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Gabriele Zinna

Personal Details

First Name:Gabriele
Middle Name:
Last Name:Zinna
Suffix:
RePEc Short-ID:pzi123
http://gabrielezinna.github.io/

Affiliation

Banca d'Italia

Roma, Italy
http://www.bancaditalia.it/
RePEc:edi:bdigvit (more details at EDIRC)

Research output

as
Jump to: Working papers Articles

Working papers

  1. Kaminska, Iryna & Zinna, Gabriele, 2019. "Official demand for US debt: implications for US real rates," Bank of England working papers 796, Bank of England.
  2. Giuseppe Grande & Adriana Grasso & Gabriele Zinna, 2019. "The effectiveness of the ECB’s asset purchases at the lower bound," Questioni di Economia e Finanza (Occasional Papers) 541, Bank of Italy, Economic Research and International Relations Area.
  3. Makinen, Taneli & Sarno, Lucio & Zinna, Gabriele, 2019. "Risky Bank Guarantees," CEPR Discussion Papers 13709, C.E.P.R. Discussion Papers.
  4. Junye Li & Gabriele Zinna, 2014. "How much of bank credit risk is sovereign risk? Evidence from the eurozone," Temi di discussione (Economic working papers) 990, Bank of Italy, Economic Research and International Relations Area.
  5. Junye Li & Gabriele Zinna, 2014. "On bank credit risk: systemic or bank-specific? Evidence from the US and UK," Temi di discussione (Economic working papers) 951, Bank of Italy, Economic Research and International Relations Area.
  6. Gabriele Zinna, 2014. "Price pressures in the UK index-linked market: an empirical investigation," Temi di discussione (Economic working papers) 968, Bank of Italy, Economic Research and International Relations Area.
  7. Fratzscher, Marcel & Sarno, Lucio & Zinna, Gabriele, 2012. "The scapegoat theory of exchange rates: the first tests," Working Paper Series 1418, European Central Bank.
  8. Zinna, Gabriele, 2011. "Identifying risks in emerging market sovereign and corporate bond spreads," Bank of England working papers 430, Bank of England.
  9. Kaminska, Iryna & Vayanos, Dimitri & Zinna, Gabriele, 2011. "Preferred-habitat investors and the US term structure of real rates," Bank of England working papers 435, Bank of England.

Articles

  1. Junye Li & Gabriele Zinna, 2018. "How Much of Bank Credit Risk Is Sovereign Risk? Evidence from Europe," Journal of Money, Credit and Banking, Blackwell Publishing, vol. 50(6), pages 1225-1269, September.
  2. Junye Li & Gabriele Zinna, 2018. "The Variance Risk Premium: Components, Term Structures, and Stock Return Predictability," Journal of Business & Economic Statistics, Taylor & Francis Journals, vol. 36(3), pages 411-425, July.
  3. Blake, David & Sarno, Lucio & Zinna, Gabriele, 2017. "The market for lemmings: The herding behavior of pension funds," Journal of Financial Markets, Elsevier, vol. 36(C), pages 17-39.
  4. Gabriele Zinna, 2016. "Price Pressures on UK Real Rates: An Empirical Investigation," Review of Finance, European Finance Association, vol. 20(4), pages 1587-1630.
  5. Fratzscher, Marcel & Rime, Dagfinn & Sarno, Lucio & Zinna, Gabriele, 2015. "The scapegoat theory of exchange rates: the first tests," Journal of Monetary Economics, Elsevier, vol. 70(C), pages 1-21.
  6. Zinna, Gabriele, 2014. "Identifying risks in emerging market sovereign and corporate bond spreads," Emerging Markets Review, Elsevier, vol. 20(C), pages 1-22.
  7. Li, Junye & Zinna, Gabriele, 2014. "On Bank Credit Risk: Systemic or Bank Specific? Evidence for the United States and United Kingdom," Journal of Financial and Quantitative Analysis, Cambridge University Press, vol. 49(5-6), pages 1403-1442, December.
  8. Zinna, Gabriele, 2013. "Sovereign default risk premia: Evidence from the default swap market," Journal of Empirical Finance, Elsevier, vol. 21(C), pages 15-35.
  9. Dew, Ed & Martin, Jeremy & Giese, Julia & Zinna, Gabriele, 2011. "China's changing growth pattern," Bank of England Quarterly Bulletin, Bank of England, vol. 51(1), pages 49-56.

More information

Research fields, statistics, top rankings, if available.

Statistics

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Co-authorship network on CollEc

NEP Fields

NEP is an announcement service for new working papers, with a weekly report in each of many fields. This author has had 11 papers announced in NEP. These are the fields, ordered by number of announcements, along with their dates. If the author is listed in the directory of specialists for this field, a link is also provided.
  1. NEP-MON: Monetary Economics (6) 2011-08-09 2012-03-28 2012-07-08 2013-05-22 2015-01-19 2020-01-13. Author is listed
  2. NEP-BAN: Banking (5) 2012-04-03 2014-03-08 2015-01-09 2019-05-13 2019-11-25. Author is listed
  3. NEP-RMG: Risk Management (5) 2012-04-03 2014-03-08 2015-01-09 2019-05-13 2019-11-25. Author is listed
  4. NEP-CBA: Central Banking (4) 2012-03-28 2012-04-03 2014-03-08 2020-01-13
  5. NEP-EEC: European Economics (2) 2015-01-09 2020-01-13
  6. NEP-OPM: Open Economy Macroeconomics (2) 2013-05-22 2015-01-19
  7. NEP-ORE: Operations Research (1) 2019-11-25

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