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Christoph Wegener

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Prof. Dr. Christoph Wegener

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    1. 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

    2. 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

    3. 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

    4. 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

    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 contributions › Journal articles › Research › peer-review

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

    7. 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

    8. 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

    9. 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

    10. 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

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