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Equities, credits and volatilities : a multivariate analysis of the European market during the subprime crisis
Schreiber, Irene; Müller, Gernot; Klüppelberg, Claudia; … - In: International review of financial analysis 24 (2012), pp. 57-65
Persistent link: https://www.econbiz.de/10009688173
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Credit cycle dependent spread determinants in emerging sovereign debt markets
Riedel, Christoph; Thuraisamy, Kannan S.; Wagner, Niklas F. - In: Emerging markets review 17 (2013), pp. 209-223
Persistent link: https://www.econbiz.de/10010243082
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Credit risk : models, derivatives, and management
Wagner, Niklas F. (contributor) - 2008
Persistent link: https://www.econbiz.de/10003659412
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Interest rates, stock returns and credit spreads : evidence from German Eurobonds
Wagner, Niklas F.; Hogan, Warren Pat; Batten, Jonathan A. - In: Economic notes : economic review of Banca Monte dei … 34 (2005) 1, pp. 35-50
Persistent link: https://www.econbiz.de/10002984476
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Explaining aggregate credit default swap spreads
Breitenfellner, Bastian; Wagner, Niklas F. - In: International review of financial analysis 22 (2012), pp. 18-29
Persistent link: https://www.econbiz.de/10010219703
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Are systemically important eurozone banks undercapitalized? : a stress testing approach
Kahlert, Dennis; Wagner, Niklas F. - In: Three essays on capital and liquidity, (pp. 6-52). 2018
Persistent link: https://www.econbiz.de/10012116889
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Quantitative easing and the pricing of EMU sovereign debt
Kinateder, Harald; Wagner, Niklas F. - In: The quarterly review of economics and finance : journal … 66 (2017), pp. 1-12
Persistent link: https://www.econbiz.de/10011792719
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Credit risk : models, derivatives, and management
Wagner, Niklas F. (ed.) - 2008 - First edition.
Persistent link: https://www.econbiz.de/10015069123