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 0 0 0 40 0 0 0 119
Banking sectors' international interconnectedness: Implications for consumption risk sharing in Europe 0 0 0 14 0 0 0 96
Carry trade and forward premium puzzle from the perspective of a safe-haven currency 0 0 1 20 0 0 4 58
Cashflow news, the value premium and an asset pricing view on European stock market integration 0 0 0 37 0 0 2 205
Consumption growth, uncovered equity parity and the cross-section of returns on foreign currencies 0 0 0 54 0 0 0 157
Currency excess returns and global downside market risk 0 0 0 44 0 1 1 124
Did China's anti-corruption campaign affect the risk premium on stocks of global luxury goods firms? 0 1 1 37 2 3 10 87
Does sensitivity to cashflow news explain the value premium on European stock markets? 0 0 0 2 0 0 0 68
Estimating Taylor Rules for Switzerland: Evidence from 2000 to 2012 0 0 1 115 0 2 7 274
Evidence on the international financial spillovers of the New York Bankers' Panic of 1907 0 0 13 13 0 1 10 10
Exchange rate returns and external adjustment: evidence from Switzerland 0 0 0 17 0 1 2 106
Foreign currency returns and systematic risks 0 0 0 71 0 1 2 245
Global and country-specific business cycle risk in time-varying excess returns on asset markets 0 1 2 49 0 1 4 85
Habits die hard: implications for bond and stock markets internationally 0 0 0 5 0 0 2 10
Habits die hard: implications for bond and stock markets internationally 0 0 0 13 0 0 0 20
Have investors been looking for exposure to specific countries since the global financial crisis? - Insights from the Swiss franc bond market 0 0 0 7 0 0 3 58
International evidence for return predictability and the implications for long-run covariation of the G7 stock markets 0 0 0 37 0 0 1 167
Is there a too-big-to-fail discount in excess returns on German banks' stocks? 0 0 0 41 0 0 1 95
Momentum in stock market returns, risk premia on foreign currencies and international financial integration 0 0 0 133 0 1 3 565
Momentum in stock market returns: Implications for risk premia on foreign currencies 0 0 0 52 0 0 0 151
On financial risk and the safe haven characteristics of Swiss franc exchange rates 0 0 2 144 1 2 7 473
Predicting returns on asset markets of a small, open economy and the influence of global risks 0 0 0 25 0 1 2 41
Responses of Swiss bond yields and stock prices to ECB policy surprises 0 0 0 15 1 1 3 13
Securitisation, loan growth and bank funding: the Swiss experience since 1932 0 0 1 48 0 0 1 81
Securitization of Mortgage Debt, Asset Prices and International Risk Sharing 0 0 0 115 0 0 1 419
Securitization of Mortgage Debt, Asset Prices and International Risk Sharing 0 0 0 289 0 0 0 1,109
Stock market evidence on the international transmission channels of US monetary policy surprises 0 0 0 20 0 0 0 51
The Consumption - Real Exchange Rate Anomaly: an Asset Pricing Perspective 0 0 0 100 0 0 1 327
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 1 71
The Impact of COVID-19 and other Crises on the Responses of Swiss Bond Yields and Stock Prices to ECB Policy Surprises 0 0 0 3 0 0 2 6
The Risk Premium on the Euro Area Market Portfolio: The Role of Real Estate 0 0 0 70 0 0 2 321
The Size Effect in Value and Momentum Factors: Implications for the Cross-section of International Stock Returns 0 0 0 16 0 0 1 101
The U.S. consumption-wealth ratio and foreign stock markets: International evidence for return predictability 0 0 0 67 0 0 2 403
The U.S. consumption-wealth ratio and foreign stock markets: International evidence for return predictability 0 0 0 6 0 0 0 94
Total Working Papers 0 2 21 1,745 4 15 75 6,210


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 0 0 0 8 1 1 5 92
Bond market evidence of time variation in exposures to global risk factors and the role of US monetary policy 0 0 0 4 0 0 1 44
Carry trade and forward premium puzzle from the perspective of a safe‐haven currency 0 0 1 7 0 0 3 30
Cashflow news, the value premium and an asset pricing view on European stock market integration 0 0 0 11 1 1 4 75
Central bank reserves and bank lending spreads 1 1 2 5 3 3 7 26
China’s anti-corruption campaign and stock returns of luxury goods firms 0 0 2 5 1 2 15 32
Covered bonds, loan growth and bank funding: The Swiss experience since 1932 0 0 1 3 0 0 3 17
Currency excess returns and global downside market risk 0 1 1 29 0 2 7 155
Developed markets’ business cycle dynamics and time-variation in emerging markets’ asset returns 0 0 1 23 0 0 3 85
Exchange Rate Returns and External Adjustment: Evidence from Switzerland 0 0 1 15 0 0 5 97
Firm size, economic risks, and the cross-section of international stock returns 0 0 0 18 0 0 5 87
Foreign Currency Returns and Systematic Risks 0 0 0 16 0 1 2 116
Idiosyncratic consumption risk and predictability of the carry trade premium: Euro-Area evidence 0 0 0 5 0 0 0 46
International Evidence for Return Predictability and the Implications for Long-Run Covariation of the G7 Stock Markets 0 0 0 0 0 0 2 5
International Evidence for Return Predictability and the Implications for Long‐Run Covariation of the G7 Stock Markets 0 0 0 0 0 1 1 4
Is There a Too-Big-to-Fail Discount in Excess Returns on German Banks’ Stocks? 0 0 0 3 1 1 3 21
Momentum in stock market returns: implications for risk premia on foreign currencies 0 0 0 21 0 0 0 77
On financial risk and the safe haven characteristics of Swiss franc exchange rates 1 4 10 96 6 11 30 320
Responses of Swiss interest rates and stock prices to ECB policy surprises 0 1 1 1 1 2 3 6
Risk premia on Swiss government bonds and sectoral stock indexes during international crises 0 0 0 4 1 2 2 51
Securitization of mortgage debt, domestic lending, and international risk sharing 0 0 0 63 0 0 1 300
Securitization of mortgage debt, domestic lending, and international risk sharing 0 0 0 0 1 1 4 7
Securitization, collateral constraints and consumption risk sharing in the euro area 0 0 0 24 0 0 1 98
Semi-Parametric Estimates of Taylor Rules for a Small, Open Economy – Evidence from Switzerland 0 0 0 3 0 0 1 11
Semi-Parametric Estimates of Taylor Rules for a Small, Open Economy – Evidence from Switzerland 0 1 3 12 0 1 5 46
Shock and awe? Bond yield responses to domestic monetary policy in a small-open economy 1 2 8 10 1 2 14 17
Stock market evidence on the international transmission channels of US monetary policy surprises 0 0 0 0 0 3 11 15
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 3 80
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 0 2 8
What Goliaths and Davids among Swiss firms tell us about expected returns on Swiss asset markets 0 0 0 1 0 0 0 15
What News Drive Variation in Swiss and US Bond and Stock Excess Returns? 0 0 0 12 0 0 0 88
Total Journal Articles 3 10 31 416 18 35 143 2,071


Statistics updated 2025-07-04