Thomas Nitschka - Central Bank Research Hub

Papers by year: All | 2012 | 2011 | 2010

Title Other author(s)

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 | 2012 | 2011 | 2010