Concepedia
Statistics
Publications
15
Citations
446
H-Index
13
Active since
2002
Affiliations
University of Passau(Current)
Technical University of Munich
Munich University of Applied Sciences
Niklas Wagner is an author at University of Passau specializing in business, finance, and financial economics.
Publications per year
2002–2024
Nonlinear term structure dependence: Copula functions, empirics, and risk implications
Markus Junker, Alex Szimayer, Niklas Wagner · Journal of Banking & Finance · 2005 · 87 citations
Business, Finance, Risk Management +16
Surprise volume and heteroskedasticity in equity market returns
Niklas Wagner, Terry A. Marsh § · Quantitative Finance · 2005 · 55 citations
Business, Economics, Finance +17
Return-Volume Dependence and Extremes in International Equity Markets
Terry Marsh, Niklas Wagner · SSRN Electronic Journal · 2003 · 39 citations · Full text
Explaining aggregate credit default swap spreads
Bastian Breitenfellner, Niklas Wagner · International Review of Financial Analysis · 2012 · 38 citations
Business, Finance, Financial Management +7
Openness endangers your wealth: Noise trading and the big five
Jens Kleine, Niklas Wagner, Tim Weller · Finance research letters · 2015 · 33 citations
Business, Economics, Finance +12
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