Gabriele Zinna : Citation Profile


Are you Gabriele Zinna?

Banca d'Italia

6

H index

4

i10 index

131

Citations

RESEARCH PRODUCTION:

9

Articles

15

Papers

RESEARCH ACTIVITY:

   8 years (2011 - 2019). See details.
   Cites by year: 16
   Journals where Gabriele Zinna has often published
   Relations with other researchers
   Recent citing documents: 39.    Total self citations: 8 (5.76 %)

MORE DETAILS IN:
ABOUT THIS REPORT:

   Permalink: http://citec.repec.org/pzi123
   Updated: 2020-08-09    RAS profile: 2020-03-26    
   Missing citations? Add them    Incorrect content? Let us know

Relations with other researchers


Works with:

Sarno, Lucio (5)

Kaminska, Iryna (2)

Fratzscher, Marcel (2)

Rime, Dagfinn (2)

Li, Junye (2)

Authors registered in RePEc who have co-authored more than one work in the last five years with Gabriele Zinna.

Is cited by:

Beckmann, Joscha (8)

Kose, Ayhan (5)

Czudaj, Robert (5)

Claessens, Stijn (5)

Rossi, Jose (5)

Ribeiro, Pinho (4)

Korobilis, Dimitris (4)

King, Thomas (4)

D'Amico, Stefania (4)

Masciantonio, Sergio (3)

Byrne, Joseph (3)

Cites to:

Vayanos, Dimitri (14)

Campbell, John (11)

Ang, Andrew (11)

D'Amico, Stefania (10)

Singleton, Kenneth (9)

Kaminska, Iryna (9)

Viceira, Luis (8)

Piazzesi, Monika (8)

Caballero, Ricardo (8)

Shleifer, Andrei (8)

Rudebusch, Glenn (8)

Main data


Where Gabriele Zinna has published?


Working Papers Series with more than one paper published# docs
Temi di discussione (Economic working papers) / Bank of Italy, Economic Research and International Relations Area5

Recent works citing Gabriele Zinna (2019 and 2018)


YearTitle of citing document
2019The non-standard monetary policy measures of the ECB: motivations, effectiveness and risks. (2019). Neri, Stefano ; Siviero, Stefano. In: Questioni di Economia e Finanza (Occasional Papers). RePEc:bdi:opques:qef_486_19.

Full description at Econpapers || Download paper

2020An analysis of sovereign credit risk premia in the euro area: are they explained by local or global factors?. (2020). Cecchetti, Sara. In: Temi di discussione (Economic working papers). RePEc:bdi:wptemi:td_1271_20.

Full description at Econpapers || Download paper

2018Frontiers of macrofinancial linkages. (2018). Claessens, Stijn ; Kose, Ayhan M. In: BIS Papers. RePEc:bis:bisbps:95.

Full description at Econpapers || Download paper

2019THE ROLE OF NATIONAL DEBTS IN THE DETERMINATION OF THE YEN‐DOLLAR EXCHANGE RATE. (2019). Pilbeam, Keith ; Litsios, Ioannis. In: Economic Inquiry. RePEc:bla:ecinqu:v:57:y:2019:i:2:p:1182-1195.

Full description at Econpapers || Download paper

2018What drives UK defined benefit pension funds investment behaviour?. (2018). Roberts-Sklar, Matt ; Douglas, Graeme . In: Bank of England working papers. RePEc:boe:boeewp:0757.

Full description at Econpapers || Download paper

2018Non-Performing Loans, Cost of Capital, and Lending Supply: Lessons from the Eurozone Banking Crisi. (2018). Chiesa, Gabriella ; Mansilla-Fernandez, J M. In: Working Papers. RePEc:bol:bodewp:wp1124.

Full description at Econpapers || Download paper

2018Pension Funds and the Yield Curve: The Role of Preference for Maturity. (2018). Calani, Mauricio ; Alfaro, Rodrigo. In: Working Papers Central Bank of Chile. RePEc:chb:bcchwp:821.

Full description at Econpapers || Download paper

2020Uncovered Interest Rate Parity Redux: Non- Uniform Effects. (2020). Cheung, Yin-Wong ; Wang, Wenhao. In: GRU Working Paper Series. RePEc:cth:wpaper:gru_2020_004.

Full description at Econpapers || Download paper

2018Long-run determination of the nominal exchange rate in the presence of national debts: Evidence from the yen-dollar exchange rate. (2018). Litsios, I ; Pilbeam, K. In: Working Papers. RePEc:cty:dpaper:18/01.

Full description at Econpapers || Download paper

2018Herding behavior of Dutch pension funds in asset class investments. (2018). Bikker, Jacob ; Koetsier, Ian. In: DNB Working Papers. RePEc:dnb:dnbwpp:602.

Full description at Econpapers || Download paper

2018Pension fund equity performance: Patience, activity or both?. (2018). Lelyveld, Iman ; Artiga Gonzalez, Tanja ; Lucivjanska, Katarina ; van Lelyveld, Iman. In: DNB Working Papers. RePEc:dnb:dnbwpp:606.

Full description at Econpapers || Download paper

2018Pension Funds Interconnections and Herd Behavior. (2018). Broeders, Dirk ; Bonneti, Matteo ; Bauer, Rob. In: DNB Working Papers. RePEc:dnb:dnbwpp:612.

Full description at Econpapers || Download paper

2018The effect of non-resident investments on the French sovereign spread. (2018). Bui Quang, Pierre. In: EconomiX Working Papers. RePEc:drm:wpaper:2018-52.

Full description at Econpapers || Download paper

2018Equilibrium variance risk premium in a cost-free production economy. (2018). Ruan, Xinfeng ; Zhang, Jin E. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:96:y:2018:i:c:p:42-60.

Full description at Econpapers || Download paper

2019Time-varying risk aversion and realized gold volatility. (2019). GUPTA, RANGAN ; Demirer, Riza ; Pierdzioch, Christian ; Gkillas, Konstantinos. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:50:y:2019:i:c:s1062940818306399.

Full description at Econpapers || Download paper

2020Variance swap payoffs, risk premia and extreme market conditions. (2020). Violante, Francesco ; Stentoft, Lars. In: Econometrics and Statistics. RePEc:eee:ecosta:v:13:y:2020:i:c:p:106-124.

Full description at Econpapers || Download paper

2018Accounting for sovereign tail risk in emerging economies: The role of global and domestic risk factors. (2018). Wing, Tom Pak ; Fu, John ; Li, Ka-Fai . In: Emerging Markets Review. RePEc:eee:ememar:v:34:y:2018:i:c:p:98-110.

Full description at Econpapers || Download paper

2018Does governing law affect bond spreads?. (2018). Ratha, Dilip ; Kurlat, Sergio ; De, Supriyo. In: Emerging Markets Review. RePEc:eee:ememar:v:36:y:2018:i:c:p:60-78.

Full description at Econpapers || Download paper

2018Using low frequency information for predicting high frequency variables. (2018). Marcellino, Massimiliano ; Guérin, Pierre ; Foroni, Claudia. In: International Journal of Forecasting. RePEc:eee:intfor:v:34:y:2018:i:4:p:774-787.

Full description at Econpapers || Download paper

2019Do closed-end fund investors herd?. (2019). Gebka, Bartosz ; Cui, Yueting ; Kallinterakis, Vasileios. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:105:y:2019:i:c:p:194-206.

Full description at Econpapers || Download paper

2020Risky bank guarantees. (2020). Sarno, Lucio ; Mäkinen, Taneli ; Zinna, Gabriele ; Makinen, Taneli. In: Journal of Financial Economics. RePEc:eee:jfinec:v:136:y:2020:i:2:p:490-522.

Full description at Econpapers || Download paper

2018Fundamentals and exchange rate forecastability with simple machine learning methods. (2018). Stoltz, Gilles ; Michalski, Tomasz ; Amat, Christophe . In: Journal of International Money and Finance. RePEc:eee:jimfin:v:88:y:2018:i:c:p:1-24.

Full description at Econpapers || Download paper

2019Pricing factors in multiple-term structures from interbank rates. (2019). Lafuente, Juan Angel ; Serrano, Pedro ; Petit, Nuria. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:91:y:2019:i:c:p:138-159.

Full description at Econpapers || Download paper

2018Rule of law and balance of power sustain US dollar preeminence. (2018). Seghezza, Elena ; Morelli, Pierluigi. In: Journal of Policy Modeling. RePEc:eee:jpolmo:v:40:y:2018:i:1:p:16-36.

Full description at Econpapers || Download paper

2019Feedback trading: Strategies during day and night with global interconnectedness. (2019). Rudolf, Markus ; Kusen, Alex. In: Research in International Business and Finance. RePEc:eee:riibaf:v:48:y:2019:i:c:p:438-463.

Full description at Econpapers || Download paper

2019Do investors herd in cryptocurrencies – and why?. (2019). Wang, Ying ; Kallinterakis, Vasileios. In: Research in International Business and Finance. RePEc:eee:riibaf:v:50:y:2019:i:c:p:240-245.

Full description at Econpapers || Download paper

2019Liquidity Risk and Corporate Bond Yield Spread: Evidence from China. (2019). Jiang, Lunan ; Chen, Yinghui. In: CFDS Discussion Paper Series. RePEc:fds:dpaper:201909.

Full description at Econpapers || Download paper

2018Price Pressure and Price Discovery in the Term Structure of Interest Rates. (2018). Tuzun, Tugkan ; Mixon, Scott. In: Finance and Economics Discussion Series. RePEc:fip:fedgfe:2018-65.

Full description at Econpapers || Download paper

2018Assessing the Credit Risk of Corporate Bonds Based on Factor Analysis and Logistic Regress Analysis Techniques: Evidence from New Energy Enterprises in China. (2018). Liu, Yuanxin ; Zhou, Dong ; Yuan, Jiahai. In: Sustainability. RePEc:gam:jsusta:v:10:y:2018:i:5:p:1457-:d:145006.

Full description at Econpapers || Download paper

2019The single supervision mechanism and contagion between bank and sovereign risk. (2019). Olmo, Begoa Torre ; Torreolmo, Begoa ; Azofra, Sergio Sanfilippo ; Sanfilippoazofra, Sergio ; Saiz, Maria Cantero. In: Journal of Regulatory Economics. RePEc:kap:regeco:v:55:y:2019:i:1:d:10.1007_s11149-018-09373-6.

Full description at Econpapers || Download paper

2020Oil shocks and volatility jumps. (2020). GUPTA, RANGAN ; Wohar, Mark E ; Gkillas, Konstantinos. In: Review of Quantitative Finance and Accounting. RePEc:kap:rqfnac:v:54:y:2020:i:1:d:10.1007_s11156-018-00788-y.

Full description at Econpapers || Download paper

2018Forecasting Bond Yields with Segmented Term Structure Models. (2018). Almeida, Caio ; Vicente, Jose ; Simonsen, Axel ; Kubudi, Daniela ; Ardison, Kym . In: Journal of Financial Econometrics. RePEc:oup:jfinec:v:16:y:2018:i:1:p:1-33..

Full description at Econpapers || Download paper

2019A consumption-based approach to exchange rate predictability. (2019). Ojeda-Joya, Jair. In: MPRA Paper. RePEc:pra:mprapa:94231.

Full description at Econpapers || Download paper

2018Herding behavior of Dutch pension funds in asset class investments. (2018). Bikker, Jacob ; Koetsier, I. In: Working Papers. RePEc:use:tkiwps:1804.

Full description at Econpapers || Download paper

2019Jump variance risk: Evidence from option valuation and stock returns. (2019). Chang, Yencheng ; Tseng, Kevin ; Peng, Pohsiang ; Cheng, HungWen . In: Journal of Futures Markets. RePEc:wly:jfutmk:v:39:y:2019:i:7:p:890-915.

Full description at Econpapers || Download paper

2019Derivatives pricing when supply and demand matter: Evidence from the term structure of VIX futures. (2019). Onur, Esen ; Mixon, Scott. In: Journal of Futures Markets. RePEc:wly:jfutmk:v:39:y:2019:i:9:p:1035-1055.

Full description at Econpapers || Download paper

2020Inferring information from the S&P 500, CBOE VIX, and CBOE SKEW indices. (2020). Cao, Jiling ; Zhang, Wenjun ; Ruan, Xinfeng. In: Journal of Futures Markets. RePEc:wly:jfutmk:v:40:y:2020:i:6:p:945-973.

Full description at Econpapers || Download paper

2020Official Demand for U.S. Debt: Implications for U.S. Real Rates. (2020). Zinna, Gabriele ; Kaminska, Iryna. In: Journal of Money, Credit and Banking. RePEc:wly:jmoncb:v:52:y:2020:i:2-3:p:323-364.

Full description at Econpapers || Download paper

2018Exchange rate predictability and dynamic Bayesian learning. (2018). Koop, Gary ; Korobilis, Dimitris ; Beckmann, Joscha ; Schussler, Rainer. In: Annual Conference 2018 (Freiburg, Breisgau): Digital Economy. RePEc:zbw:vfsc18:181523.

Full description at Econpapers || Download paper

Works by Gabriele Zinna:


YearTitleTypeCited
2019The effectiveness of the ECB’s asset purchases at the lower bound In: Questioni di Economia e Finanza (Occasional Papers).
[Full Text][Citation analysis]
paper0
2019Risky bank guarantees In: Temi di discussione (Economic working papers).
[Full Text][Citation analysis]
paper0
2019Risky Bank Guarantees.(2019) In: CEPR Discussion Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 0
paper
2014On bank credit risk: systemic or bank-specific? Evidence from the US and UK In: Temi di discussione (Economic working papers).
[Full Text][Citation analysis]
paper5
2014Price pressures in the UK index-linked market: an empirical investigation In: Temi di discussione (Economic working papers).
[Full Text][Citation analysis]
paper1
2014How much of bank credit risk is sovereign risk? Evidence from the eurozone In: Temi di discussione (Economic working papers).
[Full Text][Citation analysis]
paper5
2014The scapegoat theory of exchange rates: the first tests In: Temi di discussione (Economic working papers).
[Full Text][Citation analysis]
paper48
2012The Scapegoat Theory of Exchange Rates: The First Tests.(2012) In: CEPR Discussion Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 48
paper
2013The Scapegoat Theory of Exchange Rates: The First Tests.(2013) In: Discussion Papers of DIW Berlin.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 48
paper
2012The scapegoat theory of exchange rates: the first tests.(2012) In: Working Paper Series.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 48
paper
2015The scapegoat theory of exchange rates: the first tests.(2015) In: Journal of Monetary Economics.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 48
article
2011Identifying risks in emerging market sovereign and corporate bond spreads In: Bank of England working papers.
[Full Text][Citation analysis]
paper8
2014Identifying risks in emerging market sovereign and corporate bond spreads.(2014) In: Emerging Markets Review.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 8
article
2011Preferred-habitat investors and the US term structure of real rates In: Bank of England working papers.
[Full Text][Citation analysis]
paper14
2011Preferred-Habitat Investors and the US Term Structure of Real Rates.(2011) In: FMG Discussion Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 14
paper
2019Official demand for US debt: implications for US real rates In: Bank of England working papers.
[Full Text][Citation analysis]
paper1
2011Chinas changing growth pattern In: Bank of England Quarterly Bulletin.
[Full Text][Citation analysis]
article3
2014On Bank Credit Risk: Systemic or Bank Specific? Evidence for the United States and United Kingdom In: Journal of Financial and Quantitative Analysis.
[Full Text][Citation analysis]
article4
2013Sovereign default risk premia: Evidence from the default swap market In: Journal of Empirical Finance.
[Full Text][Citation analysis]
article7
2017The market for lemmings: The herding behavior of pension funds In: Journal of Financial Markets.
[Full Text][Citation analysis]
article10
2014Official Demand for U.S. Debt; Implications for U.S. Real Interest Rates In: IMF Working Papers.
[Full Text][Citation analysis]
paper11
2016Price Pressures on UK Real Rates: An Empirical Investigation In: Review of Finance.
[Full Text][Citation analysis]
article4
2018The Variance Risk Premium: Components, Term Structures, and Stock Return Predictability In: Journal of Business & Economic Statistics.
[Full Text][Citation analysis]
article6
2018How Much of Bank Credit Risk Is Sovereign Risk? Evidence from Europe In: Journal of Money, Credit and Banking.
[Full Text][Citation analysis]
article4

CitEc is a RePEc service, providing citation data for Economics since 2001. Sponsored by INOMICS. Last updated July, 2 2020. Contact: CitEc Team