Niklas F Wagner
Names
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Niklas |
| middle: |
F |
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Wagner |
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Contact
Affiliations
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Universität Passau
/ Fakultät für Wirtschaftswissenschaften
Research profile
author of:
- Beating the Average: Equity Premium Variations, Uncertainty, and Liquidity (RePEc:bla:abacus:v:58:y:2022:i:3:p:567-588)
by Jonathan A. Batten & Harald Kinateder & Niklas Wagner - Interest Rates, Stock Returns and Credit Spreads: Evidence from German Eurobonds (RePEc:bla:ecnote:v:34:y:2005:i:1:p:35-50)
by Niklas Wagner & Warren Hogan & Jonathan Batten - Collectors: Personality between consumption and investment (RePEc:eee:beexfi:v:32:y:2021:i:c:s2214635021001106)
by Kleine, Jens & Peschke, Thomas & Wagner, Niklas - Time for gift giving: Abnormal share repurchase returns and uncertainty (RePEc:eee:corfin:v:66:y:2021:i:c:s0929119920302315)
by Anolick, Nina & Batten, Jonathan A. & Kinateder, Harald & Wagner, Niklas - Pricing equity-bond covariance risk: Between flight-to-quality and fear-of-missing-out (RePEc:eee:dyncon:v:121:y:2020:i:c:s0165188920301779)
by Perras, Patrizia & Wagner, Niklas - Liquidity and conditional market returns: Evidence from German exchange traded funds (RePEc:eee:ecmode:v:51:y:2015:i:c:p:454-459)
by Czauderna, Katrin & Riedel, Christoph & Wagner, Niklas - Credit cycle dependent spread determinants in emerging sovereign debt markets (RePEc:eee:ememar:v:17:y:2013:i:c:p:209-223)
by Riedel, Christoph & Thuraisamy, Kannan S. & Wagner, Niklas - Domestic mergers and acquisitions in BRICS countries: Acquirers and targets (RePEc:eee:ememar:v:32:y:2017:i:c:p:190-199)
by Kinateder, Harald & Fabich, Matthias & Wagner, Niklas - Linear and nonlinear growth determinants: The case of Mongolia and its connection to China (RePEc:eee:ememar:v:43:y:2020:i:c:s156601411830428x)
by Chu, Amanda M.Y. & Lv, Zhihui & Wagner, Niklas F. & Wong, Wing-Keung - Measuring tail thickness under GARCH and an application to extreme exchange rate changes (RePEc:eee:empfin:v:12:y:2005:i:1:p:165-185)
by Wagner, Niklas & Marsh, Terry A. - A new family of equity style indices and mutual fund performance: Do liquidity and idiosyncratic risk matter? (RePEc:eee:empfin:v:21:y:2013:i:c:p:69-85)
by Wagner, Niklas & Winter, Elisabeth - Can stock market investors hedge energy risk? Evidence from Asia (RePEc:eee:eneeco:v:66:y:2017:i:c:p:559-570)
by Batten, Jonathan A. & Kinateder, Harald & Szilagyi, Peter G. & Wagner, Niklas F. - Liquidity, surprise volume and return premia in the oil market (RePEc:eee:eneeco:v:77:y:2019:i:c:p:93-104)
by Batten, Jonathan A. & Kinateder, Harald & Szilagyi, Peter G. & Wagner, Niklas F. - Time-varying energy and stock market integration in Asia (RePEc:eee:eneeco:v:80:y:2019:i:c:p:777-792)
by Batten, Jonathan A. & Kinateder, Harald & Szilagyi, Peter G. & Wagner, Niklas F. - Hedging stocks with oil (RePEc:eee:eneeco:v:93:y:2021:i:c:s0140988319301914)
by Batten, Jonathan A. & Kinateder, Harald & Szilagyi, Peter G. & Wagner, Niklas F. - Addressing COP21 using a stock and oil market integration index (RePEc:eee:enepol:v:116:y:2018:i:c:p:127-136)
by Batten, Jonathan A. & Kinateder, Harald & Szilagyi, Peter G. & Wagner, Niklas F. - Autoregressive conditional tail behavior and results on Government bond yield spreads (RePEc:eee:finana:v:14:y:2005:i:2:p:247-261)
by Wagner, Niklas - Government intervention in response to the subprime financial crisis: The good into the pot, the bad into the crop (RePEc:eee:finana:v:19:y:2010:i:4:p:289-297)
by Breitenfellner, Bastian & Wagner, Niklas - Explaining aggregate credit default swap spreads (RePEc:eee:finana:v:22:y:2012:i:c:p:18-29)
by Breitenfellner, Bastian & Wagner, Niklas - Equities, credits and volatilities: A multivariate analysis of the European market during the subprime crisis (RePEc:eee:finana:v:24:y:2012:i:c:p:57-65)
by Schreiber, Irene & Müller, Gernot & Klüppelberg, Claudia & Wagner, Niklas - Openness endangers your wealth: Noise trading and the big five (RePEc:eee:finlet:v:16:y:2016:i:c:p:239-247)
by Kleine, Jens & Wagner, Niklas & Weller, Tim - The betting against beta anomaly: Fact or fiction? (RePEc:eee:finlet:v:16:y:2016:i:c:p:283-289)
by Buchner, Axel & Wagner, Niklas - Do liquidity variables improve out-of-sample prediction of sovereign spreads during crisis periods? (RePEc:eee:finlet:v:21:y:2017:i:c:p:144-150)
by Kinateder, Harald & Hofstetter, Benedikt & Wagner, Niklas - How do bond, equity and commodity cycles interact? (RePEc:eee:finlet:v:21:y:2017:i:c:p:151-156)
by Narayan, Paresh Kumar & Thuraisamy, Kannan S. & Wagner, Niklas F. - Cryptocurrencies as financial bubbles: The case of Bitcoin (RePEc:eee:finlet:v:31:y:2019:i:c:s1544612318306846)
by Geuder, Julian & Kinateder, Harald & Wagner, Niklas F. - Rich men’s hobby or question of personality: Who considers collectibles as alternative investment? (RePEc:eee:finlet:v:35:y:2020:i:c:s1544612319309857)
by Kleine, Jens & Peschke, Thomas & Wagner, Niklas - Is risk higher during non-trading periods? The risk trade-off for intraday versus overnight market returns (RePEc:eee:intfin:v:39:y:2015:i:c:p:53-64)
by Riedel, Christoph & Wagner, Niklas - Are venture capital and buyout backed IPOs any different? (RePEc:eee:intfin:v:60:y:2019:i:c:p:39-49)
by Buchner, Axel & Mohamed, Abdulkadir & Wagner, Niklas - Nonlinear term structure dependence: Copula functions, empirics, and risk implications (RePEc:eee:jbfina:v:30:y:2006:i:4:p:1171-1199)
by Junker, Markus & Szimayer, Alex & Wagner, Niklas - Rewarding risk-taking or skill? The case of private equity fund managers (RePEc:eee:jbfina:v:80:y:2017:i:c:p:14-32)
by Buchner, Axel & Wagner, Niklas F. - Volatility impacts on global banks: Insights from the GFC, COVID-19, and the Russia-Ukraine war (RePEc:eee:jeborg:v:215:y:2023:i:c:p:325-350)
by Batten, Jonathan A. & Boubaker, Sabri & Kinateder, Harald & Choudhury, Tonmoy & Wagner, Niklas F. - Multifractality and value-at-risk forecasting of exchange rates (RePEc:eee:phsmap:v:401:y:2014:i:c:p:71-81)
by Batten, Jonathan A. & Kinateder, Harald & Wagner, Niklas - Quantitative easing and the pricing of EMU sovereign debt (RePEc:eee:quaeco:v:66:y:2017:i:c:p:1-12)
by Kinateder, Harald & Wagner, Niklas - Time-varying moments, idiosyncratic risk, and an application to hot-issue IPO aftermarket returns (RePEc:eee:riibaf:v:18:y:2004:i:1:p:59-72)
by Wagner, Niklas - Local and spillover shocks in implied market volatility: evidence for the U.S. and Germany (RePEc:eee:riibaf:v:18:y:2004:i:3:p:237-251)
by Wagner, Niklas & Szimayer, Alexander - Derivatives Securities Pricing and Modelling (RePEc:eme:csefzz:s1569-3759(2012)0000094003)
by Jonathan A. Batten & Niklas Wagner - An Option-Pricing Framework for the Valuation of Fund Management Compensation (RePEc:eme:csefzz:s1569-3759(2012)0000094016)
by Axel Buchner & Abdulkadir Mohamed & Niklas Wagner - Multiple-period market risk prediction under long memory: when VaR is higher than expected (RePEc:eme:jrfpps:jrf-07-2013-0051)
by Harald Kinateder & Niklas Wagner - Unknown item RePEc:eme:jrfpps:v:15:y:2014:i:1:p:4-32 (article)
- Extreme asymmetric volatility: Stress and aggregate asset prices (RePEc:hal:journl:hal-01275450)
by Sofiane Aboura & Niklas Wagner - Systematic credit risk: CDX index correlation and extreme dependence (RePEc:hal:journl:hal-01529353)
by Sofiane Aboura & Niklas Wagner - Extreme Asymmetric Volatility, Leverage, Feedback and Asset Prices (RePEc:hal:journl:hal-01529361)
by Sofiane Aboura & Niklas Wagner - Unknown item RePEc:kuk:journl:v:53:y:2020:i:2:p:221-244 (article)
- What is an Optimal Allocation in Hong Kong Stock, Real Estate, and Money Markets: An Individual Asset, Efficient Frontier Portfolios, or a Naïve Portfolio? Is This a New Financial Anomaly? (RePEc:mes:emfitr:v:59:y:2023:i:5:p:1554-1571)
by Zhihui Lv & Chun-Kei Tsang & Niklas F. Wagner & Wing Keung Wong - On a model of portfolio selection with benchmark (RePEc:pal:assmgt:v:3:y:2002:i:1:d:10.1057_palgrave.jam.2240065)
by N Wagner - Advances in Financial Risk Management (RePEc:pal:palbok:978-1-137-02509-8)
by None - Linear and Nonlinear Growth Determinants: The Case of Mongolia and its Connection to China (RePEc:pra:mprapa:99185)
by Chu, Amanda M.Y. & Lv, Zhihui & Wagner, Niklas F. & Wong, Wing-Keung - On the pricing of overnight market risk (RePEc:spr:empeco:v:59:y:2020:i:3:d:10.1007_s00181-019-01714-4)
by Patrizia Perras & Niklas Wagner - VaR Prediction under Long Memory in Volatility (RePEc:spr:oprchp:978-3-642-20009-0_20)
by Harald Kinateder & Niklas Wagner - Managing Investment Risks of Institutional Private Equity Investors — The Challenge of Illiquidity (RePEc:spr:sprchp:978-3-540-26993-9_13)
by Christoph Kaserer & Niklas Wagner & Ann-Kristin Achleitner - Tail index estimation in small smaples Simulation results for independent and ARCH-type financial return models (RePEc:spr:stpapr:v:45:y:2004:i:4:p:545-561)
by Niklas Wagner & Terry Marsh - Surprise volume and heteroskedasticity in equity market returns (RePEc:taf:quantf:v:5:y:2005:i:2:p:153-168)
by Niklas Wagner & Terry Marsh - Return-Volume Dependence and Extremes in International Equity Markets (RePEc:ucb:calbrf:rpf-293)
by Terry A. Marsh and Niklas Wagner. - On Adaptive Tail Index Estimation for Financial Return Models (RePEc:ucb:calbrf:rpf-295)
by Niklas Wagner and Terry Marsh. - Nonlinear Term Structure Dependence: Copula Functions, Empirics, and Risk Implications (RePEc:wpa:wuwpem:0401007)
by Markus Junker & Alexander Szimayer & Niklas Wagner - Measuring Tail Thickness under GARCH and an Application to Extreme Exchange Rate Changes (RePEc:wpa:wuwpem:0401008)
by Niklas Wagner & Terry A. Marsh - Surprise Volume and Heteroskedasticity in Equity Market Returns (RePEc:wpa:wuwpem:0409009)
by Niklas Wagner & Terry A. Marsh - Return-Volume Dependence and Extremes in International Equity Markets (RePEc:wpa:wuwpfi:0401007)
by Terry A. Marsh & Niklas Wagner - Oil and Stock Market Returns: Direction, Volatility or Liquidity? (RePEc:wsi:wschap:9781800611917_0015)
by Harald Kinateder & Niklas Wagner - Surprise volume and heteroskedasticity in equity market returns (RePEc:zbw:cefswp:200403)
by Wagner, Niklas & Marsh, Terry A. - Stochastic modeling of private equity: an equilibrium based approach to fund valuation (RePEc:zbw:cefswp:200602)
by Buchner, Axel & Kaserer, Christoph & Wagner, Niklas