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 14 0 0 0 95
Cashflow news, the value premium and an asset pricing view on European stock market integration 0 0 0 37 0 1 1 203
Consumption growth, uncovered equity parity and the cross-section of returns on foreign currencies 0 0 0 54 0 0 0 156
Does sensitivity to cashflow news explain the value premium on European stock markets? 0 0 0 2 0 0 0 68
Habits die hard: implications for bond and stock markets internationally 0 0 0 5 1 1 1 8
International evidence for return predictability and the implications for long-run covariation of the G7 stock markets 0 0 0 37 0 0 1 166
Momentum in stock market returns, risk premia on foreign currencies and international financial integration 0 0 0 133 0 0 18 562
Securitization of Mortgage Debt, Asset Prices and International Risk Sharing 0 0 0 289 0 0 2 1,108
Securitization of Mortgage Debt, Asset Prices and International Risk Sharing 0 0 0 115 0 0 2 418
The Consumption - Real Exchange Rate Anomaly: an Asset Pricing Perspective 0 0 0 100 0 1 1 325
The Impact of COVID-19 and other Crises on the Responses of Swiss Bond Yields and Stock Prices to ECB Policy Surprises 0 0 1 2 0 0 3 3
The Risk Premium on the Euro Area Market Portfolio: The Role of Real Estate 0 0 0 70 0 0 3 319
The Size Effect in Value and Momentum Factors: Implications for the Cross-section of International Stock Returns 0 1 2 16 0 1 5 100
The U.S. consumption-wealth ratio and foreign stock markets: International evidence for return predictability 0 0 0 67 0 0 0 401
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 1 3 947 1 4 37 4,026
18 registered items for which data could not be found


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 0 0 0 87
Bond market evidence of time variation in exposures to global risk factors and the role of US monetary policy 0 0 1 4 0 0 1 43
Carry trade and forward premium puzzle from the perspective of a safe‐haven currency 0 0 0 6 0 0 1 26
Cashflow news, the value premium and an asset pricing view on European stock market integration 0 1 1 11 0 1 2 71
Central bank reserves and bank lending spreads 0 0 0 1 0 0 2 16
China’s anti-corruption campaign and stock returns of luxury goods firms 0 1 1 3 1 3 9 16
Covered bonds, loan growth and bank funding: The Swiss experience since 1932 0 1 1 2 0 2 3 14
Currency excess returns and global downside market risk 0 0 0 28 0 0 3 147
Developed markets’ business cycle dynamics and time-variation in emerging markets’ asset returns 0 0 2 22 0 0 2 82
Exchange Rate Returns and External Adjustment: Evidence from Switzerland 1 1 1 14 1 1 2 92
Firm size, economic risks, and the cross-section of international stock returns 0 0 1 18 0 1 3 82
Foreign Currency Returns and Systematic Risks 0 0 1 15 0 0 2 112
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 0 3
International Evidence for Return Predictability and the Implications for Long‐Run Covariation of the G7 Stock Markets 0 0 0 0 0 0 0 3
Is There a Too-Big-to-Fail Discount in Excess Returns on German Banks’ Stocks? 1 1 1 3 1 1 2 18
On financial risk and the safe haven characteristics of Swiss franc exchange rates 0 2 11 85 1 5 26 283
Responses of Swiss interest rates and stock prices to ECB policy surprises 0 0 0 0 1 2 2 2
Risk premia on Swiss government bonds and sectoral stock indexes during international crises 0 0 0 4 0 0 1 49
Securitization of mortgage debt, domestic lending, and international risk sharing 0 0 0 63 0 0 0 299
Securitization of mortgage debt, domestic lending, and international risk sharing 0 0 0 0 0 0 1 3
Securitization, collateral constraints and consumption risk sharing in the euro area 0 0 0 24 0 0 0 97
Semi-Parametric Estimates of Taylor Rules for a Small, Open Economy – Evidence from Switzerland 1 1 2 9 1 3 6 41
Semi-Parametric Estimates of Taylor Rules for a Small, Open Economy – Evidence from Switzerland 0 0 1 3 0 0 1 9
Shock and awe? Bond yield responses to domestic monetary policy in a small-open economy 2 2 2 2 2 2 2 2
Stock market evidence on the international transmission channels of US monetary policy surprises 0 0 0 0 1 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 0 0 0 0 6
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 0 0 2 77
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 11 0 0 1 86
Total Journal Articles 5 10 26 359 9 22 76 1,829
1 registered items for which data could not be found


Statistics updated 2024-02-04