Gabriele Zinna : Citation Profile


Are you Gabriele Zinna?

Banca d'Italia

6

H index

3

i10 index

103

Citations

RESEARCH PRODUCTION:

7

Articles

11

Papers

RESEARCH ACTIVITY:

   6 years (2011 - 2017). See details.
   Cites by year: 17
   Journals where Gabriele Zinna has often published
   Relations with other researchers
   Recent citing documents: 42.    Total self citations: 4 (3.74 %)

MORE DETAILS IN:
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   Permalink: http://citec.repec.org/pzi123
   Updated: 2019-01-20    RAS profile: 2018-02-19    
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Relations with other researchers


Works with:

Sarno, Lucio (4)

Fratzscher, Marcel (3)

Li, Junye (2)

Rime, Dagfinn (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 (7)

Rossi, Jose (5)

Czudaj, Robert (5)

Claessens, Stijn (5)

Kose, Ayhan (5)

D'Amico, Stefania (4)

Korobilis, Dimitris (4)

Ribeiro, Pinho (4)

Gaglianone, Wagner (3)

Batten, Jonathan (3)

Byrne, Joseph (3)

Cites to:

Ang, Andrew (11)

Campbell, John (9)

Vayanos, Dimitri (9)

Singleton, Kenneth (9)

Piazzesi, Monika (8)

Caballero, Ricardo (8)

Viceira, Luis (8)

D'Amico, Stefania (7)

Stein, Jeremy (7)

Wu, Jing Cynthia (6)

Rudebusch, Glenn (6)

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 Area4

Recent works citing Gabriele Zinna (2018 and 2017)


YearTitle of citing document
2017Detecting Scapegoat Effects in the Relationship Between Exchange Rates and Macroeconomic Fundamentals. (2017). Sadaba, Barbara ; Pozzi, Lorenzo. In: Staff Working Papers. RePEc:bca:bocawp:17-22.

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2017Systemic Financial Sector and Sovereign Risks. (2017). Nadal De Simone, Francisco ; Jin, Xisong . In: BCL working papers. RePEc:bcl:bclwop:bclwp109.

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2017A quantitative analysis of risk premia in the corporate bond market. (2017). Cecchetti, Sara . In: Temi di discussione (Economic working papers). RePEc:bdi:wptemi:td_1141_17.

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2017Systemic risk and systemic importance measures during the crisis. (2017). Zaghini, Andrea ; Masciantonio, Sergio. In: Temi di discussione (Economic working papers). RePEc:bdi:wptemi:td_1153_17.

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

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2017Asset prices and macroeconomic outcomes: a survey. (2017). Kose, Ayhan ; Claessens, Stijn. In: BIS Working Papers. RePEc:bis:biswps:676.

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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.

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

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

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2017Asset Prices and Macroeconomic Outcomes: A Survey. (2017). Kose, Ayhan ; Claessens, Stijn. In: CEPR Discussion Papers. RePEc:cpr:ceprdp:12460.

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

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2017Model Uncertainty and Exchange Rate Forecasting. (2017). Markiewicz, Agnieszka ; Kouwenberg, Roy ; Verhoeks, Ralph . In: Journal of Financial and Quantitative Analysis. RePEc:cup:jfinqa:v:52:y:2017:i:01:p:341-363_00.

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

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

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

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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.

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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.

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2017Evaluation of exchange rate point and density forecasts: An application to Brazil. (2017). Gaglianone, Wagner ; Moura, Jaqueline Terra. In: International Journal of Forecasting. RePEc:eee:intfor:v:33:y:2017:i:3:p:707-728.

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2017Selecting exchange rate fundamentals by bootstrap. (2017). Ribeiro, Pinho. In: International Journal of Forecasting. RePEc:eee:intfor:v:33:y:2017:i:4:p:894-914.

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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.

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2017The impact of uncertainty on professional exchange rate forecasts. (2017). Czudaj, Robert ; Beckmann, Joscha. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:73:y:2017:i:pb:p:296-316.

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2017Exchange rate expectations since the financial crisis: Performance evaluation and the role of monetary policy and safe haven. (2017). Czudaj, Robert ; Beckmann, Joscha. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:74:y:2017:i:c:p:283-300.

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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.

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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.

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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.

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2017Sovereign default risk linkage: Implication for portfolio diversification. (2017). Hoque, Ariful ; Hassan, Kamrul ; Gasbarro, Dominic. In: Pacific-Basin Finance Journal. RePEc:eee:pacfin:v:41:y:2017:i:c:p:1-16.

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2017Exchange rate expectations and economic policy uncertainty. (2017). Czudaj, Robert ; Beckmann, Joscha. In: European Journal of Political Economy. RePEc:eee:poleco:v:47:y:2017:i:c:p:148-162.

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2017Asset prices and macroeconomic outcomes: A survey. (2017). Kose, Ayhan ; Claessens, Stijn. In: CAMA Working Papers. RePEc:een:camaaa:2017-76.

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2017A New Normal for Interest Rates? Evidence from Inflation-Indexed Debt. (2017). Rudebusch, Glenn ; Christensen, Jens. In: Working Paper Series. RePEc:fip:fedfwp:2017-07.

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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.

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2017The long-run determination of the real exchange rate. Evidence from an intertemporal modelling framework using the dollar-pound exchange rate.. (2017). Litsios, Ioannis ; Pilbeam, Keith. In: Open Economies Review. RePEc:kap:openec:v:28:y:2017:i:5:d:10.1007_s11079-017-9467-7.

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2017The economic significance of CDS price discovery. (2017). Xiang, Vincent ; Fang, Victor ; Chng, Michael T. In: Review of Quantitative Finance and Accounting. RePEc:kap:rqfnac:v:48:y:2017:i:1:d:10.1007_s11156-015-0540-2.

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2017Asset Prices and Macroeconomic Outcomes: A Survey. (2017). Kose, Ayhan ; Claessens, Stijn. In: Koç University-TUSIAD Economic Research Forum Working Papers. RePEc:koc:wpaper:1718.

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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..

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2017The Hunt for Duration: Not Waving but Drowning?. (2017). Sushko, Vladyslav ; Shin, Hyun Song ; Domanski, Dietrich. In: IMF Economic Review. RePEc:pal:imfecr:v:65:y:2017:i:1:d:10.1057_s41308-016-0026-9.

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

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2017Asset prices and macroeconomic outcomes : a survey. (2017). Kose, Ayhan ; Claessens, Stijn. In: Policy Research Working Paper Series. RePEc:wbk:wbrwps:8259.

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2017Time varying and asymmetric effect between sovereign credit market and financial market: The asymmetric DCC model. (2017). el Abed, Riadh ; Zardoub, Amna. In: Economics Discussion Papers. RePEc:zbw:ifwedp:201797.

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2017Forecasting exchange rates: The time-varying relationship between exchange rates and Taylor rule fundamentals. (2017). Haskamp, Ulrich. In: Ruhr Economic Papers. RePEc:zbw:rwirep:704.

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2017Determinants of the Public Budget Balance: The Role of Official Capital Flows. (2017). Steiner, Andreas. In: Annual Conference 2017 (Vienna): Alternative Structures for Money and Banking. RePEc:zbw:vfsc17:168184.

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2017Exchange rate expectations since the financial crisis: Performance evaluation and the role of monetary policy and safe haven. (2017). Czudaj, Robert ; Beckmann, Joscha. In: Annual Conference 2017 (Vienna): Alternative Structures for Money and Banking. RePEc:zbw:vfsc17:168291.

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

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Works by Gabriele Zinna:


YearTitleTypeCited
2014On bank credit risk: systemic or bank-specific? Evidence from the US and UK In: Temi di discussione (Economic working papers).
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paper4
2014Price pressures in the UK index-linked market: an empirical investigation In: Temi di discussione (Economic working papers).
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paper1
2014How much of bank credit risk is sovereign risk? Evidence from the eurozone In: Temi di discussione (Economic working papers).
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paper3
2014The scapegoat theory of exchange rates: the first tests In: Temi di discussione (Economic working papers).
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paper45
2012The Scapegoat Theory of Exchange Rates: The First Tests.(2012) In: CEPR Discussion Papers.
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This paper has another version. Agregated cites: 45
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2013The Scapegoat Theory of Exchange Rates: The First Tests.(2013) In: Discussion Papers of DIW Berlin.
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This paper has another version. Agregated cites: 45
paper
2012The scapegoat theory of exchange rates: the first tests.(2012) In: Working Paper Series.
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This paper has another version. Agregated cites: 45
paper
2015The scapegoat theory of exchange rates: the first tests.(2015) In: Journal of Monetary Economics.
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This paper has another version. Agregated cites: 45
article
2011Identifying risks in emerging market sovereign and corporate bond spreads In: Bank of England working papers.
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paper7
2014Identifying risks in emerging market sovereign and corporate bond spreads.(2014) In: Emerging Markets Review.
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This paper has another version. Agregated cites: 7
article
2011Preferred-habitat investors and the US term structure of real rates In: Bank of England working papers.
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paper10
2011Preferred-Habitat Investors and the US Term Structure of Real Rates.(2011) In: FMG Discussion Papers.
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This paper has another version. Agregated cites: 10
paper
2011Chinas changing growth pattern In: Bank of England Quarterly Bulletin.
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article3
2014On Bank Credit Risk: Systemic or Bank Specific? Evidence for the United States and United Kingdom In: Journal of Financial and Quantitative Analysis.
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article3
2013Sovereign default risk premia: Evidence from the default swap market In: Journal of Empirical Finance.
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article7
2017The market for lemmings: The herding behavior of pension funds In: Journal of Financial Markets.
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article7
2014Official Demand for U.S. Debt; Implications for U.S. Real Interest Rates In: IMF Working Papers.
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2016Price Pressures on UK Real Rates: An Empirical Investigation In: Review of Finance.
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article3

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