PEER-REVIEWED PUBLICATIONS

Predictive Power of Oil Prices on CDS Spread Dynamics of Oil-Producing Countries, with Tobias Basse, Stefano Maiani and Tam Huu Nguyen, Energy Economics, forthcoming.

Leading Indicators for the US Housing Market: New Empirical Evidence and Thoughts about Implications for Risk Managers and ESG Investors, with Tobias Basse, Steven Desmyter and Danilo Saft, International Review of Financial Analysis, Volume 89, 2023, 102765. [10.1016/j.irfa.2023.102765]

Does adhering to the principles of green finance matter for stock valuation? Evidence from testing for (co-)explosiveness, with Tobias Basse, Majdi Karmani and Hatem Rjiba, Energy Economics, Volume 123, 2023, 106729. [10.1016/j.eneco.2023.106729]

Australian consumer survey data versus the bond market, with Tobias Basse, Journal of Economic Behavior & Organization, Volume 203, 2022, Pages 416-430. [10.1016/j.jebo.2022.09.013]

Re-Investigating the Insurance-Growth Nexus Using Common Factors, with Miguel Rodriguez Gonzalez and Tobias Basse, Finance Research Letters, 2021, 102231. [10.1016/j.frl.2021.102231]

U.S. stock prices and the dot.com-bubble: Can dividend policy rescue the efficient market hypothesis?, with Tobias Basse, Tony Klein and Samuel A. Vigne, Journal of Corporate Finance, Volume 67, 2021, 101892. [10.1016/j.jcorpfin.2021.101892]

Mapping Swap Rate Projections on Bond Yields Considering Cointegration: An Example for the Use of Neural Networks in Stress Testing Exercises, with Nikolas Stege, Tobias Basse, and Frederik Kunze, Annals of Operations Research, Volume 297, 2021, Pages 309-321. [10.1007/s10479-020-03762-x]

Time-varying persistence in real oil prices and its determinant, with Robinson Kruse, Energy Economics, Volume 85, 2020, 104328. [10.1016/j.eneco.2019.02.020] [Working Paper]

Liquidity Risk and the Covered Bond Market in Times of Crisis: Empirical Evidence from Germany, with Tobias Basse, Philipp Sibbertsen, and Duc Khuong Nguyen, Annals of Operations Research, Volume 282, 2019, Pages 407-426. [10.1007/s10479-019-03326-8]

The Stability of Factor Sensitivities of German Stock Market Sector Indices: Empirical Evidence and Some Thoughts about Practical Implications, with Tobias Basse, Journal of Risk and Financial Management, Volume 12, 140, 2019. [10.3390/jrfm12030140]

The walking debt crisis, with Robinson Kruse and Tobias Basse, Journal of Economic Behavior & Organization, Volume 157, 2019, Pages 382-402. [10.1016/j.jebo.2017.10.008] [Working Paper]

Explosive behaviour and long memory with an application to European bond yield spreads, with Robinson Kruse, Scottish Journal of Political Economy, Volume 66, 2019, Pages 139-153. [10.1111/sjpe.12179] [Working Paper]

Bias-corrected estimation for speculative bubbles in stock prices, with Robinson Kruse and Hendrik Kaufmann, Economic Modelling, Volume 73, 2018, Pages 354–364. [10.1016/j.econmod.2018.04.014] [Working Paper]

Government bond yields in Germany and Spain — empirical evidence from better days, with Tobias Basse and Frederik Kunze, Quantitative Finance, Volume 18, 2018, Pages 827–835. [10.1080/14697688.2017.1419734]

Forecasting European interest rates in times of financial crisis — What insights do we get from international survey forecasts?, with Frederik Kunze, Kilian Bizer and Markus Spiwoks, Journal of International Financial Markets, Institutions & Money, Volume 48, 2017, Pages 192–205. [10.1016/j.intfin.2017.01.005]

Oil prices and sovereign credit risk of oil producing countries: An empirical investigation, with Tobias Basse, Frederik Kunze and Hans-Jörg von Mettenheim, Quantitative Finance, Volume 16, 2016, Pages 1961–1968. [10.1080/14697688.2016.1211801]

Forecasting government bond yields with neural networks considering cointegration, with Christian von Spreckelsen, Tobias Basse and Hans-Jörg von Mettenheim, Journal of Forecasting, Volume 35, 2016, Pages 86–92. [10.1002/for.2385]

Testing for a break in the persistence in yield spreads of EMU government bonds, with Philipp Sibbertsen and Tobias Basse, Journal of Banking & Finance, Volume 41, 2014, Pages 109–118. [10.1016/j.jbankfin.2014.01.003]