Gabriele Zinna : Citation Profile

Are you Gabriele Zinna?

Banca d'Italia

8

H index

8

i10 index

240

Citations

RESEARCH PRODUCTION:

11

Articles

15

Papers

RESEARCH ACTIVITY:

   9 years (2011 - 2020). See details.
   Cites by year: 26
   Journals where Gabriele Zinna has often published
   Relations with other researchers
   Recent citing documents: 31.    Total self citations: 12 (4.76 %)

MORE DETAILS IN:
ABOUT THIS REPORT:

   Permalink: http://citec.repec.org/pzi123
   Updated: 2024-12-03    RAS profile: 2023-11-07    
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Relations with other researchers

Works with:

Sarno, Lucio (3)

Kaminska, Iryna (2)

Mäkinen, Taneli (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 (13)

Czudaj, Robert (7)

Rossi, Jose (5)

Korobilis, Dimitris (5)

Joyce, Michael (5)

Claessens, Stijn (5)

Kose, Ayhan (5)

Masciantonio, Sergio (4)

Ribeiro, Pinho (4)

Gebka, Bartosz (4)

Brown, Martin (4)

Cites to:

Vayanos, Dimitri (35)

Caballero, Ricardo (20)

Campbell, John (19)

Ang, Andrew (15)

KRISHNAMURTHY, ARVIND (15)

Singleton, Kenneth (13)

Kaminska, Iryna (12)

Acharya, Viral (12)

Gourinchas, Pierre-Olivier (12)

Swanson, Eric (12)

Shiller, Robert (11)

Main data

Where Gabriele Zinna has published?

Journals with more than one article published# docs
Journal of Money, Credit and Banking2

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 (2024 and 2023)

YearTitle of citing document
2023Fiscal 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.

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2023Mispricing in inflation markets. (2023). Pinter, Gabor ; Barria, Rodrigo. In: Bank of England working papers. RePEc:boe:boeewp:1034.

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2024Risks and risk premia in the US Treasury market. (2024). Sarno, Lucio ; Zinna, Gabriele ; Li, Junye. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:158:y:2024:i:c:s016518892300194x.

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2024Bonds, currencies and expectational errors. (2024). Sihvonen, Markus ; Granziera, Eleonora. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:158:y:2024:i:c:s0165188923001963.

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2024Variance swaps with mean reversion and multi-factor variance. (2024). Ye, Wuyi ; Chen, Pengzhan ; Wu, Bin. In: European Journal of Operational Research. RePEc:eee:ejores:v:315:y:2024:i:1:p:191-212.

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2023On 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.

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2024Numerological superstitions and market-wide herding: Evidence from China. (2024). Gebka, Bartosz ; Gavriilidis, Konstantinos ; Cui, Yueting ; Kallinterakis, Vasileios. In: International Review of Financial Analysis. RePEc:eee:finana:v:93:y:2024:i:c:s1057521924001315.

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2024Dynamic impacts of multidimensional uncertainty on the renminbi exchange rate: Insights from time-varying analysis. (2024). Li, Hongmei ; Chen, Fengwen ; Wang, Wei ; Lu, Man. In: International Review of Financial Analysis. RePEc:eee:finana:v:94:y:2024:i:c:s1057521924001856.

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2023Bibliometric review of research on exchange rate predictability and fundamentals. (2023). Gulati, Vishal. In: Finance Research Letters. RePEc:eee:finlet:v:58:y:2023:i:pa:s1544612323006001.

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2024The VIXs term structure of individual active stocks. (2024). Shuval, Kerem ; Snunu, Iyad ; David, OR ; Qadan, Mahmoud. In: Finance Research Letters. RePEc:eee:finlet:v:61:y:2024:i:c:s1544612324000667.

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2024Are consensus FX forecasts valuable for investors?. (2024). Rubaszek, Michał ; Beckmann, Joscha ; Kwas, Marek. In: International Journal of Forecasting. RePEc:eee:intfor:v:40:y:2024:i:1:p:268-284.

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2024On the role of fundamentals, private signals, and beauty contests to predict exchange rates. (2024). Pancotto, Francesca ; Raggi, Davide ; Pignataro, Giuseppe. In: International Journal of Forecasting. RePEc:eee:intfor:v:40:y:2024:i:2:p:687-705.

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2023Efficient 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.

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2023The 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.

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2023The 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.

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2024The effect of economic and political uncertainty on sovereign CDS spreads. (2024). Pan, Wei-Fong ; Wang, Xinjie ; Zhang, Jinfan ; Xu, Weike ; Xiao, Yaqing. In: International Review of Economics & Finance. RePEc:eee:reveco:v:89:y:2024:i:pa:p:143-155.

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2023Impact 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.

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2023Herd 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.

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2023A 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.

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2023The 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.

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2023Inattentive 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.

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2024Fundamental determinants of exchange rate expectations. (2024). Czudaj, Robert ; Beckmann, Joscha. In: MPRA Paper. RePEc:pra:mprapa:120648.

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2023Upside 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.

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2023.

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2023Exchange 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.

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2023Term 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.

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2023Does sovereign risk matter? New evidence from eurozone corporate bond ratings and zero?volatility spreads. (2014). Stellner, Christoph ; Klein, Christian. In: Review of Financial Economics. RePEc:wly:revfec:v:23:y:2014:i:2:p:64-74.

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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]		paper7
2019Risky Bank Guarantees.(2019) In: CEPR Discussion Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 7		paper
2020Risky bank guarantees.(2020) In: Journal of Financial Economics.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 7		article
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]		paper7
2014The scapegoat theory of exchange rates: the first tests In: Temi di discussione (Economic working papers).
[Full Text][Citation analysis]		paper72
2012The Scapegoat Theory of Exchange Rates: The First Tests.(2012) In: CEPR Discussion Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 72		paper
2013The 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: 72		paper
2012The scapegoat theory of exchange rates: the first tests.(2012) In: Working Paper Series.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 72		paper
2015The 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: 72		article
2011Identifying risks in emerging market sovereign and corporate bond spreads In: Bank of England working papers.
[Full Text][Citation analysis]		paper12
2014Identifying 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
2011Preferred-habitat investors and the US term structure of real rates In: Bank of England working papers.
[Full Text][Citation analysis]		paper12
2011Preferred-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
2019Official demand for US debt: implications for US real rates In: Bank of England working papers.
[Full Text][Citation analysis]		paper19
2020Official Demand for U.S. Debt: Implications for U.S. Real Rates.(2020) In: Journal of Money, Credit and Banking.
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This paper has nother version. Agregated cites: 19		article
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]		article6
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]		article29
2014Official Demand for U.S. Debt: Implications for U.S. Real Interest Rates In: IMF Working Papers.
[Full Text][Citation analysis]		paper12
2016Price Pressures on UK Real Rates: An Empirical Investigation In: Review of Finance.
[Full Text][Citation analysis]		article5
2018The Variance Risk Premium: Components, Term Structures, and Stock Return Predictability In: Journal of Business & Economic Statistics.
[Full Text][Citation analysis]		article28
2018How Much of Bank Credit Risk Is Sovereign Risk? Evidence from Europe In: Journal of Money, Credit and Banking.
[Full Text][Citation analysis]		article11

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