Items where Author is "Wagner, C."
Schmeling, M. ORCID: 0000-0002-4488-6750 & Wagner, C. (2024). Does Central Bank Tone Move Asset Prices?. Journal of Financial and Quantitative Analysis, pp. 1-32. doi: 10.1017/s0022109024000073
Della Corte, P., Sarno, L., Schmeling, M. ORCID: 0000-0002-4488-6750 & Wagner, C. (2022). Exchange Rates and Sovereign Risk. Management Science, 68(8), pp. 5591-5617. doi: 10.1287/mnsc.2021.4115
Sarno, L., Schneider, P. & Wagner, C. (2016). The Economic Value of Predicting Bond Risk Premia. Journal of Empirical Finance, 37, pp. 247-267. doi: 10.1016/j.jempfin.2016.02.001
Schmeling, M. & Wagner, C. (2015). Does Central Bank Tone Move Asset Prices?. SSRN.
Della Corte, P., Sarno, L., Schmeling, M. & Wagner, C. (2013). Exchange Rates and Sovereign Risk. SSRN.
Sarno, L., Schneider, P. & Wagner, C. (2012). Properties of foreign exchange risk premiums. Journal of Financial Economics, 105(2), pp. 279-310. doi: 10.1016/j.jfineco.2012.01.005