Narrow search
Showing 1 - 10 of 12
Cover Image
Securitization of mortgage debt, domestic lending, and international risk sharing
Hoffmann, Mathias; Nitschka, Thomas - In: The Canadian journal of economics 45 (2012) 2, pp. 493-508
Persistent link: https://www.econbiz.de/10009572456
Cover Image
Securitization of mortgage debt, asset prices and international risk sharing
Hoffmann, Mathias; Nitschka, Thomas - 2008 - Dec. 2008
Persistent link: https://www.econbiz.de/10003804136
Cover Image
Securitization of mortgage debt, asset prices and international risk sharing
Hoffmann, Mathias; Nitschka, Thomas - 2009
We explore the impact of mortgage securitization on the international diversification of macroeconomic risk. By making mortgage-related risks internationally tradeable, securitization contributes considerably to better international consumption risk sharing: we find that countries with the most...
Persistent link: https://www.econbiz.de/10003806732
Cover Image
The consumption - real exchange rate anomaly : an asset pricing perspective
Hoffmann, Mathias; Nitschka, Thomas - 2007
Persistent link: https://www.econbiz.de/10003597928
Cover Image
Securitization of Mortgage Debt, Asset Prices and International Risk Sharing
Hoffmann, Mathias - 2009
We explore the impact of mortgage securitization on the international diversification of macroeconomic risk. By making mortgage-related risks internationally tradeable, securitization contributes considerably to better international consumption risk sharing: we find that countries with the most...
Persistent link: https://www.econbiz.de/10012720499
Cover Image
Securitization of Mortgage Debt, Asset Prices and International Risk Sharing
Hoffmann, Mathias - 2013
We explore the impact of mortgage securitization on the international diversification of macroeconomic risk. By making mortgage-related risks internationally tradeable, securitization contributes considerably to better international consumption risk sharing: we find that countries with the most...
Persistent link: https://www.econbiz.de/10012753242
Cover Image
Securitization of mortgage debt, asset prices and international risk sharing
Hoffmann, Mathias; Nitschka, Thomas - 2009
We explore the impact of mortgage securitization on the international diversification of macroeconomic risk. By making mortgage-related risks internationally tradeable, securitization contributes considerably to better international consumption risk sharing: we find that countries with the most...
Persistent link: https://www.econbiz.de/10010264540
Cover Image
Securitization of Mortgage Debt, Asset Prices and International Risk Sharing
Hoffmann, Mathias; Nitschka, Thomas - CESifo - 2009
We explore the impact of mortgage securitization on the international diversification of macroeconomic risk. By making mortgage-related risks internationally tradeable, securitization contributes considerably to better international consumption risk sharing: we find that countries with the most...
Persistent link: https://www.econbiz.de/10005406369
Cover Image
Securitization of Mortgage Debt, Asset Prices and International Risk Sharing
Hoffmann, Mathias; Nitschka, Thomas - Institut für Volkswirtschaftslehre, … - 2008
We explore the impact of mortgage securitization on the international diversification of macroeconomic risk. By making mortgage-related risks internationally tradeable, securitization contributes considerably to better international consumption risk sharing: we find that countries with the most...
Persistent link: https://www.econbiz.de/10005627804
Cover Image
The Consumption - Real Exchange Rate Anomaly: an Asset Pricing Perspective
Hoffmann, Mathias; Nitschka, Thomas - Institut für Volkswirtschaftslehre, … - 2007
Idiosyncratic consumption risk explains more than 60 percent of the cross-sectional variation in quarterly exchange rate changes and currency returns. Our results are obtained from data of 13 industrialized countries and are based on an international version of the consumption capital asset...
Persistent link: https://www.econbiz.de/10005627875