Federico Gavazzoni

INSEAD

Assistant Professor of Finance

Boulevard de Constance

F-77305 Fontainebleau Cedex

France

http://federicogavazzoni.com

SCHOLARLY PAPERS

6

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CITATIONS
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Top 19,394

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16

Scholarly Papers (6)

1.
Downloads 266 ( 98,181)
Citation 2

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
INSEAD, Indiana University, Kelley School of Business and Carnegie Mellon University - David A. Tepper School of Business
Downloads 217 (120,517)
Citation 2

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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
INSEAD, Indiana University, Kelley School of Business and Carnegie Mellon University - David A. Tepper School of Business
Downloads 49 (347,457)
Citation 2

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Asset Pricing, International Finance, Exchange Rate

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, INSEAD, Carnegie Mellon University - David A. Tepper School of Business and New York University (NYU)
Downloads 242 (59,039)
Citation 7

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

3.

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: 77 Posted: 24 Dec 2014 Last Revised: 05 Dec 2017
University of North Carolina Kenan-Flagler Business School, University of North Carolina Kenan-Flagler Business School, INSEAD and University of Rochester - Simon Business School
Downloads 168 (51,485)

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Recursive Risk Sharing, Carry Trade, Currency Risk Factors

4.

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
INSEAD
Downloads 80 (208,270)

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5.

Monetary Policy and the Uncovered Interest Parity Puzzle

NBER Working Paper No. w16218
Number of pages: 55 Posted: 26 Jul 2010
David K. Backus, Federico Gavazzoni, Chris Telmer and Stanley E. Zin
NYU Stern School of Business, INSEAD, Carnegie Mellon University - David A. Tepper School of Business and New York University (NYU)
Downloads 38 (357,214)
Citation 7

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6.

International R&D Spillovers and Asset Prices

FRB St. Louis Working Paper No. 2015-41
Number of pages: 47 Posted: 04 Dec 2015
Federico Gavazzoni and Ana Maria Santacreu
INSEAD and Federal Reserve Banks - Federal Reserve Bank of St. Louis
Downloads 0 (324,078)

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Innovation, international diffusion, trade, asset prices, recursive preferences