4
H index
4
i10 index
145
Citations
INSEAD | 4 H index 4 i10 index 145 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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2022 | Examining 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. Full description at Econpapers || Download paper |
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 |
2021 | Model?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. Full description at Econpapers || Download paper |
2021 | Uncertainty Network Risk and Currency Returns. (2021). Barunik, Jozef ; Babiak, Mykola. In: CERGE-EI Working Papers. RePEc:cer:papers:wp687. Full description at Econpapers || Download paper |
2021 | Exchange Rate Parities and Taylor Rule Deviations. (2021). Caporale, Guglielmo Maria ; Anderl, Christina. In: CESifo Working Paper Series. RePEc:ces:ceswps:_8961. Full description at Econpapers || Download paper |
2022 | Managing 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. Full description at Econpapers || Download paper |
2021 | Innovation 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. Full description at Econpapers || Download paper |
2021 | Ambiguity 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. Full description at Econpapers || Download paper |
2021 | How 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. Full description at Econpapers || Download paper |
2021 | Long-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. Full description at Econpapers || Download paper |
2021 | Media 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. Full description at Econpapers || Download paper |
2022 | Heterogeneous 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. Full description at Econpapers || Download paper |
2021 | The 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. Full description at Econpapers || Download paper |
2021 | Entangled 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. Full description at Econpapers || Download paper |
2022 | Equity 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. Full description at Econpapers || Download paper |
2021 | Currency 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. Full description at Econpapers || Download paper |
2021 | Foreign 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. Full description at Econpapers || Download paper |
2022 | Risk-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. Full description at Econpapers || Download paper |
2021 | The Global Determinants of International Equity Risk Premiums. (2021). Londono, Juan M. ; Xu, Nancy R. In: International Finance Discussion Papers. RePEc:fip:fedgif:1318. Full description at Econpapers || Download paper |
2021 | The 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. Full description at Econpapers || Download paper |
2021 | Does 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. Full description at Econpapers || Download paper |
2022 | The 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. Full description at Econpapers || Download paper |
2022 | Hot 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. Full description at Econpapers || Download paper |
2022 | Relative Risk Aversion: A Meta-Analysis. (2022). Havranek, Tomas ; Elminejad, Ali ; Irsova, Zuzana. In: EconStor Preprints. RePEc:zbw:esprep:260586. 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 | 48 |
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: 48 | paper | |
2015 | International R&D Spillovers and Asset Prices In: Working Papers. [Citation analysis] | paper | 19 |
2015 | International R&D Spillovers and Asset Prices.(2015) In: 2015 Meeting Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 19 | paper | |
2010 | Monetary Policy and the Uncovered Interest Parity Puzzle In: NBER Working Papers. [Full Text][Citation analysis] | paper | 65 |
2012 | Currency Risk and Pricing Kernel Volatility In: 2012 Meeting Papers. [Full Text][Citation analysis] | paper | 12 |
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 August, 1st 2022. Contact: CitEc Team