Federico Gavazzoni

BI - Norwegian Business School

Nydalsveien 37

Oslo, 0442

Norway

SCHOLARLY PAPERS

8

DOWNLOADS
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SSRN RANKINGS

Top 25,384

in Total Papers Downloads

2,895

SSRN CITATIONS
Rank 16,901

SSRN RANKINGS

Top 16,901

in Total Papers Citations

25

CROSSREF CITATIONS

39

Scholarly Papers (8)

1.

Currency Risk Factors in a Recursive Multi-Country Economy

Journal of Finance, Forthcoming, Simon Business School Working Paper No. FR 15-10, INSEAD Working Paper No. 2015/40/FIN
Number of pages: 51 Posted: 24 Dec 2014 Last Revised: 25 Aug 2018
University of North Carolina Kenan-Flagler Business School, Finance Department, Bocconi University, BI - Norwegian Business School and University of Oregon - Department of Finance
Downloads 920 (36,932)
Citation 9

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Recursive Risk Sharing, Carry Trade, Currency Risk Factors

2.

Monetary Policy and the Uncovered Interest Rate Parity Puzzle

Number of pages: 72 Posted: 06 Jul 2010 Last Revised: 14 Aug 2013
David K. Backus, Federico Gavazzoni, Chris Telmer and Stanley E. Zin
NYU Stern School of Business (deceased), BI - Norwegian Business School, Carnegie Mellon University - David A. Tepper School of Business and New York University (NYU)
Downloads 638 (60,127)
Citation 2

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Uncovered interest parity, carry trade, exchange rates, Taylor rule

3.

Concealed Carry

Number of pages: 83 Posted: 10 Feb 2021 Last Revised: 25 Jul 2022
University of North Carolina (UNC) at Chapel Hill - Finance Area, University of North Carolina Kenan-Flagler Business School, Finance Department, Bocconi University and BI - Norwegian Business School
Downloads 556 (71,784)

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Currency Risk, Carry Trade, Inflation Risk

4.
Downloads 346 (124,787)
Citation 14

Currency Risk and Pricing Kernel Volatility

INSEAD Working Paper No. 2013/91/FIN
Number of pages: 40 Posted: 24 Nov 2012 Last Revised: 14 Aug 2013
Federico Gavazzoni, Batchimeg Sambalaibat and Chris Telmer
BI - Norwegian Business School, Princeton University and Carnegie Mellon University - David A. Tepper School of Business
Downloads 288 (150,697)
Citation 13

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Currency Risk and Pricing Kernel Volatility

Number of pages: 35 Posted: 04 Oct 2013
Federico Gavazzoni, Batchimeg Sambalaibat and Chris Telmer
BI - Norwegian Business School, Princeton University and Carnegie Mellon University - David A. Tepper School of Business
Downloads 58 (507,561)
Citation 15

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Asset Pricing, International Finance, Exchange Rate

5.

International R&Amp;D Spillovers and Asset Prices

FRB St. Louis Working Paper No. 2015-41
Number of pages: 63 Posted: 04 Dec 2015 Last Revised: 24 Jun 2022
Federico Gavazzoni and Ana Maria Santacreu
BI - Norwegian Business School and Federal Reserve Banks - Federal Reserve Bank of St. Louis
Downloads 222 (195,563)
Citation 1

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international asset pricing, recursive preferences, long-run risks, innovation, international diffusion

6.

Nominal Frictions, Monetary Policy, and Long-Run Risk

INSEAD Working Paper No. 2012/97/FIN
Number of pages: 74 Posted: 15 Oct 2012 Last Revised: 26 Oct 2012
Federico Gavazzoni
BI - Norwegian Business School
Downloads 164 (255,338)

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7.

Monetary Policy and the Uncovered Interest Parity Puzzle

NBER Working Paper No. w16218
Number of pages: 55 Posted: 26 Jul 2010 Last Revised: 25 Apr 2022
David K. Backus, Federico Gavazzoni, Chris Telmer and Stanley E. Zin
NYU Stern School of Business (deceased), BI - Norwegian Business School, Carnegie Mellon University - David A. Tepper School of Business and New York University (NYU)
Downloads 49 (538,576)
Citation 2

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8.

Currency Risk Factors in a Recursive Multicountry Economy

CEPR Discussion Paper No. DP12610
Number of pages: 79 Posted: 22 Jan 2018
University of North Carolina Kenan-Flagler Business School, Finance Department, Bocconi University, BI - Norwegian Business School and University of Rochester
Downloads 0 (930,918)
Citation 9
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