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Leading indicators for US house prices : New evidence and implications for EU financial risk managers

Basse, Tobias; Kunze, Frederik; Rodriguez Gonzalez, Miguel - In: European Financial Management 28 (2021) 3, pp. 722-743

Persistent link: https://www.econbiz.de/10012634900

Testing for a break in the persistence in yield spreads of EMU government bonds

Sibbertsen, Philipp; Wegener, Christoph; Basse, Tobias - In: Journal of Banking & Finance 41 (2014) C, pp. 109-118

This study tests for a break in the persistence of EMU government bond yield spreads examining data from France, Italy and Spain and using German interest rates as a kind of benchmark. The results reported here provide evidence for breaks between 2006 and 2008. The persistence of the yield...

Persistent link: https://www.econbiz.de/10010744377

Forecasting government bond yields with neural networks considering cointegration

Wegener, Christoph; Spreckelsen, Christian von; Basse, … - In: Journal of forecasting 35 (2016) 1, pp. 86-92

Persistent link: https://www.econbiz.de/10011417732

Government bond yields in Germany and Spain : empirical evidence from better days

Basse, Tobias; Wegener, Christoph; Kunze, Frederik - In: Quantitative finance 18 (2018) 5, pp. 827-835

Persistent link: https://www.econbiz.de/10011907949

Liquidity risk and the covered bond market in times of crisis: empirical evidence from Germany

Wegener, Christoph; Basse, Tobias; Sibbertsen, Philipp; … - In: Application of operations research to financial markets, (pp. 407-426). 2019

Persistent link: https://www.econbiz.de/10012160047

The walking debt crisis

Wegener, Christoph; Kruse, Robinson; Basse, Tobias - In: Journal of economic behavior & organization : JEBO 157 (2019), pp. 382-402

Persistent link: https://www.econbiz.de/10012138503

Does adhering to the principles of green finance matter for stock valuation? : evidence from testing for (co-)explosiveness

Basse, Tobias; Karmani, Majdi; Rjiba, Hatem; Wegener, … - In: Energy economics 123 (2023), pp. 1-7

Persistent link: https://www.econbiz.de/10014476536

U.S. stock prices and the dot.com-bubble : can dividend policy rescue the efficient market hypothesis?

Basse, Tobias; Klein, Tony; Vigne, Samuel A.; Wegener, … - In: The journal of corporate finance : contracting, … 67 (2021), pp. 1-26

Persistent link: https://www.econbiz.de/10013209783

Inflation expectations : Australian consumer survey data versus the bond market

Basse, Tobias; Wegener, Christoph - In: Journal of economic behavior & organization : JEBO 203 (2022), pp. 416-430

Persistent link: https://www.econbiz.de/10014228143

Re-investigating the insurance-growth nexus using common factors

Gonzalez, Miguel Rodriguez; Wegener, Christoph; Basse, … - In: Finance research letters 46 (2022) 1, pp. 1-9

Persistent link: https://www.econbiz.de/10013339249