Thomas Nitschka

Economics and Econometrics · 2015

A researcher in the Science corpus: 1 paper; trusts 9 researchers and is trusted by 0 researchers here, as inferred from the citation graph.

Subfields

Whom Thomas Nitschka trusts overall

Their strongest outbound trust, strongest first, inferred from their citations.

  1. Hanno Lustig
  2. Markus K. Brunnermeier
  3. David K. Backus
  4. A. Verdelhan
  5. Ravi Bansal

Papers from Thomas Nitschka's perspective

Ordered by how strongly the researchers Thomas Nitschka trusts endorse each paper. Same corpus, a different order for every researcher.

  1. Common Risk Factors in Currency Markets
  2. Affine Term Structure Models and the Forward Premium Anomaly
  3. Carry Trades and Currency Crashes (NBER macroeconomics annual)
  4. Do Peso Problems Explain the Returns to the Carry Trade
  5. A Long-Run Risks Explanation of Predictability Puzzles in Bond and Currency Markets
  6. Carry Trades and Global Foreign Exchange Volatility
  7. Properties of Foreign Exchange Risk Premiums
  8. Arbitrage in the foreign exchange market: Turning on the microscope
  9. Risks for the Long Run: A Potential Resolution of Asset Pricing Puzzles
  10. Consumption Risk and the Cross Section of Expected Returns (Journal of Political Economy)

Their papers