
    See also Journal Article in Journal of Financial Services Research (2010)
  5. The marketability of bank assets and managerial rents: implications for financial stability
    Discussion Paper Series 2: Banking and Financial Studies, Deutsche Bundesbank Downloads View citations (1)

2006

  1. Diversification at Financial Institutions and Systemic Crises
    Discussion Paper, Tilburg University, Center for Economic Research Downloads View citations (4)
    See also Journal Article in Journal of Financial Intermediation (2010)
  2. The Broadening of Activities in the Financial System: Implications for Financial Stability and Regulation
    Discussion Paper, Tilburg University, Center for Economic Research Downloads

2004

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

2003

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

2002

  1. Divestment, Entrepreneurial Incentives and the Decision to go Public
    Discussion Paper, Tilburg University, Center for Economic Research Downloads View citations (1)
  2. Risk sharing under incentive constraints
    Other publications TiSEM, Tilburg University, School of Economics and Management Downloads View citations (2)

2001

  1. Taxation if Capital is Not Perfectly Mobile: Tax Competition versus Tax Exportation
    CEPR Discussion Papers, C.E.P.R. Discussion Papers Downloads View citations (8)
    Also in EPRU Working Paper Series, Economic Policy Research Unit (EPRU), University of Copenhagen. Department of Economics Downloads View citations (1)
  2. The Feasible Gains from International Risk Sharing
    CEPR Discussion Papers, C.E.P.R. Discussion Papers Downloads View citations (1)
    Also in CESifo Working Paper Series, CESifo Group Munich (2001) Downloads

2000

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

Journal Articles

2017

  1. Securitization and economic activity: The credit composition channel
    Journal of Financial Stability, 2017, 28, (C), 225-239 Downloads View citations (6)
    See also Working Paper (2015)
  2. The Disturbing Interaction between Countercyclical Capital Requirements and Systemic Risk
    Review of Finance, 2017, 21, (4), 1485-1511 Downloads View citations (1)

2016

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

2014

  1. Financial innovation and bank behavior: Evidence from credit markets
    Journal of Economic Dynamics and Control, 2014, 43, (C), 130-145 Downloads View citations (15)
  2. International Taxation and Cross-Border Banking
    American Economic Journal: Economic Policy, 2014, 6, (2), 94-125 Downloads View citations (12)
    See also Chapter (2012)
    Working Paper (2012)

2013

  1. Cross-Border Banking in Europe and Financial Stability
    International Finance, 2013, 16, (1), 1-22 Downloads View citations (10)
  2. On the efficiency of bilateral interbank insurance
    Journal of Financial Intermediation, 2013, 22, (2), 177-200 Downloads View citations (26)
  3. Performance Evaluation and Financial Market Runs
    Review of Finance, 2013, 17, (2), 597-624 Downloads
  4. Supervising cross-border banks: theory, evidence and policy
    Economic Policy, 2013, 28, (73), 5-44 Downloads View citations (23)

2012

  1. A Market-Based Measure of Credit Portfolio Quality and Banks' Performance During the Subprime Crisis
    Management Science, 2012, 58, (8), 1423-1437 Downloads View citations (8)
  2. Forward-Looking Tail Risk Exposures at U.S. Bank Holding Companies
    Journal of Financial Services Research, 2012, 42, (1), 35-54 Downloads View citations (5)
  3. 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 Downloads View citations (9)
  4. Who bears the burden of international taxation? Evidence from cross-border M&As
    Journal of International Economics, 2012, 88, (1), 186-197 Downloads View citations (21)

2011

  1. 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 Downloads View citations (66)
  2. Systemic Liquidation Risk and the Diversity–Diversification Trade‐Off
    Journal of Finance, 2011, 66, (4), 1141-1175 View citations (51)

2010

  1. Diversification at financial institutions and systemic crises
    Journal of Financial Intermediation, 2010, 19, (3), 373-386 Downloads View citations (155)
    See also Working Paper (2006)
  2. Divestment, Entrepreneurial Incentives, and the Life Cycle of the Firm
    Journal of Business Finance & Accounting, 2010, 37, (5-6), 591-611 Downloads View citations (1)
  3. In the Quest of Systemic Externalities: A Review of the Literature *
    CESifo Economic Studies, 2010, 56, (1), 96-111 Downloads View citations (12)
  4. Incentive problems and the pattern of international risk sharing
    Journal of International Money and Finance, 2010, 29, (7), 1206-1225 Downloads
  5. Loan Market Competition and Bank Risk-Taking
    Journal of Financial Services Research, 2010, 37, (1), 71-81 Downloads View citations (39)
    See also Working Paper (2007)

2009

  1. Banking fragility and liquidity creation: options as a substitute for deposits
    Annals of Finance, 2009, 5, (1), 125-129 Downloads
  2. Efficient Asset Allocations in the Banking Sector and Financial Regulation
    International Journal of Central Banking, 2009, 5, (1), 75-95 Downloads View citations (6)
  3. The marketability of bank assets, managerial rents and banking stability
    Journal of Financial Stability, 2009, 5, (3), 272-282 Downloads

2008

  1. Credit derivatives and loan pricing
    Journal of Banking & Finance, 2008, 32, (12), 2560-2569 Downloads View citations (24)
    See also Working Paper (2007)
  2. Efficiency of capital taxation in an open economy: tax competition versus tax exportation
    International Tax and Public Finance, 2008, 15, (6), 637-646 Downloads View citations (1)
    See also Working Paper (2008)
  3. The homogenization of the financial system and financial crises
    Journal of Financial Intermediation, 2008, 17, (3), 330-356 Downloads View citations (33)

2007

  1. Aggregate liquidity shortages, idiosyncratic liquidity smoothing and banking regulation
    Journal of Financial Stability, 2007, 3, (1), 18-32 Downloads View citations (8)
  2. Financial development and the opacity of banks
    Economics Letters, 2007, 97, (1), 6-10 Downloads View citations (18)
  3. International Risk Sharing and Government Moral Hazard
    Open Economies Review, 2007, 18, (5), 577-598 Downloads View citations (4)
    See also Working Paper (2007)
  4. The liquidity of bank assets and banking stability
    Journal of Banking & Finance, 2007, 31, (1), 121-139 Downloads View citations (71)

2006

  1. Credit risk transfer and financial sector stability
    Journal of Financial Stability, 2006, 2, (2), 173-193 Downloads View citations (37)
  2. Dispersed initial ownership and the efficiency of the stock market under moral hazard
    Journal of Mathematical Economics, 2006, 42, (1), 36-45 Downloads View citations (1)

Chapters

2016

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

2012

  1. International Taxation and Cross-Border Banking
    A chapter in Business Taxation (Trans-Atlantic Public Economics Seminar), 2012
    See also Journal Article in American Economic Journal: Economic Policy (2014)
    Working Paper (2012)
 
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