Christoph Wegener
Lüneburg University
23 Papers
66 Citations
Christoph Wegener is an academic researcher from Lüneburg University. The author has contributed to research in topics: Sovereign credit risk & Bond. The author has an hindex of 8, co-authored 20 publications. Previous affiliations of Christoph Wegener include Leibniz University of Hanover.
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Papers
Testing for a break in the persistence in yield spreads of EMU government bonds
TL;DR: In this paper, the persistence of the yield spreads against German government bonds has increased signicantly after this period, which could be a sign of higher sovereign credit risk and possibly even redenomination risk caused by the debt crisis in the euro area.
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Testing for a Break in the Persistence in Yield Spreads of EMU Government Bonds
TL;DR: The persistence of the yield spreads against German government bonds has increased signi cantly after this period as mentioned in this paper, which could be a sign of higher sovereign credit risk caused by the debt crisis in the euro area.
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Forecasting Government Bond Yields with Neural Networks Considering Cointegration
TL;DR: In this article, a hybrid forecasting approach which combines techniques of cointegration analysis with neural network (NN) forecasting models can produce superior results to the use of NN forecasting models alone.
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U.S. stock prices and the dot.com-bubble: Can dividend policy rescue the efficient market hypothesis?
TL;DR: In this paper, the authors examined the importance of dividend policy when testing for speculative bubbles in the S&P 500 equity index on a data set spanning 1871 to 2014 and found that the observed dividend series as fundamental factor in testing for bubbles is not necessarily the case with adjusted dividend time series.
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Forecasting European interest rates in times of financial crisis – What insights do we get from international survey forecasts?
TL;DR: In this paper, the authors evaluate the quality of interest rate forecasts for the three months interbank rate in the UK (LIBOR) and Germany (EURIBOR) as well as the corresponding 10Y government bond yields using the root mean squared error as well and the Theil's U measure and also apply models of time series analysis (i.e. cointegration and causality analysis).
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