Gino Cenedese : Citation Profile


Are you Gino Cenedese?

4

H index

4

i10 index

82

Citations

RESEARCH PRODUCTION:

3

Articles

12

Papers

RESEARCH ACTIVITY:

   4 years (2014 - 2018). See details.
   Cites by year: 20
   Journals where Gino Cenedese has often published
   Relations with other researchers
   Recent citing documents: 54.    Total self citations: 10 (10.87 %)

MORE DETAILS IN:
ABOUT THIS REPORT:

   Permalink: http://citec.repec.org/pce176
   Updated: 2020-05-16    RAS profile: 2019-03-11    
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Relations with other researchers


Works with:

Sarno, Lucio (5)

Mallucci, Enrico (5)

Payne, Richard (3)

Valente, Giorgio (3)

Vasios, Michalis (2)

Ranaldo, Angelo (2)

Tsiakas, Ilias (2)

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

Is cited by:

Claessens, Stijn (10)

Kose, Ayhan (10)

Reis, Ricardo (6)

Bahaj, Saleem (6)

Sakemoto, Ryuta (4)

Pelizzon, Loriana (3)

Byrne, Joseph (3)

Manganelli, Simone (2)

Zekaite, Zivile (2)

Sokol, Andrej (2)

Nolan, Charles (2)

Cites to:

Sarno, Lucio (23)

Schrimpf, Andreas (14)

Schmukler, Sergio (12)

Schmeling, Maik (11)

Raddatz, Claudio (11)

Hau, Harald (10)

Campbell, John (9)

Menkhoff, Lukas (9)

Langfield, Sam (6)

Rime, Dagfinn (6)

Akram, Qaisar (6)

Main data


Where Gino Cenedese has published?


Working Papers Series with more than one paper published# docs
Working Paper series / Rimini Centre for Economic Analysis2

Recent works citing Gino Cenedese (2019 and 2018)


YearTitle of citing document
2018Uncovered Return Parity: Equity Returns and Currency Returns. (2018). Dunbar, Geoffrey ; Djeutem, Edouard. In: Staff Working Papers. RePEc:bca:bocawp:18-22.

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2020Macroprudential stress testing: A proposal for the Luxembourg investment fund sector. (2020). Lee, Kang-Soek. In: BCL working papers. RePEc:bcl:bclwop:bclwp141.

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2018Frontiers of macrofinancial linkages. (2018). Claessens, Stijn ; Kose, Ayhan M. In: BIS Papers. RePEc:bis:bisbps:95.

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2017Asset prices and macroeconomic outcomes: a survey. (2017). Kose, Ayhan ; Claessens, Stijn. In: BIS Working Papers. RePEc:bis:biswps:676.

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2017Safe-haven currency: An empirical identification. (2017). Lee, Kang-Soek. In: Review of International Economics. RePEc:bla:reviec:v:25:y:2017:i:4:p:924-947.

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2018Central Bank Swap Lines. (2018). Reis, Ricardo ; Bahaj, Saleem. In: Bank of England working papers. RePEc:boe:boeewp:0741.

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2018Repo market functioning: the role of capital regulation. (2018). Van Horen, Neeltje ; Kotidis, Antonis. In: Bank of England working papers. RePEc:boe:boeewp:0746.

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2018FX funding shocks and cross-border lending: fragmentation matters. (2018). Reinhardt, Dennis ; Ossandon Busch, Matias ; Eguren Martin, Fernando ; Eguren-Martin, Fernando. In: Bank of England working papers. RePEc:boe:boeewp:0762.

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2019The cost of clearing fragmentation. (2019). Menkveld, Albert ; Vasios, Michalis ; Huang, Wenqian ; Benos, Evangelos. In: Bank of England working papers. RePEc:boe:boeewp:0800.

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2018Central Bank Swap Lines. (2018). Reis, Ricardo ; Bahaj, Saleem. In: CESifo Working Paper Series. RePEc:ces:ceswps:_7124.

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2020Retaining Alpha: The Effect of Trade Size and Rebalancing Frequency on FX Strategy Returns. (2020). Melvin, Michael ; Pan, Wenqiang ; Wikstrom, Petra. In: CESifo Working Paper Series. RePEc:ces:ceswps:_8143.

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2018Central Bank Swap Lines. (2018). Reis, Ricardo ; Bahaj, Saleem. In: Discussion Papers. RePEc:cfm:wpaper:1816.

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2017Asset Prices and Macroeconomic Outcomes: A Survey. (2017). Kose, Ayhan ; Claessens, Stijn. In: CEPR Discussion Papers. RePEc:cpr:ceprdp:12460.

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2018Central Bank Swap Lines. (2018). Bahaj, Saleem ; Reis, Ricardo. In: CEPR Discussion Papers. RePEc:cpr:ceprdp:13003.

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2018Repo market functioning: The role of capital regulation. (2018). Van Horen, Neeltje ; Kotidis, Antonis. In: CEPR Discussion Papers. RePEc:cpr:ceprdp:13090.

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2019Covered Interest Parity deviations: Macrofinancial determinants. (2019). Zhou, Haonan ; Obstfeld, Maurice ; Cerutti, Eugenio. In: CEPR Discussion Papers. RePEc:cpr:ceprdp:13886.

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2017Modeling the spillovers between stock market and money market in Nigeria. (2017). Salisu, Afees ; Isah, Kazeem. In: Working Papers. RePEc:cui:wpaper:0023.

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2017The portfolio of euro area fund investors and ECB monetary policy announcements. (2017). Manganelli, Simone ; Bubeck, Johannes ; Habib, Maurizio Michael. In: Working Paper Series. RePEc:ecb:ecbwps:20172116.

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2019The anatomy of the euro area interest rate swap market. (2019). Pelizzon, Loriana ; Scheicher, Martin ; Auf, Marco Holz ; Fontana, Silvia Dalla. In: Working Paper Series. RePEc:ecb:ecbwps:20192242.

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2020Attention to the tail(s): global financial conditions and exchange rate risks. (2020). Sokol, Andrej ; Eguren-Martin, Fernando. In: Working Paper Series. RePEc:ecb:ecbwps:20202387.

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2019Return spillovers around the globe: A network approach. (2019). Baumohl, Eduard ; Vrost, Toma ; Lyocsa, Tefan. In: Economic Modelling. RePEc:eee:ecmode:v:77:y:2019:i:c:p:133-146.

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2019The January effect in the foreign exchange market: Evidence for seasonal equity carry trades. (2019). Salimi Namin, Fatemeh ; girardin, eric. In: Economic Modelling. RePEc:eee:ecmode:v:81:y:2019:i:c:p:422-439.

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2020A new wavelet-based ultra-high-frequency analysis of triangular currency arbitrage. (2020). Gradojevic, Nikola ; Genay, Ramazan ; Erdemlioglu, Deniz. In: Economic Modelling. RePEc:eee:ecmode:v:85:y:2020:i:c:p:57-73.

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2019Can skewness predict currency excess returns?. (2019). Yin, Libo ; Han, Liyan ; Jiang, Xue. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:48:y:2019:i:c:p:628-641.

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2018Financial connectedness of BRICS and global sovereign bond markets. (2018). Ahmad, Wasim ; Daly, Kevin J ; Mishra, Anil V. In: Emerging Markets Review. RePEc:eee:ememar:v:37:y:2018:i:c:p:1-16.

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2017Main driving factors of the interest rate-stock market Granger causality. (2017). Jareño, Francisco ; Hammoudeh, Shawkat M ; Jareo, Francisco ; Ferrer, Roman ; Jammazi, Rania. In: International Review of Financial Analysis. RePEc:eee:finana:v:52:y:2017:i:c:p:260-280.

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2019Are cash-flow betas really bad? Evidence from the Greater Chinese stock markets. (2019). Ohk, Ki Yool ; Wu, Ming ; Ko, Kwangsoo. In: International Review of Financial Analysis. RePEc:eee:finana:v:63:y:2019:i:c:p:58-68.

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2018Financial stress and its non-linear impact on CEE exchange rates. (2018). Adam, Toma ; Matj, Jakub ; Benecka, Soa. In: Journal of Financial Stability. RePEc:eee:finsta:v:36:y:2018:i:c:p:346-360.

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2018The non-persistent relationship between foreign equity flows and emerging stock market returns across quantiles. (2018). Yan, Cheng ; Wang, Xichen. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:56:y:2018:i:c:p:38-54.

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2018Decomposition of the uncovered equity parity correlation. (2018). Kunkler, Michael ; MacDonald, Ronald. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:57:y:2018:i:c:p:44-58.

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2018Private information, capital flows, and exchange rates. (2018). Loretan, Mico ; Gyntelberg, Jacob ; Subhanij, Tientip . In: Journal of International Money and Finance. RePEc:eee:jimfin:v:81:y:2018:i:c:p:40-55.

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2018The portfolio of euro area fund investors and ECB monetary policy announcements. (2018). Bubeck, Johannes ; Manganelli, Simone ; Habib, Maurizio Michael. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:89:y:2018:i:c:p:103-126.

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2019Carry trades and commodity risk factors. (2019). Sakemoto, Ryuta ; Byrne, Joseph ; Ibrahim, Boulis Maher. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:96:y:2019:i:c:p:121-129.

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2019Uncovered equity “disparity” in emerging markets. (2019). Phylaktis, Kate ; Fuertes, Ana-Maria ; Yan, Cheng. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:98:y:2019:i:c:5.

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2018Multifractal analysis of the Chinese stock, bond and fund markets. (2018). Wang, Hong-Yong. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:512:y:2018:i:c:p:280-292.

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2019Currency strategies based on momentum, carry trade and skewness. (2019). Jiang, Xue ; Yin, Libo ; Han, Liyan. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:517:y:2019:i:c:p:121-131.

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2019Predicting foreign investors’ carry trade activity in the Israeli FX market using a time-varying currency risk premium approach. (2019). Mantzura, Ariel ; Schreiber, Ben Z. In: International Review of Economics & Finance. RePEc:eee:reveco:v:59:y:2019:i:c:p:438-457.

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2017Discount rate or cash flow contagion? Evidence from the recent financial crises. (2017). Jiang, Junhua . In: Research in International Business and Finance. RePEc:eee:riibaf:v:39:y:2017:i:pa:p:315-326.

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2018Examining the uncovered equity parity in the emerging financial markets. (2018). Aftab, Muhammad ; Ismail, Izlin ; Ahmad, Rubi. In: Research in International Business and Finance. RePEc:eee:riibaf:v:45:y:2018:i:c:p:233-242.

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2017Asset prices and macroeconomic outcomes: A survey. (2017). Kose, Ayhan ; Claessens, Stijn. In: CAMA Working Papers. RePEc:een:camaaa:2017-76.

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2018Central bank swap lines. (2018). Reis, Ricardo ; Bahaj, Saleem. In: LSE Research Online Documents on Economics. RePEc:ehl:lserod:90374.

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2019Exchange Rate and Stock Prices Interactions in Kazakhstan. (2019). Nurmakhanova, Mira. In: Eurasian Journal of Economics and Finance. RePEc:ejn:ejefjr:v:7:y:2019:i:2:p:19-31.

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2019Central Bank Swap Lines: Evidence on the Effects of the Lender of Last Resort. (2019). Reis, Ricardo ; Bahaj, Saleem. In: IMES Discussion Paper Series. RePEc:ime:imedps:19-e-09.

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2017Asset Prices and Macroeconomic Outcomes: A Survey. (2017). Kose, Ayhan ; Claessens, Stijn. In: Koç University-TUSIAD Economic Research Forum Working Papers. RePEc:koc:wpaper:1718.

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2017Monetary policy and financial asset prices in Poland. (2017). Kapuściński, Mariusz ; Kapuciski, Mariusz. In: Bank i Kredyt. RePEc:nbp:nbpbik:v:48:y:2017:i:3:p:263-294.

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2018The intertemporal relation between expected returns and conditional correlations between precious metals and the stock market. (2018). Sakemoto, Ryuta. In: Economics and Business Letters. RePEc:ove:journl:aid:12565.

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2017Do Bivariate Multifractal Models Improve Volatility Forecasting in Financial Time Series? An Application to Foreign Exchange and Stock Markets. (2017). Wohar, Mark ; GUPTA, RANGAN ; Demirer, Riza ; Liu, Ruipeng. In: Working Papers. RePEc:pre:wpaper:201728.

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2018Domestic intermarket linkages: measuring dynamic return and volatility connectedness among Indian financial markets. (2018). Sobti, Neharika. In: DECISION: Official Journal of the Indian Institute of Management Calcutta. RePEc:spr:decisn:v:45:y:2018:i:4:d:10.1007_s40622-018-0196-6.

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2017Impacts of short-term interest rates on stock returns and exchange rates: Empirical evidence from EAGLE countries. (2017). Ozcelebi, Oguzhan ; Yildirim, Nurtac. In: The Journal of International Trade & Economic Development. RePEc:taf:jitecd:v:26:y:2017:i:2:p:228-255.

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2017Asset prices and macroeconomic outcomes : a survey. (2017). Kose, Ayhan ; Claessens, Stijn. In: Policy Research Working Paper Series. RePEc:wbk:wbrwps:8259.

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2019Treasuries variance decomposition and the impact of monetary policy. (2019). Zekaite, Zivile ; Nolan, Charles ; Lamla, Michael ; Kontonikas, Alexandros. In: International Journal of Finance & Economics. RePEc:wly:ijfiec:v:24:y:2019:i:4:p:1506-1519.

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2018The pricing of FX forward contracts: Micro evidence from banks dollar hedging. (2018). Bräuning, Falk ; Abbassi, Puriya ; Brauning, Falk. In: Discussion Papers. RePEc:zbw:bubdps:422018.

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2018Central bank-driven mispricing. (2018). Pelizzon, Loriana ; Uno, Jun ; Tomio, Davide ; Subrahmanyam, Marti G. In: SAFE Working Paper Series. RePEc:zbw:safewp:226.

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2019The anatomy of the euro area interest rate swap market. (2019). Pelizzon, Loriana ; Scheicher, Martin ; Auf, Marco Holz ; Fontana, Silvia Dalla. In: SAFE Working Paper Series. RePEc:zbw:safewp:255.

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Works by Gino Cenedese:


YearTitleTypeCited
2015Safe haven currencies: a portfolio perspective In: Bank of England working papers.
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paper4
2015What moves international stock and bond markets? In: Bank of England working papers.
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paper13
2015What moves international stock and bond markets?.(2015) In: Discussion Papers.
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This paper has another version. Agregated cites: 13
paper
2016What moves international stock and bond markets?.(2016) In: Journal of International Money and Finance.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 13
article
2015What moves international stock and bond markets?.(2015) In: LSE Research Online Documents on Economics.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 13
paper
2015What moves international stock and bond markets?.(2015) In: Working Paper series.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 13
paper
2015What do stock markets tell us about exchange rates? In: Bank of England working papers.
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paper20
2015What Do Stock Markets Tell Us About Exchange Rates?.(2015) In: CEPR Discussion Papers.
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This paper has another version. Agregated cites: 20
paper
2016What Do Stock Markets Tell Us about Exchange Rates?.(2016) In: Review of Finance.
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This paper has another version. Agregated cites: 20
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2018Unconventional monetary policy and the portfolio choice of international mutual funds In: Bank of England working papers.
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paper2
2018OTC premia In: Bank of England working papers.
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paper1
2018OTC Premia.(2018) In: Working Papers on Finance.
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This paper has another version. Agregated cites: 1
paper
2019Currency mispricing and dealer balance sheets In: Bank of England working papers.
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paper14
2014Foreign exchange risk and the predictability of carry trade returns In: Journal of Banking & Finance.
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article28
2014Foreign Exchange Risk and the Predictability of Carry Trade Returns.(2014) In: Working Paper series.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 28
paper

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