Christian Wagner

Finance · Journal of Finance · 2002–2020

A researcher in the Science corpus: 6 papers; trusts 65 researchers and is trusted by 0 researchers here, as inferred from the citation graph.

Subfields

Whom Christian Wagner trusts overall

Their strongest outbound trust, strongest first, inferred from their citations.

  1. Ian Martin
  2. John Y. Campbell
  3. Peter P. Carr
  4. Dimitris Nicolas Politis
  5. Andrea Frazzini
  6. Jun Pan
  7. Halbert White
  8. G. Duffee
  9. Robert J. Barro
  10. Xavier Gabaix

Who trusts Christian Wagner overall

  1. Fan Bai
  2. Christian Bettstetter
  3. Ahmed G. Helmy

Papers from Christian Wagner's perspective

Ordered by how strongly the researchers Christian Wagner trusts endorse each paper. Same corpus, a different order for every researcher.

  1. The jump-risk premia implicit in options: evidence from an integrated time-series study $
  2. Term premia and interest rate forecasts in affine models
  3. Simulated Likelihood Estimation of Diffusions with an Application to Exchange Rate Dynamics in Incomplete Markets
  4. The Cross-Section of Volatility and Expected Returns
  5. Specification Analysis of Affine Term Structure Models
  6. Affine Term Structure Models and the Forward Premium Anomaly
  7. Rare Disasters and Asset Markets in the Twentieth Century
  8. Explaining the Rate Spread on Corporate Bonds
  9. In Search of Distress Risk (Social Science Research Network)
  10. Variance Risk Premiums

Their papers