Statistik und Ökonometrie - Prof. Dr. Melanie Schienle
Bild Rebekka

Dr. Rebekka Buse

Research interests

spillover measures, variance decomposition, connectedness of Eurozone and markets

Publications and Working Papers

Publications:

Measuring Connectedness of Euro Area Sovereign Risk (joint with Melanie Schienle), International Journal of Forecasting, 2019, Vol.35 , No.1, 25-44; [doi:10.1016/j.ijforecast.2018.07.010] External Link[working paper]

 

Working Papers and Ongoing Work:

Effectiveness of Policy and Regulation in European Sovereign Credit Risk Markets - A Network Analysis (with Melanie Schienle and Jörg Urban), submitted,  ESRB working paper Beschreibung: External Link (updated 09/2019)

CV

[CV] (Stand 01/2020)