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	1	8	23
How much of bank credit risk is sovereign risk? Evidence from the eurozone	0	0	1	61	0	0	2	154
Identifying risks in emerging market sovereign and corporate bond spreads	0	0	0	49	1	2	4	137
Official Demand for U.S. Debt: Implications for U.S. Real Interest Rates	0	0	0	30	1	1	2	93
Official demand for US debt: implications for US real rates	0	0	0	10	0	0	2	50
On bank credit risk: systemic or bank-specific? Evidence from the US and UK	0	0	0	107	0	0	1	150
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	50	0	0	5	220
Preferred-habitat investors and the US term structure of real rates	0	0	0	0	0	0	1	2
Price pressures in the UK index-linked market: an empirical investigation	0	0	0	25	0	0	1	114
Risky Bank Guarantees	0	0	0	14	0	0	1	68
Risky bank guarantees	0	0	0	22	2	2	2	51
The Scapegoat Theory of Exchange Rates: The First Tests	0	0	0	58	0	0	1	259
The Scapegoat Theory of Exchange Rates: The First Tests	0	0	1	63	0	0	2	221
The effectiveness of the ECB’s asset purchases at the lower bound	0	0	2	55	1	1	7	91
The scapegoat theory of exchange rates: the first tests	0	0	0	34	1	3	5	163
The scapegoat theory of exchange rates: the first tests	0	0	0	89	0	0	1	432
Total Working Papers	0	0	5	700	6	10	48	2,356

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	0	0	2	405
How Much of Bank Credit Risk Is Sovereign Risk? Evidence from Europe	0	0	0	11	2	2	5	57
Identifying risks in emerging market sovereign and corporate bond spreads	0	1	1	26	0	1	2	103
Official Demand for U.S. Debt: Implications for U.S. Real Rates	0	0	0	8	0	0	9	64
On Bank Credit Risk: Systemic or Bank Specific? Evidence for the United States and United Kingdom	0	0	0	12	0	1	1	45
Price Pressures on UK Real Rates: An Empirical Investigation	0	0	0	12	1	1	2	46
Risky bank guarantees	0	0	1	19	0	3	7	77
Sovereign default risk premia: Evidence from the default swap market	0	0	1	15	2	2	6	93
The Variance Risk Premium: Components, Term Structures, and Stock Return Predictability	0	0	4	26	1	3	11	77
The market for lemmings: The herding behavior of pension funds	0	0	0	32	0	1	3	134
The scapegoat theory of exchange rates: the first tests	0	0	2	90	0	1	6	339
Total Journal Articles	0	1	10	351	6	15	54	1,440

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Statistics updated 2025-09-05