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

Basse, Tobias; Kunze, Frederik; Gonzalez, Miguel Rodriguez - In: European financial management : the journal of the … 28 (2022) 3, pp. 722-743

This study draws on machine learning as a means to causal inference for econometric investigation. We utilize the concept of transfer entropy to examine the relationship between the US National Association of Home Builders Index and the S&P CoreLogic Case-Shiller 20 City Composite Home Price...

Persistent link: https://www.econbiz.de/10013275965

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 : the journal of the … 28 (2022) 3, pp. 722-743

Persistent link: https://www.econbiz.de/10013275968

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

The walking debt crisis

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

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

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

Liquidity risk premia in times of crisis - empirical evidence from the German covered bond market

Wegener, Christoph; Basse, Tobias; Sibbertsen, Philipp - In: Essays on empirical finance in times of crises : …, (pp. 28-42). 2016

Persistent link: https://www.econbiz.de/10011633906

Early warning indicator systems for real estate investments : empirical evidence and some thoughts from the perspective of financial risk management

Gonzalez, Miguel Rodriguez; Basse, Tobias; Kunze, Frederik - In: Zeitschrift für die gesamte Versicherungswissenschaft … 107 (2018) 4, pp. 387-403

Persistent link: https://www.econbiz.de/10011991689

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

Die europäische Staatsschuldenkrise aus der Perspektive der deutschen Versicherungsindustrie

Wegener, Christoph; Basse, Tobias - In: Festschrift für Prof. Dr. J.-Matthias Graf von der …, (pp. 43-55). 2018

Persistent link: https://www.econbiz.de/10011964786

The emergence of the RMB : a "New Normal" for China's exchange rate system?

Kunze, Frederik; Basse, Tobias; Wegener, Christoph; … - 2018

We investigate RMB pricing differentials for onshore and offshore trading. Testing for long memory, we find strong persistence in the pricing differential. Hence, the Chinese FX market in its bipolar structure still lacks basic conditions for perfectly integrated markets.

Persistent link: https://www.econbiz.de/10011847444