| Cryptocurrencies as financial bubbles: The case of Bitcoin J Geuder, H Kinateder, NF Wagner Finance Research Letters 31, 2019 | 201 | 2019 |
| Hedging stocks with oil JA Batten, H Kinateder, PG Szilagyi, NF Wagner Energy Economics 93, 104422, 2021 | 129 | 2021 |
| Nonlinear term structure dependence: Copula functions, empirics, and risk implications M Junker, A Szimayer, N Wagner Journal of Banking & Finance 30 (4), 1171-1199, 2006 | 126 | 2006 |
| Return-volume dependence and extremes in international equity markets T Marsh, N Wagner Available at SSRN 424926, 2004 | 93 | 2004 |
| Volatility impacts on the European banking sector: GFC and COVID-19 JA Batten, T Choudhury, H Kinateder, NF Wagner Annals of operations research, 1-26, 2022 | 92 | 2022 |
| Local and spillover shocks in implied market volatility: evidence for the US and Germany N Wagner, A Szimayer Research in international Business and Finance 18 (3), 237-251, 2004 | 88 | 2004 |
| Government intervention in response to the subprime financial crisis: The good into the pot, the bad into the crop B Breitenfellner, N Wagner International Review of Financial Analysis 19 (4), 289-297, 2010 | 86 | 2010 |
| Measuring tail thickness under GARCH and an application to extreme exchange rate changes N Wagner, TA Marsh Journal of Empirical Finance 12 (1), 165-185, 2005 | 81 | 2005 |
| Can stock market investors hedge energy risk? Evidence from Asia JA Batten, H Kinateder, PG Szilagyi, NF Wagner Energy Economics 66, 559-570, 2017 | 75 | 2017 |
| Surprise volume and heteroskedasticity in equity market returns N Wagner*, TA Marsh § Quantitative Finance 5 (2), 153-168, 2005 | 72 | 2005 |
| Extreme asymmetric volatility: Stress and aggregate asset prices S Aboura, N Wagner Journal of International Financial Markets, Institutions and Money 41, 47-59, 2016 | 69* | 2016 |
| Credit risk: Models, derivatives, and management N Wagner CRC press, 2008 | 67* | 2008 |
| Time-varying energy and stock market integration in Asia JA Batten, H Kinateder, PG Szilagyi, NF Wagner Energy Economics 80, 777-792, 2019 | 66 | 2019 |
| Domestic mergers and acquisitions in BRICS countries: Acquirers and targets H Kinateder, M Fabich, N Wagner Emerging Markets Review 32, 190-199, 2017 | 66 | 2017 |
| A new family of equity style indices and mutual fund performance: do liquidity and idiosyncratic risk matter? N Wagner, E Winter Journal of Empirical Finance 21, 69-85, 2013 | 58* | 2013 |
| Explaining aggregate credit default swap spreads B Breitenfellner, N Wagner International Review of Financial Analysis 22, 18-29, 2012 | 55 | 2012 |
| Quantitative easing and the pricing of EMU sovereign debt H Kinateder, N Wagner The Quarterly Review of Economics and Finance 66, 1-12, 2017 | 47 | 2017 |
| On a model of portfolio selection with benchmark N Wagner Journal of Asset Management 3 (1), 55-65, 2002 | 46 | 2002 |
| Multifractality and value-at-risk forecasting of exchange rates JA Batten, H Kinateder, N Wagner Physica A: Statistical Mechanics and its Applications 401, 71-81, 2014 | 42 | 2014 |
| Multiple-period market risk prediction under long memory: when VaR is higher than expected H Kinateder, N Wagner The Journal of Risk Finance 15 (1), 4-32, 2014 | 39* | 2014 |
Harald KinatederUniversity of PassauVerified email at uni-passau.de
