Marco Bardoscia : Citation Profile


Are you Marco Bardoscia?

Bank of England

7

H index

4

i10 index

172

Citations

RESEARCH PRODUCTION:

2

Articles

17

Papers

RESEARCH ACTIVITY:

   10 years (2010 - 2020). See details.
   Cites by year: 17
   Journals where Marco Bardoscia has often published
   Relations with other researchers
   Recent citing documents: 36.    Total self citations: 3 (1.71 %)

MORE DETAILS IN:
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   Permalink: http://citec.repec.org/pba1526
   Updated: 2021-02-20    RAS profile: 2019-02-15    
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Relations with other researchers


Works with:

battiston, stefano (2)

Authors registered in RePEc who have co-authored more than one work in the last five years with Marco Bardoscia.

Is cited by:

battiston, stefano (18)

Silva, Thiago (13)

Kobayashi, Teruyoshi (12)

Tabak, Benjamin (9)

Roventini, Andrea (8)

Mandel, Antoine (8)

Napoletano, Mauro (7)

Halaj, Grzegorz (6)

Lamperti, Francesco (6)

Kok, Christoffer (6)

Guerra, Solange (4)

Cites to:

Farmer, J. (6)

battiston, stefano (6)

Kok, Christoffer (4)

Elsinger, Helmut (4)

Upper, Christian (4)

Halaj, Grzegorz (4)

Summer, Martin (4)

Rajan, Raghuram (3)

FREIXAS, XAVIER (3)

Shin, Hyun Song (3)

Lehar, Alfred (3)

Main data


Where Marco Bardoscia has published?


Journals with more than one article published# docs
Physica A: Statistical Mechanics and its Applications2

Working Papers Series with more than one paper published# docs
Papers / arXiv.org12

Recent works citing Marco Bardoscia (2021 and 2020)


YearTitle of citing document
2020Systemic Risk: a Network Approach. (2020). Hasse, Jean-Baptiste. In: AMSE Working Papers. RePEc:aim:wpaimx:2025.

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2020Pricing of debt and equity in a financial network with comonotonic endowments. (2018). Feinstein, Zachary ; Banerjee, Tathagata. In: Papers. RePEc:arx:papers:1810.01372.

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2020Risk-dependent centrality in economic and financial networks. (2019). Estrada, Ernesto ; Grassi, Rosanna ; Clemente, Gian Paolo ; Benzi, Michele ; Bartesaghi, Paolo. In: Papers. RePEc:arx:papers:1907.07908.

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2020Nonparametric sign prediction of high-dimensional correlation matrix coefficients. (2020). Challet, Damien ; Bongiorno, Christian. In: Papers. RePEc:arx:papers:2001.11214.

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2020Network-Aware Strategies in Financial Systems. (2020). Wattenhofer, Roger ; Papp, P'Al Andr'As. In: Papers. RePEc:arx:papers:2002.07566.

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2020Default Ambiguity: Finding the Best Solution to the Clearing Problem. (2020). Wattenhofer, Roger ; Papp, P'Al Andr'As. In: Papers. RePEc:arx:papers:2002.07741.

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2020Real implications of Quantitative Easing in the euro area: a complex-network perspective. (2020). battiston, stefano ; Perillo, Chiara . In: Papers. RePEc:arx:papers:2004.09418.

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2020Distress propagation on production networks: Coarse-graining and modularity of linkages. (2020). Nandi, Tushar ; Chakraborti, Anirban ; Chakrabarti, Anindya S ; Kumar, Ashish. In: Papers. RePEc:arx:papers:2004.14485.

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2020A Repo Model of Fire Sales with VWAP and LOB Pricing Mechanisms. (2020). Feinstein, Zachary ; Bichuch, Maxim. In: Papers. RePEc:arx:papers:2005.05364.

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2021Optimal Network Compression. (2020). Feinstein, Zachary ; Amini, Hamed. In: Papers. RePEc:arx:papers:2008.08733.

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2020Dynamic Default Contagion in Interbank Systems. (2020). Sojmark, Andreas ; Feinstein, Zachary. In: Papers. RePEc:arx:papers:2010.15254.

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2020Sequential Defaulting in Financial Networks. (2020). Wattenhofer, Roger ; Papp, P'Al Andr'As. In: Papers. RePEc:arx:papers:2011.10485.

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2020Distress and default contagion in financial networks. (2020). Maria, Luitgard Anna. In: Mathematical Finance. RePEc:bla:mathfi:v:30:y:2020:i:3:p:705-737.

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2020Network valuation in financial systems. (2020). D'Errico, Marco ; Caccioli, Fabio ; Bardoscia, Marco ; Barucca, Paolo ; Battiston, Stefano ; Caldarelli, Guido ; Visentin, Gabriele. In: Mathematical Finance. RePEc:bla:mathfi:v:30:y:2020:i:4:p:1181-1204.

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2020Foundations of system-wide financial stress testing with heterogeneous institutions. (2020). Wetzer, Thom ; Nahai-Williamson, Paul ; Kleinnijenhuis, Alissa M ; Farmer, Doyne J. In: Bank of England working papers. RePEc:boe:boeewp:0861.

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2020What is the minimal systemic risk in financial exposure networks?. (2020). Pichler, Anton ; Diem, Christian ; Thurner, Stefan. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:116:y:2020:i:c:s0165188920300683.

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2020Fiscal risk and financial fragility. (2020). Tabak, Benjamin ; Silva, Thiago ; Guerra, Solange Maria. In: Emerging Markets Review. RePEc:eee:ememar:v:45:y:2020:i:c:s1566014119303395.

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2020Risk contagion in multilayer network of financial markets. (2020). Li, Shouwei ; Wang, HU. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:541:y:2020:i:c:s037843711931862x.

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2020What is the central bank of Wikipedia?. (2020). Shepelyansky, Dima L ; Frahm, Klaus M ; Demidov, Denis. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:542:y:2020:i:c:s0378437119317984.

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2020Liquidity-saving through obligation-clearing and mutual credit: an effective monetary innovation for SMEs in times of crisis. (2020). Dini, Paolo ; Fleischman, Toma ; Littera, Giuseppe . In: LSE Research Online Documents on Economics. RePEc:ehl:lserod:107529.

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2020Information network modeling for U.S. banking systemic risk. (2020). Cerchiello, Paola ; Nicola, Giancarlo ; Aste, Tomaso. In: LSE Research Online Documents on Economics. RePEc:ehl:lserod:107563.

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2020Interdependence of sectors of economic activities for world countries from the reduced Google matrix analysis of WTO data. (2020). Shepelyansky, Dima L ; Lages, Jose ; Coquide, Celestin. In: Post-Print. RePEc:hal:journl:hal-02132487.

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2020Systemic Risk: a Network Approach. (2020). Hasse, Jean-Baptiste. In: Working Papers. RePEc:hal:wpaper:halshs-02893780.

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2020Default Ambiguity: Credit Default Swaps Create New Systemic Risks in Financial Networks. (2020). Battiston, Stefano ; Seuken, Sven ; Schuldenzucker, Steffen. In: Management Science. RePEc:inm:ormnsc:v:66:y:2020:i:5:p:1981-1998.

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2020Ecology, Economics, and Network Dynamics. (2020). Tsen, Chih-Jui ; Young-Taft, Tai ; Hastings, Harold M. In: Economics Working Paper Archive. RePEc:lev:wrkpap:wp_971.

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2020Applying a Bayesian Network to VaR Calculations. (2020). Apps, Emma. In: Working Papers. RePEc:liv:livedp:202024.

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2020Deglobalization in a hyper-connected world. (2020). Cebrian, Manuel ; Morales, Alfredo J ; Vie, Aymeric ; Balsa-Barreiro, Jose. In: Palgrave Communications. RePEc:pal:palcom:v:6:y:2020:i:1:d:10.1057_s41599-020-0403-x.

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2020Post-Brexit no-trade-deal scenario: Short-term consumer benefit at the expense of long-term economic development. (2020). Kuhla, Kilian ; Otto, Christian ; Willner, Sven Norman ; Levermann, Anders ; Wenz, Leonie. In: PLOS ONE. RePEc:plo:pone00:0237500.

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2020Network Risk in the European Sovereign CDS Market. (2020). Todorova, Zornitsa. In: The Review of Finance and Banking. RePEc:rfb:journl:v:12:y:2020:i:2:p:137-154.

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2020Networks and market-based measures of systemic risk: the European banking system in the aftermath of the financial crisis. (2020). Pederzoli, Chiara ; Grassi, Rosanna ; Clemente, Gian Paolo. In: Journal of Economic Interaction and Coordination. RePEc:spr:jeicoo:v:15:y:2020:i:1:d:10.1007_s11403-019-00247-4.

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2020Taming financial systemic risk: models, instruments and early warning indicators. (2020). Tedeschi, Gabriele ; Recchioni, Maria Cristina ; Caccioli, Fabio. In: Journal of Economic Interaction and Coordination. RePEc:spr:jeicoo:v:15:y:2020:i:1:d:10.1007_s11403-019-00278-x.

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2020Financialization and unconventional monetary policy: a financial-network analysis. (2020). Battiston, Stefano ; Perillo, Chiara. In: Journal of Evolutionary Economics. RePEc:spr:joevec:v:30:y:2020:i:5:d:10.1007_s00191-020-00698-0.

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2020The risk and consequences of multiple breadbasket failures: an integrated copula and multilayer agent-based modeling approach. (2020). Naqvi, Asjad ; Hochrainer-Stigler, Stefan ; Gaupp, Franziska. In: OR Spectrum: Quantitative Approaches in Management. RePEc:spr:orspec:v:42:y:2020:i:3:d:10.1007_s00291-020-00574-0.

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2020Macroprudential capital buffers in heterogeneous banking networks: Insights from an ABM with liquidity crises. (2020). Gurgone, Andrea ; Iori, Giulia. In: BERG Working Paper Series. RePEc:zbw:bamber:164.

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2020Backtesting macroprudential stress tests. (2020). Caccioli, Fabio ; Fricke, Daniel ; Ramadiah, Amanah. In: Discussion Papers. RePEc:zbw:bubdps:452020.

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2020Ranking game on networks: The evolution of hierarchical society. (2020). Zhang, Xin-Jie ; Wang, Wei-Jia ; Xiong, Jason ; Tang, Yong. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:540:y:2020:i:c:s0378437119317698.

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Works by Marco Bardoscia:


YearTitleTypeCited
2012A Bayesian Networks Approach to Operational Risk In: Papers.
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paper8
2010A Bayesian Networks approach to Operational Risk.(2010) In: Physica A: Statistical Mechanics and its Applications.
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This paper has another version. Agregated cites: 8
article
2010Spin Glass Model of Operational Risk In: Papers.
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paper0
2012A Dynamical Model for Forecasting Operational Losses In: Papers.
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paper1
2012A dynamical model for forecasting operational losses.(2012) In: Physica A: Statistical Mechanics and its Applications.
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This paper has another version. Agregated cites: 1
article
2012Impact of meta-order in the Minority Game In: Papers.
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paper2
2012A Dynamical Approach to Operational Risk Measurement In: Papers.
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paper0
2012Financial instability from local market measures In: Papers.
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paper3
2012A Dynamical Model for Operational Risk in Banks In: Papers.
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paper0
2015DebtRank: A microscopic foundation for shock propagation In: Papers.
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paper56
2017Statistical mechanics of complex economies In: Papers.
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paper7
2016Distress propagation in complex networks: the case of non-linear DebtRank In: Papers.
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paper15
2020Network Valuation in Financial Systems In: Papers.
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paper28
2019Lost in Diversification In: Papers.
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paper0
2017The decline of solvency contagion risk In: Bank of England working papers.
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paper8
2018Multiplex network analysis of the UK OTC derivatives market In: Bank of England working papers.
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paper4
2016Emergence of giant strongly connected components in continuum disk-spin percolation In: LSE Research Online Documents on Economics.
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paper0
2017Pathways towards instability in financial networks In: LSE Research Online Documents on Economics.
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paper37
The Social Climbing Game In: Working Papers.
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paper3

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