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Christoph Wegener

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Prof. Dr. Christoph Wegener

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    1. Chapter › Research › Peer-reviewed

    2. 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

    3. Journal articles › Research › Peer-reviewed

    4. 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

    5. 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

    6. 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

    7. 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

    8. 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

    9. 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

    10. 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

    11. 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

    12. 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

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