Marco Bardoscia : Citation Profile


Are you Marco Bardoscia?

Bank of England

3

H index

1

i10 index

32

Citations

RESEARCH PRODUCTION:

2

Articles

15

Papers

RESEARCH ACTIVITY:

   7 years (2010 - 2017). See details.
   Cites by year: 4
   Journals where Marco Bardoscia has often published
   Relations with other researchers
   Recent citing documents: 25.    Total self citations: 2 (5.88 %)

MORE DETAILS IN:
ABOUT THIS REPORT:

   Permalink: http://citec.repec.org/pba1526
   Updated: 2017-11-18    RAS profile: 2017-08-16    
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Relations with other researchers


Works with:

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

Is cited by:

Lamperti, Francesco (6)

Mandel, Antoine (6)

Roventini, Andrea (6)

Tabak, Benjamin (4)

Kobayashi, Teruyoshi (4)

Napoletano, Mauro (3)

Barroso, João (2)

Silva, Thiago (2)

Guerra, Solange (2)

Arendarski, Piotr (1)

Sapio, Sandro (1)

Cites to:

Summer, Martin (4)

Farmer, J. (4)

Halaj, Grzegorz (4)

Elsinger, Helmut (4)

Upper, Christian (4)

Kok, Christoffer (4)

Shin, Hyun Song (3)

Rochet, Jean (3)

Lehar, Alfred (3)

Challet, Damien (3)

FREIXAS, XAVIER (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.org11

Recent works citing Marco Bardoscia (2017 and 2016)


YearTitle of citing document
2016Can banks default overnight? Modeling endogenous contagion on O/N interbank market. (2016). Arendarski, Piotr ; Gubiec, Tomasz ; Ochnicki, Piotr ; Wili, Mateusz ; Smaga, Pawel . In: Papers. RePEc:arx:papers:1603.05142.

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2016Rethinking Financial Contagion. (2016). Visentin, Gabriele ; D'Errico, Marco ; Battiston, Stefano. In: Papers. RePEc:arx:papers:1608.07831.

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2016What do central counterparties default funds really cover? A network-based stress test answer. (2016). Sabatini, Silvia ; Poce, Giulia ; Zaccaria, Andrea ; Gabrielli, Andrea ; Cimini, Giulio ; Rizzo, Mariangela ; Polito, Marco ; Baldacci, Giuditta . In: Papers. RePEc:arx:papers:1611.03782.

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2017Relation between regional uncertainty spillovers in the global banking system. (2017). Tungsong, Sachapon ; Aste, Tomaso ; Caccioli, Fabio. In: Papers. RePEc:arx:papers:1702.05944.

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2017Reverse stress testing interbank networks. (2017). Grigat, Daniel ; Caccioli, Fabio. In: Papers. RePEc:arx:papers:1702.08744.

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2017Sensitivity of the Eisenberg-Noe clearing vector to individual interbank liabilities. (2017). Feinstein, Zachary ; Wildman, Mackenzie ; Sturm, Stephan ; Schaanning, Eric ; Rudloff, Birgit ; Pang, Weijie . In: Papers. RePEc:arx:papers:1708.01561.

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2017Multilayer Aggregation of Investor Trading Networks. (2017). Baltakys, Kestutis ; Emmert-Streib, Frank ; Kanniainen, Juho. In: Papers. RePEc:arx:papers:1708.09850.

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2017From Ecology to Finance (and Back?): Recent Advancements in the Analysis of Bipartite Networks. (2017). Straka, Mika J ; Saracco, Fabio ; Squartini, Tiziano ; Caldarelli, Guido . In: Papers. RePEc:arx:papers:1710.10143.

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2017Network models of financial systemic risk: A review. (2017). Kobayashi, Teruyoshi ; Barucca, Paolo ; Caccioli, Fabio. In: Papers. RePEc:arx:papers:1710.11512.

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2016Modeling Financial Networks: a feedback approach. (2016). Tabak, Benjamin ; Silva, Thiago ; da Silva, Michel Alexandre . In: Working Papers Series. RePEc:bcb:wpaper:438.

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2016Why Do Vulnerability Cycles Matter in Financial Networks?. (2016). Tabak, Benjamin ; Silva, Thiago ; Guerra, Solange. In: Working Papers Series. RePEc:bcb:wpaper:442.

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2016Decomposition of Systemic Risk Drivers in Evolving Financial Networks. (2016). Barroso, João ; Stancato, Sergio Rubens ; Silva, Thiago Christiano ; Ribeiro, Joo Barata . In: Working Papers Series. RePEc:bcb:wpaper:448.

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2017Systemic Risk in Financial Systems: a feedback approach. (2017). Tabak, Benjamin ; da Silva, Michel Alexandre . In: Working Papers Series. RePEc:bcb:wpaper:461.

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2016An analysis on operational risk in international banking: A Bayesian approach (2007–2011). (2016). Venegas-Martínez, Francisco ; Palacios, María Teresa Verónica ; Martinez-Sanchez, Jose Francisco ; Venegas-Martinez, Francisco ; Teresa, Maria . In: ESTUDIOS GERENCIALES. RePEc:col:000129:015179.

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2017How does risk flow in the credit default swap market?. (2017). D'Errico, Marco ; Scheicher, Martin ; Peltonen, Tuomas ; Battiston, Stefano. In: Working Paper Series. RePEc:ecb:ecbwps:20172041.

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2017Complexity and the Economics of Climate Change: A Survey and a Look Forward. (2017). Roventini, Andrea ; Mandel, Antoine ; Lamperti, Francesco ; Sapio, A ; Napoletano, M ; Balint, T. In: Ecological Economics. RePEc:eee:ecolec:v:138:y:2017:i:c:p:252-265.

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2016Finding the multipath propagation of multivariable crude oil prices using a wavelet-based network approach. (2016). Sun, Xiaoqi ; Jia, Xiaoliang ; Huang, Xuan ; Gao, Xiangyun . In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:447:y:2016:i:c:p:331-344.

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2017Why do vulnerability cycles matter in financial networks?. (2017). Tabak, Benjamin ; Guerra, Solange ; Silva, Thiago Christiano . In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:471:y:2017:i:c:p:592-606.

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2016DebtRank Analysis of Financial Distress Propagation on a Production Network in Japan. (2016). Yoshi, FUJIWARA ; Wataru, SOUMA ; Yuji, FUJITA ; Masaaki, Terai . In: Discussion papers. RePEc:eti:dpaper:16046.

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2016Complexity and the Economics of Climate Change : a survey and look forward.. (2016). Roventini, Andrea ; Mandel, Antoine ; Lamperti, Francesco ; Balint, T ; Author-Workplace, Sapio A ; School, Skema Businees . In: Documents de Travail de l'OFCE. RePEc:fce:doctra:1623.

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2016Complexity and the Economics of Climate Change: a Survey and a Look Forward. (2016). Roventini, Andrea ; Napoletano, Mauro ; Mandel, Antoine ; Lamperti, Francesco ; Balint, Tomas ; Sapio, Alessandro . In: Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers). RePEc:hal:cesptp:halshs-01390694.

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2016Complexity and the Economics of Climate Change: a Survey and a Look Forward. (2016). Roventini, Andrea ; Napoletano, Mauro ; Mandel, Antoine ; Lamperti, Francesco ; Sapio, Alessandro ; Balint, Tomas . In: Documents de travail du Centre d'Economie de la Sorbonne. RePEc:mse:cesdoc:16058.

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2016Complexity and the Economics of Climate Change: a Survey and a Look Forward. (2016). Roventini, Andrea ; Mandel, Antoine ; Lamperti, Francesco ; Napoletano, Mauro ; Sapio, Sandro ; Balint, Tomas . In: Sciences Po publications. RePEc:spo:wpmain:info:hdl:2441/5qr7f0k4sk8rbq4do5u6v70rm0.

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2016How does risk flow in the credit default swap market?. (2016). D'Errico, Marco ; Scheicher, Martin ; Peltonen, Tuomas ; Battiston, Stefano. In: ESRB Working Paper Series. RePEc:srk:srkwps:201633.

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2016Complexity and the Economics of Climate Change: a Survey and a Look Forward. (2016). Sapio, Sandro ; Roventini, Andrea ; Napoletano, Mauro ; Mandel, Antoine ; Lamperti, Francesco ; Balint, Tomas . In: LEM Papers Series. RePEc:ssa:lemwps:2016/29.

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Works by Marco Bardoscia:


YearTitleTypeCited
2012A Bayesian Networks Approach to Operational Risk In: Papers.
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paper3
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: 3
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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paper0
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: 0
article
2012Impact of meta-order in the Minority Game In: Papers.
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paper0
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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paper0
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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paper18
2017Statistical mechanics of complex economies In: Papers.
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paper0
2016Distress propagation in complex networks: the case of non-linear DebtRank In: Papers.
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paper2
2016Network Valuation in Financial Systems In: Papers.
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paper5
2017The decline of solvency contagion risk In: Bank of England working papers.
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paper1
2016Emergence of giant strongly connected componentsin 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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paper3
The Social Climbing Game In: Working Papers.
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paper0

CitEc is a RePEc service, providing citation data for Economics since 2001. Sponsored by INOMICS. Last updated November, 3 2017. Contact: CitEc Team