Christoph Wegener : Citation Profile


Are you Christoph Wegener?

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

2

H index

1

i10 index

25

Citations

RESEARCH PRODUCTION:

3

Articles

2

Papers

RESEARCH ACTIVITY:

   4 years (2013 - 2017). See details.
   Cites by year: 6
   Journals where Christoph Wegener has often published
   Relations with other researchers
   Recent citing documents: 16.    Total self citations: 2 (7.41 %)

MORE DETAILS IN:
ABOUT THIS REPORT:

   Permalink: http://citec.repec.org/pwe393
   Updated: 2019-09-14    RAS profile: 2017-09-15    
   Missing citations? Add them    Incorrect content? Let us know

Relations with other researchers


Works with:

Sibbertsen, Philipp (2)

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

Is cited by:

Beckmann, Joscha (3)

Leschinski, Christian (3)

Czudaj, Robert (3)

Antonakakis, Nikolaos (2)

GUPTA, RANGAN (2)

Cuñado, Juncal (2)

Sibbertsen, Philipp (2)

Soon, Siew-Voon (1)

Ahmad, Wasim (1)

Baharumshah, Ahmad Zubaidi (1)

Hacihasanoglu, Erk (1)

Cites to:

Sibbertsen, Philipp (7)

Kruse, Robinson (6)

Gómez-Puig, Marta (5)

Phillips, Peter (5)

Sosvilla-Rivero, Simon (4)

Fratzscher, Marcel (4)

Ang, Andrew (3)

Bernanke, Ben (3)

Ludwig, Alexander (3)

Bekaert, Geert (3)

Yu, Jun (3)

Main data


Where Christoph Wegener has published?


Recent works citing Christoph Wegener (2018 and 2017)


YearTitle of citing document
2018MONETARY POLICY SHOCKS, EXPECTATIONS, AND INFORMATION RIGIDITIES. (2018). Czudaj, Robert ; Beckmann, Joscha. In: Economic Inquiry. RePEc:bla:ecinqu:v:56:y:2018:i:4:p:2158-2176.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

2017The effect of economic policy uncertainty on the long-term correlation between U.S. stock and bond markets. (2017). Fang, Libing ; Li, Lei ; Yu, Honghai. In: Economic Modelling. RePEc:eee:ecmode:v:66:y:2017:i:c:p:139-145.

Full description at Econpapers || Download paper

2018Volatility spillover shifts in global financial markets. (2018). Bensaida, Ahmed ; Abdallah, Oussama ; Litimi, Houda. In: Economic Modelling. RePEc:eee:ecmode:v:73:y:2018:i:c:p:343-353.

Full description at Econpapers || Download paper

2017The kidnapping of Europe: High-order moments transmission between developed and emerging markets. (2017). Perote, Javier ; Mora-Valencia, Andrés ; del Brio, Esther B. In: Emerging Markets Review. RePEc:eee:ememar:v:31:y:2017:i:c:p:96-115.

Full description at Econpapers || Download paper

2018Financial connectedness of BRICS and global sovereign bond markets. (2018). Ahmad, Wasim ; Daly, Kevin J ; Mishra, Anil V. In: Emerging Markets Review. RePEc:eee:ememar:v:37:y:2018:i:c:p:1-16.

Full description at Econpapers || Download paper

2017Time varying contagion in EMU government bond spreads. (2017). Leschinski, Christian ; Bertram, Philip . In: Journal of Financial Stability. RePEc:eee:finsta:v:29:y:2017:i:c:p:72-91.

Full description at Econpapers || Download paper

2017Convergence patterns in sovereign bond yield spreads: Evidence from the Euro Area. (2017). GUPTA, RANGAN ; Cuñado, Juncal ; Antonakakis, Nikolaos ; Cunado, Juncal ; Christou, Christina. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:49:y:2017:i:c:p:129-139.

Full description at Econpapers || Download paper

2017The persistence in real interest rates: Does it solve the intertemporal consumption behavior puzzle?. (2017). Soon, Siew-Voon ; Baharumshah, Ahmad Zubaidi ; Mohamad, Nurul Sima . In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:50:y:2017:i:c:p:36-51.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

2017The Memory of Stock Return Volatility: Asset Pricing Implications. (2017). Sibbertsen, Philipp ; Prokopczuk, Marcel ; Benno, Duc Binh. In: Hannover Economic Papers (HEP). RePEc:han:dpaper:dp-613.

Full description at Econpapers || Download paper

2018Integration and Disintegration of EMU Government Bond Markets. (2018). Sibbertsen, Philipp ; Leschinski, Christian ; Voges, Michelle . In: Hannover Economic Papers (HEP). RePEc:han:dpaper:dp-625.

Full description at Econpapers || Download paper

2018Monetary policy shocks, expectations and information rigidities. (2018). Czudaj, Robert ; Beckmann, Joscha. In: Chemnitz Economic Papers. RePEc:tch:wpaper:cep019.

Full description at Econpapers || Download paper

2017Predicting exchange rates in Asia: New insights on the accuracy of survey forecasts. (2017). Kunze, Frederik. In: Center for European, Governance and Economic Development Research Discussion Papers. RePEc:zbw:cegedp:326.

Full description at Econpapers || Download paper

2018Monetary policy shocks, expectations and information rigidities. (2018). Czudaj, Robert ; Beckmann, Joscha. In: Annual Conference 2018 (Freiburg, Breisgau): Digital Economy. RePEc:zbw:vfsc18:181573.

Full description at Econpapers || Download paper

Works by Christoph Wegener:


YearTitleTypeCited
2017The Walking Debt Crisis In: CREATES Research Papers.
[Full Text][Citation analysis]
paper2
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]
article5
2014Testing for a break in the persistence in yield spreads of EMU government bonds In: Journal of Banking & Finance.
[Full Text][Citation analysis]
article18
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: 18
paper
2016Forecasting Government Bond Yields with Neural Networks Considering Cointegration In: Journal of Forecasting.
[Full Text][Citation analysis]
article0

CitEc is a RePEc service, providing citation data for Economics since 2001. Sponsored by INOMICS. Last updated July, 1st 2019. Contact: CitEc Team