Christoph Wegener
Prof. Dr.
- Economics
- Economics, empirical/statistics
Research areas
- 2022
- Published
Re-investigating the insurance-growth nexus using common factors
Rodriguez Gonzalez, M., Wegener, C. & Basse, T., 05.2022, In : Finance Research Letters. 46, Part A, 9 p., 102231.Research output: Journal contributions › Journal articles › Research › peer-review
- 2021
- Published
U.S. stock prices and the dot.com-bubble: Can dividend policy rescue the efficient market hypothesis?
Basse, T., Klein, T., Vigne, S. A. & Wegener, C., 01.04.2021, In : Journal of Corporate Finance. 67, 101892.Research output: Journal contributions › Journal articles › Research › peer-review
- Published
Mapping Swap Rate Projections on Bond Yields Considering Cointegration: An Example for the Use of Neural Networks in Stress Testing Exercises
Stege, N., Wegener, C., Basse, T. & Kunze, F., 02.2021, In : Annals of Operations Research. 297, 1-2, p. 309-321 13 p.Research output: Journal contributions › Journal articles › Research › peer-review
- 2020
- Published
Time-varying persistence in real oil prices and its determinant
Kruse, R. & Wegener, C., 01.2020, In : Energy Economics. 85, 10 p., 104328.Research output: Journal contributions › Journal articles › Research › peer-review
- 2019
- Published
Liquidity risk and the covered bond market in times of crisis: empirical evidence from Germany
Wegener, C., Basse, T., Sibbertsen, P. & Nguyen, D. K., 01.11.2019, In : Annals of Operations Research. 282, 1-2, p. 407–426 20 p.Research output: Journal contributions › Journal articles › Research › peer-review
- Published
The Stability of Factor Sensitivities of German Stock Market Sector Indices: Empirical Evidence and Some Thoughts about Practical Implications
Wegener, C. & Basse, T., 09.2019, In : JOURNAL OF RISK AND FINANCIAL MANAGEMENT. 12, 3, 10 p., 140.Research output: Journal contributions › Journal articles › Research › peer-review
Explosive behaviour and long memory with an application to European bond yield spreads
Wegener, C. & Kruse, R., 01.02.2019, In : Scottish Journal of Political Economy. 66, 1, p. 139-153 15 p.Research output: Journal contributions › Journal articles › Research › peer-review
Bank Dividend Policy and the European Debt Crisis: Is Sovereign Credit Risk of Relevance?
Basse, T., Bürkle, T., Kunze, F. & Wegener, C., 01.01.2019, Handbook of Global Financial Markets: Transformations, Dependence, and Risk Spillovers. Boubaker, S. & Nguyen, D. K. (eds.). World Scientific Publishing Co., p. 401-410 10 p.Research output: Contributions to collected editions/works › Chapter › Research › peer-review
- Published
The walking debt crisis
Wegener, C., Kruse, R. & Basse, T., 01.01.2019, In : Journal of Economic Behavior & Organization. 157, p. 382-402 21 p.Research output: Journal contributions › Journal articles › Research › peer-review
- 2018
Bias-corrected estimation for speculative bubbles in stock prices
Kruse, R., Kaufmann, H. & Wegener, C., 01.06.2018, In : Economic Modelling. 73, p. 354-364 11 p.Research output: Journal contributions › Journal articles › Research › peer-review