cwafi

Department of Finance

Christian
Wagner
Professor with special responsibilities
,
Ph.D


Room: SOL/A5.34
Tel:
+4538153621
E-mail: cwa.fi@cbs.dk
Primary research areas
  • Empirical asset pricing
  • International finance
Links
Link to this homepage
www.cbs.dk/en/staff/cwafi
Courses
  • International Finance, MSc Economics & Business Administration (Finance and Accounting)
  • International Finance, MSc Economics & Business Administration (Aepplied Economics and Finance)
Selected publications

 

Publications & dissemination
2016
Paul Schneider; Christian Wagner; Josef Zechner / Low Risk Anomalies?
Paper presented at The 43rd European Finance Association Annual Meeting (EFA 2016), 2016
Paper
Steffen Hitzemann; Michael Hofmann; Marliese Uhrig-Homburg; Christian Wagner / Margin Requirements and Equity Option Returns
Paper presented at The 14th International Paris December Finance Meeting, 2016
Paper
Lucio Sarno; Paul Schneider; Christian Wagner / The Economic Value of Predicting Bond Risk Premia
In: Journal of Empirical Finance, Vol. 37, 6.2016, p. 247–267
Journal article
2014
Pasquale Della Corte; Lucio Sarno; Maik Schmeling; Christian Wagner / Sovereign Risk and Currency Returns
Paper presented at The 41th European Finance Association Annual Meeting (EFA 2014), 2014
Paper
Nils Friewald; Christian Wagner; Josef Zechner / The Cross-Section of Credit Risk Premia and Equity Returns
In: Journal of Finance, Vol. 69, No. 6, 2014, p. 2419–2469
Journal article
2012
Lucio Sarno; Paul Schneider; Christian Wagner / Properties of Foreign Exchange Risk Premiums
In: Journal of Financial Economics, Vol. 105, No. 2, 8.2012, p. 279–310
Journal article
Christian Wagner / Risk-premia, Carry-trade Dynamics, and Economic Value of Currency Speculation
In: Journal of International Money and Finance, Vol. 31, No. 5, 2012, p. 1195–1219
Journal article
Nils Friewald; Christian Wagner; Josef Zechner / The Cross-Section of Credit Risk Premia and Equity Returns
Paper presented at The 39th European Finance Association Annual Meeting (EFA 2012), 2012
Paper