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Christoph Wegener

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Prof. Dr. Christoph Wegener

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    1. 2014
    2. 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 contributions › Journal articles › Research › peer-review

    3. 2016

    4. Forecasting Government Bond Yields with Neural Networks Considering Cointegration

      Wegener, C., Von Spreckelsen, C., Basse, T. & Von Mettenheim, H. J., 01.01.2016, In: Journal of Forecasting. 35, 1, p. 86-92 7 p.

      Research output: Journal contributions › Journal articles › Research › peer-review

    5. 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 contributions › Journal articles › Research › peer-review

    6. 2017

    7. Forecasting European interest rates in times of financial crisis – What insights do we get from international survey forecasts?

      Kunze, F., Wegener, C., Bizer, K. & Spiwoks, M., 01.05.2017, In: Journal of International Financial Markets, Institutions and Money. 48, p. 192-205 14 p.

      Research output: Journal contributions › Journal articles › Research › peer-review

    8. Mapping interest rate projections using neural networks under cointegration

      Stege, N., Basse, T., Wegener, C. & Kunze, F., 17.10.2017, Proceedings of the International Conference on Internet of Things and Machine Learning, IML 2017. Hamdan, H., Hidoussi, F. & Boubiche, D. E. (eds.). Association for Computing Machinery, Inc, 5 p. a13. (ACM International Conference Proceeding Series).

      Research output: Contributions to collected editions/works › Article in conference proceedings › Research › peer-review

    9. 2018

    10. Government bond yields in Germany and Spain: empirical evidence from better days

      Basse, T., Wegener, C. & Kunze, F., 04.05.2018, In: Quantitative Finance. 18, 5, p. 827-835 9 p.

      Research output: Journal contributions › Journal articles › Research › peer-review

    11. 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

    12. 2019
    13. 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 contributions › Journal articles › Research › peer-review

    14. 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

    15. 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/works › Chapter › peer-review

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