Monetary policy and the uncovered interest parity puzzle DK Backus, F Gavazzoni, C Telmer, SE Zin National Bureau of Economic Research, 2010 | 156* | 2010 |
Currency risk factors in a recursive multi-country economy R Colacito, MM Croce, F Gavazzoni, RC Ready Journal of Finance, 0 | 143* | |
International R&D Spillovers and Asset Prices AM Santacreu, F Gavazzoni Journal of Financial Economics (accepted), 0 | 42* | |
Currency risk and pricing kernel volatility F Gavazzoni, B Sambalaibat, C Telmer INSEAD Working Paper, 2013 | 27 | 2013 |
Concealed carry S Andrews, R Colacito, MMM Croce, F Gavazzoni Available at SSRN 3743205, 2020 | 11 | 2020 |
Uncovered interest rate parity puzzle: An explanation based on recursive utility and stochastic volatility F Gavazzoni Working Paper, 2008 | 7 | 2008 |
Nominal Frictions, Monetary Policy, and Long-Run Risk F Gavazzoni INSEAD Working Paper, 2012 | 2 | 2012 |
Currency Risk Factors in a Recursive Multicountry Economy M Croce, F Gavazzoni, R Colacito, R Ready CEPR Discussion Papers, 2018 | | 2018 |
ESSAYS ON ASSET PRICING PUZZLES F GAVAZZONI Tepper School of Business, 0 | | |