8
H index
8
i10 index
224
Citations
Gabriele Zinna : Citation Profile
Banca d'Italia | RESEARCH PRODUCTION: 11 Articles 15 Papers RESEARCH ACTIVITY:
MORE DETAILS IN: ABOUT THIS REPORT:
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9 years (2011 - 2020). Relations with other researchers
Works with:
Authors registered in RePEc who have co-authored more than one work in the last five years with Gabriele Zinna. | Is cited by:
| Cites to:
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Main data
Where Gabriele Zinna has published?
| Journals with more than one article published | # docs |
|---|---|
| Journal of Money, Credit and Banking | 2 |
| Working Papers Series with more than one paper published | # docs |
|---|---|
| Temi di discussione (Economic working papers) / Bank of Italy, Economic Research and International Relations Area | 5 |
| CEPR Discussion Papers / C.E.P.R. Discussion Papers | 2 |
Recent works citing Gabriele Zinna (2024 and 2023)
| Year | Title of citing document |
|---|---|
| 2023 | Fiscal Rules, Independent Fiscal Institutions, and Sovereign Risk. (2023). Sprincean, Nicu ; Georgescu, George ; Capraru, Bogdan. In: Working Papers of Romania Fiscal Council. RePEc:ane:wpcfro:230201. Full description at Econpapers || Download paper |
| 2023 | . Full description at Econpapers || Download paper |
| 2023 | Mispricing in inflation markets. (2023). Pinter, Gabor ; Barria, Rodrigo. In: Bank of England working papers. RePEc:boe:boeewp:1034. Full description at Econpapers || Download paper |
| 2023 | On the right jump tail inferred from the VIX market. (2023). Izzeldin, Marwan ; Yao, Xingzhi ; Li, Zhenxiong. In: International Review of Financial Analysis. RePEc:eee:finana:v:86:y:2023:i:c:s1057521923000236. Full description at Econpapers || Download paper |
| 2023 | Efficient Quasi-Bayesian Estimation of Affine Option Pricing Models Using Risk-Neutral Cumulants. (2023). Lutkebohmert, Eva ; Gonzato, Luca ; Brignone, Riccardo. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:148:y:2023:i:c:s0378426622003259. Full description at Econpapers || Download paper |
| 2023 | The long-run impact of sovereign yields on corporate yields in emerging markets. (2023). Magud, Nicolas ; Werner, Alejandro ; Li, Delong. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:130:y:2023:i:c:s0261560622001516. Full description at Econpapers || Download paper |
| 2023 | The volatility index and volatility risk premium in China. (2023). Zhang, Jin E ; Gehricke, Sebastian ; Ruan, Xinfeng ; Yue, Tian. In: The Quarterly Review of Economics and Finance. RePEc:eee:quaeco:v:91:y:2023:i:c:p:40-55. Full description at Econpapers || Download paper |
| 2023 | Impact of fiscal stimulus on volatility: A cross-country analysis. (2023). Erath, Marc ; Venkateswaran, Anand ; Gu, Tiantian. In: Research in International Business and Finance. RePEc:eee:riibaf:v:65:y:2023:i:c:s0275531923000818. Full description at Econpapers || Download paper |
| 2023 | Herd Behaviour of Pension Funds by Asset Class. (2023). Bikker, Jacob A ; Koetsier, Ian. In: International Journal of Economics and Finance. RePEc:ibn:ijefaa:v:15:y:2023:i:2:p:26. Full description at Econpapers || Download paper |
| 2023 | A master of two servants: lessons from the israeli experience about the effect of separation of powers on public accountability and social welfare. (2023). Schwarz, Mordechai E. In: Constitutional Political Economy. RePEc:kap:copoec:v:34:y:2023:i:1:d:10.1007_s10602-022-09363-z. Full description at Econpapers || Download paper |
| 2023 | The role of institutional investors in the financial development. (2023). Andrieș, Alin Marius ; Sprincean, Nicu ; Brodocianu, Mihaela. In: Economic Change and Restructuring. RePEc:kap:ecopln:v:56:y:2023:i:1:d:10.1007_s10644-022-09425-0. Full description at Econpapers || Download paper |
| 2023 | Inattentive Search for Currency Fundamentals. (2023). Verhoeks, Ralph C ; Markiewicz, Agnieszka P. In: IMF Economic Review. RePEc:pal:imfecr:v:71:y:2023:i:4:d:10.1057_s41308-022-00195-3. Full description at Econpapers || Download paper |
| 2023 | Upside and downside correlated jump risk premia of currency options and expected returns. (2023). Lin, Shih-Kuei ; Chen, Ting-Fu ; Chang, Hsing-Hua. In: Financial Innovation. RePEc:spr:fininn:v:9:y:2023:i:1:d:10.1186_s40854-023-00493-3. Full description at Econpapers || Download paper |
| 2023 | . Full description at Econpapers || Download paper |
| 2023 | Exchange rates and macroeconomic fundamentals: Evidence of instabilities from time?varying factor loadings. (2023). Mikkelsen, Jakob Guldbak ; Hillebrand, Eric ; Urga, Giovanni ; Spreng, Lars. In: Journal of Applied Econometrics. RePEc:wly:japmet:v:38:y:2023:i:6:p:857-877. Full description at Econpapers || Download paper |
| 2023 | Term spreads of implied volatility smirk and variance risk premium. (2023). Zhang, Jin E ; Gehricke, Sebastian A ; Ruan, Xinfeng ; Guo, Wei. In: Journal of Futures Markets. RePEc:wly:jfutmk:v:43:y:2023:i:7:p:829-857. Full description at Econpapers || Download paper |
Works by Gabriele Zinna:
| Year | Title | Type | Cited |
|---|---|---|---|
| 2019 | The effectiveness of the ECB’s asset purchases at the lower bound In: Questioni di Economia e Finanza (Occasional Papers). [Full Text][Citation analysis] | paper | 0 |
| 2019 | Risky bank guarantees In: Temi di discussione (Economic working papers). [Full Text][Citation analysis] | paper | 5 |
| 2019 | Risky Bank Guarantees.(2019) In: CEPR Discussion Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 5 | paper | |
| 2020 | Risky bank guarantees.(2020) In: Journal of Financial Economics. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 5 | article | |
| 2014 | On bank credit risk: systemic or bank-specific? Evidence from the US and UK In: Temi di discussione (Economic working papers). [Full Text][Citation analysis] | paper | 7 |
| 2014 | Price pressures in the UK index-linked market: an empirical investigation In: Temi di discussione (Economic working papers). [Full Text][Citation analysis] | paper | 1 |
| 2014 | How much of bank credit risk is sovereign risk? Evidence from the eurozone In: Temi di discussione (Economic working papers). [Full Text][Citation analysis] | paper | 7 |
| 2014 | The scapegoat theory of exchange rates: the first tests In: Temi di discussione (Economic working papers). [Full Text][Citation analysis] | paper | 65 |
| 2012 | The Scapegoat Theory of Exchange Rates: The First Tests.(2012) In: CEPR Discussion Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 65 | paper | |
| 2013 | The Scapegoat Theory of Exchange Rates: The First Tests.(2013) In: Discussion Papers of DIW Berlin. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 65 | paper | |
| 2012 | The scapegoat theory of exchange rates: the first tests.(2012) In: Working Paper Series. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 65 | paper | |
| 2015 | The scapegoat theory of exchange rates: the first tests.(2015) In: Journal of Monetary Economics. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 65 | article | |
| 2011 | Identifying risks in emerging market sovereign and corporate bond spreads In: Bank of England working papers. [Full Text][Citation analysis] | paper | 12 |
| 2014 | Identifying risks in emerging market sovereign and corporate bond spreads.(2014) In: Emerging Markets Review. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 12 | article | |
| 2011 | Preferred-habitat investors and the US term structure of real rates In: Bank of England working papers. [Full Text][Citation analysis] | paper | 12 |
| 2011 | Preferred-habitat investors and the US term structure of real rates.(2011) In: LSE Research Online Documents on Economics. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 12 | paper | |
| 2019 | Official demand for US debt: implications for US real rates In: Bank of England working papers. [Full Text][Citation analysis] | paper | 19 |
| 2020 | Official Demand for U.S. Debt: Implications for U.S. Real Rates.(2020) In: Journal of Money, Credit and Banking. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 19 | article | |
| 2011 | Chinas changing growth pattern In: Bank of England Quarterly Bulletin. [Full Text][Citation analysis] | article | 3 |
| 2014 | On 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] | article | 5 |
| 2013 | Sovereign default risk premia: Evidence from the default swap market In: Journal of Empirical Finance. [Full Text][Citation analysis] | article | 8 |
| 2017 | The market for lemmings: The herding behavior of pension funds In: Journal of Financial Markets. [Full Text][Citation analysis] | article | 26 |
| 2014 | Official Demand for U.S. Debt: Implications for U.S. Real Interest Rates In: IMF Working Papers. [Full Text][Citation analysis] | paper | 12 |
| 2016 | Price Pressures on UK Real Rates: An Empirical Investigation In: Review of Finance. [Full Text][Citation analysis] | article | 5 |
| 2018 | The Variance Risk Premium: Components, Term Structures, and Stock Return Predictability In: Journal of Business & Economic Statistics. [Full Text][Citation analysis] | article | 26 |
| 2018 | How Much of Bank Credit Risk Is Sovereign Risk? Evidence from Europe In: Journal of Money, Credit and Banking. [Full Text][Citation analysis] | article | 11 |
CitEc is a RePEc service, providing citation data for Economics since 2001. Sponsored by INOMICS. Last updated December, 10 2023. Contact: CitEc Team