Christian Wagner
Prof. for Finance
WU Vienna - Department for Finance, Accounting and Statistics
Research Interests
Empirical Asset Pricing, Derivatives, Monetary Policy
Selected Publications
- Martin, I., Wagner, C., 2018, What is the Expected Return on a Stock?, Journal of Finance, forthcoming.
- Sarno, L., Schneider, P., Wagner, C., 2016, The Economic Value of Predicting Bond Risk Premia, Journal of Empirical Finance 37, 2472-267.
- Friewald, N., Wagner, C., Zechner, J., 2014, The Cross-Section of Credit Risk Premia and Equity Returns, Journal of Finance 69, 2419-2469.
- Sarno, L., Schneider, P., Wagner, C., 2012, Properties of Foreign Exchange Risk Premiums, Journal of Financial Economics 105, 279-310.