9
H index
8
i10 index
250
Citations
Banca d'Italia | 9 H index 8 i10 index 250 Citations RESEARCH PRODUCTION: 11 Articles 16 Papers RESEARCH ACTIVITY:
MORE DETAILS IN: ABOUT THIS REPORT:
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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: |
Journals with more than one article published | # docs |
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Journal of Money, Credit and Banking | 2 |
Working Papers Series with more than one paper published | # docs |
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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 |
Year ![]() | Title of citing document ![]() |
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2025 | The Decline of Too Big to Fail. (2025). Zhu, Yichao ; Duffie, Darrell ; Berndt, Antje. In: American Economic Review. RePEc:aea:aecrev:v:115:y:2025:i:3:p:945-74. Full description at Econpapers || Download paper |
2024 | Risks 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. Full description at Econpapers || Download paper |
2024 | Bonds, 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. Full description at Econpapers || Download paper |
2024 | Variance 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. Full description at Econpapers || Download paper |
2024 | Numerological 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. Full description at Econpapers || Download paper |
2024 | Dynamic 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. Full description at Econpapers || Download paper |
2024 | The 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. Full description at Econpapers || Download paper |
2024 | Are 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. Full description at Econpapers || Download paper |
2024 | On 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. Full description at Econpapers || Download paper |
2024 | The 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. Full description at Econpapers || Download paper |
2024 | Do 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. Full description at Econpapers || Download paper |
2024 | Fundamental determinants of exchange rate expectations. (2024). Czudaj, Robert ; Beckmann, Joscha. In: MPRA Paper. RePEc:pra:mprapa:120648. Full description at Econpapers || Download paper |
2024 | A 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. Full description at Econpapers || Download paper |
2024 | World 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. Full description at Econpapers || Download paper |
2024 | Liquidity In Corporate Markets. (2024). Bebczuk, Ricardo ; Carvajal, Ana Fiorella. In: World Bank Publications - Reports. RePEc:wbk:wboper:41408. Full description at Econpapers || Download paper |
2024 | Forecasts of Period-Average Exchange Rates: New Insights from Real-Time Daily Data. (2024). Martin, Stephen Snudden. In: LCERPA Working Papers. RePEc:wlu:lcerpa:jc0148. Full description at Econpapers || Download paper |
2024 | . Full description at Econpapers || Download paper |
Year ![]() | Title ![]() | Type ![]() | Cited ![]() |
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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 | 8 |
2019 | Risky Bank Guarantees.(2019) In: CEPR Discussion Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 8 | paper | |
2020 | Risky bank guarantees.(2020) In: Journal of Financial Economics. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 8 | 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 | 8 |
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 | 8 |
2014 | The scapegoat theory of exchange rates: the first tests In: Temi di discussione (Economic working papers). [Full Text][Citation analysis] | paper | 74 |
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: 74 | 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: 74 | 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: 74 | 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: 74 | 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 | 14 |
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: 14 | paper | |
.() In: . [Full Text][Citation analysis] This paper has nother version. Agregated cites: 14 | 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 | 6 |
2013 | Sovereign default risk premia: Evidence from the default swap market In: Journal of Empirical Finance. [Full Text][Citation analysis] | article | 9 |
2017 | The market for lemmings: The herding behavior of pension funds In: Journal of Financial Markets. [Full Text][Citation analysis] | article | 32 |
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 | 28 |
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 |
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