Publications

You find information about my academic publications on the respective sub-sites:

• peer-reviewed articles

• other articles

Monographs:

An asset pricing view on international financial integration“, dissertation, University of Dortmund, 2007, https://eldorado.uni-dortmund.de/bitstream/2003/24418/1/Nitschka_Diss.pdf

Non-technical writing:

Voxeu.org, 20 June 2009: The macroeconomic benefits of mortgage-backed securities (joint with Mathias Hoffmann)

Voxeu.org, 10 March 2013: Foreign Currency Returns and Systematic Risks (joint with Victoria Galsband)

Die Volkswirtschaft/La Vie économique 2014-10: Der Schweizer Franken als sicherer Hafen? (joint with Christian Grisse)

SUERF Policy Brief, No. 106 (June 2021): What consumption habits tell us about the joint dynamics of government bond yields and stock prices internationally (joint with Shajivan Satkurunathan)