| . |
Nitschka, Thomas's
Scholarly Papers
Click on the title of any column to sort the table by that
column. |
|
|
| |
|
|
Aggregate Statistics |
|
Total
Downloads
1,387 |
Total
Citations
6 |
|
|
|
|
|
1.
|
|
Securitization of Mortgage Debt, Asset Prices and International Risk Sharing
|
Show Abstracts |
Hide Abstracts |
Versions (2)
|
hide multiple versions |
Export Bibliographic Info |
|
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.
|
|
The Risk Premium on the Euro Area Market Portfolio: The Role of Real Estate
|
Show Abstracts |
Hide Abstracts |
Versions (2)
|
hide multiple versions |
Export Bibliographic Info |
|
Nitschka, Thomas
Swiss National Bank
|
|
Posted:
|
|
19 Feb 08
|
|
Last Revised:
|
|
15 May 09
|
|
226
(65,966)
|
1
|
|
|
|
|
Nitschka, Thomas
Swiss National Bank
|
|
76
|
1
|
|
| |
|
| |
CAPM, market risk premium, real estate return, return predictability, foreign currency returns
|
|
|
|
|
|
|
Nitschka, Thomas
Swiss National Bank
|
|
150
|
1
|
|
| |
|
| |
CAPM, market risk premium, real estate return, return predictability
|
|
|
|
|
|
3.
|
|
|
Nitschka, Thomas
Swiss National Bank
|
|
171
(86,938)
|
|
|
| |
|
| |
Currency returns, financial integration, momentum, risk premia, UIP
|
|
|
4.
|
|
|
Nitschka, Thomas
Swiss National Bank
|
|
120
(118,052)
|
|
|
| |
|
| |
cashflow beta, discount rate beta, CAPM, value premium
|
|
|
5.
|
|
|
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
|
|
|
6.
|
|
Idiosyncratic Consumption Risk and Predictability of the Carry Trade Premium: Euro Area Evidence
|
Show Abstracts |
Hide Abstracts |
Versions (2)
|
hide multiple versions |
Export Bibliographic Info |
|
Nitschka, Thomas
Swiss National Bank
|
|
Posted:
|
|
02 Sep 08
|
|
Last Revised:
|
|
21 Jun 10
|
|
94
(140,994)
|
1
|
|
|
|
|
Nitschka, Thomas
Swiss National Bank
|
|
0
|
|
|
| |
|
| |
Consumption risk sharing, Foreign currency returns, Return predictability, Uncovered interest rate parity
|
|
|
|
|
|
|
Nitschka, Thomas
Swiss National Bank
|
|
94
|
1
|
|
| |
|
| |
Consumption risk sharing, foreign currency returns, return predictability, UIP
|
|
|
|
|
|
7.
|
|
|
Nitschka, Thomas
Swiss National Bank
|
|
77
(160,046)
|
3
|
|
| |
|
| |
U.S. consumption-wealth ratio, stock market comovement, stock return predictability
|
|
|
8.
|
|
|
Nitschka, Thomas
Swiss National Bank
|
|
71
(167,944)
|
1
|
|
| |
|
| |
Consumption-based CAPM, foreign currency return, uncovered equity parity
|
|
|
9.
|
|
|
Nitschka, Thomas
Swiss National Bank Galsband, Victoria
University of Zurich - Institute for Empirical Research in Economics
|
|
19
(278,725)
|
|
|
| |
|
| |
CAPM, downside risk, exchange rate, forward premium puzzle, uncovered interest rate parity, upside risk
|
|
|
10.
|
|
|
Hoffmann, Matthias
affiliation not provided to SSRN Nitschka, Thomas
Swiss National Bank
|
|
0
(349,213)
|
|
|
| |
|
| |
|
|
