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Testing for a break in the persistence in yield spreads of EMU government bonds
Sibbertsen, Philipp; Wegener, Christoph; Basse, Tobias - 2013
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/10010239739
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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), pp. 109-118
Persistent link: https://www.econbiz.de/10010408487
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Essays on empirical finance in times of crises : fractional integration, structural breaks, and explosiveness
Wegener, Christoph - 2016
Persistent link: https://www.econbiz.de/10015205548
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Testing for neglected strong dependence in explosive models
Wegener, Christoph; Kruse, Robinson - In: Essays on empirical finance in times of crises : …, (pp. 7-12). 2016
Persistent link: https://www.econbiz.de/10011633904
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Essays on empirical finance in times of crises : fractional integration, structural breaks, and explosiveness
Wegener, Christoph - 2016
Persistent link: https://www.econbiz.de/10011559570
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Time-varying persistence in real oil prices and its determinant
Kruse, Robinson; Wegener, Christoph - In: Energy economics 85 (2020), pp. 1-10
Persistent link: https://www.econbiz.de/10012510274
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Interest rate differentials and monetary policy in the European Monetary Union : the case of 10 and 30 year bonds
Gonzalez, Miguel Rodriguez; Basse, Tobias; Tholl, Johannes - In: Zeitschrift für die gesamte Versicherungswissenschaft … 108 (2019) 1, pp. 19-42
Persistent link: https://www.econbiz.de/10012004816