Federico Gavazzoni

BI - Norwegian Business School

Nydalsveien 37

Oslo, 0442

Norway

SCHOLARLY PAPERS

8

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SSRN RANKINGS

Top 26,147

in Total Papers Downloads

3,754

SSRN CITATIONS
Rank 15,154

SSRN RANKINGS

Top 15,154

in Total Papers Citations

65

CROSSREF CITATIONS

35

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 1,020 (42,683)
Citation 9

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Recursive Risk Sharing, Carry Trade, Currency Risk Factors

2.

Concealed Carry

Number of pages: 93 Posted: 10 Feb 2021 Last Revised: 15 Nov 2023
Office of Financial Research, U.S. Department of the Treasury, University of North Carolina Kenan-Flagler Business School, Finance Department, Bocconi University and BI - Norwegian Business School
Downloads 973 (45,586)
Citation 3

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Currency Risk, Carry Trade, Inflation Risk

3.

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 765 (63,353)
Citation 1

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

4.
Downloads 426 (131,267)
Citation 12

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 325 (175,502)
Citation 11

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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 101 (502,382)
Citation 12

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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 302 (191,009)
Citation 10

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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 196 (290,956)

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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: 26 Apr 2023
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 72 (608,402)
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 (1,168,535)
Citation 40
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