Sascha Tobias Wengerek

Paderborn University - Faculty of Business Administration and Economics - Department of Taxation, Accounting & Finance

Research Associate

Warburger Str. 100

Paderborn, D-33098

Germany

http://www.upb.de/finance

SCHOLARLY PAPERS

5

DOWNLOADS

762

SSRN CITATIONS

6

CROSSREF CITATIONS

1

Scholarly Papers (5)

1.

COVID-19 and Investor Behavior

Finance Research Letters, 101717, Doi.org/10.1016/j.frl.2020.101717, TAF Working Paper No. 54/April 2020 , TRR 266 Accounting for Transparency Working Paper Series No. 25
Number of pages: 19 Posted: 03 May 2020 Last Revised: 05 May 2021
Regina Ortmann, Matthias Pelster and Sascha Tobias Wengerek
University of Paderborn, Paderborn University and Paderborn University - Faculty of Business Administration and Economics - Department of Taxation, Accounting & Finance
Downloads 750 (40,811)
Citation 8

Abstract:

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Trading Behavior, Risk-Taking, Pandemic, COVID-19

2.

Share Price Reactions to Tariff Imposition Announcements in the Trump Era – an Event Study of the Trade Conflict

Number of pages: 63 Posted: 13 Apr 2021
Sascha Tobias Wengerek and André Uhde
Paderborn University - Faculty of Business Administration and Economics - Department of Taxation, Accounting & Finance and University of Paderborn - Faculty of Business Administration and Economics - Department of Taxation, Accounting & Finance
Downloads 7 (717,863)

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event study, international relations, protectionism, strategic trade policy, tariffs, trade conflict

3.

Risk Allocation Through Securitization – Evidence From Non-Performing Loans

Number of pages: 1 Posted: 30 Jul 2018 Last Revised: 11 Apr 2021
Sascha Tobias Wengerek, Benjamin Hippert and André Uhde
Paderborn University - Faculty of Business Administration and Economics - Department of Taxation, Accounting & Finance, BaFin- Federal Financial Supervisory Authority and University of Paderborn - Faculty of Business Administration and Economics - Department of Taxation, Accounting & Finance
Downloads 5 (733,592)

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European Banking, Non-performing Loans, Risk Allocation, Securitization

4.

Determinants of CDS Trading on Major Banks

Posted: 26 Jul 2018 Last Revised: 08 Apr 2021
Benjamin Hippert, André Uhde and Sascha Tobias Wengerek
BaFin- Federal Financial Supervisory Authority, University of Paderborn - Faculty of Business Administration and Economics - Department of Taxation, Accounting & Finance and Paderborn University - Faculty of Business Administration and Economics - Department of Taxation, Accounting & Finance

Abstract:

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banking, outstanding CDS net notional, determinants of bank CDS trading

5.

Portfolio Benefits of Adding Corporate Credit Default Swap Indices: Evidence from North America and Europe

Review of Derivatives Research, July 2019, Volume 22, Issue 2, pp 203-259
Posted: 21 Sep 2016 Last Revised: 08 Apr 2021
Benjamin Hippert, André Uhde and Sascha Tobias Wengerek
BaFin- Federal Financial Supervisory Authority, University of Paderborn - Faculty of Business Administration and Economics - Department of Taxation, Accounting & Finance and Paderborn University - Faculty of Business Administration and Economics - Department of Taxation, Accounting & Finance

Abstract:

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corporate credit default swap indices, mean-variance asset allocation, out-of-sample portfolio optimization, portfolio risk-diversification, portfolio performance evaluation

Other Papers (1)

Total Downloads: 3
1.

Share price reactions to tariff imposition announcements in the Trump era – An event study of the trade conflict

Number of pages: 63 Posted: 17 Dec 2019 Last Revised: 04 May 2020
Sascha Tobias Wengerek
Paderborn University - Faculty of Business Administration and Economics - Department of Taxation, Accounting & Finance
Downloads 3

Abstract:

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event study, international relations, protectionism, strategic trade policy, tariffs, trade conflict