Thomas Nitschka : Citation Profile

Are you Thomas Nitschka?

Schweizerische Nationalbank (SNB)

6

H index

3

i10 index

111

Citations

RESEARCH PRODUCTION:

19

Articles

29

Papers

RESEARCH ACTIVITY:

   13 years (2005 - 2018). See details.
   Cites by year: 8
   Journals where Thomas Nitschka has often published
   Relations with other researchers
   Recent citing documents: 52.    Total self citations: 25 (18.38 %)

MORE DETAILS IN:
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   Permalink: http://citec.repec.org/pni214
   Updated: 2019-10-15    RAS profile: 2018-06-18    
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Relations with other researchers

Works with:

Grisse, Christian (4)

Authors registered in RePEc who have co-authored more than one work in the last five years with Thomas Nitschka.

Is cited by:

Yesin, Pinar (5)

Byrne, Joseph (5)

Sakemoto, Ryuta (5)

Demirer, Riza (4)

Bénétrix, Agustín (4)

GUPTA, RANGAN (4)

Tille, Cédric (3)

LO PRETE, Anna (3)

Narayan, Seema (2)

Towbin, Pascal (2)

Feld, Lars (2)

Cites to:

Campbell, John (74)

Hoffmann, Mathias (25)

Lustig, Hanno (25)

Verdelhan, Adrien (22)

French, Kenneth (19)

Fama, Eugene (18)

Shiller, Robert (17)

Lettau, Martin (17)

Cochrane, John (16)

Harvey, Campbell (15)

West, Kenneth (15)

Main data

Where Thomas Nitschka has published?

Journals with more than one article published# docs
Journal of International Money and Finance3
German Economic Review2
The North American Journal of Economics and Finance2

Working Papers Series with more than one paper published# docs
Working Papers / Swiss National Bank15
Technical Reports / Technische Universität Dortmund, Sonderforschungsbereich 475: Komplexitätsreduktion in multivariaten Datenstrukturen2

Recent works citing Thomas Nitschka (2018 and 2017)

YearTitle of citing document
2018The effects of business cycle indicators on stock market indices of food industry in Iran. (2018). Mohammadi, Hassan ; Shabanian, F ; Shahnoushi, N ; Abolhasani, L. In: 2018 Conference, July 28-August 2, 2018, Vancouver, British Columbia. RePEc:ags:iaae18:277425.

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2017Time series momentum and contrarian effects in the Chinese stock market. (2017). Zhou, Wei-Xing ; Shi, Huai-Long . In: Papers. RePEc:arx:papers:1702.07374.

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2017Wax and wane of the cross-sectional momentum and contrarian effects: Evidence from the Chinese stock markets. (2017). , . In: Papers. RePEc:arx:papers:1707.05552.

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2017Understanding Monetary Policy and its Effects: Evidence from Canadian Firms Using the Business Outlook Survey. (2017). Verstraete, Matthieu ; Suchanek, Lena. In: Staff Working Papers. RePEc:bca:bocawp:17-24.

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2017The discontinuation of the EUR/CHF minimum exchange rate in January 2015: was it expected?. (2017). Moessner, Richhild ; Funke, Michael ; Loermann, Julius . In: BIS Working Papers. RePEc:bis:biswps:652.

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2018FACTOR MODELS AND TIME†VARYING PARAMETER FRAMEWORK FOR FORECASTING EXCHANGE RATES AND INFLATION: A SURVEY. (2018). Mokhtari, Manouchehr ; Kavtaradze, Lasha. In: Journal of Economic Surveys. RePEc:bla:jecsur:v:32:y:2018:i:2:p:302-334.

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2018Swiss Franc from the Croatian Perspective. (2018). Bonjak, Mile . In: Journal of Central Banking Theory and Practice. RePEc:cbk:journl:v:7:y:2018:i:3:p:41-56.

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2018Directional predictability and time-varying spillovers between stock markets and economic cycles. (2018). Shahzad, Syed Jawad Hussain ; Bekiros, Stelios ; Ur, Mobeen ; Arreola-Hernandez, Jose ; Hussain, Syed Jawad. In: Economic Modelling. RePEc:eee:ecmode:v:69:y:2018:i:c:p:301-312.

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2018Do business cycles, investment-specific technology shocks matter for stock returns?. (2018). Prabheesh, KP ; Vidya, C T. In: Economic Modelling. RePEc:eee:ecmode:v:70:y:2018:i:c:p:511-524.

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2019Network-based asset allocation strategies. (2019). Lyócsa, Štefan ; Baumohl, Eduard ; Lyocsa, Tefan ; Vrost, Tomas. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:47:y:2019:i:c:p:516-536.

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2019The impacts of overseas market shocks on the CDS-option basis. (2019). Ryu, Doojin ; Kutan, Ali M ; Park, Yuen Jung. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:47:y:2019:i:c:p:622-636.

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2019Board structure, considerable capital, and stock price overreaction informativeness in terms of technical indicators. (2019). Chen, Yuhsin ; Huang, Paoyu ; Ni, Yensen. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:48:y:2019:i:c:p:514-528.

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2017Multivariate FX models with jumps: Triangles, Quantos and implied correlation. (2017). Rayée, Grégory ; Ballotta, Laura ; Rayee, Gregory ; Deelstra, Griselda. In: European Journal of Operational Research. RePEc:eee:ejores:v:260:y:2017:i:3:p:1181-1199.

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2018World output gap and global stock returns. (2018). Atanasov, Victoria . In: Journal of Empirical Finance. RePEc:eee:empfin:v:48:y:2018:i:c:p:181-197.

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2019Currency carry trades and the conditional factor model. (2019). Sakemoto, Ryuta. In: International Review of Financial Analysis. RePEc:eee:finana:v:63:y:2019:i:c:p:198-208.

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2018Safe-haven and hedge currencies for the US, UK, and Euro area stock markets: A copula-based approach. (2018). Tachibana, Minoru. In: Global Finance Journal. RePEc:eee:glofin:v:35:y:2018:i:c:p:82-96.

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2018Common information in carry trade risk factors. (2018). Sakemoto, Ryuta ; Byrne, Joseph ; Ibrahim, Boulis Maher. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:52:y:2018:i:c:p:37-47.

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2019The Brexit vote and currency markets. (2019). Urquhart, Andrew ; McGroarty, Frank ; Dao, Thong M. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:59:y:2019:i:c:p:153-164.

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2017Housing market stability, mortgage market structure, and monetary policy: Evidence from the euro area. (2017). Zhu, Bing ; Sebastian, Steffen ; Betzinger, Michael . In: Journal of Housing Economics. RePEc:eee:jhouse:v:37:y:2017:i:c:p:1-21.

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2017Dynamic information spillovers in intraregionally-focused spot and forward currency markets. (2017). Fawson, Chris ; Yang, Jiao-Hui ; Wang, XI. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:71:y:2017:i:c:p:78-110.

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2018The impact of ECB monetary policy surprises on the German stock market. (2018). Fausch, Jurg ; Sigonius, Markus. In: Journal of Macroeconomics. RePEc:eee:jmacro:v:55:y:2018:i:c:p:46-63.

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2019Exchange rates, oil prices and world stock returns. (2019). Sakaki, Hamid ; Mollick, Andre Varella. In: Resources Policy. RePEc:eee:jrpoli:v:61:y:2019:i:c:p:585-602.

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2019Diversification role of currency momentum for carry trade: Evidence from financial crises. (2019). Yamani, Ehab. In: Journal of Multinational Financial Management. RePEc:eee:mulfin:v:49:y:2019:i:c:p:1-19.

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2017Time series momentum and contrarian effects in the Chinese stock market. (2017). Shi, Huai-Long ; Zhou, Wei-Xing. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:483:y:2017:i:c:p:309-318.

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2017Wax and wane of the cross-sectional momentum and contrarian effects: Evidence from the Chinese stock markets. (2017). Shi, Huai-Long ; Zhou, Wei-Xing. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:486:y:2017:i:c:p:397-407.

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2018Volatility spillovers between foreign exchange and stock markets in industrialized countries. (2018). Sosvilla-Rivero, Simon ; Morales-Zumaquero, Amalia . In: The Quarterly Review of Economics and Finance. RePEc:eee:quaeco:v:70:y:2018:i:c:p:121-136.

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2018Testing output gap and economic uncertainty as an explicator of stock market returns. (2018). Ahmad, Wasim ; Sharma, Sumit Kumar. In: Research in International Business and Finance. RePEc:eee:riibaf:v:45:y:2018:i:c:p:293-306.

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2019Time-Variant Safe-Haven Currency Status and Determinants. (2019). Yuki, MASUJIMA . In: Discussion papers. RePEc:eti:dpaper:19048.

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2018Peas in a pod? Comparing the U.S. and Danish mortgage finance systems. (2018). Vickery, James ; Nielsen, Morten Bakmand ; Berg, Jesper. In: Economic Policy Review. RePEc:fip:fednep:00055.

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2018Peas in a pod? Comparing the U.S. and Danish mortgage finance systems. (2018). Vickery, James ; Nielsen, Morten Bakmand ; Berg, Jesper. In: Staff Reports. RePEc:fip:fednsr:848.

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2018Are There Any Volatility Spill-Over Effects among Cryptocurrencies and Widely Traded Asset Classes?. (2018). Trabelsi, Nader. In: Journal of Risk and Financial Management. RePEc:gam:jjrfmx:v:11:y:2018:i:4:p:66-:d:177661.

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2018The Impact of Sovereign Yield Curve Differentials on Value-at-Risk Forecasts for Foreign Exchange Rates. (2018). Fink, Holger ; Port, Henry ; Fuest, Andreas. In: Risks. RePEc:gam:jrisks:v:6:y:2018:i:3:p:84-:d:164655.

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2018Dynamic connectedness of global currencies: a conditional Granger-causality approach. (2018). Nguyen, Duc Khuong ; Martin, Franck ; Le, Tan. In: Working Papers. RePEc:hal:wpaper:hal-01806733.

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2019When complexity meets finance: A contribution to the study of the macroeconomic effects of complex financial systems. (2019). Russo, Alberto ; Caverzasi, Eugenio ; Botta, Alberto. In: Working Papers. RePEc:pke:wpaper:pkwp1909.

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2017The Time-Varying Risk Price of Currency Carry Trades. (2017). Sakemoto, Ryuta ; Byrne, Joseph ; Ibrahim, Boulis Maher. In: MPRA Paper. RePEc:pra:mprapa:80788.

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2017Carry Trades and Commodity Risk Factors. (2017). Sakemoto, Ryuta ; Byrne, Joseph ; Ibrahim, Boulis Maher. In: MPRA Paper. RePEc:pra:mprapa:80789.

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2018Investor Sentiment and Crash Risk in Safe Havens. (2018). GUPTA, RANGAN ; Demirer, Riza ; Bonato, Matteo ; Ben Nasr, Adnen. In: Working Papers. RePEc:pre:wpaper:201804.

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2019The Risk Exposures of Safe Havens to Global and Regional Stock Market Shocks: A Novel Approach. (2019). GUPTA, RANGAN ; Demirer, Riza ; Balcilar, Mehmet ; Wohar, Mark E. In: Working Papers. RePEc:pre:wpaper:201915.

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2019The Predictability of Stock Market Volatility in Emerging Economies: Relative Roles of Local, Regional and Global Business Cycles. (2019). GUPTA, RANGAN ; Demirer, Riza ; Sun, Xiaojin ; Bouri, Elie. In: Working Papers. RePEc:pre:wpaper:201938.

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2019The E?ect of Financial Ratios on the Stock Prices: Evidence from the Polish Stock Exchange. (2019). Ligocka, Marie. In: ACTA VSFS. RePEc:prf:journl:v:13:y:2019:i:1:p:44-60.

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2018Research on Risk Measurement in Financial Market Based on GARCH-VaR and FHS¡ª¡ªAn Example of Chinese Bond Market. (2018). Chen, Shaozhen ; Deng, Jinjin ; Zhang, Bangqian. In: Applied Economics and Finance. RePEc:rfa:aefjnl:v:5:y:2018:i:4:p:102-116.

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2019Investor Sentiment and Crash Risk in Safe Havens. (2019). GUPTA, RANGAN ; Demirer, Riza ; Bonato, Matteo ; ben Nasr, Adnen. In: Journal of Economics and Behavioral Studies. RePEc:rnd:arjebs:v:10:y:2019:i:6:p:97-108.

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2017Is Monetary Policy Too Complex for the Public? Evidence from the UK. (2017). Jost, Adriel. In: Working Papers. RePEc:snb:snbwpa:2017-15.

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2018Global idiosyncratic risk moments. (2018). Mohammad Reza Tavakoli Baghdadabad, ; Mallik, Girijasankar. In: Empirical Economics. RePEc:spr:empeco:v:55:y:2018:i:2:d:10.1007_s00181-017-1301-y.

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2017Capital Flows and the Swiss Franc. (2017). Yesin, Pinar ; Yein, Pinar. In: Swiss Journal of Economics and Statistics. RePEc:spr:sjecst:v:153:y:2017:i:4:d:10.1007_bf03399513.

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2017How Reliable are Cointegration-Based Estimates for Wealth Effects on Consumption? Evidence from Switzerland. (2017). Galli, Alain. In: Swiss Journal of Economics and Statistics. RePEc:spr:sjecst:v:153:y:2017:i:4:d:10.1007_bf03399514.

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2018The Swiss franc safety premium. (2018). Leutert, Jessica. In: Swiss Journal of Economics and Statistics. RePEc:spr:sjecst:v:154:y:2018:i:1:d:10.1186_s41937-017-0014-7.

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2018Dynamic connectedness of global currencies: a conditional Granger-causality approach. (2018). Martin, Franck ; Nguyen, Duc K. In: Economics Working Paper Archive (University of Rennes 1 & University of Caen). RePEc:tut:cremwp:2018-04.

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2019Prudence and preference for flexibility gain. (2018). Danau, Daniel. In: Economics Working Paper Archive (University of Rennes 1 & University of Caen). RePEc:tut:cremwp:2018-05.

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2018Do Swiss foreign assets hedge the business cycle?. (2018). Tille, Cédric ; Stoffels, Nicolas. In: Aussenwirtschaft. RePEc:usg:auswrt:2018:69:01:1-40.

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2018Network-based asset allocation strategies. (2018). Výrost, Tomáš ; Lyócsa, Štefan ; Baumohl, Eduard ; Vrost, Tomas. In: EconStor Preprints. RePEc:zbw:esprep:180063.

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2017The Swiss francs honeymoon. (2017). Studer-Suter, Rahel ; Janssen, Alexandra . In: ECON - Working Papers. RePEc:zur:econwp:170.

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Works by Thomas Nitschka:

YearTitleTypeCited
2010International Evidence for Return Predictability and the Implications for Long-Run Covariation of the G7 Stock Markets In: German Economic Review.
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2007International evidence for return predictability and the implications for long-run covariation of the G7 stock markets.(2007) In: IEW - Working Papers.
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2016Semi-Parametric Estimates of Taylor Rules for a Small, Open Economy – Evidence from Switzerland In: German Economic Review.
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2016Is There a Too-Big-to-Fail Discount in Excess Returns on German Banks’ Stocks? In: International Finance.
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2015Is there a too-big-to-fail discount in excess returns on German banks stocks?.(2015) In: Working Papers.
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2009Securitization of Mortgage Debt, Asset Prices and International Risk Sharing In: CESifo Working Paper Series.
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2008Securitization of Mortgage Debt, Asset Prices and International Risk Sharing.(2008) In: IEW - Working Papers.
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2012Securitization of mortgage debt, domestic lending, and international risk sharing In: Canadian Journal of Economics.
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2015Foreign Currency Returns and Systematic Risks In: Journal of Financial and Quantitative Analysis.
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2011Foreign currency returns and systematic risks.(2011) In: Working Papers.
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2011About the soundness of the US-cay indicator for predicting international banking crises In: The North American Journal of Economics and Finance.
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2017Firm size, economic risks, and the cross-section of international stock returns In: The North American Journal of Economics and Finance.
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2010Securitization, collateral constraints and consumption risk sharing in the euro area In: Economics Letters.
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2015On financial risk and the safe haven characteristics of Swiss franc exchange rates In: Journal of Empirical Finance.
[Full Text][Citation analysis]		article33
2013On financial risk and the safe haven characteristics of Swiss franc exchange rates.(2013) In: Working Papers.
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2014Developed markets’ business cycle dynamics and time-variation in emerging markets’ asset returns In: Journal of Banking & Finance.
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2010Cashflow news, the value premium and an asset pricing view on European stock market integration In: Journal of International Money and Finance.
[Full Text][Citation analysis]		article2
2007Cashflow news, the value premium and an asset pricing view on European stock market integration.(2007) In: IEW - Working Papers.
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This paper has another version. Agregated cites: 2		paper
2014Currency excess returns and global downside market risk In: Journal of International Money and Finance.
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2013Currency excess returns and global downside market risk.(2013) In: Working Papers.
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2018Bond market evidence of time variation in exposures to global risk factors and the role of US monetary policy In: Journal of International Money and Finance.
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2013The impact of (global) business cycle risk on the German and British stock markets: Evidence from the first age of globalization In: Review of Financial Economics.
[Full Text][Citation analysis]		article3
2010Idiosyncratic consumption risk and predictability of the carry trade premium: Euro-Area evidence In: Financial Markets and Portfolio Management.
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2008Idiosyncratic Consumption Risk and Predictability of the Carry Trade Premium: Euro Area Evidence.(2008) In: IEW - Working Papers.
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2016Exchange Rate Returns and External Adjustment: Evidence from Switzerland In: Open Economies Review.
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2014Exchange rate returns and external adjustment: evidence from Switzerland.(2014) In: Working Papers.
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2005The U.S. consumption-wealth ratio and foreign stock markets: International evidence for return predictability In: Money Macro and Finance (MMF) Research Group Conference 2005.
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2006The U.S. consumption-wealth ratio and foreign stock markets: International evidence for return predictability.(2006) In: Technical Reports.
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2014What News Drive Variation in Swiss and US Bond and Stock Excess Returns? In: Swiss Journal of Economics and Statistics (SJES).
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2010Momentum in stock market returns: Implications for risk premia on foreign currencies In: Working Papers.
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2013Momentum in stock market returns: implications for risk premia on foreign currencies.(2013) In: Applied Financial Economics.
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2012Banking sectors international interconnectedness: Implications for consumption risk sharing in Europe In: Working Papers.
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2011Banking sectors international interconnectedness: Implications for consumption risk sharing in Europe.(2011) In: Annual Conference 2011 (Frankfurt, Main): The Order of the World Economy - Lessons from the Crisis.
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2012Global and country-specific business cycle risk in time-varying excess returns on asset markets In: Working Papers.
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2013Estimating Taylor Rules for Switzerland: Evidence from 2000 to 2012 In: Working Papers.
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2014The Good? The Bad? The Ugly? Which news drive (co)variation in Swiss and US bond and stock excess returns? In: Working Papers.
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2014Have investors been looking for exposure to specific countries since the global financial crisis? - Insights from the Swiss franc bond market In: Working Papers.
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2016Securitisation, loan growth and bank funding: the Swiss experience since 1932 In: Working Papers.
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2017Predicting returns on asset markets of a small, open economy and the influence of global risks In: Working Papers.
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2018Did Chinas anti-corruption campaign affect the risk premium on stocks of global luxury goods firms? In: Working Papers.
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2018Carry trade and forward premium puzzle from the perspective of a safe-haven currency In: Working Papers.
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2013The Size Effect in Value and Momentum Factors: Implications for the Cross-section of International Stock Returns In: Tinbergen Institute Discussion Papers.
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2016Risk premia on Swiss government bonds and sectoral stock indexes during international crises: In: Aussenwirtschaft.
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2006Does sensitivity to cashflow news explain the value premium on European stock markets? In: Technical Reports.
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2007The Consumption - Real Exchange Rate Anomaly: an Asset Pricing Perspective In: IEW - Working Papers.
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2007Consumption growth, uncovered equity parity and the cross-section of returns on foreign currencies In: IEW - Working Papers.
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2008The Risk Premium on the Euro Area Market Portfolio: The Role of Real Estate In: IEW - Working Papers.
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2009Momentum in stock market returns, risk premia on foreign currencies and international financial integration In: IEW - Working Papers.
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