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

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

SCHOLARLY PAPERS

5

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1,048

SSRN CITATIONS

12

CROSSREF CITATIONS

1

Scholarly Papers (5)

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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
Paderborn UniversityTRR 266 Accounting for Transparency, University of Duisburg-Essen - Mercator School of Management and Paderborn University - Faculty of Business Administration and Economics - Department of Taxation, Accounting & Finance
Downloads 1,005 (38,030)
Citation 19

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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: 64 Posted: 13 Apr 2021 Last Revised: 23 Dec 2022
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 43 (677,120)

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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

Quarterly Review of Economics and Finance, Vol. 86 (11), pp. 48-64
Posted: 30 Jul 2018 Last Revised: 23 Dec 2022
Sascha Tobias Wengerek, Benjamin Hippert and André Uhde
Paderborn University - Faculty of Business Administration and Economics - Department of Taxation, Accounting & Finance, Paderborn University and University of Paderborn - Faculty of Business Administration and Economics - Department of Taxation, Accounting & Finance

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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: 23 Dec 2022
Benjamin Hippert, André Uhde and Sascha Tobias Wengerek
Paderborn University, 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

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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
Paderborn University, 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

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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: 60
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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 60

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