Access Statistics for Thomas Nitschka

Author contact details at EconPapers.

Working Paper File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
Banking sectors' international interconnectedness: Implications for consumption risk sharing in Europe 1 1 1 40 1 1 4 115
Banking sectors' international interconnectedness: Implications for consumption risk sharing in Europe 0 0 1 14 1 2 4 92
Carry trade and forward premium puzzle from the perspective of a safe-haven currency 0 1 4 16 1 5 12 38
Cashflow news, the value premium and an asset pricing view on European stock market integration 0 0 0 36 1 1 1 197
Consumption growth, uncovered equity parity and the cross-section of returns on foreign currencies 0 0 0 54 0 0 2 153
Currency excess returns and global downside market risk 0 0 2 43 0 0 9 112
Did China's anti-corruption campaign affect the risk premium on stocks of global luxury goods firms? 0 0 6 35 1 4 17 53
Does sensitivity to cashflow news explain the value premium on European stock markets? 0 0 0 1 0 2 2 64
Estimating Taylor Rules for Switzerland: Evidence from 2000 to 2012 0 1 4 82 1 5 28 189
Exchange rate returns and external adjustment: evidence from Switzerland 1 1 1 17 1 1 5 100
Foreign currency returns and systematic risks 0 0 2 70 0 0 3 240
Global and country-specific business cycle risk in time-varying excess returns on asset markets 0 0 1 46 0 0 5 75
Have investors been looking for exposure to specific countries since the global financial crisis? - Insights from the Swiss franc bond market 0 0 0 5 0 0 3 48
Idiosyncratic Consumption Risk and Predictability of the Carry Trade Premium: Euro Area Evidence 0 0 0 52 1 2 3 199
International evidence for return predictability and the implications for long-run covariation of the G7 stock markets 0 0 0 36 1 1 4 162
Is there a too-big-to-fail discount in excess returns on German banks' stocks? 0 1 2 40 1 2 7 85
Momentum in stock market returns, risk premia on foreign currencies and international financial integration 0 0 0 133 1 2 9 487
Momentum in stock market returns: Implications for risk premia on foreign currencies 0 0 0 52 0 2 5 149
On financial risk and the safe haven characteristics of Swiss franc exchange rates 1 1 3 140 4 7 17 445
Predicting returns on asset markets of a small, open economy and the influence of global risks 0 0 1 25 1 3 9 34
Securitisation, loan growth and bank funding: the Swiss experience since 1932 0 1 2 44 2 4 6 68
Securitization of Mortgage Debt, Asset Prices and International Risk Sharing 0 0 1 289 2 3 11 1,101
Securitization of Mortgage Debt, Asset Prices and International Risk Sharing 1 1 3 113 3 3 9 409
Stock market evidence on the international transmission channels of US monetary policy surprises 0 1 15 15 0 6 21 21
The Consumption - Real Exchange Rate Anomaly: an Asset Pricing Perspective 0 0 3 99 0 1 8 318
The Good? The Bad? The Ugly? Which news drive (co)variation in Swiss and US bond and stock excess returns? 0 0 0 26 0 0 3 65
The Risk Premium on the Euro Area Market Portfolio: The Role of Real Estate 0 0 1 70 1 1 4 313
The Size Effect in Value and Momentum Factors: Implications for the Cross-section of International Stock Returns 0 1 2 11 1 4 9 83
The U.S. consumption-wealth ratio and foreign stock markets: International evidence for return predictability 0 0 0 6 1 1 1 90
The U.S. consumption-wealth ratio and foreign stock markets: International evidence for return predictability 0 0 0 67 0 2 2 398
Total Working Papers 4 10 55 1,677 26 65 223 5,903


Journal Article File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
About the soundness of the US-cay indicator for predicting international banking crises 1 1 2 8 2 2 7 82
Bond market evidence of time variation in exposures to global risk factors and the role of US monetary policy 0 0 0 3 1 3 9 39
Carry trade and forward premium puzzle from the perspective of a safe‐haven currency 0 1 5 5 1 6 16 16
Cashflow news, the value premium and an asset pricing view on European stock market integration 0 0 0 10 1 2 2 63
Currency excess returns and global downside market risk 0 0 4 26 3 9 19 132
Developed markets’ business cycle dynamics and time-variation in emerging markets’ asset returns 0 0 1 19 1 3 8 77
Exchange Rate Returns and External Adjustment: Evidence from Switzerland 0 0 0 13 1 4 6 84
Firm size, economic risks, and the cross-section of international stock returns 1 1 2 13 5 5 9 64
Foreign Currency Returns and Systematic Risks 0 0 2 11 0 0 5 94
Idiosyncratic consumption risk and predictability of the carry trade premium: Euro-Area evidence 0 0 0 5 0 0 0 45
International Evidence for Return Predictability and the Implications for Long‐Run Covariation of the G7 Stock Markets 0 0 0 0 0 0 1 2
Is There a Too-Big-to-Fail Discount in Excess Returns on German Banks’ Stocks? 0 0 0 1 1 1 4 13
Momentum in stock market returns: implications for risk premia on foreign currencies 0 0 0 21 0 0 1 76
On financial risk and the safe haven characteristics of Swiss franc exchange rates 0 2 8 49 2 7 24 195
Risk premia on Swiss government bonds and sectoral stock indexes during international crises 0 0 1 2 0 2 9 40
Securitization of mortgage debt, domestic lending, and international risk sharing 0 0 0 0 1 1 1 1
Securitization of mortgage debt, domestic lending, and international risk sharing 0 2 3 63 2 5 9 292
Securitization, collateral constraints and consumption risk sharing in the euro area 0 0 0 24 0 0 2 97
Semi-Parametric Estimates of Taylor Rules for a Small, Open Economy – Evidence from Switzerland 0 0 0 6 1 2 7 32
The impact of (global) business cycle risk on the German and British stock markets: Evidence from the first age of globalization 0 0 0 0 0 1 2 2
The impact of (global) business cycle risk on the German and British stock markets: Evidence from the first age of globalization 0 0 0 17 1 1 4 70
What Goliaths and Davids among Swiss firms tell us about expected returns on Swiss asset markets 0 0 1 1 0 3 5 6
What News Drive Variation in Swiss and US Bond and Stock Excess Returns? 0 0 0 11 1 2 5 81
Total Journal Articles 2 7 29 308 24 59 155 1,603


Statistics updated 2021-01-03