Access Statistics for Gabriele Zinna

Author contact details at EconPapers.

Working Paper	File Downloads				Abstract Views
Working Paper	Last month	3 months	12 months	Total	Last month	3 months	12 months	Total
Currency Risk Premia Redux	0	0	1	6	0	0	7	23
How much of bank credit risk is sovereign risk? Evidence from the eurozone	0	0	0	61	0	0	1	154
Identifying risks in emerging market sovereign and corporate bond spreads	0	0	0	49	1	2	4	138
Official Demand for U.S. Debt: Implications for U.S. Real Interest Rates	0	0	0	30	0	1	2	93
Official demand for US debt: implications for US real rates	0	0	0	10	0	0	1	50
On bank credit risk: systemic or bank-specific? Evidence from the US and UK	0	0	0	107	1	1	2	151
Preferred-Habitat Investors and the US Term Structure of Real Rates	0	0	0	27	0	0	3	128
Preferred-habitat investors and the US term structure of real rates	0	0	0	0	0	0	1	2
Preferred-habitat investors and the US term structure of real rates	0	0	0	50	0	0	1	220
Price pressures in the UK index-linked market: an empirical investigation	0	0	0	25	1	1	2	115
Risky Bank Guarantees	0	0	0	14	0	0	1	68
Risky bank guarantees	0	0	0	22	1	3	3	52
The Scapegoat Theory of Exchange Rates: The First Tests	0	0	0	58	2	2	3	261
The Scapegoat Theory of Exchange Rates: The First Tests	0	0	1	63	1	2	3	223
The effectiveness of the ECB’s asset purchases at the lower bound	0	0	2	55	1	2	7	92
The scapegoat theory of exchange rates: the first tests	0	0	0	34	1	2	6	164
The scapegoat theory of exchange rates: the first tests	0	0	0	89	0	1	2	433
Total Working Papers	0	0	4	700	9	17	49	2,367

Journal Article	File Downloads				Abstract Views
Journal Article	Last month	3 months	12 months	Total	Last month	3 months	12 months	Total
China's changing growth pattern	0	0	1	100	1	1	3	406
How Much of Bank Credit Risk Is Sovereign Risk? Evidence from Europe	0	0	0	11	1	3	5	58
Identifying risks in emerging market sovereign and corporate bond spreads	0	0	1	26	0	1	2	104
Official Demand for U.S. Debt: Implications for U.S. Real Rates	0	0	0	8	0	0	5	64
On Bank Credit Risk: Systemic or Bank Specific? Evidence for the United States and United Kingdom	0	0	0	12	0	0	1	45
Price Pressures on UK Real Rates: An Empirical Investigation	0	0	0	12	2	3	3	48
Risky bank guarantees	0	0	1	19	0	0	7	77
Sovereign default risk premia: Evidence from the default swap market	0	0	0	15	1	3	3	94
The Variance Risk Premium: Components, Term Structures, and Stock Return Predictability	0	0	4	26	0	2	11	78
The market for lemmings: The herding behavior of pension funds	0	1	1	33	0	1	2	135
The scapegoat theory of exchange rates: the first tests	0	0	2	90	1	1	7	340
Total Journal Articles	0	1	10	352	6	15	49	1,449

Authors with papers registered in the RePEc Author Service.

Authors with no registered papers

LogEc provides access and usage statistics for services based on the RePEc data set.

Questions or comments? Please see our explanation of how the statistics are collected or e-mail

Statistics updated 2025-11-08