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 | 146 | 2015 |
Currency excess returns and global downside market risk V Atanasov, T Nitschka Journal of International Money and Finance 47, 268-285, 2014 | 62 | 2014 |
Foreign currency returns and systematic risks V Atanasov, T Nitschka Journal of Financial and Quantitative Analysis 50 (1-2), 231-250, 2015 | 29 | 2015 |
Securitization of mortgage debt, asset prices and international risk sharing M Hoffmann, T Nitschka CESifo Working Paper Series, 2009 | 20 | 2009 |
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 | 19 | 2017 |
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 | 19 | 2010 |
Developed markets’ business cycle dynamics and time-variation in emerging markets’ asset returns T Nitschka Journal of Banking & Finance 42, 76-82, 2014 | 16 | 2014 |
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 | 11 | 2012 |
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 | 11 | 2010 |
Central bank reserves and bank lending spreads LM Fuhrer, T Nitschka, D Wunderli Applied Economics Letters 28 (15), 1301-1305, 2021 | 10 | 2021 |
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 | 10 | 2013 |
Estimating Taylor rules for Switzerland: Evidence from 2000 to 2012 N Markov, T Nitschka Swiss National Bank Working Papers, 2013 | 9 | 2013 |
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 | 8 | 2011 |
Foreign currency returns and systematic risks V Galsband, T Nitschka Swiss National Bank Working Papers, 2011 | 8 | 2011 |
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 | 7 | 2020 |
Risk premia on Swiss government bonds and sectoral stock indexes during international crises T Nitschka Aussenwirtschaft 67 (2), 51-67, 2016 | 7 | 2016 |
Currency excess returns and global downside risk V Galsband, T Nitschka Journal of International Money and Finance 47, 268-285, 2014 | 7 | 2014 |
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 | 6 | 2014 |
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 | 5 | 2018 |
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 | 5 | 2016 |