Federico Gavazzoni : Citation Profile

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145

Citations

RESEARCH PRODUCTION:

7

Papers

RESEARCH ACTIVITY:

   8 years (2010 - 2018). See details.
   Cites by year: 18
   Journals where Federico Gavazzoni has often published
   Relations with other researchers
   Recent citing documents: 24.    Total self citations: 2 (1.36 %)

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   Permalink: http://citec.repec.org/pga697
   Updated: 2022-08-13    RAS profile: 2018-06-01    
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Relations with other researchers

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:

Grüning, Patrick (9)

Hassan, Tarek (7)

Engel, Charles (6)

Verdelhan, Adrien (5)

Naknoi, Kanda (4)

Chien, YiLi (4)

Liu, Yang (4)

Sarno, Lucio (4)

Santacreu, Ana Maria (4)

Donadelli, Michael (4)

Londono, Juan M. (3)

Cites to:

Colacito, Riccardo (10)

Obstfeld, Maurice (9)

Rogoff, Kenneth (9)

Farhi, Emmanuel (7)

Verdelhan, Adrien (6)

Santacreu, Ana Maria (5)

Backus, David (5)

Zin, Stanley (5)

Gabaix, Xavier (4)

Rebelo, Sergio (3)

Tsyrennikov, Viktor (3)

Main data

Where Federico Gavazzoni has published?

Recent works citing Federico Gavazzoni (2022 and 2021)

YearTitle of citing document
2022Examining the Correlations Between Industry 4.0 Assets, External and Internal Risk Factors and Business Performance Among Hungarian Food Companies. (2022). Olah, Judit ; Popp, Jozsef ; Kovacs, Sandor ; Kossa, Gyorgy ; Erdei, Edina ; JURAVLE, Daniel . In: The AMFITEATRU ECONOMIC journal. RePEc:aes:amfeco:v:24:y:2022:i:59:p:143.

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2021Uncertainty Network Risk and Currency Returns. (2021). Baruník, Jozef ; Babiak, Mykola. In: Papers. RePEc:arx:papers:2101.09738.

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2021Model?Free International Stochastic Discount Factors. (2021). Vedolin, Andrea ; Trojani, Fabio ; Sandulescu, Mirela. In: Journal of Finance. RePEc:bla:jfinan:v:76:y:2021:i:2:p:935-976.

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2021Uncertainty Network Risk and Currency Returns. (2021). Barunik, Jozef ; Babiak, Mykola. In: CERGE-EI Working Papers. RePEc:cer:papers:wp687.

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2021Exchange Rate Parities and Taylor Rule Deviations. (2021). Caporale, Guglielmo Maria ; Anderl, Christina. In: CESifo Working Paper Series. RePEc:ces:ceswps:_8961.

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2022Managing macroeconomic fluctuations with flexible exchange rate targeting. (2022). Santacreu, Ana Maria ; Mihov, Ilian ; Heipertz, Jonas. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:135:y:2022:i:c:s0165188922000161.

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2021Innovation dynamics and fiscal policy: Implications for growth, asset prices, and welfare. (2021). Grüning, Patrick ; Donadelli, Michael ; Gruning, Patrick. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:57:y:2021:i:c:s1062940821000607.

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2021Ambiguity premium and transaction costs. (2021). Park, Seyoung ; Lee, Seungkyu ; Kim, Taeyoon ; Jang, Bong-Gyu. In: Economics Letters. RePEc:eee:ecolet:v:207:y:2021:i:c:s0165176521002846.

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2021How puzzling is the forward premium puzzle? A meta-analysis. (2021). Zigraiova, Diana ; Novak, Jiri ; Irsova, Zuzana ; Havranek, Tomas. In: European Economic Review. RePEc:eee:eecrev:v:134:y:2021:i:c:s0014292121000672.

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2021Long-term foreign exchange risk premia and inflation risk. (2021). Moneta, Fabio ; Kim, Dae Hwan. In: International Review of Financial Analysis. RePEc:eee:finana:v:78:y:2021:i:c:s1057521921002271.

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2021Media sentiment and international asset prices. (2021). Ranciere, Romain ; Puy, Damien ; Lee, DO ; Fraiberger, Samuel P. In: Journal of International Economics. RePEc:eee:inecon:v:133:y:2021:i:c:s0022199621001069.

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2022Heterogeneous beliefs in macroeconomic growth prospects and the carry risk premium. (2022). Park, Sunjin. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:136:y:2022:i:c:s0378426621003447.

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2021The cross-section of currency volatility premia. (2021). Neuberger, Anthony ; Kozhan, Roman ; Della Corte, Pasquale. In: Journal of Financial Economics. RePEc:eee:jfinec:v:139:y:2021:i:3:p:950-970.

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2021Entangled risks in incomplete FX markets. (2021). Tran, Ngoc-Khanh ; Maurer, Thomas. In: Journal of Financial Economics. RePEc:eee:jfinec:v:142:y:2021:i:1:p:146-165.

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2022Equity tail risk and currency risk premiums. (2022). Londono, Juan M. ; Xiao, Xiao ; Fan, Zhenzhen. In: Journal of Financial Economics. RePEc:eee:jfinec:v:143:y:2022:i:1:p:484-503.

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2021Currency returns and downside risk: Debt, volatility, and the gap from benchmark values. (2021). Stillwagon, Josh ; Goldberg, Michael D ; Cavusoglu, Nevin. In: Journal of Macroeconomics. RePEc:eee:jmacro:v:68:y:2021:i:c:s0164070421000161.

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2021Foreign exchange market efficiency and the global financial crisis: Fundamental versus technical information. (2021). Yamani, Ehab. In: The Quarterly Review of Economics and Finance. RePEc:eee:quaeco:v:79:y:2021:i:c:p:74-89.

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2022Risk-premium shocks and the prudent exchange rate policy. (2022). Anwar, Sajid ; Ali, syed. In: International Review of Economics & Finance. RePEc:eee:reveco:v:77:y:2022:i:c:p:97-122.

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2021The Global Determinants of International Equity Risk Premiums. (2021). Londono, Juan M. ; Xu, Nancy R. In: International Finance Discussion Papers. RePEc:fip:fedgif:1318.

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2021The Quadrilemma of a Small Open Circular Economy Through a Prism of the 9R Strategies. (2021). Jüppner, Marcus ; Lessmann, Kai ; Kizys, Renatas ; Juppner, Marcus ; Donadelli, Michael ; Dagilien, Lina ; Banionien, Justina ; Gruning, Patrick. In: Bank of Lithuania Working Paper Series. RePEc:lie:wpaper:96.

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2021Does the interest parity puzzle hold for Central and Eastern European economies?. (2021). Dąbrowski, Marek ; Janus, Jakub ; Dbrowski, Marek A. In: MPRA Paper. RePEc:pra:mprapa:107558.

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2022The Term Structure of Currency Futures Risk Premia. (2022). Bernoth, Kerstin ; de Vries, Casper ; von Hagen, Jurgen ; Vonhagen, Jurgen. In: Journal of Money, Credit and Banking. RePEc:wly:jmoncb:v:54:y:2022:i:1:p:5-38.

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2022Hot off the press: News-implied sovereign default risk. (2022). Zwart, Sanne ; Wolski, Marcin ; Koerner, Kevin ; Dim, Chukwuma. In: EIB Working Papers. RePEc:zbw:eibwps:202206.

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2022Relative Risk Aversion: A Meta-Analysis. (2022). Havranek, Tomas ; Elminejad, Ali ; Irsova, Zuzana. In: EconStor Preprints. RePEc:zbw:esprep:260586.

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Works by Federico Gavazzoni:

YearTitleTypeCited
2018Currency Risk Factors in a Recursive Multicountry Economy In: CEPR Discussion Papers.
[Full Text][Citation analysis]		paper48
2016Currency Risk Factors in a Recursive Multi-Country Economy.(2016) In: 2016 Meeting Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 48		paper
2015International R&D Spillovers and Asset Prices In: Working Papers.
[Citation analysis]		paper19
2015International R&D Spillovers and Asset Prices.(2015) In: 2015 Meeting Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 19		paper
2010Monetary Policy and the Uncovered Interest Parity Puzzle In: NBER Working Papers.
[Full Text][Citation analysis]		paper65
2012Currency Risk and Pricing Kernel Volatility In: 2012 Meeting Papers.
[Full Text][Citation analysis]		paper12
2014International Comovement through Endogenous Long Run Risk In: 2014 Meeting Papers.
[Full Text][Citation analysis]		paper1

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