Bild Rebekka

Dr. Rebekka Buse

Research interests

spillover measures, variance decomposition, connectedness of Eurozone and markets

Publications and Working Papers


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] (Stand 05/2022)