Gabriele Zinna : Citation Profile

Banca d'Italia

9

H index

8

i10 index

265

Citations

RESEARCH PRODUCTION:

11

Articles

16

Papers

RESEARCH ACTIVITY:

   9 years (2011 - 2020). See details.
   Cites by year: 29
   Journals where Gabriele Zinna has often published
   Relations with other researchers
   Recent citing documents: 32.    Total self citations: 12 (4.33 %)

MORE DETAILS IN:
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   Permalink: http://citec.repec.org/pzi123
   Updated: 2025-12-20    RAS profile: 2023-11-07    
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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:

Beckmann, Joscha (14)

Czudaj, Robert (7)

Rossi, Jose (5)

Joyce, Michael (5)

Kose, Ayhan (5)

Korobilis, Dimitris (5)

Claessens, Stijn (5)

Masciantonio, Sergio (4)

Brown, Martin (4)

Gebka, Bartosz (4)

Ribeiro, Pinho (4)

Cites to:

Vayanos, Dimitri (35)

Caballero, Ricardo (20)

Campbell, John (19)

Ang, Andrew (15)

KRISHNAMURTHY, ARVIND (15)

Singleton, Kenneth (13)

Kaminska, Iryna (12)

Swanson, Eric (12)

Gourinchas, Pierre-Olivier (12)

Acharya, Viral (12)

Viceira, Luis (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
Bank of England working papers / Bank of England3
CEPR Discussion Papers / C.E.P.R. Discussion Papers2

Recent works citing Gabriele Zinna (2025 and 2024)

YearTitle of citing document
2025The Decline of Too Big to Fail. (2025). Duffie, Darrell ; Zhu, Yichao ; Berndt, Antje. In: American Economic Review. RePEc:aea:aecrev:v:115:y:2025:i:3:p:945-74.

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2025The transformation of the life insurance industry: systemic risks and policy challenges. (2025). Pinter, Gabor ; Lewrick, Ulf ; Gelos, Gaston ; Packer, Frank ; Garavito, Fabian ; Sushko, Vladyslav ; Todorov, Karamfil ; Aquilina, Matteo. In: BIS Papers. RePEc:bis:bisbps:161.

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2025An In-Sample Evaluation of Exchange Rate Models: In Search of Scapegoats. (2025). Cheung, Yin-Wong ; Westermann, Frank ; Wang, Wenhao. In: CESifo Working Paper Series. RePEc:ces:ceswps:_11852.

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2024Risks and risk premia in the US Treasury market. (2024). Sarno, Lucio ; Li, Junye ; Zinna, Gabriele. 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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2025Regime-specific exchange rate predictability. (2025). Beckmann, Joscha ; Kruse-Becher, Robinson ; Kerkemeier, Marco. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:176:y:2025:i:c:s0165188925000612.

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2025Time-varying risk aversion and international stock returns. (2025). Hansen, Erwin ; Guidolin, Massimo ; Cabrera, Gabriel. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:75:y:2025:i:pa:s1062940824001967.

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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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2025Bond default of super-large real estate company and government debt risk. (2025). Yang, Yao ; Chen, Jingwei ; Jia, Junyi. In: International Review of Financial Analysis. RePEc:eee:finana:v:103:y:2025:i:c:s1057521925002455.

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2024Numerological superstitions and market-wide herding: Evidence from China. (2024). Gebka, Bartosz ; Cui, Yueting ; Kallinterakis, Vasileios ; Gavriilidis, Konstantinos. 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). Wang, Wei ; Lu, Man ; Li, Hongmei ; Chen, Fengwen. In: International Review of Financial Analysis. RePEc:eee:finana:v:94:y:2024:i:c:s1057521924001856.

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2025EPU spillovers and exchange rate volatility. (2025). He, Zhongzhi ; Gong, Yuting ; Xue, Wenjun. In: International Review of Financial Analysis. RePEc:eee:finana:v:97:y:2025:i:c:s1057521924007567.

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

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2025Bank credit risk and sovereign debt exposure: Moral hazard or hedging?. (2025). Myllymki, Emma-Riikka ; Loban, Lidia ; Baselga-Pascual, Laura. In: Finance Research Letters. RePEc:eee:finlet:v:71:y:2025:i:c:s1544612324014831.

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2025Institutions and the sovereign-bank nexus in the MENA. (2025). Saad, Khaled ; Faour, Mohamad. In: Global Finance Journal. RePEc:eee:glofin:v:66:y:2025:i:c:s1044028325000560.

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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). Raggi, Davide ; Pignataro, Giuseppe ; Pancotto, Francesca. In: International Journal of Forecasting. RePEc:eee:intfor:v:40:y:2024:i:2:p:687-705.

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2025The predictive power of the oil variance risk premium. (2025). McMillan, David G ; Ziadat, Salem Adel. In: Resources Policy. RePEc:eee:jrpoli:v:103:y:2025:i:c:s0301420725000923.

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2025The evolution of herding behavior in stock markets: Evidence from a smooth time-varying analysis. (2025). Li, Xiaoyang ; Qiu, Liping ; Cheng, Tingting ; Xing, Shuo. In: Pacific-Basin Finance Journal. RePEc:eee:pacfin:v:90:y:2025:i:c:s0927538x25000010.

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

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2025An In-Sample Evaluation of Exchange Rate Models: In Search of Scapegoats. (2025). Cheung, Yin-Wong ; Westermann, Frank ; Wang, Wenhao. In: IEER Working Papers. RePEc:iee:wpaper:wp0125.

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2024Do pension funds provide financial stability? Evidence from European Union countries. (2024). Ercan, Metin ; Peksevim, Seda. In: Journal of Financial Services Research. RePEc:kap:jfsres:v:66:y:2024:i:3:d:10.1007_s10693-023-00408-4.

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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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2024A Bayesian learning model of hedge fund performance. (2024). Mamatzakis, Emmanuel ; Tsionas, Mike G ; Patel, Pankaj C. In: Annals of Operations Research. RePEc:spr:annopr:v:333:y:2024:i:1:d:10.1007_s10479-023-05667-x.

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2024World commodity prices and partial default in emerging markets: an empirical analysis. (2024). Atolia, Manoj ; Feng, Shuang. In: Review of World Economics (Weltwirtschaftliches Archiv). RePEc:spr:weltar:v:160:y:2024:i:2:d:10.1007_s10290-023-00510-8.

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2024Exchange Rate Narratives. (2024). Ristolainen, Kim ; Cormun, Vito. In: Discussion Papers. RePEc:tkk:dpaper:dp167.

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2024Liquidity In Corporate Markets. (2024). Bebczuk, Ricardo ; Carvajal, Ana Fiorella. In: World Bank Publications - Reports. RePEc:wbk:wboper:41408.

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2024Forecasts of Period-Average Exchange Rates: New Insights from Real-Time Daily Data. (2024). Martin, Stephen Snudden. In: LCERPA Working Papers. RePEc:wlu:lcerpa:jc0148.

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2025Systemic Credit Risk Premium: Insights From Credit Derivatives Markets. (2025). Kim, Baeho ; Byun, Kiwoong ; Oh, Dong Hwan. In: Journal of Futures Markets. RePEc:wly:jfutmk:v:45:y:2025:i:9:p:1448-1465.

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2024The Life Cycle of Systemic Risk and Crises. (2024). Berger, Allen N ; Sedunov, John. In: Journal of Money, Credit and Banking. RePEc:wly:jmoncb:v:56:y:2024:i:8:p:1923-1961.

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2024Exchange rate narratives. (2024). Ristolainen, Kim ; Cormun, Vito. In: Bank of Finland Research Discussion Papers. RePEc:zbw:bofrdp:306349.

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2024Risky sovereign bond holdings by commercial banks in the euro area: Do safe assets availability and differences in bank funding costs play a role?. (2024). JOCHEM, Axel ; Lecomte, Ernest. In: Discussion Papers. RePEc:zbw:bubdps:302187.

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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]		paper8
2019Risky Bank Guarantees.(2019) In: CEPR Discussion Papers.
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This paper has nother version. Agregated cites: 8		paper
2020Risky bank guarantees.(2020) In: Journal of Financial Economics.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 8		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]		paper9
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]		paper8
2014The scapegoat theory of exchange rates: the first tests In: Temi di discussione (Economic working papers).
[Full Text][Citation analysis]		paper79
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: 79		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: 79		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: 79		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: 79		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]		paper14
2011Preferred-habitat investors and the US term structure of real rates.(2011) In: LSE Research Online Documents on Economics.
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This paper has nother version. Agregated cites: 14		paper
.() In: .
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This paper has nother 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]		paper19
2020Official 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
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]		article8
2013Sovereign default risk premia: Evidence from the default swap market In: Journal of Empirical Finance.
[Full Text][Citation analysis]		article9
2017The market for lemmings: The herding behavior of pension funds In: Journal of Financial Markets.
[Full Text][Citation analysis]		article34
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]		article30
2018How Much of Bank Credit Risk Is Sovereign Risk? Evidence from Europe In: Journal of Money, Credit and Banking.
[Full Text][Citation analysis]		article14

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