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Christoph Wegener

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Prof. Dr. Christoph Wegener

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    1. Article in conference proceedings › Research › Peer-reviewed

    2. 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

    3. Journal articles › Research › Not peer-reviewed
    4. Published

      Does adhering to the principles of green finance matter for stock valuation? Evidence from testing for (co-)explosiveness

      Basse, T., Karmani, M., Rjiba, H. & Wegener, C., 01.07.2023, In: Energy Economics. 123, 106729.

      Research output: Journal contributions › Journal articles › Research

    5. Published

      Inflation expectations: Australian consumer survey data versus the bond market

      Basse, T. & Wegener, C., 01.11.2022, In: Journal of Economic Behavior and Organization. 203, p. 416-430 15 p.

      Research output: Journal contributions › Journal articles › Research

    6. Published

      Leading indicators for the US housing market: New empirical evidence and thoughts about implications for risk managers and ESG investors

      Basse, T., Desmyter, S., Saft, D. & Wegener, C., 01.10.2023, In: International Review of Financial Analysis. 89, 12 p., 102765.

      Research output: Journal contributions › Journal articles › Research

    7. Journal articles › Research › Peer-reviewed

    8. 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

    9. 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

    10. 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

    11. 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

    12. 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

    13. 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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