4
H index
4
i10 index
121
Citations
INSEAD | 4 H index 4 i10 index 121 Citations RESEARCH PRODUCTION: 7 Papers RESEARCH ACTIVITY:
MORE DETAILS IN: ABOUT THIS REPORT:
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Works with: Authors registered in RePEc who have co-authored more than one work in the last five years with Federico Gavazzoni. | Is cited by: | Cites to: |
Year | Title of citing document |
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2021 | Uncertainty Network Risk and Currency Returns. (2021). BarunÃk, Jozef ; Babiak, Mykola. In: Papers. RePEc:arx:papers:2101.09738. Full description at Econpapers || Download paper |
2020 | Monetary Policy and Global Banking. (2020). Bräuning, Falk ; Brauning, Falk ; Ivashina, Victoria. In: Journal of Finance. RePEc:bla:jfinan:v:75:y:2020:i:6:p:3055-3095. Full description at Econpapers || Download paper |
2020 | Economic momentum and currency returns. (2020). Hasseltoft, Henrik ; Dahlquist, Magnus. In: Journal of Financial Economics. RePEc:eee:jfinec:v:136:y:2020:i:1:p:152-167. Full description at Econpapers || Download paper |
2020 | International R&D spillovers and asset prices. (2020). Santacreu, Ana Maria ; Gavazzoni, Federico. In: Journal of Financial Economics. RePEc:eee:jfinec:v:136:y:2020:i:2:p:330-354. Full description at Econpapers || Download paper |
2020 | Business cycles and currency returns. (2020). Sarno, Lucio ; Riddiough, Steven J ; Colacito, Riccardo. In: Journal of Financial Economics. RePEc:eee:jfinec:v:137:y:2020:i:3:p:659-678. Full description at Econpapers || Download paper |
2020 | Why are exchange rates so smooth? A household finance explanation. (2020). Naknoi, Kanda ; Chien, YiLi ; Lustig, Hanno. In: Journal of Monetary Economics. RePEc:eee:moneco:v:112:y:2020:i:c:p:129-144. Full description at Econpapers || Download paper |
2020 | Is the IT revolution over? An asset pricing view. (2020). Ward, Colin. In: Journal of Monetary Economics. RePEc:eee:moneco:v:114:y:2020:i:c:p:283-316. Full description at Econpapers || Download paper |
2020 | Precautionary risks for an open economy. (2020). Ferreira, Alex ; Matos, Paulo. In: International Review of Economics & Finance. RePEc:eee:reveco:v:70:y:2020:i:c:p:154-167. Full description at Econpapers || Download paper |
2020 | Exchange Rates and Endogenous Productivity. (2020). Saffie, Felipe ; Gornemann, Nils ; Guerron-Quintana, Pablo. In: International Finance Discussion Papers. RePEc:fip:fedgif:1301. Full description at Econpapers || Download paper |
2020 | Use of Neural Networks to Accommodate Seasonal Fluctuations When Equalizing Time Series for the CZK/RMB Exchange Rate. (2020). Podhorska, Ivana ; Lazaroiu, George ; Rowland, Zuzana. In: Risks. RePEc:gam:jrisks:v:9:y:2020:i:1:p:1-:d:466130. Full description at Econpapers || Download paper |
2020 | Exchange Rate Predictability, Risk Premiums, and Predictive System. (2020). Park, Cheolbeom ; Bak, Yuhyeon. In: Discussion Paper Series. RePEc:iek:wpaper:2006. Full description at Econpapers || Download paper |
2020 | Exchange Rates and Liquidity Risk. (2020). Evans, Martin. In: MPRA Paper. RePEc:pra:mprapa:102702. Full description at Econpapers || Download paper |
2020 | A Liquidityâ€Based Resolution of the Uncovered Interest Parity Puzzle. (2020). Lee, Seungduck ; Mo, Kuk. In: Journal of Money, Credit and Banking. RePEc:wly:jmoncb:v:52:y:2020:i:6:p:1397-1433. Full description at Econpapers || Download paper |
Year | Title | Type | Cited |
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2018 | Currency Risk Factors in a Recursive Multicountry Economy In: CEPR Discussion Papers. [Full Text][Citation analysis] | paper | 35 |
2016 | Currency Risk Factors in a Recursive Multi-Country Economy.(2016) In: 2016 Meeting Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 35 | paper | |
2015 | International R&D Spillovers and Asset Prices In: Working Papers. [Citation analysis] | paper | 17 |
2015 | International R&D Spillovers and Asset Prices.(2015) In: 2015 Meeting Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 17 | paper | |
2010 | Monetary Policy and the Uncovered Interest Parity Puzzle In: NBER Working Papers. [Full Text][Citation analysis] | paper | 57 |
2012 | Currency Risk and Pricing Kernel Volatility In: 2012 Meeting Papers. [Full Text][Citation analysis] | paper | 11 |
2014 | International Comovement through Endogenous Long Run Risk In: 2014 Meeting Papers. [Full Text][Citation analysis] | paper | 1 |
CitEc is a RePEc service, providing citation data for Economics since 2001. Sponsored by INOMICS. Last updated November, 2 2021. Contact: CitEc Team