Christoph Wegener

Prof. Dr.

Contact

Prof. Dr. Christoph Wegener

  1. Journal articles › Research › Peer-reviewed
  2. 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 contributionsJournal articlesResearchpeer-review

  3. Oil prices and sovereign credit risk of oil producing countries: an empirical investigation

    Wegener, C., Basse, T., Kunze, F. & von Mettenheim, H. J., 01.12.2016, In: Quantitative Finance. 16, 12, p. 1961-1968 8 p.

    Research output: Journal contributionsJournal articlesResearchpeer-review

  4. Published

    Re-investigating the insurance-growth nexus using common factors

    Rodriguez Gonzalez, M., Wegener, C. & Basse, T., 01.05.2022, In: Finance Research Letters. 46, Part A, 9 p., 102231.

    Research output: Journal contributionsJournal articlesResearchpeer-review

  5. Published

    Testing for a break in the persistence in yield spreads of EMU government bonds

    Sibbertsen, P., Wegener, C. & Basse, T., 04.2014, In: Journal of Banking and Finance. 41, 1, p. 109-118 10 p.

    Research output: Journal contributionsJournal articlesResearchpeer-review

  6. 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 contributionsJournal articlesResearchpeer-review

  7. Published

    The walking debt crisis

    Wegener, C., Kruse, R. & Basse, T., 01.01.2019, In: Journal of Economic Behavior and Organization. 157, p. 382-402 21 p.

    Research output: Journal contributionsJournal articlesResearchpeer-review

  8. 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 contributionsJournal articlesResearchpeer-review

  9. 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 contributionsJournal articlesResearchpeer-review

  10. Chapter › Research › Peer-reviewed
  11. Bank Dividend Policy and the European Debt Crisis: Is Sovereign Credit Risk of Relevance?

    Basse, T., Bürkle, T., Kunze, F. & Wegener, C., 07.2019, 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/worksChapterpeer-review

Previous 1 2 Next