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Securitization, collateral constraints and consumption risk sharing in the euro area
Nitschka, Thomas - In: Economics letters 106 (2010) 3, pp. 197-199
Persistent link: https://www.econbiz.de/10003952073
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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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Developed markets' business cycle dynamics and time-variation in emerging markets' asset returns
Nitschka, Thomas - In: Journal of banking & finance 42 (2014), pp. 76-82
Persistent link: https://www.econbiz.de/10010408423
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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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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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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
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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
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Securitization of mortgage debt, asset prices and international risk sharing
Hoffmann, Mathias; Nitschka, Thomas - 2008 - Dec. 2008
Persistent link: https://www.econbiz.de/10003804136
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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
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Securitisation, loan growth and bank funding : the Swiss experience since 1932
Meuli, Jonas; Nellen, Thomas; Nitschka, Thomas - 2016
Persistent link: https://www.econbiz.de/10011586827