Prof. Wolf Wagner

Wolf Wagner

Professor of Finance
Rotterdam School of Management (RSM)
Erasmus University Rotterdam

Profile

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.

Professional experience

Full Professor

Erasmus University Rotterdam
RSM - Rotterdam School of Management
Department of Finance

Publications

Professional Publications

Scholarly Publications (52)

  • W.B. Wagner & T.H.L. Beck (2016). Supranational Supervision - How Much and for Whom? International Journal of Central Banking, 12 (2), 221-268.
  • G. Peersman & W.B. Wagner (2014). Shocks to Bank Lending, Risk-Taking, Securitization, and Their Role for U.S. Business Cycle Fluctuations.
  • 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 (2014). Unintended consequences of macroprudential policies. In Macroprudentialism (pp. 105-113). London: CEPR Press
  • T.H.L. Beck, R.I. Todorov & W.B. Wagner (2013). Supervising cross-border banks. Economic Policy, 28 (73), 5-44.
  • K. Schaeck, C.F. Silva Buston & W.B. Wagner (2013). The Two Faces of Interbank Correlation.
  • 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
  • A. Stenzel & W.B. Wagner (2013). Asset Opacity and Liquidity.
  • 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
  • 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
  • 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.
  • 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
  • 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
  • I. Marsch & W.B. Wagner (2012). Why is Price Discovery in Credit Default Swap Markets News-Specific?
  • 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
  • H.P. Huizinga, J. Voget & W.B. Wagner (2011). International Taxation and Cross-Border Banking.
  • 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
  • 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).
  • F. Allen, T.H.L. Beck, E. Carletti, P. Lane, D. Schoenmaker & W.B. Wagner (2011). Cross-Border Banking in Europe. Londen: CEPR
  • 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
  • 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
  • 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
  • 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
  • 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). Efficient asset allocations in the banking sector and financial regulation. International Journal of Central Banking, 5 (1), 75-95.
  • M. Knaup & W.B. Wagner (2009). A Market Based Measure of Credit Quality and Banks' Performance During the Subprime Crisis.
  • 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
  • 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). 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). Loan Market Competition and Bank Risk-Taking.
  • 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 (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). 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
  • M. Knaup & W.B. Wagner (2006). The implications of performance evaluation for the stability of financial markets. FSR Forum, 9, 29-35.
  • W.B. Wagner (2006). The Broadening of Activities in the Financial System.
  • 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
  • B.V.G. Goderis, I. Marsh, J. Vall Castello & W.B. Wagner (2006). Bank Behavior with Access to Credit Risk Transfer Markets.
  • K. Alexander & W.B. Wagner (2004). Excess capital. The Financial Regulator, 9 (3), 58-63.
  • I. Marsh & W.B. Wagner (2004). Safety features for credit derivatives. The Financial Regulator, 9 (1), 38-43.
  • R. Calcagno & W.B. Wagner (2003). The Inefficiency of the Stock Market Equilibrium under Moral Hazard.
  • S.C.W. Eijffinger & W.B. Wagner (2002). Taxation if Capital is Not Perfectly Mobile. St. Louis: Economic Policy Research Unit (EPRU)
  • W.B. Wagner (2002). Divestment, Entrepreneurial Incentives and the Decision to go Public.
  • W.B. Wagner (2002, juni 14). Risk sharing under incentive constraints. Tilburg University (Tilburg) Prom./coprom.: Prof.Dr. S.C.W. Eijffinger.
  • S.C.W. Eijffinger & W.B. Wagner (2001). The Feasible Gains from International Risk Sharing. St. Louis: CEPR
  • W.B. Wagner (2000). Decentralized International Risk Sharing and Governmental Moral Hazard.

Recognitions

Editorial positions (3)

  • Journal of International Money and Finance

    Associate Editor

  • Economic Policy

    Associate Editor

  • Journal of Financial Stability

    Associate Editor

Courses

Commercial and Investment Banking

  • Study year: 2018/2019, 2017/2018, 2016/2017
  • Code: BM10FI-A
  • ECTS: 6 Level: Master

Banking and financial intermediation

  • Study year: 2018/2019, 2017/2018
  • Code: BMME023
  • ECTS: 6 Level: Master

Past courses

Boundaries of Financial Research

  • Study year: 2017/2018
  • Code: BERMASC036
  • ECTS: 1 Level: Master

ERIM Research Clinic Finance

  • Study year: 2017/2018
  • Code: BERMRC005
  • ECTS: 4 Level: Master

Corporate finance

  • Study year: 2016/2017
  • Code: BM02FI
  • ECTS: 5 Level: Master