Thomas Nitschka - Central Bank Research Hub

Papers by year: All | 2016 | 2015 | 2014 | 2013 | 2012 | 2011 | 2010

Title Other author(s)

Securitisation, loan growth and bank funding: the Swiss experience since 1932

Swiss National Bank Working Papers [View] (Paper: 2016-18, 23.12.2016)

JEL: E43, E44, E51, G12, G21, G23, N24

Is there a too-big-to-fail discount in excess returns on German banks' stocks?

Swiss National Bank Working Papers [View] (Paper: 2015-08, 06.07.2015)

JEL: G10, G21

Have investors been looking for exposure to specific countries since the global financial crisis? - Insights from the Swiss franc bond market

Swiss National Bank Working Papers [View] (Paper: 2014-13, 12.12.2014)

JEL: G10, G12, G15

Exchange rate returns and external adjustment: evidence from Switzerland

Swiss National Bank Working Papers [View] (Paper: 2014-12, 12.12.2014)

JEL: F31, F32, F37, G15

The Good? The Bad? The Ugly? Which news drive (co)variation in Swiss and US bond and stock excess returns?

Swiss National Bank Working Papers [View] (Paper: 2014-01, 30.01.2014)

Estimating Taylor Rules for Switerland: Evidence from 2000 to 2012

Swiss National Bank Working Papers [View] (Paper: 2013-08, 16.10.2013)

Currency excess returns and global downside market risk

Swiss National Bank Working Papers [View] (Paper: 2013-07, 15.07.2013)

On financial risk and the safe haven characteristics of Swiss franc exchange rates

Swiss National Bank Working Papers [View] (Paper: 2013-04, 18.04.2013)

JEL: E32, F44, G15

Global and country-specific business cycle risk in time-varying excess returns on asset markets

Swiss National Bank Working Papers [View] (Paper: 2012-10, 22.10.2012)

Banking sector's international interconnectedness: Implications for consumption risk sharing in Europe

Swiss National Bank Working Papers [View] (Paper: 2012-04, 27.04.2012)

JEL: E2, F15, G15

Foreign currency returns and systematic risks

Swiss National Bank Working Papers [View] (Paper: 2011-03, 21.03.2011)

Momentum in stock market returns: Implications for risk premia on foreign currencies

Swiss National Bank Working Papers [View] (Paper: 2010-11, 15.07.2010)

JEL: F31, F37, G15

Papers by year: All | 2016 | 2015 | 2014 | 2013 | 2012 | 2011 | 2010