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Global and country-specific business cycle risk in time-vaying excess returns on asset markets
Nitschka, Thomas - 2012
Persistent link: https://www.econbiz.de/10009674033
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The risk premium on the euro area market portfolio : the role of real estate
Nitschka, Thomas - 2008
Persistent link: https://www.econbiz.de/10003804191
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Idiosyncratic consumption risk and predictability of the carry trade premium : euro area evidence
Nitschka, Thomas - 2008
Persistent link: https://www.econbiz.de/10003804206
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The impact of (global) business cycle risk on the German and British stock markets : evidence from the first age of globalization
Nitschka, Thomas - In: Review of financial economics : RFE 22 (2013) 3, pp. 118-124
Persistent link: https://www.econbiz.de/10010221364
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China's anti-corruption campaign and stock returns of luxury goods firms
Nitschka, Thomas - In: Financial markets and portfolio management 36 (2022) 2, pp. 159-177
Persistent link: https://www.econbiz.de/10013263535
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Risk premia on Swiss government bonds and sectoral stock indexes during international crises
Nitschka, Thomas - In: Aussenwirtschaft : schweizerische Zeitschrift für … 67 (2016) 2, pp. 51-67
Persistent link: https://www.econbiz.de/10011603230
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Bond market evidence of time variation in exposures to global risk factors and the role of US monetary policy
Nitschka, Thomas - In: Journal of international money and finance 83 (2018), pp. 44-54
Persistent link: https://www.econbiz.de/10012000302
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Did China's anti-corruption campaign affect the risk premium on stocks of global luxury goods firms?
Nitschka, Thomas - 2018 - This draft: 2 July 2018
Persistent link: https://www.econbiz.de/10011912700
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Is there a too-big-to-fail discount in excess returns on German banks' stocks?
Nitschka, Thomas - In: International finance 19 (2016) 3, pp. 292-310
Persistent link: https://www.econbiz.de/10011713921
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An asset pricing view on international financial integration
Nitschka, Thomas - 2007
Persistent link: https://www.econbiz.de/10004892463