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What Goliaths and Davids among Swiss firms tell us about expected returns on Swiss asset markets

Haab, David R.; Nitschka, Thomas - In: Swiss journal of economics and statistics 155 (2019) 16, pp. 1-17

aggregate stock market ("Goliath vs David" (GVD)) for Swiss stock market returns and bond market returns. Previous research … the Swiss version of GVD exhibits predictive power for Swiss stock and bond market returns even in the presence of global … predictors. However, Swiss bond market returns are best predicted by the US term spread. …

Persistent link: https://www.econbiz.de/10012137996

Responses of Swiss interest rates and stock prices to ECB policy surprises

Hager, Diego M.; Nitschka, Thomas - In: Swiss journal of economics and statistics 159 (2023) 1, pp. 1-14

We employ local projections to analyse the responses of Swiss asset prices to scheduled policy decisions of the European Central Bank (ECB) as a case study of ECB policy spillovers to European countries outside the euro area. Focusing on ECB policy shocks that are related to different policy...

Persistent link: https://www.econbiz.de/10014506535

Krieg und Finanzmarkt : Eine ökonomische Analyse der Bedrohungslage der Schweiz im 2. Weltkrieg

Kucher, Marcel - In: Swiss journal of economics and statistics 134 (1998) 4, pp. 471-497

Persistent link: https://www.econbiz.de/10001253935

Risk factors for the Swiss stock market

Ammann, Manuel; Steiner, Michael - In: Swiss journal of economics and statistics 144 (2008) 1, pp. 1-35

Persistent link: https://www.econbiz.de/10003671500

Conditional asset pricing in emerging stock markets

Drobetz, Wolfgang; Stürmer, Susanne; Zimmermann, Heinz - In: Swiss journal of economics and statistics 138 (2002) 4, pp. 507-526

Persistent link: https://www.econbiz.de/10001721030

Dynamik der Fristenstruktur der impliziten Volatilitäten

Kraus, Thomas - In: Swiss journal of economics and statistics 135 (1999) 2, pp. 127-143

Persistent link: https://www.econbiz.de/10001402404

What news drive variation in Swiss and US bond and stock excess returns?

Nitschka, Thomas - In: Swiss journal of economics and statistics 150 (2014) 2, pp. 89-118

Based on a vector autoregressive model (VAR), this paper shows that time variation in monthly excess returns on Swiss government bonds and stocks is predominantly driven by news of inflation and dividends, respectively. This finding is in marked contrast to US evidence which points to a more...

Persistent link: https://www.econbiz.de/10010408277

Structural breaks and the normality of stock returns

Bahng, Joshua Seungwook - In: Swiss journal of economics and statistics 140 (2004) 2, pp. 207-227

Persistent link: https://www.econbiz.de/10002086599

Are practitioners right? : On the relative importance of industrial factors in international stock returns

Isakov, Dušan; Sonney, Frédéric - In: Swiss journal of economics and statistics 140 (2004) 3, pp. 355-379

Persistent link: https://www.econbiz.de/10002383566

Asymmetrische Information, Aktienrenditen und Handelsvolumen

Denzler, Matthias - In: Swiss journal of economics and statistics 127 (1991) 4, pp. 701-722

Persistent link: https://www.econbiz.de/10001116300