IDEAS home Printed from https://ideas.repec.org/e/pzi123.html
   My authors  Follow this author

Gabriele Zinna

Personal Details

First Name:Gabriele
Middle Name:
Last Name:Zinna
Suffix:
RePEc Short-ID:pzi123
[This author has chosen not to make the email address public]
http://gabrielezinna.github.io/

Affiliation

Banca d'Italia

Roma, Italy
http://www.bancaditalia.it/
RePEc:edi:bdigvit (more details at EDIRC)

Research output

as
Jump to: Working papers Articles

Working papers

  1. Nucera, Federico & Sarno, Lucio & Zinna, Gabriele, 2023. "Currency Risk Premia Redux," CEPR Discussion Papers 18012, C.E.P.R. Discussion Papers.
  2. Taneli M�kinen & Lucio Sarno & Gabriele Zinna, 2019. "Risky bank guarantees," Temi di discussione (Economic working papers) 1232, Bank of Italy, Economic Research and International Relations Area.
  3. Kaminska, Iryna & Zinna, Gabriele, 2019. "Official demand for US debt: implications for US real rates," Bank of England working papers 796, Bank of England.
  4. Giuseppe Grande & Adriana Grasso & Gabriele Zinna, 2019. "The effectiveness of the ECB’s asset purchases at the lower bound," Questioni di Economia e Finanza (Occasional Papers) 541, Bank of Italy, Economic Research and International Relations Area.
  5. Junye Li & Gabriele Zinna, 2014. "How much of bank credit risk is sovereign risk? Evidence from the eurozone," Temi di discussione (Economic working papers) 990, Bank of Italy, Economic Research and International Relations Area.
  6. Junye Li & Gabriele Zinna, 2014. "On bank credit risk: systemic or bank-specific? Evidence from the US and UK," Temi di discussione (Economic working papers) 951, Bank of Italy, Economic Research and International Relations Area.
  7. Iryna Kaminska & Gabriele Zinna, 2014. "Official Demand for U.S. Debt: Implications for U.S. Real Interest Rates," IMF Working Papers 2014/066, International Monetary Fund.
  8. Marcel Fratzscher & Dagfinn Rime & Lucio Sarno & Gabriele Zinna, 2014. "The scapegoat theory of exchange rates: the first tests," Temi di discussione (Economic working papers) 991, Bank of Italy, Economic Research and International Relations Area.
  9. Gabriele Zinna, 2014. "Price pressures in the UK index-linked market: an empirical investigation," Temi di discussione (Economic working papers) 968, Bank of Italy, Economic Research and International Relations Area.
  10. Kaminska, Iryna & Vayanos, Dimitri & Zinna, Gabriele, 2011. "Preferred-habitat investors and the US term structure of real rates," Bank of England working papers 435, Bank of England.
  11. Zinna, Gabriele, 2011. "Identifying risks in emerging market sovereign and corporate bond spreads," Bank of England working papers 430, Bank of England.

Articles

  1. Iryna Kaminska & Gabriele Zinna, 2020. "Official Demand for U.S. Debt: Implications for U.S. Real Rates," Journal of Money, Credit and Banking, Blackwell Publishing, vol. 52(2-3), pages 323-364, March.
  2. Mäkinen, Taneli & Sarno, Lucio & Zinna, Gabriele, 2020. "Risky bank guarantees," Journal of Financial Economics, Elsevier, vol. 136(2), pages 490-522.
  3. Junye Li & Gabriele Zinna, 2018. "How Much of Bank Credit Risk Is Sovereign Risk? Evidence from Europe," Journal of Money, Credit and Banking, Blackwell Publishing, vol. 50(6), pages 1225-1269, September.
  4. Junye Li & Gabriele Zinna, 2018. "The Variance Risk Premium: Components, Term Structures, and Stock Return Predictability," Journal of Business & Economic Statistics, Taylor & Francis Journals, vol. 36(3), pages 411-425, July.
  5. Blake, David & Sarno, Lucio & Zinna, Gabriele, 2017. "The market for lemmings: The herding behavior of pension funds," Journal of Financial Markets, Elsevier, vol. 36(C), pages 17-39.
  6. Gabriele Zinna, 2016. "Price Pressures on UK Real Rates: An Empirical Investigation," Review of Finance, European Finance Association, vol. 20(4), pages 1587-1630.
  7. Fratzscher, Marcel & Rime, Dagfinn & Sarno, Lucio & Zinna, Gabriele, 2015. "The scapegoat theory of exchange rates: the first tests," Journal of Monetary Economics, Elsevier, vol. 70(C), pages 1-21.
  8. Zinna, Gabriele, 2014. "Identifying risks in emerging market sovereign and corporate bond spreads," Emerging Markets Review, Elsevier, vol. 20(C), pages 1-22.
  9. Li, Junye & Zinna, Gabriele, 2014. "On Bank Credit Risk: Systemic or Bank Specific? Evidence for the United States and United Kingdom," Journal of Financial and Quantitative Analysis, Cambridge University Press, vol. 49(5-6), pages 1403-1442, December.
  10. Zinna, Gabriele, 2013. "Sovereign default risk premia: Evidence from the default swap market," Journal of Empirical Finance, Elsevier, vol. 21(C), pages 15-35.
  11. Dew, Ed & Martin, Jeremy & Giese, Julia & Zinna, Gabriele, 2011. "China's changing growth pattern," Bank of England Quarterly Bulletin, Bank of England, vol. 51(1), pages 49-56.

More information

Research fields, statistics, top rankings, if available.

Statistics

Access and download statistics for all items

Co-authorship network on CollEc

NEP Fields

NEP is an announcement service for new working papers, with a weekly report in each of many fields. This author has had 11 papers announced in NEP. These are the fields, ordered by number of announcements, along with their dates. If the author is listed in the directory of specialists for this field, a link is also provided.
  1. NEP-MON: Monetary Economics (6) 2011-08-09 2012-03-28 2012-07-08 2013-05-22 2015-01-19 2020-01-13. Author is listed
  2. NEP-BAN: Banking (5) 2012-04-03 2014-03-08 2015-01-09 2019-05-13 2019-11-25. Author is listed
  3. NEP-RMG: Risk Management (5) 2012-04-03 2014-03-08 2015-01-09 2019-05-13 2019-11-25. Author is listed
  4. NEP-CBA: Central Banking (4) 2012-03-28 2012-04-03 2014-03-08 2020-01-13
  5. NEP-EEC: European Economics (2) 2015-01-09 2020-01-13
  6. NEP-OPM: Open Economy Macroeconomics (2) 2013-05-22 2015-01-19
  7. NEP-MAC: Macroeconomics (1) 2020-01-13
  8. NEP-ORE: Operations Research (1) 2019-11-25

Corrections

All material on this site has been provided by the respective publishers and authors. You can help correct errors and omissions. For general information on how to correct material on RePEc, see these instructions.

To update listings or check citations waiting for approval, Gabriele Zinna should log into the RePEc Author Service.

To make corrections to the bibliographic information of a particular item, find the technical contact on the abstract page of that item. There, details are also given on how to add or correct references and citations.

To link different versions of the same work, where versions have a different title, use this form. Note that if the versions have a very similar title and are in the author's profile, the links will usually be created automatically.

Please note that most corrections can take a couple of weeks to filter through the various RePEc services.

IDEAS is a RePEc service. RePEc uses bibliographic data supplied by the respective publishers.