Personal information

Other IDs

Scopus Author ID: 56024711700

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Employment (1)

Leuphana Universität Lüneburg: Luneburg, Niedersachsen, DE

2018 to present
Employment
Source: Self-asserted source
Christoph Wegener

Education and qualifications (3)

Leibniz Universität Hannover: Hannover, Niedersachsen, DE

2012 to 2016 | Dr. rer. pol. (School of Economics and Management)
Education
Source: Self-asserted source
Christoph Wegener

Leibniz Universität Hannover: Hannover, Niedersachsen, DE

2010 to 2012 | Master of Science (School of Economics and Management)
Education
Source: Self-asserted source
Christoph Wegener

Leibniz Universität Hannover: Hannover, Niedersachsen, DE

2006 to 2010 | Bachelor of Science (School of Economics and Management)
Education
Source: Self-asserted source
Christoph Wegener

Works (12)

Inflation expectations: Australian consumer survey data versus the bond market

Journal of Economic Behavior & Organization
2022-11 | Journal article
DOI: 10.1016/j.jebo.2022.09.013
Contributors: Tobias Basse; Christoph Wegener
Source: check_circle
Crossref

Mapping swap rate projections on bond yields considering cointegration: an example for the use of neural networks in stress testing exercises

Annals of Operations Research
2021-02-17 | Journal article
DOI: 10.1007/s10479-020-03762-x
Contributors: Nikolas Stege; Christoph Wegener; Tobias Basse; Frederik Kunze
Source: check_circle
Crossref

Liquidity risk and the covered bond market in times of crisis: empirical evidence from Germany

Annals of Operations Research
2019-11-09 | Journal article
DOI: 10.1007/s10479-019-03326-8
Contributors: Christoph Wegener; Tobias Basse; Philipp Sibbertsen; Duc Khuong Nguyen
Source: check_circle
Crossref

Time-varying persistence in real oil prices and its determinant

Energy Economics
2019-03 | Journal article
DOI: 10.1016/j.eneco.2019.02.020
Part of ISSN: 0140-9883
Source: Self-asserted source
Christoph Wegener

Bias-corrected estimation for speculative bubbles in stock prices

Economic Modelling
2018 | Journal article
DOI: 10.1016/j.econmod.2018.04.014
EID:

2-s2.0-85047083005
Contributors: Kruse, R.; Kaufmann, H.; Wegener, C.
Source: Self-asserted source
Christoph Wegener via Scopus - Elsevier

Explosive behaviour and long memory with an application to European bond yield spreads

Scottish Journal of Political Economy
2018 | Journal article
DOI: 10.1111/sjpe.12179
EID:

2-s2.0-85047396598
Contributors: Kruse, R.; Wegener, C.
Source: Self-asserted source
Christoph Wegener via Scopus - Elsevier

Government bond yields in Germany and Spain—empirical evidence from better days

Quantitative Finance
2018 | Journal article
DOI: 10.1080/14697688.2017.1419734
EID:

2-s2.0-85040976943
Contributors: Basse, T.; Wegener, C.; Kunze, F.
Source: Self-asserted source
Christoph Wegener via Scopus - Elsevier

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

Journal of International Financial Markets, Institutions and Money
2017 | Journal article
DOI: 10.1016/j.intfin.2017.01.005
EID:

2-s2.0-85012929027
Contributors: Kunze, F.; Wegener, C.; Bizer, K.; Spiwoks, M.
Source: Self-asserted source
Christoph Wegener via Scopus - Elsevier

The walking debt crisis

Journal of Economic Behavior and Organization
2017 | Journal article
DOI: 10.1016/j.jebo.2017.10.008
EID:

2-s2.0-85035093933
Contributors: Wegener, C.; Kruse, R.; Basse, T.
Source: Self-asserted source
Christoph Wegener via Scopus - Elsevier

Forecasting Government Bond Yields with Neural Networks Considering Cointegration

Journal of Forecasting
2016 | Journal article
DOI: 10.1002/for.2385
EID:

2-s2.0-84955194633
Contributors: Wegener, C.; Von Spreckelsen, C.; Basse, T.; Von Mettenheim, H.-J.
Source: Self-asserted source
Christoph Wegener via Scopus - Elsevier

Oil prices and sovereign credit risk of oil producing countries: an empirical investigation

Quantitative Finance
2016 | Journal article
DOI: 10.1080/14697688.2016.1211801
EID:

2-s2.0-84986236317
Contributors: Wegener, C.; Basse, T.; Kunze, F.; von Mettenheim, H.-J.
Source: Self-asserted source
Christoph Wegener via Scopus - Elsevier

Testing for a break in the persistence in yield spreads of EMU government bonds

Journal of Banking and Finance
2014 | Journal article
DOI: 10.1016/j.jbankfin.2014.01.003
EID:

2-s2.0-84893393720
Contributors: Sibbertsen, P.; Wegener, C.; Basse, T.
Source: Self-asserted source
Christoph Wegener via Scopus - Elsevier

Peer review (25 reviews for 9 publications/grants)

Review activity for Annals of operation research. (4)
Review activity for Empirical economics. (1)
Review activity for Energy economics. (9)
Review activity for Finance research letters. (4)
Review activity for International review of financial analysis. (3)
Review activity for Journal for labour market research. (1)
Review activity for Journal of economic dynamics & control. (1)
Review activity for PloS one. (1)
Review activity for Sustainable futures. (1)
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