Details about Gabriele Zinna

Access statistics for papers by Gabriele Zinna.

Last updated 2023-11-07. Update your information in the RePEc Author Service.

Short-id: pzi123

Working Papers

2023

1. Currency Risk Premia Redux
   CEPR Discussion Papers, C.E.P.R. Discussion Papers

2019

2. Official demand for US debt: implications for US real rates
   Bank of England working papers, Bank of England View citations (16)
   See also Journal Article Official Demand for U.S. Debt: Implications for U.S. Real Rates, Journal of Money, Credit and Banking, Blackwell Publishing (2020) View citations (3) (2020)
3. Risky Bank Guarantees
   CEPR Discussion Papers, C.E.P.R. Discussion Papers View citations (1)
   Also in Temi di discussione (Economic working papers), Bank of Italy, Economic Research and International Relations Area (2019) View citations (1)
   See also Journal Article Risky bank guarantees, Journal of Financial Economics, Elsevier (2020) View citations (6) (2020)
4. The effectiveness of the ECB’s asset purchases at the lower bound
   Questioni di Economia e Finanza (Occasional Papers), Bank of Italy, Economic Research and International Relations Area

2014

5. How much of bank credit risk is sovereign risk? Evidence from the eurozone
   Temi di discussione (Economic working papers), Bank of Italy, Economic Research and International Relations Area View citations (9)
6. Official Demand for U.S. Debt: Implications for U.S. Real Interest Rates
   IMF Working Papers, International Monetary Fund View citations (9)
7. On bank credit risk: systemic or bank-specific? Evidence from the US and UK
   Temi di discussione (Economic working papers), Bank of Italy, Economic Research and International Relations Area View citations (13)
8. Price pressures in the UK index-linked market: an empirical investigation
   Temi di discussione (Economic working papers), Bank of Italy, Economic Research and International Relations Area View citations (1)
9. The scapegoat theory of exchange rates: the first tests
   Temi di discussione (Economic working papers), Bank of Italy, Economic Research and International Relations Area View citations (1)
   Also in Discussion Papers of DIW Berlin, DIW Berlin, German Institute for Economic Research (2013)
   CEPR Discussion Papers, C.E.P.R. Discussion Papers (2012) View citations (25)
   Working Paper Series, European Central Bank (2012) View citations (15)
   See also Journal Article The scapegoat theory of exchange rates: the first tests, Journal of Monetary Economics, Elsevier (2015) View citations (52) (2015)

2011

10. Identifying risks in emerging market sovereign and corporate bond spreads
    Bank of England working papers, Bank of England View citations (2)
    See also Journal Article Identifying risks in emerging market sovereign and corporate bond spreads, Emerging Markets Review, Elsevier (2014) View citations (10) (2014)
11. Preferred-Habitat Investors and the US Term Structure of Real Rates
    FMG Discussion Papers, Financial Markets Group View citations (12)
    Also in Bank of England working papers, Bank of England (2011) View citations (15)
    LSE Research Online Documents on Economics, London School of Economics and Political Science, LSE Library (2011)

Journal Articles

2020

1. Official Demand for U.S. Debt: Implications for U.S. Real Rates
   Journal of Money, Credit and Banking, 2020, 52, (2-3), 323-364 View citations (3)
   See also Working Paper Official demand for US debt: implications for US real rates, Bank of England working papers (2019) View citations (16) (2019)
2. Risky bank guarantees
   Journal of Financial Economics, 2020, 136, (2), 490-522 View citations (6)
   See also Working Paper Risky Bank Guarantees, CEPR Discussion Papers (2019) View citations (1) (2019)

2018

3. How Much of Bank Credit Risk Is Sovereign Risk? Evidence from Europe
   Journal of Money, Credit and Banking, 2018, 50, (6), 1225-1269 View citations (14)
4. The Variance Risk Premium: Components, Term Structures, and Stock Return Predictability
   Journal of Business & Economic Statistics, 2018, 36, (3), 411-425 View citations (28)

2017

5. The market for lemmings: The herding behavior of pension funds
   Journal of Financial Markets, 2017, 36, (C), 17-39 View citations (29)

2016

6. Price Pressures on UK Real Rates: An Empirical Investigation
   Review of Finance, 2016, 20, (4), 1587-1630 View citations (8)

2015

7. The scapegoat theory of exchange rates: the first tests
   Journal of Monetary Economics, 2015, 70, (C), 1-21 View citations (52)
   See also Working Paper The scapegoat theory of exchange rates: the first tests, Temi di discussione (Economic working papers) (2014) View citations (1) (2014)

2014

8. Identifying risks in emerging market sovereign and corporate bond spreads
   Emerging Markets Review, 2014, 20, (C), 1-22 View citations (10)
   See also Working Paper Identifying risks in emerging market sovereign and corporate bond spreads, Bank of England working papers (2011) View citations (2) (2011)
9. On Bank Credit Risk: Systemic or Bank Specific? Evidence for the United States and United Kingdom
   Journal of Financial and Quantitative Analysis, 2014, 49, (5-6), 1403-1442 View citations (9)

2013

10. Sovereign default risk premia: Evidence from the default swap market
    Journal of Empirical Finance, 2013, 21, (C), 15-35 View citations (10)

2011

11. China's changing growth pattern
    Bank of England Quarterly Bulletin, 2011, 51, (1), 49-56 View citations (3)