Institution: Banca d'Italia
Primary Field: Macro (weighted toward more recent publications)
Homepage: http://gabrielezinna.github.io/
Scores use coauthorship adjustment: α/n credit per paper, where n = number of authors. α = 2.02: calibrated so average adjusted count equals average raw count (a zero-sum adjustment).
| Period | S (4x) | A (2x) | B (1x) | C (½x) | Total | Percentile |
|---|---|---|---|---|---|---|
| Last 5 Years | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | - |
| Last 10 Years | 0.00 | 3.36 | 4.04 | 0.00 | 7.40 | 82% |
| All Time | 0.00 | 4.37 | 5.05 | 0.00 | 9.42 | 88% |
| Year | Article | Journal | Tier | Authors |
|---|---|---|---|---|
| 2020 | Official Demand for U.S. Debt: Implications for U.S. Real Rates | Journal of Money, Credit, and Banking | B | 2 |
| 2020 | Risky bank guarantees | Journal of Financial Economics | A | 3 |
| 2018 | The Variance Risk Premium: Components, Term Structures, and Stock Return Predictability | Journal of Business & Economic Statistics | A | 2 |
| 2018 | How Much of Bank Credit Risk Is Sovereign Risk? Evidence from Europe | Journal of Money, Credit, and Banking | B | 2 |
| 2016 | Price Pressures on UK Real Rates: An Empirical Investigation | Review of Finance | B | 1 |
| 2015 | The scapegoat theory of exchange rates: the first tests | Journal of Monetary Economics | A | 4 |
| 2014 | On Bank Credit Risk: Systemic or Bank Specific? Evidence for the United States and United Kingdom | Journal of Financial and Quantitative Analysis | B | 2 |