Christoph WEGENER

Assistant Professor of Finance

Contact

éducation

2016 PhD / Dr. rer. pol. (summa cum laude), Leibniz Universit?t Hannover
2012 Master of Science, Leibniz Universit?t Hannover
2010 Bachelor of Science, Leibniz Universit?t Hannover

Research Areas

Econometrics, Empirical Finance, Financial Economics, Risk Management

Teaching Areas

Econometrics, Empirical Finance, Financial Economics, Risk Management

  • Selected publications
  • Professional experiences

Articles in refereed journals:

  • Christoph Wegener, Robinson Kruse and Tobias Basse, The walking debt crisis, Journal of Economic Behavior & Organisation, forthcoming.
  • Frederik Kunze, Christoph Wegener, Kilian Bizer, Markus Spiwoks. Forecasting European interest rates in times of financial crisis–What insights do we get from international survey forecasts? Journal of International Financial Markets, Institutions and Money, Volume 48, 2017, Pages 192-205.
  • Christoph Wegener, Tobias Basse, Frederik Kunze, Hans-J?rg von Mettenheim, Oil prices andsovereign credit risk of oil producing countries: An empirical investigation, Quantitative Finance, Volume 16, 2016, Pages 1961-1968.
  • Christoph Wegener, Christian von Spreckelsen, Tobias Basse, Hans-J?rg von Mettenheim, Forecasting government bond yields with neural networks considering cointegration, Journal of Forecasting, Volume 35, 2016, Pages 86-92.
  • Philipp Sibbertsen, Christoph Wegener, Tobias Basse, Testing for a break in the persistence in yield spreads of EMU government bonds, Journal of Banking & Finance, Volume 41, 2014, Pages 109-118.

Books, chapters and editorials:
Johann-Matthias Graf von der Schulenburg and Christoph Wegener, Sovereign credit risk - A special issue in the Journal of Risk Finance, Editorial, Journal of Risk Finance, forthcoming.
Tobias Basse, Thomas Bürkle, Frederik Kunze, Christoph Wegener, Bank dividend policy and the European debt crisis: Is sovereign credit risk of relevance?, Handbook of Global Financial Markets: Transformations, Dependence, and Risk Spillovers, Sabri Boubaker and Duc Khuong Nguyen (Eds.), World Scientific Publishing, Singapore, forthcoming.
Johannes-J?rg Riegler, Tobias Basse, Christoph Wegener, Staatsschuldenkrise und europ?isches Bankensystem: Deutschland vs. Spanien, Rating von Finanzinstituten, Springer Fachmedien Wiesbaden, 2016.
Miguel Rodriguez Gonzalez, Tim Linderkamp, Christoph Wegener, Meik Friedrich, Rating im Kontext der Gesamtbanksteuerung, Bankenrating: Normative Bankenordnung in der Finanzmarktkrise, 2. Auflage, Gabler Verlag Wiesbaden, 2015.
Johannes-J?rg Riegler, Christoph Wegener, Tobias Basse, Sovereign credit risk and the European debt crisis: A look at Spain, Yearbook, The Frankfurt Institute for Risk Management and Regulation, 2014.

Refereeing
Economic Inquiry, European Journal of Political Economy, Expert Systems With Applications, German Journal of Risk and Insurance, International Journal of Strategic Property Management, Journal of Economic Behavior & Organization, Journal of Forecasting, Journal of International Financial Markets, Institutions & Money, Scottish Journal of Political Economy, The European Journal of Health Economics

Seminars - Recent conference paper presentations
Finance and Economic Growth in the Aftermath of the Crisis 2017, Milan
International Research Meeting in Business and Management 2017, Nice
European Economics and Finance Society (EEFS) Annual Meeting 2017, Ljubljana
INFINITI Conference on International Finance 2017, Valencia
Annual International Conference on Macroeconomic Analysis and International Finance 2017, Crete
International Symposium on Environment and Energy Finance Issues 2017, Paris
Global Finance Conference 2017, Hempstead
Workshop on Financial Econometrics and Empirical Modeling of Financial Markets 2017, Bochum
Paris Financial Management Conference 2016, Paris
International Conference on Financial Development and Economic Stability 2016, Durham
INFINITI Conference on International Finance 2016, Dublin
Annual International Conference on Macroeconomic Analysis and International Finance 2016, Crete
Western Risk and Insurance Association 2016, Maui
Paris Financial Management Conference 2015, Paris
Southern Risk and Insurance Association 2015, New Orleans
German Statistical Week 2015, Hamburg
Vietnam International Conference in Finance 2015, Ho Chi Minh City
Western Risk and Insurance Association 2015, Scottsdale
German Statistical Week 2014, Hannover

Academic employment
Since 2016 Assistant Professor, Department of Finance, IPAG Business School, 184 bd Saint Germain, 75006 Paris
2014 – 2016 Research Assistant, Center for Risk and Insurance, Otto-Brenner-Stra?e 1, 30159 Hannover

Experience in teaching:

IPAG Business School, Paris:
Portfolio Allocation and Optimization (2016/2017, 2017/2018; 5th year),
International Capital Markets (2016/2017, 2017/2018; 5th year),
Foundation of Scholarship -- Statistics (2017/2018; 5th year),
Quantitative Methods (2017/2018; 5th year),
International Financial Instruments (2017/2018; 4th year)

Leibniz Universit?t, Hannover:
Banking & Insurance Seminar (2014/2015, 2015/2016; Master),
Risk Management in Financial Institutions (2016; Bachelor)
Hochschule Weserbergland, Hameln (University of Applied Science):
Statistics (2014/2015, 2015/2016; Bachelor)

Academic Responsibilities
Since 2016 Senior Research Associate, Center for Risk and Insurance, Hannover
Lead Guest Editor of the Special Issue “Sovereign Credit Risk” in the Journal of Risk Finance
Engagement, past or present in business practice
2012 – 2014 Economist, Norddeutsche Landesbank Girozentrale, Friedrichswall 10, 30159 Hannover

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