| Testing for a break in the persistence in yield spreads of EMU government bonds P Sibbertsen, C Wegener, T Basse Journal of Banking & Finance 41, 109-118, 2014 | 85 | 2014 |
| Oil prices and sovereign credit risk of oil producing countries: an empirical investigation C Wegener, T Basse, F Kunze, HJ von Mettenheim Quantitative Finance 16 (12), 1961-1968, 2016 | 46 | 2016 |
| The walking debt crisis C Wegener, R Kruse, T Basse Journal of Economic Behavior & Organization 157, 382-402, 2019 | 41 | 2019 |
| Time-varying persistence in real oil prices and its determinant R Kruse, C Wegener Energy Economics 85, 104328, 2020 | 40 | 2020 |
| Forecasting government bond yields with neural networks considering cointegration C Wegener, C von Spreckelsen, T Basse, HJ von Mettenheim Journal of Forecasting 35 (1), 86-92, 2016 | 39 | 2016 |
| US stock prices and the dot. com-bubble: Can dividend policy rescue the efficient market hypothesis? T Basse, T Klein, SA Vigne, C Wegener Journal of Corporate Finance 67, 101892, 2021 | 28 | 2021 |
| Forecasting European interest rates in times of financial crisis–What insights do we get from international survey forecasts? F Kunze, C Wegener, K Bizer, M Spiwoks Journal of International Financial Markets, Institutions and Money 48, 192-205, 2017 | 19 | 2017 |
| Government bond yields in Germany and Spain—empirical evidence from better days T Basse, C Wegener, F Kunze Quantitative Finance 18 (5), 827-835, 2018 | 18 | 2018 |
| Re-investigating the insurance-growth nexus using common factors MR Gonzalez, C Wegener, T Basse Finance Research Letters 46, 102231, 2022 | 9 | 2022 |
| Liquidity risk and the covered bond market in times of crisis: empirical evidence from Germany C Wegener, T Basse, P Sibbertsen, DK Nguyen Annals of Operations Research 282 (1), 407-426, 2019 | 9 | 2019 |
| Inflation expectations: Australian consumer survey data versus the bond market T Basse, C Wegener Journal of Economic Behavior & Organization 203, 416-430, 2022 | 6 | 2022 |
| Explosive behaviour and long memory with an application to European bond yield spreads R Kruse, C Wegener Scottish Journal of Political Economy 66 (1), 139-153, 2019 | 6 | 2019 |
| Bias-corrected estimation for speculative bubbles in stock prices R Kruse, H Kaufmann, C Wegener Economic Modelling 73, 354-364, 2018 | 6 | 2018 |
| Bias-corrected estimation in potentially mildly explosive autoregressive models H Kaufmann, R Kruse, C Wegener School of Economics and Management, 2013 | 4 | 2013 |
| Leading indicators for the US housing market: New empirical evidence and thoughts about implications for risk managers and ESG investors T Basse, S Desmyter, D Saft, C Wegener International Review of Financial Analysis 89, 102765, 2023 | 3 | 2023 |
| Mapping swap rate projections on bond yields considering cointegration: an example for the use of neural networks in stress testing exercises N Stege, C Wegener, T Basse, F Kunze Annals of Operations Research 297 (1), 309-321, 2021 | 3 | 2021 |
| The stability of factor sensitivities of German stock market sector indices: Empirical evidence and some thoughts about practical implications C Wegener, T Basse Journal of Risk and Financial Management 12 (3), 140, 2019 | 3 | 2019 |
| Rating im Kontext der Gesamtbanksteuerung M Rodriguez Gonzalez, T Linderkamp, C Wegener, M Friedrich Bankenrating: Normative Bankenordnung in der Finanzmarktkrise, 337-351, 2015 | 2 | 2015 |
| Does adhering to the principles of green finance matter for stock valuation? Evidence from testing for (co-) explosiveness T Basse, M Karmani, H Rjiba, C Wegener Energy Economics 123, 106729, 2023 | 1 | 2023 |
| Bank Dividend Policy and the European Debt Crisis: Is Sovereign Credit Risk of Relevance? T Basse, T Bürkle, F Kunze, C Wegener HANDBOOK OF GLOBAL FINANCIAL MARKETS: Transformations, Dependence, and Risk …, 2019 | | 2019 |
Tobias BasseNORD/LB & Touro College BerlinVerified email at nordlb.de
