Gino Cenedese : Citation Profile

Are you Gino Cenedese?

5

H index

4

i10 index

164

Citations

RESEARCH PRODUCTION:

6

Articles

13

Papers

RESEARCH ACTIVITY:

   7 years (2014 - 2021). See details.
   Cites by year: 23
   Journals where Gino Cenedese has often published
   Relations with other researchers
   Recent citing documents: 43.    Total self citations: 11 (6.29 %)

MORE DETAILS IN:
ABOUT THIS REPORT:

   Permalink: http://citec.repec.org/pce176
   Updated: 2023-03-02    RAS profile: 2021-11-22    
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Relations with other researchers

Works with:

Ranaldo, Angelo (3)

Vasios, Michalis (3)

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 (7)

Eguren Martin, Fernando (7)

Bahaj, Saleem (6)

Sokol, Andrej (6)

Correa, Ricardo (4)

Zhou, Haonan (4)

Sakemoto, Ryuta (4)

Cerutti, Eugenio (4)

GUPTA, RANGAN (4)

Cites to:

Sarno, Lucio (25)

Schrimpf, Andreas (15)

Schmukler, Sergio (12)

Raddatz, Claudio (11)

Schmeling, Maik (11)

Hau, Harald (10)

Campbell, John (9)

Menkhoff, Lukas (9)

Rime, Dagfinn (8)

Verdelhan, Adrien (7)

Fratzscher, Marcel (7)

Main data

Where Gino Cenedese has published?

Journals with more than one article published# docs
Journal of International Money and Finance2

Working Papers Series with more than one paper published# docs
Working Paper series / Rimini Centre for Economic Analysis2
CEPR Discussion Papers / C.E.P.R. Discussion Papers2

Recent works citing Gino Cenedese (2022 and 2021)

YearTitle of citing document
2022Macroeconomic Forecasting Using Filtered Signals from a Stock Market Cross Section. (2022). Stalla-Bourdillon, Arthur ; Chinn, Menzie ; Chatelais, Nicolas. In: Working papers. RePEc:bfr:banfra:903.

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2022Emerging market bond flows and exchange rate returns. (2022). Valente, Giorgio ; Hordahl, Peter. In: BIS Working Papers. RePEc:bis:biswps:1042.

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2021Monetary policy through exchange rate pegs: The removal of the Swiss franc?Euro floor and stock price reactions. (2021). Tonzer, Lena ; Buchholz, Manuel ; von Schweinitz, Gregor. In: International Review of Finance. RePEc:bla:irvfin:v:21:y:2021:i:4:p:1382-1406.

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2022FX option volume. (2022). Wang, Tianyu ; Huang, Shiyang ; Della Corte, Pasquale ; Czech, Robert. In: Bank of England working papers. RePEc:boe:boeewp:0964.

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2022Central bank swap lines: micro-level evidence. (2022). Wang, Junxuan ; Viswanath-Natraj, Ganesh ; Mueller, Philippe ; Ferrara, Gerardo. In: Bank of England working papers. RePEc:boe:boeewp:0977.

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2021The Pricing of Unexpected Volatility in the Currency Market. (2021). Xu, Yongdeng ; Lu, Wenna ; Copeland, Laurence. In: Cardiff Economics Working Papers. RePEc:cdf:wpaper:2021/16.

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2022Can Time-Varying Currency Risk Hedging Explain Exchange Rates?. (2022). Hau, Harald ; Brauer, Leonie. In: CESifo Working Paper Series. RePEc:ces:ceswps:_10065.

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2021Bank balance sheet constraints and bond liquidity. (2021). Ivashina, Victoria ; Breckenfelder, Johannes. In: Working Paper Series. RePEc:ecb:ecbwps:20212589.

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2021Stock market uncertainty and uncovered equity parity deviation: Evidence from Asia. (2021). Mo, Kuk ; Jung, Jiyong. In: Journal of Asian Economics. RePEc:eee:asieco:v:73:y:2021:i:c:s1049007820301512.

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2022Exchange rates and the global transmission of equity market shocks. (2022). Reboredo, Juan C ; Ojea-Ferreiro, Javier. In: Economic Modelling. RePEc:eee:ecmode:v:114:y:2022:i:c:s0264999322001602.

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2021Can interest rate factors explain exchange rate fluctuations?. (2021). Yung, Julieta. In: Journal of Empirical Finance. RePEc:eee:empfin:v:61:y:2021:i:c:p:34-56.

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2022Multiple testing of the forward rate unbiasedness hypothesis across currencies. (2022). Luger, Richard ; Fu, Hsuan. In: Journal of Empirical Finance. RePEc:eee:empfin:v:68:y:2022:i:c:p:232-245.

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2021Connectedness structures of sovereign bond markets in Central and Eastern Europe. (2021). Karkowska, Renata ; Urjasz, Szczepan. In: International Review of Financial Analysis. RePEc:eee:finana:v:74:y:2021:i:c:s1057521920302866.

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2021Covered interest parity deviations: Macrofinancial determinants. (2021). Obstfeld, Maurice ; Cerutti, Eugenio ; Zhou, Haonan. In: Journal of International Economics. RePEc:eee:inecon:v:130:y:2021:i:c:s0022199621000246.

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2022Global banks, dollar funding, and regulation. (2022). Aldasoro, Iñaki ; Eren, Egemen ; Ehlers, Torsten. In: Journal of International Economics. RePEc:eee:inecon:v:137:y:2022:i:c:s0022199622000411.

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2021To hedge or not to hedge: Carry trade dynamics in the emerging economies. (2021). Ozyildirim, Suheyla ; Geyiki, Utku Bora. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:73:y:2021:i:c:s1042443121000779.

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2022Conditionally-hedged currency carry trades. (2022). Suh, Sangwon ; Ho, Jin. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:79:y:2022:i:c:s1042443122000737.

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2021On the predictability of the distribution of excess returns in currency markets. (2021). Cho, Dooyeon. In: International Journal of Forecasting. RePEc:eee:intfor:v:37:y:2021:i:2:p:511-530.

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2021Risk-adjusted return managed carry trade. (2021). Dupuy, Philippe. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:129:y:2021:i:c:s037842662100131x.

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2021Volatility, intermediaries, and exchange rates. (2021). Liu, Yang ; Fang, Xiang. In: Journal of Financial Economics. RePEc:eee:jfinec:v:141:y:2021:i:1:p:217-233.

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2022Price-setting in the foreign exchange swap market: Evidence from order flow. (2022). Viswanath-Natraj, Ganesh ; Syrstad, Olav . In: Journal of Financial Economics. RePEc:eee:jfinec:v:146:y:2022:i:1:p:119-142.

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2021Attractive and non-attractive currencies. (2021). Marsh, Ian W ; James, Jessica ; Dupuy, Philippe. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:110:y:2021:i:c:s0261560620302096.

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2021Does cash-flow news play a better role than discount-rate news? Evidence from global regional stock markets. (2021). Ko, Kwangsoo ; Ohk, Kiyool ; Wu, Ming. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:110:y:2021:i:c:s0261560620302230.

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2022FX spot and swap market liquidity spillovers. (2022). Sushko, Vladyslav ; Krohn, Ingomar. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:120:y:2022:i:c:s0261560621001273.

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2022The effects of U.S. monetary policy shocks on mutual fund investing. (2022). Siga, Lucas ; Montes-Rojas, Gabriel ; Banegas, Ayelen. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:123:y:2022:i:c:s0261560621002461.

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2022Uncovered return parity: Equity returns and currency returns. (2022). Dunbar, Geoffrey R ; Djeutem, Edouard . In: Journal of International Money and Finance. RePEc:eee:jimfin:v:128:y:2022:i:c:s0261560622001097.

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2021Extreme linkages between foreign exchange and general financial markets. (2021). Korsakul, Nattawadee ; Chen, Wei-Peng ; Wu, Chih-Chiang. In: Pacific-Basin Finance Journal. RePEc:eee:pacfin:v:65:y:2021:i:c:s0927538x20306740.

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2021Oil market uncertainty and excess returns on currency carry trade. (2021). Yin, Libo ; Mo, Xuan ; Su, Zhi. In: Research in International Business and Finance. RePEc:eee:riibaf:v:56:y:2021:i:c:s027553192100012x.

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2022Central bank swap lines: evidence on the effects of the lender of last resort. (2021). Reis, Ricardo ; Bahaj, Saleem. In: LSE Research Online Documents on Economics. RePEc:ehl:lserod:112601.

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2021The Real Consequences of Macroprudential FX Regulations. (2021). Jung, Hyeyoon. In: Staff Reports. RePEc:fip:fednsr:93271.

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2021Carry Trade and Negative Policy Rates in Switzerland : Low-lying fog or storm ?. (2021). Vallet, Guillaume ; Tomio, Bruno Thiago. In: Post-Print. RePEc:hal:journl:halshs-03669561.

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2021Exchange rates and the global transmission of equity market shocks. (2021). Reboredo, Juan ; Ojea-Ferreiro, Javier. In: Working Papers. RePEc:jrs:wpaper:202105.

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2021.

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2022Covered Interest Parity Arbitrage. (2022). Syrstad, Olav ; Schrimpf, Andreas ; Rime, Dagfinn. In: Review of Financial Studies. RePEc:oup:rfinst:v:35:y:2022:i:11:p:5185-5227..

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2022Attention to the Tail(s): Global Financial Conditions and Exchange Rate Risks. (2022). Sokol, Andrej ; Eguren-Martin, Fernando. In: IMF Economic Review. RePEc:pal:imfecr:v:70:y:2022:i:3:d:10.1057_s41308-022-00160-0.

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2022Is the Impact of COVID-19 Significant in Determining Equity Market Integration? Insights from BRICS Economies. (2022). Mishra, S K. In: Global Journal of Emerging Market Economies. RePEc:sae:emeeco:v:14:y:2022:i:2:p:137-162.

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2022Technology shocks and covered interest parity deviations in emerging market economies. (2022). Ibhagui, Oyakhilome ; Cokun, Sevgi. In: Empirical Economics. RePEc:spr:empeco:v:63:y:2022:i:3:d:10.1007_s00181-021-02164-7.

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2021BREXIT referendum’s impact on the financial markets in the UK. (2021). Stoupos, Nikolaos ; Kiohos, Apostolos. In: Review of World Economics (Weltwirtschaftliches Archiv). RePEc:spr:weltar:v:157:y:2021:i:1:d:10.1007_s10290-020-00393-z.

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2021Identifying structural shocks to volatility through a proxy-MGARCH model. (2021). Polivka, Jeannine ; Fengler, Matthias. In: Economics Working Paper Series. RePEc:usg:econwp:2021:03.

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2022Structural Volatility Impulse Response Analysis. (2022). Polivka, Jeannine ; Fengler, Matthias . In: Economics Working Paper Series. RePEc:usg:econwp:2022:11.

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2021Economic integration and the currency and equity markets nexus. (2021). Phylaktis, Kate ; Ismail, Izlin ; Ahmad, Rubi ; Aftab, Muhammad. In: International Journal of Finance & Economics. RePEc:wly:ijfiec:v:26:y:2021:i:4:p:5278-5301.

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2021Stock markets and exchange rate behavior of the BRICS. (2021). Salisu, Afees ; GUPTA, RANGAN ; Isah, Kazeem ; Cuado, Juncal. In: Journal of Forecasting. RePEc:wly:jforec:v:40:y:2021:i:8:p:1581-1595.

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2022.

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Works by Gino Cenedese:

YearTitleTypeCited
2021Currency Mispricing and Dealer Balance Sheets In: Journal of Finance.
[Full Text][Citation analysis]		article44
2019Currency mispricing and dealer balance sheets.(2019) In: Bank of England working papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 44		paper
2020Currency Mispricing and Dealer Balance Sheets.(2020) In: CEPR Discussion Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 44		paper
2015Safe haven currencies: a portfolio perspective In: Bank of England working papers.
[Full Text][Citation analysis]		paper7
2015What moves international stock and bond markets? In: Bank of England working papers.
[Full Text][Citation analysis]		paper21
2015What moves international stock and bond markets?.(2015) In: Discussion Papers.
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This paper has another version. Agregated cites: 21		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: 21		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: 21		paper
2015What moves international stock and bond markets?.(2015) In: Working Paper series.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 21		paper
2015What do stock markets tell us about exchange rates? In: Bank of England working papers.
[Full Text][Citation analysis]		paper42
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: 42		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: 42		article
2018Unconventional monetary policy and the portfolio choice of international mutual funds In: Bank of England working papers.
[Full Text][Citation analysis]		paper3
2021Unconventional monetary policy and the portfolio choice of international mutual funds.(2021) In: Journal of International Money and Finance.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 3		article
2018OTC premia In: Bank of England working papers.
[Full Text][Citation analysis]		paper1
2020OTC premia.(2020) In: Journal of Financial Economics.
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This paper has another version. Agregated cites: 1		article
2018OTC Premia.(2018) In: Working Papers on Finance.
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This paper has another version. Agregated cites: 1		paper
2014Foreign exchange risk and the predictability of carry trade returns In: Journal of Banking & Finance.
[Full Text][Citation analysis]		article46
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: 46		paper

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