Gabriele Zinna

Bank of Italy

Via Nazionale 91

Rome, 00184

Italy

SCHOLARLY PAPERS

6

DOWNLOADS

276

SSRN CITATIONS
Rank 3,671

SSRN RANKINGS

Top 3,671

in Total Papers Citations

10

CROSSREF CITATIONS

316

Scholarly Papers (6)

The Scapegoat Theory of Exchange Rates: The First Tests

Bank of Italy Temi di Discussione (Working Paper) No. 991
Number of pages: 68 Posted: 28 Feb 2015
DIW Berlin, BI Norwegian Business School, University of Cambridge - Judge Business School and Bank of Italy
Downloads 84 (323,192)
Citation 20

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scapegoat, exchange rates, economic fundamentals, survey data

How Much of Bank Credit Risk is Sovereign Risk? Evidence from the Eurozone

Bank of Italy Temi di Discussione (Working Paper) No. 990
Number of pages: 78 Posted: 28 Feb 2015
Junye Li and Gabriele Zinna
ESSEC Business School and Bank of Italy
Downloads 64 (377,738)
Citation 25

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Sovereign and Bank Credit Risk, Credit Default Swaps, Distress Risk Premia, Bayesian Estimation

On Bank Credit Risk: Systemic or Bank-Specific? Evidence from the US and UK

Bank of Italy Temi di Discussione (Working Paper) No. 951
Number of pages: 79 Posted: 04 Apr 2014
Junye Li and Gabriele Zinna
ESSEC Business School and Bank of Italy
Downloads 57 (400,838)
Citation 65

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systemic bank credit Risk, credit default swaps, distress risk premia, Bayesian estimation

4.
Downloads 0 (190,737)
Citation 2

Risky Bank Guarantees

CEPR Discussion Paper No. DP13709
Number of pages: 103 Posted: 07 May 2019
Taneli Mäkinen, Lucio Sarno and Gabriele Zinna
Bank of Italy, University of Cambridge - Judge Business School and Bank of Italy
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banks, government guarantee, Risk premium, sovereign risk

5.

Official Demand for U.S. Debt: Implications for U.S. Real Interest Rates

IMF Working Paper No. 14/66
Number of pages: 47 Posted: 15 May 2014
Iryna Kaminska and Gabriele Zinna
International Monetary Fund (IMF) and Bank of Italy
Downloads 42 (449,793)

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Bonds, United States, Demand, Interest rates, Foreign investment, Bond markets, Economic models, Term structure of interest rates, Large Scale Asset Purchases (LSAP), real yield curve, Bayesian estimation, international reserves, treasury bond, bond yields, bond prices, financial markets, indexed bonds, government bonds, bond returns, term bond, financial systems, domestic financial systems, long-term bond yields, treasury bonds, term bonds, hedging, international capital, bond premium, supply of bonds, bond purchases, financial intermediaries, interest rate policy, long-term bonds, treasury bond yields, interest rate risk, zero-coupon bonds, corporate bond, short-term bonds, bond portfolio,

6.

Price Pressures in the UK Index-Linked Market: An Empirical Investigation

Bank of Italy Temi di Discussione (Working Paper) No. 968
Number of pages: 63 Posted: 18 Nov 2014
Gabriele Zinna
Bank of Italy
Downloads 29 (509,699)
Citation 23

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institutional investors, term structure of real rates, price pressures, Bayesian estimation