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	1	3	6	1	3	9	18
How much of bank credit risk is sovereign risk? Evidence from the eurozone	0	0	1	61	0	0	2	153
Identifying risks in emerging market sovereign and corporate bond spreads	0	0	0	49	0	1	2	134
Official Demand for U.S. Debt: Implications for U.S. Real Interest Rates	0	0	0	30	0	0	1	91
Official demand for US debt: implications for US real rates	0	0	1	10	0	1	3	49
On bank credit risk: systemic or bank-specific? Evidence from the US and UK	0	0	0	107	0	0	1	149
Preferred-Habitat Investors and the US Term Structure of Real Rates	0	0	0	27	1	2	2	127
Preferred-habitat investors and the US term structure of real rates	0	0	0	0	0	1	2	2
Preferred-habitat investors and the US term structure of real rates	0	0	0	50	0	2	4	219
Price pressures in the UK index-linked market: an empirical investigation	0	0	0	25	0	0	4	113
Risky Bank Guarantees	0	0	0	14	0	0	2	67
Risky bank guarantees	0	0	1	22	0	0	1	49
The Scapegoat Theory of Exchange Rates: The First Tests	1	1	1	63	1	1	3	221
The Scapegoat Theory of Exchange Rates: The First Tests	0	0	0	58	0	0	1	258
The effectiveness of the ECB’s asset purchases at the lower bound	1	1	1	54	1	2	4	86
The scapegoat theory of exchange rates: the first tests	0	0	1	34	0	1	5	159
The scapegoat theory of exchange rates: the first tests	0	0	0	89	0	0	3	431
Total Working Papers	2	3	9	699	4	14	49	2,326

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	0	99	0	0	3	403
How Much of Bank Credit Risk Is Sovereign Risk? Evidence from Europe	0	0	0	11	1	2	4	54
Identifying risks in emerging market sovereign and corporate bond spreads	0	0	0	25	0	1	3	102
Official Demand for U.S. Debt: Implications for U.S. Real Rates	0	0	1	8	1	3	12	60
On Bank Credit Risk: Systemic or Bank Specific? Evidence for the United States and United Kingdom	0	0	0	12	0	0	0	44
Price Pressures on UK Real Rates: An Empirical Investigation	0	0	0	12	0	0	2	45
Risky bank guarantees	0	0	0	18	1	2	2	72
Sovereign default risk premia: Evidence from the default swap market	0	1	1	15	0	3	7	91
The Variance Risk Premium: Components, Term Structures, and Stock Return Predictability	0	0	1	22	0	0	3	67
The market for lemmings: The herding behavior of pension funds	0	0	2	32	0	2	7	133
The scapegoat theory of exchange rates: the first tests	0	0	1	88	0	0	6	333
Total Journal Articles	0	1	6	342	3	13	49	1,404

Authors with papers registered in the RePEc Author Service.

Authors with no registered papers

LogEc provides access and usage 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 2025-01-05