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Idiosyncratic consumption risk and predictability of the carry trade premium : Euro-Area evidence

Nitschka, Thomas - In: Financial markets and portfolio management 24 (2010) 1, pp. 49-65

Persistent link: https://www.econbiz.de/10003963624

Idiosyncratic consumption risk and predictability of the carry trade premium : euro area evidence

Nitschka, Thomas - 2008

Persistent link: https://www.econbiz.de/10003804206

Currency excess returns and global downside market risk

Galsband, Victoria; Nitschka, Thomas - 2013 - This version: 14 May 2013

Persistent link: https://www.econbiz.de/10009778310

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

Grisse, Christian; Nitschka, Thomas - 2013

Persistent link: https://www.econbiz.de/10009755792

Currency excess returns and global downside market risk

Atanasov, Victoria; Nitschka, Thomas - In: Journal of international money and finance 47 (2014), pp. 268-285

Persistent link: https://www.econbiz.de/10010464017

The consumption - real exchange rate anomaly : an asset pricing perspective

Hoffmann, Mathias; Nitschka, Thomas - 2007

Persistent link: https://www.econbiz.de/10003597928

Carry trade and forward premium puzzle from the perspective of a safe-haven currency

Haab, David R.; Nitschka, Thomas - 2018

Persistent link: https://www.econbiz.de/10011948343

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

Grisse, Christian; Nitschka, Thomas - In: Journal of empirical finance 32 (2015), pp. 153-164

Persistent link: https://www.econbiz.de/10011556812

Currency Excess Returns and Global Downside Market Risk

Atanasov, Victoria - 2014

We assess cross-sectional differences in 23 bilateral, conditional currency excess returns in an empirical model that distinguishes between US-specific and global risks, conditional on US bull (upside) or bear (downside) markets. Our results suggest that global downside risk is not only...

Persistent link: https://www.econbiz.de/10013065987