Federico Gavazzoni : Citation Profile


Are you Federico Gavazzoni?

INSEAD

4

H index

4

i10 index

128

Citations

RESEARCH PRODUCTION:

7

Papers

RESEARCH ACTIVITY:

   8 years (2010 - 2018). See details.
   Cites by year: 16
   Journals where Federico Gavazzoni has often published
   Relations with other researchers
   Recent citing documents: 21.    Total self citations: 2 (1.54 %)

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   Permalink: http://citec.repec.org/pga697
   Updated: 2021-09-11    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 (8)

Hassan, Tarek (7)

Engel, Charles (6)

Chien, YiLi (4)

Sarno, Lucio (4)

Donadelli, Michael (4)

Liu, Yang (4)

Verdelhan, Adrien (4)

Naknoi, Kanda (4)

Benigno, Pierpaolo (3)

Zviadadze, Irina (3)

Cites to:

Colacito, Riccardo (10)

Obstfeld, Maurice (8)

Rogoff, Kenneth (8)

Farhi, Emmanuel (6)

Verdelhan, Adrien (6)

Zin, Stanley (4)

Backus, David (4)

Gabaix, Xavier (4)

Santacreu, Ana Maria (4)

Gourinchas, Pierre-Olivier (3)

Croce, Mariano (3)

Main data


Where Federico Gavazzoni has published?


Recent works citing Federico Gavazzoni (2021 and 2020)


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

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2020Monetary 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.

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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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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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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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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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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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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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2020Is 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.

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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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2020Precautionary 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.

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2020Exchange Rates and Endogenous Productivity. (2020). Saffie, Felipe ; Gornemann, Nils ; Guerron-Quintana, Pablo. In: International Finance Discussion Papers. RePEc:fip:fedgif:1301.

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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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2020Use 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.

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

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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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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.
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paper37
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: 37
paper
2015International R&D Spillovers and Asset Prices In: Working Papers.
[Citation analysis]
paper17
2015International R&D Spillovers and Asset Prices.(2015) In: 2015 Meeting Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 17
paper
2010Monetary Policy and the Uncovered Interest Parity Puzzle In: NBER Working Papers.
[Full Text][Citation analysis]
paper62
2012Currency Risk and Pricing Kernel Volatility In: 2012 Meeting Papers.
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paper11
2014International Comovement through Endogenous Long Run Risk In: 2014 Meeting Papers.
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paper1

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