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Thomas Nitschka
Thomas Nitschka
Swiss National Bank
Bestätigte E-Mail-Adresse bei snb.ch - Startseite
Titel
Zitiert von
Zitiert von
Jahr
On financial risk and the safe haven characteristics of Swiss franc exchange rates
C Grisse, T Nitschka
Journal of Empirical Finance 32, 153-164, 2015
1462015
Currency excess returns and global downside market risk
V Atanasov, T Nitschka
Journal of International Money and Finance 47, 268-285, 2014
622014
Foreign currency returns and systematic risks
V Atanasov, T Nitschka
Journal of Financial and Quantitative Analysis 50 (1-2), 231-250, 2015
292015
Securitization of mortgage debt, asset prices and international risk sharing
M Hoffmann, T Nitschka
CESifo Working Paper Series, 2009
202009
Firm size, economic risks, and the cross-section of international stock returns
V Atanasov, T Nitschka
The North American journal of economics and finance 39, 110-126, 2017
192017
International evidence for return predictability and the implications for long-run covariation of the G7 stock markets
T Nitschka
German Economic Review 11 (4), 527-544, 2010
192010
Developed markets’ business cycle dynamics and time-variation in emerging markets’ asset returns
T Nitschka
Journal of Banking & Finance 42, 76-82, 2014
162014
Securitization of mortgage debt, domestic lending, and international risk sharing
M Hoffmann, T Nitschka
Canadian Journal of Economics/Revue canadienne d'économique 45 (2), 493-508, 2012
112012
Cashflow news, the value premium and an asset pricing view on European stock market integration
T Nitschka
Journal of International Money and Finance 29 (7), 1406-1423, 2010
112010
Central bank reserves and bank lending spreads
LM Fuhrer, T Nitschka, D Wunderli
Applied Economics Letters 28 (15), 1301-1305, 2021
102021
The impact of (global) business cycle risk on the German and British stock markets: Evidence from the first age of globalization
T Nitschka
Review of Financial Economics 22 (3), 118-124, 2013
102013
Estimating Taylor rules for Switzerland: Evidence from 2000 to 2012
N Markov, T Nitschka
Swiss National Bank Working Papers, 2013
92013
About the soundness of the US-cay indicator for predicting international banking crises
T Nitschka
The North American Journal of Economics and Finance 22 (3), 237-256, 2011
82011
Foreign currency returns and systematic risks
V Galsband, T Nitschka
Swiss National Bank Working Papers, 2011
82011
Carry trade and forward premium puzzle from the perspective of a safe‐haven currency
DR Haab, T Nitschka
Review of international economics 28 (2), 376-394, 2020
72020
Risk premia on Swiss government bonds and sectoral stock indexes during international crises
T Nitschka
Aussenwirtschaft 67 (2), 51-67, 2016
72016
Currency excess returns and global downside risk
V Galsband, T Nitschka
Journal of International Money and Finance 47, 268-285, 2014
72014
The Size Effect in Value and Momentum Factors: Implications for the Cross-Section of International Stock Returns
V Atanasov, T Nitschka
Tinbergen Institute Discussion Paper 13-180/IV/DSF66, 2014
62014
Bond market evidence of time variation in exposures to global risk factors and the role of US monetary policy
T Nitschka
Journal of International Money and Finance 83, 44-54, 2018
52018
Semi-parametric estimates of Taylor rules for a small, open economy–evidence from Switzerland
T Nitschka, N Markov
German Economic Review 17 (4), 478-490, 2016
52016
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