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Testing for a Break in the Persistence in Yield Spreads of EMU Government Bonds

Sibbertsen, Philipp; Wegener, Christoph; Basse, Tobias - Wirtschaftswissenschaftliche Fakultät, Leibniz … - 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/10010769217

Explosive behaviour and long memory with an application to European bond yield spreads

Kruse, Robinson; Wegener, Christoph - In: Scottish Journal of Political Economy 66 (2018) 1, pp. 139-153

Persistent link: https://www.econbiz.de/10012097546

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

Bias-corrected estimation for speculative bubbles in stock prices

Kruse, Robinson; Kaufmann, Hendrik; Wegener, Christoph - In: Economic modelling 73 (2018), pp. 354-364

Persistent link: https://www.econbiz.de/10012100460

The walking debt crisis

Basse, Tobias; Kruse, Robinson; Wegener, Christoph - 2017

Persistent link: https://www.econbiz.de/10011624094

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

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

The walking debt crisis

Wegener, Christoph; Kruse, Robinson; Basse, Tobias - In: Essays on empirical finance in times of crises : …, (pp. 14-26). 2016

Persistent link: https://www.econbiz.de/10011633905

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

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/10010332628

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