Federico Gavazzoni : Citation Profile


Are you Federico Gavazzoni?

INSEAD

4

H index

4

i10 index

115

Citations

RESEARCH PRODUCTION:

7

Papers

RESEARCH ACTIVITY:

   8 years (2010 - 2018). See details.
   Cites by year: 14
   Journals where Federico Gavazzoni has often published
   Relations with other researchers
   Recent citing documents: 21.    Total self citations: 2 (1.71 %)

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   Permalink: http://citec.repec.org/pga697
   Updated: 2020-11-21    RAS profile: 2018-06-01    
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Relations with other researchers


Works with:

Santacreu, Ana Maria (2)

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)

Chien, YiLi (4)

Verdelhan, Adrien (4)

Naknoi, Kanda (4)

Liu, Yang (4)

Sarno, Lucio (4)

Donadelli, Michael (4)

Henriksen, Espen (3)

Benigno, Pierpaolo (3)

Cites to:

Colacito, Riccardo (10)

Rogoff, Kenneth (8)

Obstfeld, Maurice (8)

Farhi, Emmanuel (6)

Verdelhan, Adrien (6)

Santacreu, Ana Maria (4)

Zin, Stanley (4)

Backus, David (4)

Gabaix, Xavier (4)

Gourinchas, Pierre-Olivier (3)

Lustig, Hanno (3)

Main data


Where Federico Gavazzoni has published?


Recent works citing Federico Gavazzoni (2020 and 2019)


YearTitle of citing document
2019Business Cycles and Currency Returns. (2019). Sarno, Lucio ; Riddiough, Steven ; Colacito, Ric. In: CEPR Discussion Papers. RePEc:cpr:ceprdp:14015.

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2019Government debt and the returns to innovation. (2019). Nguyen, Thien T ; Croce, M M ; Schmid, L ; Raymond, S. In: Journal of Financial Economics. RePEc:eee:jfinec:v:132:y:2019:i:3:p:205-225.

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2020Economic 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.

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2020International 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.

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2020Business 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.

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2019Inflation targeting and the forward bias puzzle in emerging countries. (2019). Coulibaly, Dramane ; Kempf, Hubert. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:90:y:2019:i:c:p:19-33.

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2020Why 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.

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2019Diversification role of currency momentum for carry trade: Evidence from financial crises. (2019). Yamani, Ehab. In: Journal of Multinational Financial Management. RePEc:eee:mulfin:v:49:y:2019:i:c:p:1-19.

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2019US Equity Tail Risk and Currency Risk Premia. (2019). Xiao, Xiao ; Londono, Juan M ; Fan, Zhenzhen. In: International Finance Discussion Papers. RePEc:fip:fedgif:1253.

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2019The Exchange Rate as an Instrument of Monetary Policy. (2017). Santacreu, Ana Maria ; Mihov, Ilian ; Heipertz, Jonas. In: Working Papers. RePEc:fip:fedlwp:2017-028.

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2019Assessing Business Risks of Natural Gas Trading Companies: Evidence from GET Baltic. (2019). Giriuniene, Gintare ; CERNIUS, GINTARAS ; Morkunas, Mangirdas. In: Energies. RePEc:gam:jeners:v:12:y:2019:i:14:p:2647-:d:247240.

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2020Exchange Rate Predictability, Risk Premiums, and Predictive System. (2020). Park, Cheolbeom ; Bak, Yuhyeon. In: Discussion Paper Series. RePEc:iek:wpaper:2006.

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2019Pricing Risks Across Currency Denominations. (2019). Maurer, Thomas ; Tran, Ngoc-Khanh ; To, Thuy-Duong . In: Management Science. RePEc:inm:ormnsc:v:65:y:2019:i:11:p:5308-5336.

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2019The Term Structures of Coentropy in International Financial Markets. (2019). Colacito, Riccardo ; Chabi-Yo, Fousseni. In: Management Science. RePEc:inm:ormnsc:v:65:y:2019:i:8:p:3541-3558.

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2019Monetary Policy and Exchange Rate Returns: Time-Varying Risk Regimes. (2019). Calomiris, Charles ; Mamaysky, Harry. In: NBER Working Papers. RePEc:nbr:nberwo:25714.

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2019Business Cycles and Currency Returns. (2019). Sarno, Lucio ; Riddiough, Steven J ; Colacito, Riccardo. In: NBER Working Papers. RePEc:nbr:nberwo:26299.

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2020Exchange Rates and Liquidity Risk. (2020). Evans, Martin. In: MPRA Paper. RePEc:pra:mprapa:102702.

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2019Exchange Rates Co-movement and International Trade. (2019). Babii, Aleksandra. In: 2019 Meeting Papers. RePEc:red:sed019:1150.

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2019A Liquidity-Based Resolution of the Uncovered Interest Parity Puzzle. (2019). Mo, Kuk ; Lee, Seungduck. In: Working Papers. RePEc:sgo:wpaper:1902.

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2019New Evidence on the Portfolio Balance Approach to Currency Returns. (2019). Stillwagon, Josh ; Goldberg, Michael D ; Cavusoglu, Nevin. In: Working Papers Series. RePEc:thk:wpaper:89.

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2020A Liquidity‐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.

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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]
paper31
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: 31
paper
2015International R&D Spillovers and Asset Prices In: Working Papers.
[Citation analysis]
paper15
2015International R&D Spillovers and Asset Prices.(2015) In: 2015 Meeting Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 15
paper
2010Monetary Policy and the Uncovered Interest Parity Puzzle In: NBER Working Papers.
[Full Text][Citation analysis]
paper57
2012Currency Risk and Pricing Kernel Volatility In: 2012 Meeting Papers.
[Full Text][Citation analysis]
paper11
2014International Comovement through Endogenous Long Run Risk In: 2014 Meeting Papers.
[Full Text][Citation analysis]
paper1

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