Christoph Wegener : Citation Profile


Are you Christoph Wegener?

Institut de Préparation à l'Administration et à la Gestion (IPAG)

3

H index

1

i10 index

34

Citations

RESEARCH PRODUCTION:

3

Articles

2

Papers

RESEARCH ACTIVITY:

   4 years (2013 - 2017). See details.
   Cites by year: 8
   Journals where Christoph Wegener has often published
   Relations with other researchers
   Recent citing documents: 11.    Total self citations: 2 (5.56 %)

MORE DETAILS IN:
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   Permalink: http://citec.repec.org/pwe393
   Updated: 2020-09-22    RAS profile: 2017-09-15    
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Relations with other researchers


Works with:

Authors registered in RePEc who have co-authored more than one work in the last five years with Christoph Wegener.

Is cited by:

Czudaj, Robert (4)

Beckmann, Joscha (4)

Sibbertsen, Philipp (4)

Leschinski, Christian (3)

Jalles, Joao (2)

Afonso, Antonio (2)

Sensoy, Ahmet (2)

Prokopczuk, Marcel (2)

Dimpfl, Thomas (2)

GUPTA, RANGAN (2)

Kruse, Robinson (2)

Cites to:

Sibbertsen, Philipp (7)

Kruse, Robinson (6)

Gómez-Puig, Marta (5)

Phillips, Peter (5)

Sosvilla-Rivero, Simon (4)

Fratzscher, Marcel (4)

Ludwig, Alexander (3)

Bernanke, Ben (3)

Yu, Jun (3)

Ang, Andrew (3)

Bekaert, Geert (3)

Main data


Where Christoph Wegener has published?


Recent works citing Christoph Wegener (2020 and 2019)


YearTitle of citing document
2019On the consistency of central banks´ interest rate forecasts. (2019). Jung, Jin-Kyu ; Rlke, Jan-Christoph ; Frenkel, Michael. In: Economics Bulletin. RePEc:ebl:ecbull:eb-18-00828.

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2020The memory of stock return volatility: Asset pricing implications. (2020). Sibbertsen, Philipp ; Prokopczuk, Marcel ; Benno, Duc Binh. In: Journal of Financial Markets. RePEc:eee:finmar:v:47:y:2020:i:c:s138641811830140x.

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2019Sovereign bond return prediction with realized higher moments. (2019). Papavassiliou, Vassilios ; Kinateder, Harald. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:62:y:2019:i:c:p:53-73.

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2020Modelling the dynamics of unconventional monetary policies’ impact on professionals’ forecasts. (2020). Kenourgios, Dimitris ; Dimitriou, Dimitrios ; Papadamou, Stephanos ; Zopounidis, Constantin. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:64:y:2020:i:c:s1042443119304093.

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2019The walking debt crisis. (2019). Basse, Tobias ; Kruse, Robinson ; Wegener, Christoph. In: Journal of Economic Behavior & Organization. RePEc:eee:jeborg:v:157:y:2019:i:c:p:382-402.

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2019The impact of tradeoff between risk and return on mean reversion in sovereign CDS markets. (2019). Mili, Mehdi. In: Research in International Business and Finance. RePEc:eee:riibaf:v:48:y:2019:i:c:p:187-200.

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2019How Unemployment Affects Bond Prices: A Mixed Frequency Google Nowcasting Approach. (2019). Dimpfl, Thomas ; Langen, Tobias . In: Computational Economics. RePEc:kap:compec:v:54:y:2019:i:2:d:10.1007_s10614-018-9840-7.

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2020Net Foreign Asset Positions, Capital Flows and GDP Spillovers. (2020). Czudaj, Robert ; Beckmann, Joscha. In: Open Economies Review. RePEc:kap:openec:v:31:y:2020:i:2:d:10.1007_s11079-019-09563-5.

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2019Dynamic integration and network structure of the EMU sovereign bond markets. (2019). Sensoy, Ahmet ; Hacihasanoglu, Erk ; Rostom, Ahmed ; Nguyen, Duc Khuong. In: Annals of Operations Research. RePEc:spr:annopr:v:281:y:2019:i:1:d:10.1007_s10479-018-2831-1.

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2019Liquidity risk and the covered bond market in times of crisis: empirical evidence from Germany. (2019). Sibbertsen, Philipp ; Nguyen, Duc Khuong ; Wegener, Christoph ; Basse, Tobias. In: Annals of Operations Research. RePEc:spr:annopr:v:282:y:2019:i:1:d:10.1007_s10479-019-03326-8.

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2020Economic volatility and sovereign yields’ determinants: a time-varying approach. (2020). Jalles, Joao ; Afonso, Antonio. In: Empirical Economics. RePEc:spr:empeco:v:58:y:2020:i:2:d:10.1007_s00181-018-1540-6.

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Works by Christoph Wegener:


YearTitleTypeCited
2017The Walking Debt Crisis In: CREATES Research Papers.
[Full Text][Citation analysis]
paper4
2017Forecasting European interest rates in times of financial crisis – What insights do we get from international survey forecasts? In: Journal of International Financial Markets, Institutions and Money.
[Full Text][Citation analysis]
article7
2014Testing for a break in the persistence in yield spreads of EMU government bonds In: Journal of Banking & Finance.
[Full Text][Citation analysis]
article23
2013Testing for a Break in the Persistence in Yield Spreads of EMU Government Bonds.(2013) In: Hannover Economic Papers (HEP).
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 23
paper
2016Forecasting Government Bond Yields with Neural Networks Considering Cointegration In: Journal of Forecasting.
[Full Text][Citation analysis]
article0

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