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 2 95
Banking sectors' international interconnectedness: Implications for consumption risk sharing in Europe 0 0 0 40 0 0 1 119
Carry trade and forward premium puzzle from the perspective of a safe-haven currency 0 0 1 18 0 1 6 48
Cashflow news, the value premium and an asset pricing view on European stock market integration 0 0 0 36 0 0 1 201
Consumption growth, uncovered equity parity and the cross-section of returns on foreign currencies 0 0 0 54 0 0 2 156
Currency excess returns and global downside market risk 0 0 0 43 0 1 4 119
Did China's anti-corruption campaign affect the risk premium on stocks of global luxury goods firms? 0 0 0 36 0 0 9 71
Does sensitivity to cashflow news explain the value premium on European stock markets? 0 0 0 2 0 0 2 68
Estimating Taylor Rules for Switzerland: Evidence from 2000 to 2012 0 2 8 95 1 7 22 233
Exchange rate returns and external adjustment: evidence from Switzerland 0 0 0 17 0 0 2 104
Foreign currency returns and systematic risks 0 0 1 71 0 0 1 241
Global and country-specific business cycle risk in time-varying excess returns on asset markets 0 0 1 47 0 0 2 77
Habits die hard: implications for bond and stock markets internationally 1 1 2 12 1 2 7 16
Habits die hard: implications for bond and stock markets internationally 0 0 5 5 1 1 7 7
Have investors been looking for exposure to specific countries since the global financial crisis? - Insights from the Swiss franc bond market 0 1 1 7 0 1 5 54
International evidence for return predictability and the implications for long-run covariation of the G7 stock markets 0 0 1 37 0 0 2 165
Is there a too-big-to-fail discount in excess returns on German banks' stocks? 0 0 1 41 0 0 2 93
Momentum in stock market returns, risk premia on foreign currencies and international financial integration 0 0 0 133 2 12 30 521
Momentum in stock market returns: Implications for risk premia on foreign currencies 0 0 0 52 0 0 1 151
On financial risk and the safe haven characteristics of Swiss franc exchange rates 0 0 1 141 0 1 10 461
Predicting returns on asset markets of a small, open economy and the influence of global risks 0 0 0 25 0 0 2 39
Securitisation, loan growth and bank funding: the Swiss experience since 1932 0 0 1 45 0 0 5 73
Securitization of Mortgage Debt, Asset Prices and International Risk Sharing 0 0 0 289 0 1 2 1,104
Securitization of Mortgage Debt, Asset Prices and International Risk Sharing 0 0 1 115 0 0 2 416
Stock market evidence on the international transmission channels of US monetary policy surprises 0 0 0 19 0 0 8 43
The Consumption - Real Exchange Rate Anomaly: an Asset Pricing Perspective 0 0 0 100 0 0 0 323
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 2 69
The Risk Premium on the Euro Area Market Portfolio: The Role of Real Estate 0 0 0 70 0 0 2 316
The Size Effect in Value and Momentum Factors: Implications for the Cross-section of International Stock Returns 1 1 2 13 1 3 7 94
The U.S. consumption-wealth ratio and foreign stock markets: International evidence for return predictability 0 0 0 67 0 0 2 401
The U.S. consumption-wealth ratio and foreign stock markets: International evidence for return predictability 0 0 0 6 0 1 1 94
Total Working Papers 2 5 26 1,676 6 31 151 5,972

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 4 87
Bond market evidence of time variation in exposures to global risk factors and the role of US monetary policy 0 0 0 3 0 0 3 42
Carry trade and forward premium puzzle from the perspective of a safe‐haven currency 0 0 1 6 0 1 4 25
Cashflow news, the value premium and an asset pricing view on European stock market integration 0 0 0 10 0 0 2 69
Central bank reserves and bank lending spreads 1 1 1 1 1 3 13 13
China’s anti-corruption campaign and stock returns of luxury goods firms 0 1 1 1 0 2 2 2
Covered bonds, loan growth and bank funding: The Swiss experience since 1932 0 0 0 0 0 2 7 8
Currency excess returns and global downside market risk 0 0 1 28 1 1 6 140
Developed markets’ business cycle dynamics and time-variation in emerging markets’ asset returns 0 0 0 20 0 0 1 80
Exchange Rate Returns and External Adjustment: Evidence from Switzerland 0 0 0 13 0 0 4 89
Firm size, economic risks, and the cross-section of international stock returns 0 0 2 17 0 0 8 77
Foreign Currency Returns and Systematic Risks 0 1 2 13 0 1 7 107
Idiosyncratic consumption risk and predictability of the carry trade premium: Euro-Area evidence 0 0 0 5 0 0 1 46
International Evidence for Return Predictability and the Implications for Long-Run Covariation of the G7 Stock Markets 0 0 0 0 0 0 1 1
International Evidence for Return Predictability and the Implications for Long‐Run Covariation of the G7 Stock Markets 0 0 0 0 0 0 1 3
Is There a Too-Big-to-Fail Discount in Excess Returns on German Banks’ Stocks? 0 0 0 2 0 0 2 16
Momentum in stock market returns: implications for risk premia on foreign currencies 0 0 0 21 0 0 1 77
On financial risk and the safe haven characteristics of Swiss franc exchange rates 2 4 11 69 4 9 29 248
Risk premia on Swiss government bonds and sectoral stock indexes during international crises 0 0 0 3 0 0 3 47
Securitization of mortgage debt, domestic lending, and international risk sharing 0 0 0 0 0 0 0 2
Securitization of mortgage debt, domestic lending, and international risk sharing 0 0 0 63 0 0 3 298
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 0 0 0 7 0 0 1 35
Semi-Parametric Estimates of Taylor Rules for a Small, Open Economy – Evidence from Switzerland 0 0 1 2 0 0 5 8
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 4 75
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 4 6
What Goliaths and Davids among Swiss firms tell us about expected returns on Swiss asset markets 0 0 0 1 0 0 3 12
What News Drive Variation in Swiss and US Bond and Stock Excess Returns? 0 0 0 11 0 0 1 85
Total Journal Articles 3 7 20 345 6 19 120 1,795

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Statistics updated 2022-08-04