Thomas Nitschka
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Thomas |
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Nitschka |
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Affiliations
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Schweizerische Nationalbank (SNB)
Research profile
author of:
- International Evidence for Return Predictability and the Implications for Long‐Run Covariation of the G7 Stock Markets (RePEc:bla:germec:v:11:y:2010:i:4:p:527-544)
by Thomas Nitschka - Semi-Parametric Estimates of Taylor Rules for a Small, Open Economy – Evidence from Switzerland (RePEc:bla:germec:v:17:y:2016:i:4:p:478-490)
by Thomas Nitschka & Nikolay Markov - Is There a Too-Big-to-Fail Discount in Excess Returns on German Banks’ Stocks? (RePEc:bla:intfin:v:19:y:2016:i:3:p:292-310)
by Thomas Nitschka - Covered bonds, loan growth and bank funding: The Swiss experience since 1932 (RePEc:bla:intfin:v:24:y:2021:i:1:p:77-94)
by Jonas Meuli & Thomas Nellen & Thomas Nitschka - Carry trade and forward premium puzzle from the perspective of a safe‐haven currency (RePEc:bla:reviec:v:28:y:2020:i:2:p:376-394)
by David R. Haab & Thomas Nitschka - International Evidence for Return Predictability and the Implications for Long-Run Covariation of the G7 Stock Markets (RePEc:bpj:germec:v:11:y:2010:i:4:p:527-544)
by Nitschka Thomas - Semi-Parametric Estimates of Taylor Rules for a Small, Open Economy – Evidence from Switzerland (RePEc:bpj:germec:v:17:y:2016:i:4:p:478-490)
by Nitschka Thomas & Markov Nikolay - Securitization of Mortgage Debt, Asset Prices and International Risk Sharing (RePEc:ces:ceswps:_2527)
by Mathias Hoffmann & Thomas Nitschka - Securitization of mortgage debt, domestic lending, and international risk sharing (RePEc:cje:issued:v:45:y:2012:i:2:p:493-508)
by Mathias Hoffmann & Thomas Nitschka - Foreign Currency Returns and Systematic Risks (RePEc:cup:jfinqa:v:50:y:2015:i:1-2:p:231-250_00)
by Atanasov, Victoria & Nitschka, Thomas - About the soundness of the US-cay indicator for predicting international banking crises (RePEc:eee:ecofin:v:22:y:2011:i:3:p:237-256)
by Nitschka, Thomas - Firm size, economic risks, and the cross-section of international stock returns (RePEc:eee:ecofin:v:39:y:2017:i:c:p:110-126)
by Atanasov, Victoria & Nitschka, Thomas - Securitization, collateral constraints and consumption risk sharing in the euro area (RePEc:eee:ecolet:v:106:y:2010:i:3:p:197-199)
by Nitschka, Thomas - Shock and awe? Bond yield responses to domestic monetary policy in a small-open economy (RePEc:eee:ecolet:v:231:y:2023:i:c:s0165176523003336)
by Nitschka, Thomas & Ramelet, Marc-Antoine - On financial risk and the safe haven characteristics of Swiss franc exchange rates (RePEc:eee:empfin:v:32:y:2015:i:c:p:153-164)
by Grisse, Christian & Nitschka, Thomas - Developed markets’ business cycle dynamics and time-variation in emerging markets’ asset returns (RePEc:eee:jbfina:v:42:y:2014:i:c:p:76-82)
by Nitschka, Thomas - Stock market evidence on the international transmission channels of US monetary policy surprises (RePEc:eee:jimfin:v:136:y:2023:i:c:s0261560623000670)
by Maurer, Tim D. & Nitschka, Thomas - Cashflow news, the value premium and an asset pricing view on European stock market integration (RePEc:eee:jimfin:v:29:y:2010:i:7:p:1406-1423)
by Nitschka, Thomas - Currency excess returns and global downside market risk (RePEc:eee:jimfin:v:47:y:2014:i:c:p:268-285)
by Atanasov, Victoria & Nitschka, Thomas - Bond market evidence of time variation in exposures to global risk factors and the role of US monetary policy (RePEc:eee:jimfin:v:83:y:2018:i:c:p:44-54)
by Nitschka, Thomas - The impact of (global) business cycle risk on the German and British stock markets: Evidence from the first age of globalization (RePEc:eee:revfin:v:22:y:2013:i:3:p:118-124)
by Nitschka, Thomas - Idiosyncratic consumption risk and predictability of the carry trade premium: Euro-Area evidence (RePEc:kap:fmktpm:v:24:y:2010:i:1:p:49-65)
by Thomas Nitschka - China’s anti-corruption campaign and stock returns of luxury goods firms (RePEc:kap:fmktpm:v:36:y:2022:i:2:d:10.1007_s11408-021-00396-2)
by Thomas Nitschka - Exchange Rate Returns and External Adjustment: Evidence from Switzerland (RePEc:kap:openec:v:27:y:2016:i:2:d:10.1007_s11079-015-9376-6)
by Christian Grisse & Thomas Nitschka - The U.S. consumption-wealth ratio and foreign stock markets: International evidence for return predictability (RePEc:mmf:mmfc05:22)
by Thomas Nitschka - What News Drive Variation in Swiss and US Bond and Stock Excess Returns? (RePEc:ses:arsjes:2014-ii-2)
by Thomas Nitschka - Momentum in stock market returns: Implications for risk premia on foreign currencies (RePEc:snb:snbwpa:2010-11)
by Dr. Thomas Nitschka - Foreign currency returns and systematic risks (RePEc:snb:snbwpa:2011-03)
by Victoria Galsband & Dr. Thomas Nitschka - Banking sectors' international interconnectedness: Implications for consumption risk sharing in Europe (RePEc:snb:snbwpa:2012-04)
by Dr. Thomas Nitschka - Global and country-specific business cycle risk in time-varying excess returns on asset markets (RePEc:snb:snbwpa:2012-10)
by Dr. Thomas Nitschka - On financial risk and the safe haven characteristics of Swiss franc exchange rates (RePEc:snb:snbwpa:2013-04)
by Dr. Christian Grisse & Dr. Thomas Nitschka - Currency excess returns and global downside market risk (RePEc:snb:snbwpa:2013-07)
by Victoria Galsband & Dr. Thomas Nitschka - Estimating Taylor Rules for Switzerland: Evidence from 2000 to 2012 (RePEc:snb:snbwpa:2013-08)
by Nikolay Markov & Dr. Thomas Nitschka - The Good? The Bad? The Ugly? Which news drive (co)variation in Swiss and US bond and stock excess returns? (RePEc:snb:snbwpa:2014-01)
by Dr. Thomas Nitschka - Exchange rate returns and external adjustment: evidence from Switzerland (RePEc:snb:snbwpa:2014-12)
by Dr. Christian Grisse & Dr. Thomas Nitschka - Have investors been looking for exposure to specific countries since the global financial crisis? - Insights from the Swiss franc bond market (RePEc:snb:snbwpa:2014-13)
by Dr. Thomas Nitschka - Is there a too-big-to-fail discount in excess returns on German banks' stocks? (RePEc:snb:snbwpa:2015-08)
by Dr. Thomas Nitschka - Securitisation, loan growth and bank funding: the Swiss experience since 1932 (RePEc:snb:snbwpa:2016-18)
by Jonas Meuli & Dr. Thomas Nellen & Dr. Thomas Nitschka - Predicting returns on asset markets of a small, open economy and the influence of global risks (RePEc:snb:snbwpa:2017-14)
by David Haab & Dr. Thomas Nitschka - Did China's anti-corruption campaign affect the risk premium on stocks of global luxury goods firms? (RePEc:snb:snbwpa:2018-09)
by Dr. Thomas Nitschka - Carry trade and forward premium puzzle from the perspective of a safe-haven currency (RePEc:snb:snbwpa:2018-17)
by Dr. Thomas Nitschka & David Haab - Stock market evidence on the international transmission channels of US monetary policy surprises (RePEc:snb:snbwpa:2020-10)
by Tim D. Maurer & Dr. Thomas Nitschka - Habits die hard: implications for bond and stock markets internationally (RePEc:snb:snbwpa:2021-08)
by Dr. Thomas Nitschka & Shajivan Satkurunathan - Responses of Swiss bond yields and stock prices to ECB policy surprises (RePEc:snb:snbwpa:2022-08)
by Dr. Thomas Nitschka & Diego M. Hager - What Goliaths and Davids among Swiss firms tell us about expected returns on Swiss asset markets (RePEc:spr:sjecst:v:155:y:2019:i:1:d:10.1186_s41937-019-0045-3)
by David R. Haab & Thomas Nitschka - Responses of Swiss interest rates and stock prices to ECB policy surprises (RePEc:spr:sjecst:v:159:y:2023:i:1:d:10.1186_s41937-023-00117-8)
by Diego M. Hager & Thomas Nitschka - Central bank reserves and bank lending spreads (RePEc:taf:apeclt:v:28:y:2021:i:15:p:1301-1305)
by Lucas Marc Fuhrer & Thomas Nitschka & Dan Wunderli - Unknown item RePEc:taf:apfiec:v:23:y:2013:i:7:p:551-560 (article)
- The Size Effect in Value and Momentum Factors: Implications for the Cross-section of International Stock Returns (RePEc:tin:wpaper:20130180)
by Victoria Atanasov & Thomas Nitschka - Risk premia on Swiss government bonds and sectoral stock indexes during international crises: (RePEc:usg:auswrt:2016:67:02:51-67)
by Thomas Nitschka - Securitization of mortgage debt, domestic lending, and international risk sharing (RePEc:wly:canjec:v:45:y:2012:i:2:p:493-508)
by Mathias Hoffmann & Thomas Nitschka - The impact of (global) business cycle risk on the German and British stock markets: Evidence from the first age of globalization (RePEc:wly:revfec:v:22:y:2013:i:3:p:118-124)
by Thomas Nitschka - The U.S. consumption-wealth ratio and foreign stock markets: International evidence for return predictability (RePEc:zbw:sfb475:200611)
by Nitschka, Thomas - Does sensitivity to cashflow news explain the value premium on European stock markets? (RePEc:zbw:sfb475:200612)
by Nitschka, Thomas - Banking sectors' international interconnectedness: Implications for consumption risk sharing in Europe (RePEc:zbw:vfsc11:48684)
by Nitschka, Thomas - Habits die hard: implications for bond and stock markets internationally (RePEc:zbw:vfsc21:242358)
by Nitschka, Thomas & Satkurunathan, Shajivan - The Impact of COVID-19 and other Crises on the Responses of Swiss Bond Yields and Stock Prices to ECB Policy Surprises (RePEc:zbw:vfsc22:264018)
by Hager, Diego & Nitschka, Thomas - The Consumption - Real Exchange Rate Anomaly: an Asset Pricing Perspective (RePEc:zur:iewwpx:331)
by Mathias Hoffmann & Thomas Nitschka - International evidence for return predictability and the implications for long-run covariation of the G7 stock markets (RePEc:zur:iewwpx:338)
by Thomas Nitschka - Cashflow news, the value premium and an asset pricing view on European stock market integration (RePEc:zur:iewwpx:339)
by Thomas Nitschka - Consumption growth, uncovered equity parity and the cross-section of returns on foreign currencies (RePEc:zur:iewwpx:340)
by Thomas Nitschka - Securitization of Mortgage Debt, Asset Prices and International Risk Sharing (RePEc:zur:iewwpx:376)
by Mathias Hoffmann & Thomas Nitschka - The Risk Premium on the Euro Area Market Portfolio: The Role of Real Estate (RePEc:zur:iewwpx:385)
by Thomas Nitschka - Momentum in stock market returns, risk premia on foreign currencies and international financial integration (RePEc:zur:iewwpx:405)
by Thomas Nitschka