Details about Christoph Wegener

Access statistics for papers by Christoph Wegener.

Last updated 2017-09-15. Update your information in the RePEc Author Service.

Short-id: pwe393

Working Papers

2017

1. The Walking Debt Crisis
   CREATES Research Papers, Department of Economics and Business Economics, Aarhus University View citations (8)

2013

2. Testing for a Break in the Persistence in Yield Spreads of EMU Government Bonds
   Hannover Economic Papers (HEP), Leibniz Universität Hannover, Wirtschaftswissenschaftliche Fakultät View citations (1)
   See also Journal Article Testing for a break in the persistence in yield spreads of EMU government bonds, Journal of Banking & Finance, Elsevier (2014) View citations (39) (2014)

Journal Articles

2017

1. 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, 48, (C), 192-205 View citations (9)

2016

2. Forecasting Government Bond Yields with Neural Networks Considering Cointegration
   Journal of Forecasting, 2016, 35, (1), 86-92 View citations (6)

2014

3. Testing for a break in the persistence in yield spreads of EMU government bonds
   Journal of Banking & Finance, 2014, 41, (C), 109-118 View citations (39)
   See also Working Paper Testing for a Break in the Persistence in Yield Spreads of EMU Government Bonds, Hannover Economic Papers (HEP) (2013) View citations (1) (2013)