Gabriele Zinna : Citation Profile


Are you Gabriele Zinna?

Banca d'Italia

8

H index

7

i10 index

186

Citations

RESEARCH PRODUCTION:

9

Articles

13

Papers

RESEARCH ACTIVITY:

   8 years (2011 - 2019). See details.
   Cites by year: 23
   Journals where Gabriele Zinna has often published
   Relations with other researchers
   Recent citing documents: 29.    Total self citations: 9 (4.62 %)

MORE DETAILS IN:
ABOUT THIS REPORT:

   Permalink: http://citec.repec.org/pzi123
   Updated: 2022-09-24    RAS profile: 2020-03-26    
   Missing citations? Add them    Incorrect content? Let us know

Relations with other researchers


Works with:

Sarno, Lucio (3)

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 (11)

Czudaj, Robert (6)

Kaminska, Iryna (5)

Rossi, Jose (5)

Kose, Ayhan (5)

Korobilis, Dimitris (5)

Claessens, Stijn (5)

Ribeiro, Pinho (4)

Batten, Jonathan (3)

King, Thomas (3)

Gaglianone, Wagner (3)

Cites to:

Vayanos, Dimitri (28)

Ang, Andrew (14)

Singleton, Kenneth (13)

Kaminska, Iryna (11)

Acharya, Viral (11)

Jeanne, Olivier (10)

Caballero, Ricardo (10)

Wright, Jonathan (9)

Duffie, Darrell (9)

Correa, Ricardo (9)

Piazzesi, Monika (9)

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
CEPR Discussion Papers / C.E.P.R. Discussion Papers2

Recent works citing Gabriele Zinna (2022 and 2021)


YearTitle of citing document
2021Liquidity risk and corporate bond yield spread: Evidence from China. (2021). Jiang, Lunan ; Chen, Yinghui. In: International Review of Finance. RePEc:bla:irvfin:v:21:y:2021:i:4:p:1117-1151.

Full description at Econpapers || Download paper

2021Correcting US payments imbalances: Taxing foreign holders of its treasury securities is better than import tariffs. (2021). Hallwood, Paul. In: The World Economy. RePEc:bla:worlde:v:44:y:2021:i:8:p:2228-2237.

Full description at Econpapers || Download paper

2021Preferred habitat investors in the UK government bond market. (2021). Worlidge, Jack ; Meaning, Jack ; Joyce, Michael ; Giese, Julia. In: Bank of England working papers. RePEc:boe:boeewp:0939.

Full description at Econpapers || Download paper

2021Fiscal Deficits, Bank Credit Risk, and Loan-Loss Provisions. (2021). Gurgel, Felipe Bastos. In: Journal of Financial and Quantitative Analysis. RePEc:cup:jfinqa:v:56:y:2021:i:5:p:1537-1589_2.

Full description at Econpapers || Download paper

2021Home Bias in Sovereign Exposure and the Probability of Bank Default - Evidence from EU Stress Test Data. (2021). Schäfer, Dorothea ; Schafer, Dorothea ; Meyland, Dominik. In: Discussion Papers of DIW Berlin. RePEc:diw:diwwpp:dp1943.

Full description at Econpapers || Download paper

2022New volatility evolution model after extreme events. (2022). Ren, Fei ; Yang, Ming-Yuan ; Zhang, Wei ; Xiong, Xiong ; Li, Sai-Ping ; Chen, Zhang-Hangjian ; Cai, Mei-Ling. In: Chaos, Solitons & Fractals. RePEc:eee:chsofr:v:154:y:2022:i:c:s0960077921009620.

Full description at Econpapers || Download paper

2021Herding in Open-end Funds: Evidence from China. (2021). Li, Shouwei ; Wang, HU ; Ma, Yuyin. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:57:y:2021:i:c:s1062940821000516.

Full description at Econpapers || Download paper

2022Rigid payment breaking, default spread and yields of Chinese treasury bonds. (2022). Xu, Xiangyun ; Jia, Fei ; Chen, Yunping ; Yu, Cong ; Huang, Xiaoyong. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:59:y:2022:i:c:s1062940821001777.

Full description at Econpapers || Download paper

2021Evaluating corporate credit risks in emerging markets. (2021). Chan, Wing ; Kalimipalli, Madhu ; Dodd, Olga. In: International Review of Financial Analysis. RePEc:eee:finana:v:73:y:2021:i:c:s1057521920302532.

Full description at Econpapers || Download paper

2021Does alternative finance moderate bank fragility? Evidence from the euro area. (2021). Ongena, Steven ; Mamatzakis, Emmanuel C ; Tsionas, Mike G. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:72:y:2021:i:c:s1042443121000597.

Full description at Econpapers || Download paper

2021Regulatory mood-congruence and herding: Evidence from cannabis stocks. (2021). Gebka, Bartosz ; Kallinterakis, Vasileios ; Andrikopoulos, Panagiotis. In: Journal of Economic Behavior & Organization. RePEc:eee:jeborg:v:185:y:2021:i:c:p:842-864.

Full description at Econpapers || Download paper

2022Global risk sentiment and the Swiss franc: A time-varying daily factor decomposition model. (2022). Gloede, Oliver ; Frei, Lukas ; Fink, Fabian . In: Journal of International Money and Finance. RePEc:eee:jimfin:v:122:y:2022:i:c:s026156062100190x.

Full description at Econpapers || Download paper

2021Time-varying uncertainty and variance risk premium. (2021). Zhang, Jin E ; Ruan, Xinfeng. In: Journal of Macroeconomics. RePEc:eee:jmacro:v:69:y:2021:i:c:s0164070421000471.

Full description at Econpapers || Download paper

2021A preferred-habitat model of the term structure of interest rates. (2020). Vila, Jean-Luc ; Vayanos, Dimitri. In: LSE Research Online Documents on Economics. RePEc:ehl:lserod:106509.

Full description at Econpapers || Download paper

2021Model of Assessing the Overdue Debts in a Commercial Bank Using Neuro-Fuzzy Technologies. (2021). Kovalenko, Dmytro ; Baltov, Rosen Rosenov ; Boiko, Tetiana ; Zabuta, Nani ; Afanasieva, Olga. In: Journal of Risk and Financial Management. RePEc:gam:jjrfmx:v:14:y:2021:i:5:p:216-:d:551569.

Full description at Econpapers || Download paper

2022The Great Game Will Never End: Why the Global Financial Crisis Is Bound to Be Repeated. (2022). Blake, David. In: JRFM. RePEc:gam:jjrfmx:v:15:y:2022:i:6:p:245-:d:828773.

Full description at Econpapers || Download paper

2021Exchange Rate Volatility, Currency Misalignment, and Risk of Recession in the Central and Eastern European Countries. (2021). Shevchuk, Victor ; Kopych, Roman . In: Risks. RePEc:gam:jrisks:v:9:y:2021:i:5:p:82-:d:547495.

Full description at Econpapers || Download paper

2021The Sovereign-Bank Nexus in the Face of the COVID-19 Pandemic Outbreak—Evidence from EU Member States. (2021). Boitan, Iustina Alina ; Marchewka-Bartkowiak, Kamilla . In: Risks. RePEc:gam:jrisks:v:9:y:2021:i:5:p:98-:d:556746.

Full description at Econpapers || Download paper

2021Analysis of Sectoral Herding through Quantile Regression: A Study of S&P BSE 500 Stocks. (2021). Kalra, Himanshi ; Shrotryia, Vijay Kumar. In: International Journal of Business and Economics. RePEc:ijb:journl:v:20:y:2021:i:1:p:1-16.

Full description at Econpapers || Download paper

2021Does Public Debt Ownership Structure Matter for a Borrowing Country?. (2021). Piscarreta, Carlos Alberto. In: Working Papers REM. RePEc:ise:remwps:wp01902021.

Full description at Econpapers || Download paper

2022Fundamental determinants of exchange rate expectations. (2022). Czudaj, Robert ; Beckmann, Joscha. In: Chemnitz Economic Papers. RePEc:tch:wpaper:cep056.

Full description at Econpapers || Download paper

2021A Preferred?Habitat Model of the Term Structure of Interest Rates. (2021). Vayanos, Dimitri ; Vila, Jeanluc. In: Econometrica. RePEc:wly:emetrp:v:89:y:2021:i:1:p:77-112.

Full description at Econpapers || Download paper

2021A Bayesian panel stochastic volatility measure of financial stability. (2021). Tsionas, Mike G ; Mamatzakis, Emmanuel C. In: International Journal of Finance & Economics. RePEc:wly:ijfiec:v:26:y:2021:i:4:p:5363-5384.

Full description at Econpapers || Download paper

2022Information gains from using short?dated options for measuring and forecasting volatility. (2022). Zhang, Yang ; Todorov, Viktor. In: Journal of Applied Econometrics. RePEc:wly:japmet:v:37:y:2022:i:2:p:368-391.

Full description at Econpapers || Download paper

2021VIX term structure: The role of jump propagation risks. (2021). Chen, JI ; Yang, Xinglin. In: Journal of Futures Markets. RePEc:wly:jfutmk:v:41:y:2021:i:6:p:785-810.

Full description at Econpapers || Download paper

2022VIX option?implied volatility slope and VIX futures returns. (2022). Zhang, Jin E ; Ruan, Xinfeng ; Yoon, Jungah. In: Journal of Futures Markets. RePEc:wly:jfutmk:v:42:y:2022:i:6:p:1002-1038.

Full description at Econpapers || Download paper

2022Sovereign Risk and the Bank Lending Channel: Differences across Countries and the Effects of the Financial Crisis. (2022). Olmo, Begoa Torre ; Torreolmo, Begoa ; Azofra, Sergio Sanfilippo ; Sanfilippoazofra, Sergio ; Canterosaiz, Maria. In: Journal of Money, Credit and Banking. RePEc:wly:jmoncb:v:54:y:2022:i:1:p:285-312.

Full description at Econpapers || Download paper

2021The core, the periphery, and the disaster: Corporate-sovereign nexus in COVID-19 times. (2021). Plazzi, Alberto ; Pelizzon, Loriana ; Jappelli, Ruggero. In: SAFE Working Paper Series. RePEc:zbw:safewp:331.

Full description at Econpapers || Download paper

2021.

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]
paper2
2019Risky Bank Guarantees.(2019) In: CEPR Discussion Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 2
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]
paper8
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]
paper6
2014The scapegoat theory of exchange rates: the first tests In: Temi di discussione (Economic working papers).
[Full Text][Citation analysis]
paper59
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: 59
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: 59
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: 59
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: 59
article
2011Identifying risks in emerging market sovereign and corporate bond spreads In: Bank of England working papers.
[Full Text][Citation analysis]
paper11
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: 11
article
2011Preferred-habitat investors and the US term structure of real rates In: Bank of England working papers.
[Full Text][Citation analysis]
paper13
2019Official demand for US debt: implications for US real rates In: Bank of England working papers.
[Full Text][Citation analysis]
paper16
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]
article5
2013Sovereign default risk premia: Evidence from the default swap market In: Journal of Empirical Finance.
[Full Text][Citation analysis]
article8
2017The market for lemmings: The herding behavior of pension funds In: Journal of Financial Markets.
[Full Text][Citation analysis]
article19
2016Price Pressures on UK Real Rates: An Empirical Investigation In: Review of Finance.
[Full Text][Citation analysis]
article6
2018The Variance Risk Premium: Components, Term Structures, and Stock Return Predictability In: Journal of Business & Economic Statistics.
[Full Text][Citation analysis]
article18
2018How Much of Bank Credit Risk Is Sovereign Risk? Evidence from Europe In: Journal of Money, Credit and Banking.
[Full Text][Citation analysis]
article11

CitEc is a RePEc service, providing citation data for Economics since 2001. Sponsored by INOMICS. Last updated August, 1st 2022. Contact: CitEc Team