» Christoph Wegener

Christoph Wegener

Assistant Professor of Finance


2016: Ph.D. / Dr. rer. pol. (summa cum laude), Leibniz Universität Hannover

2012: Master of Science, Leibniz Universität Hannover

2010: Bachelor of Science, Leibniz Universität Hannover

Research Areas

Econometrics, Empirical Finance, , Financial Economics, Risk Management

Teaching Areas

Portfolio Allocation and Optimization, International Capital Markets, Foundation of Scholarship, Quantitative Methods, International Financial Instruments, Banking & Insurance, Statistics


Email: c.wegener@ipag.fr

Phone: +33 1 5363 3600

Campus: Paris

Christoph Wegener is Assistant Professor at IPAG Business School, Paris. From 2016 to 2017, he was also affiliated as a Senior Research Associate at the Center for Risk and Insurance, Hannover. Christoph Wegener received his doctoral degree (Dr. rer. pol.) in Economics (summa cum laude) from Leibniz University Hannover in 2016.

Robinson Kruse, Hendrik Kaufmann, Christoph Wegener, Bias-corrected estimation for speculative bubbles in stock prices, Economic Modelling, forthcoming.

Robinson Kruse, Christoph Wegener, Explosive behaviour and long memory with an application to European bond yield spreads, Scottish Journal of Political Economy, forthcoming.

Christoph Wegener, Robinson Kruse, Tobias Basse, The walking debt crisis, Journal of Economic Behavior & Organization, forthcoming.

Tobias Basse, Frederik Kunze, Christoph Wegener, Government bond yields in Germany and Spain — empirical evidence from better days, Quantitative Finance, Volume 18, 2018, Pages 827–835.

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-Jörg 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-Jörg 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.

Since 2016: Assistant Professor, Department of Finance, Auditing and Accounting, IPAG Business School, Paris

2014-2016: Research Assistant, Center for Risk and Insurance, Hannover

2012-2014: Economist, Norddeutsche Landesbank Girozentrale, Hannover