Christian Wagner

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.