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Number of items: 10.

Hoffmann, Mathias; Nitschka, Thomas (2012). Securitization of mortgage debt, domestic lending, and international risk sharing. Canadian Journal of Economics / Revue Canadienne d'Economique, 45(2):493-508.

Hoffmann, Mathias; Nitschka, Thomas (2009). Financial globalisation and securitisation in mortgage markets. Vox:online.

Nitschka, Thomas (2009). Momentum in stock market returns, risk premia on foreign currencies and international financial integration. Working paper series / Institute for Empirical Research in Economics No. 405, University of Zurich.

Hoffmann, Mathias; Nitschka, Thomas (2008). Securitization of Mortgage Debt, Asset Prices and International Risk Sharing. Working paper series / Institute for Empirical Research in Economics No. 376, University of Zurich.

Nitschka, Thomas (2008). Idiosyncratic Consumption Risk and Predictability of the Carry Trade Premium: Euro Area Evidence. Working paper series / Institute for Empirical Research in Economics No. 387, University of Zurich.

Nitschka, Thomas (2008). The Risk Premium on the Euro Area Market Portfolio: The Role of Real Estate. Working paper series / Institute for Empirical Research in Economics No. 385, University of Zurich.

Nitschka, Thomas (2007). Cashflow news, the value premium and an asset pricing view on European stock market integration. Working paper series / Institute for Empirical Research in Economics No. 339, University of Zurich.

Nitschka, Thomas (2007). Consumption growth, uncovered equity parity and the cross-section of returns on foreign currencies. Working paper series / Institute for Empirical Research in Economics No. 340, University of Zurich.

Nitschka, Thomas (2007). International evidence for return predictability and the implications for long-run covariation of the G7 stock markets. Working paper series / Institute for Empirical Research in Economics No. 338, University of Zurich.

Hoffmann, Mathias; Nitschka, Thomas (2007). The Consumption - Real Exchange Rate Anomaly: an Asset Pricing Perspective. Working paper series / Institute for Empirical Research in Economics No. 331, University of Zurich.

This list was generated on Fri Apr 26 11:14:15 2019 CEST.