Christoph Wegener
Prof. Dr.
- Economics
- Economics, empirical/statistics
Research areas
- 2023
- 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
- 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
- 2022
- 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
- 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
- 2021
- 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, 26 p., 101892.Research output: Journal contributions › Journal articles › Research › peer-review
- 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
- 2020
- 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
- 2019
- 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
- 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
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