.
Hoffmann, Mathias's
Scholarly Papers
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Aggregate Statistics
Total Downloads
2,309
Total
Citations
69
1.
Securitization of Mortgage Debt, Asset Prices and International Risk Sharing
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Hoffmann, Mathias University of Zurich - Department of Economics Library
Nitschka, Thomas Swiss National Bank
Posted:
14 Jul 08
Last Revised:
08 May 13
490
(26,152)
Hoffmann, Mathias University of Zurich - Department of Economics Library
Nitschka, Thomas Swiss National Bank
208
financial globalization, international risk sharing, home bias, securitization, mortgage markets, asset prices, international business cycles
Hoffmann, Mathias University of Zurich - Department of Economics Library
Nitschka, Thomas Swiss National Bank
Posted:
14 Jul 08
Last Revised:
22 Mar 09
282
Financial globalization, international risk sharing, home bias, securitization, mortgage markets, asset prices, international business cycles
2.
Hoffmann, Mathias University of Zurich - Department of Economics Library
MacDonald, Ronald University of Strathclyde in Glasgow - Department of Economics
403
(33,727)
3
Real Exchange Rates, Real Interest Rates, Cointegration
3.
Artis, Michael J. University of Manchester - Institute for Political & Economic Governance (IPEG)
Clavel, José G. University of Murcia
Hoffmann, Mathias University of Zurich - Department of Economics Library
Nachane, Dilip Madhukar Indira Gandhi Institute of Development Research (IGIDR)
203
(74,048)
mixed spectrum, autoregressive methods, eigenvalue methods, dynamic harmonic regression, data snooping: multiple forecast comparisons
4.
Financial Globalization, International Business Cycles and Consumption Risk Sharing
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Artis, Michael J. University of Manchester - Institute for Political & Economic Governance (IPEG)
Hoffmann, Mathias University of Zurich - Department of Economics Library
Posted:
28 Dec 04
Last Revised:
22 Dec 08
132
(109,236)
19
Artis, Michael J. University of Manchester - Institute for Political & Economic Governance (IPEG)
Hoffmann, Mathias University of Zurich - Department of Economics Library
2
10
Consumption risk sharing, international business cycles, great moderation, financial integration and capital flows, home bias
Artis, Michael J. University of Manchester - Institute for Political & Economic Governance (IPEG)
Hoffmann, Mathias University of Zurich - Department of Economics Library
90
10
Consumption Risk Sharing, International Business Cycles, Great Moderation, Financial Integration and Capital Flows, Home Bias
Artis, Michael J. University of Manchester - Institute for Political & Economic Governance (IPEG)
Hoffmann, Mathias University of Zurich - Department of Economics Library
40
19
Consumption risk sharing, capital flows, home bias, international and regional business cycles
5.
Becker, Sascha O. University of Warwick
Hoffmann, Mathias University of Zurich - Department of Economics Library
125
(114,196)
20
consumption risk sharing, home bias, international business cycles, panel vector
6.
Nitschka, Thomas Swiss National Bank
Hoffmann, Mathias University of Zurich - Department of Economics Library
119
(118,818)
Uncovered interest rate parity, consumption CAPM, international financial integration, consumption risk sharing
7.
Hoffmann, Mathias University of Zurich - Department of Economics Library
113
(123,719)
Consumption Risk Sharing, International and regional business cycles, Capital flows, Home Bias, Non-stationary panel data
8.
Hamburg, Britta Deutsche Bundesbank - Economic Research Centre
Hoffmann, Mathias University of Zurich - Department of Economics Library
Keller, Joachim Deutsche Bundesbank - Economic Research Centre
111
(125,418)
9
wealth effect on consumption, business cycles, monetary policy transmission, financial systems, asset price predictability, permanent income hypothesis
9.
The Home Bias and Capital Income Flows Between Countries and Regions
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Artis, Michael J. University of Manchester - Institute for Political & Economic Governance (IPEG)
Hoffmann, Mathias University of Zurich - Department of Economics Library
Posted:
04 Aug 06
Last Revised:
25 Oct 11
103
(132,436)
8
Artis, Michael J. University of Manchester - Institute for Political & Economic Governance (IPEG)
Hoffmann, Mathias University of Zurich - Department of Economics Library
Posted:
02 Apr 07
Last Revised:
25 Oct 11
76
8
Consumption Risk Sharing, International and regional business cycles, Capital flows, Home Bias, Non-stationary panel data
Artis, Michael J. University of Manchester - Institute for Political & Economic Governance (IPEG)
Hoffmann, Mathias University of Zurich - Department of Economics Library
27
8
Consumption risk sharing, international and regional business cycles, home bias, non-stationary panel data
10.
Hoffmann, Mathias University of Zurich - Department of Economics Library
Shcherbakova, Iryna University of Zurich - Department of Economics Library
93
(142,021)
4
Interstate risk sharing, regional business cycle, proprietary income, small businesses, state banking deregulation
11.
Hoffmann, Mathias University of Zurich - Department of Economics Library
86
(149,436)
3
non-insurable background risk, entrepreneurial income, equity risk premium, long-horizon predictability
12.
Hoffmann, Mathias University of Zurich - Department of Economics Library
MacDonald, Ronald University of Strathclyde in Glasgow - Department of Economics
78
(158,757)
1
Real Exchange Rates, Real Interest Rates, Present Value Model
13.
Hoffmann, Mathias University of Zurich - Department of Economics Library
73
(165,228)
China, Current Account, Present-Value Models, External Adjustment, Global Imbalances, Savings Glut, Precautionary Saving
14.
Galsband, Victoria University of Zurich - Institute for Empirical Research in Economics
Hoffmann, Mathias University of Zurich - Department of Economics Library
70
(169,323)
consumption CAPM, idiosyncratic risk, consumption dispersion
15.
Becker, Sascha O. University of Warwick
Hoffmann, Mathias University of Zurich - Department of Economics Library
48
(204,113)
consumption risk sharing, regional home bias, survey of household income and wealth, labor income risk, portfolio choice, stock market participation
16.
Hoffmann, Mathias University of Zurich - Department of Economics Library
Liao, Wei Hong Kong Monetary Authority - Hong Kong Institute for Monetary Research (HKIMR)
19
(278,725)
international business cycles, country-level growth expectations, return predictability, news shocks, decoupling, emerging markets, global imbalances
17.
Hoffmann, Mathias University of Zurich - Department of Economics Library
18
(282,219)
consumption risk sharing, international and regional business cycles, Asian financial crisis, financial globalization, emerging markets
18.
Artis, Michael J. University of Manchester - Institute for Political & Economic Governance (IPEG)
Hoffmann, Mathias University of Zurich - Department of Economics Library
10
(310,344)
2
Capital flows, Consumption Risk Sharing, EMU, Financial integration, Home Bias
19.
Hoffmann, Mathias University of Zurich - Department of Economics Library
Okubo, Toshihiro University of Geneva - Graduate Institute of International Studies (HEI)
8
(316,682)
financial development, financial integration, Japan, Great Recession, Lost Decade, banking integration, regional business cycles, transmission of financial shocks, misallocation of credit, trade credit, export finance, silk industry
20.
Artis, Michael J. University of Manchester - Institute for Political & Economic Governance (IPEG)
Clavel, José G. University of Murcia
Hoffmann, Mathias University of Zurich - Department of Economics Library
Nachane, Dilip Madhukar Indira Gandhi Institute of Development Research (IGIDR)
4
(328,029)
autoregressive methods, data snooping, dynamic harmonic regression, eigenvalue methods, mixed spectrum, multiple forecast comparisons
21.
Hoffmann, Mathias University of Zurich - Department of Economics Library
Holtemöller, Oliver Halle Institute for Economic Research
2
(335,836)
22.
Hoffmann, Mathias University of Zurich - Department of Economics Library
Søndergaard, Jens affiliation not provided to SSRN
Westelius, Niklas Johan CUNY Hunter College - Department of Economics
1
(343,238)