Marco Bardoscia : Citation Profile


Are you Marco Bardoscia?

Bank of England

5

H index

4

i10 index

133

Citations

RESEARCH PRODUCTION:

2

Articles

17

Papers

RESEARCH ACTIVITY:

   9 years (2010 - 2019). See details.
   Cites by year: 14
   Journals where Marco Bardoscia has often published
   Relations with other researchers
   Recent citing documents: 65.    Total self citations: 3 (2.21 %)

MORE DETAILS IN:
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   Permalink: http://citec.repec.org/pba1526
   Updated: 2020-08-01    RAS profile: 2019-02-15    
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Relations with other researchers


Works with:

battiston, stefano (3)

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 (17)

Kobayashi, Teruyoshi (12)

Silva, Thiago (12)

Roventini, Andrea (8)

Tabak, Benjamin (8)

Mandel, Antoine (8)

Napoletano, Mauro (7)

Lamperti, Francesco (6)

Halaj, Grzegorz (6)

Hill, John (4)

Guerra, Solange (4)

Cites to:

battiston, stefano (6)

Farmer, J. (6)

Halaj, Grzegorz (4)

Elsinger, Helmut (4)

Upper, Christian (4)

Summer, Martin (4)

Kok, Christoffer (4)

FREIXAS, XAVIER (3)

Challet, Damien (3)

Rajan, Raghuram (3)

Shin, Hyun Song (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 (2020 and 2019)


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

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

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2017Clearing algorithms and network centrality. (2017). Siebenbrunner, Christoph. In: Papers. RePEc:arx:papers:1706.00284.

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2018Multilayer Aggregation with Statistical Validation: Application to Investor Networks. (2018). Emmert-Streib, Frank ; Kanniainen, Juho ; Baltakys, Kestutis. In: Papers. RePEc:arx:papers:1708.09850.

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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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2018Structural changes in the interbank market across the financial crisis from multiple core-periphery analysis. (2018). Kojaku, Sadamori ; Masuda, Naoki ; Caldarelli, Guido ; Cimini, Giulio. In: Papers. RePEc:arx:papers:1802.05139.

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2018Impact of Contingent Payments on Systemic Risk in Financial Networks. (2018). Feinstein, Zachary ; Banerjee, Tathagata. In: Papers. RePEc:arx:papers:1805.08544.

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2018Reconstruction methods for networks: the case of economic and financial systems. (2018). Garlaschelli, Diego ; Gabrielli, Andrea ; Cimini, Giulio ; Caldarelli, Guido ; Squartini, Tiziano. In: Papers. RePEc:arx:papers:1806.06941.

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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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2018Systemic Greeks: Measuring risk in financial networks. (2018). Stobbe, Julian ; Bertschinger, Nils. In: Papers. RePEc:arx:papers:1810.11849.

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2019Influence of petroleum and gas trade on EU economies from the reduced Google matrix analysis of UN COMTRADE data. (2019). Shepelyansky, D L ; Jos'e Lages, ; Ermann, Leonardo ; Coquid, C'Elestin. In: Papers. RePEc:arx:papers:1903.01820.

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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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2019The emergence of critical stocks in market crash. (2019). Wang, Huiwen ; Zhao, Jichang ; Lu, Shan. In: Papers. RePEc:arx:papers:1908.07244.

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2019Systemic Risk: Fire-Walling Financial Systems Using Network-Based Approaches. (2019). Bertschinger, Nils ; Sasidevan, V. In: Papers. RePEc:arx:papers:1912.05273.

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2019A Dynamic Default Contagion Model: From Eisenberg-Noe to the Mean Field. (2019). Sojmark, Andreas ; Feinstein, Zachary. In: Papers. RePEc:arx:papers:1912.08695.

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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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2017Retrieving Implied Financial Networks from Bank Balance-Sheet and Market Data. (2017). Fique, José. In: Staff Working Papers. RePEc:bca:bocawp:17-30.

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2019Interconnected Banks and Systemically Important Exposures. (2019). Kok, Christoffer ; Halaj, Grzegorz ; d'Errico, Marco ; battiston, stefano ; Derrico, Marco ; Roncoroni, Alan . In: Staff Working Papers. RePEc:bca:bocawp:19-44.

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

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2018Interconnectedness, Firm Resilience and Monetary Policy. (2018). Tabak, Benjamin ; Silva, Thiago ; da Silva, Michel Alexandre ; Guerra, Solange Maria. In: Working Papers Series. RePEc:bcb:wpaper:478.

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2019Fiscal Risk and Financial Fragility. (2019). Tabak, Benjamin ; Silva, Thiago ; Guerra, Solange Maria. In: Working Papers Series. RePEc:bcb:wpaper:495.

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2019Bailing in Banks: costs and benefits. (2019). Silva, Thiago ; de Almeida, Carlos Eduardo ; Stancato, Sergio Rubens. In: Working Papers Series. RePEc:bcb:wpaper:504.

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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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2019Taking regulation seriously: fire sales under solvency and liquidity constraints. (2019). lepore, caterina ; Schaanning, Eric ; Coen, Jamie. In: Bank of England working papers. RePEc:boe:boeewp:0793.

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2019System-wide stress simulation. (2019). King, Benjamin ; Howat, James ; Georgiev, Yordan ; Douglas, Graeme ; Chichkanov, Pavel ; Aikman, David. In: Bank of England working papers. RePEc:boe:boeewp:0809.

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2019The language of rules: textual complexity in banking reforms. (2019). Walczak, Eryk ; Patel, Rajan ; Garbarino, Nicola ; Brookes, James ; Amadxarif, Zahid. In: Bank of England working papers. RePEc:boe:boeewp:0834.

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2019Simulating liquidity stress in the derivatives market. (2019). Ferrara, Gerardo ; Vause, Nicholas ; Bardoscia, Marco ; Yoganayagam, Michael. In: Bank of England working papers. RePEc:boe:boeewp:0838.

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

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2019A multi-agent methodology to assess the effectiveness of alternative systemic risk adjusted capital requirements. (2019). Gurgone, A ; Iori, G. In: Working Papers. RePEc:cty:dpaper:19/05.

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

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2019Interconnected banks and systemically important exposures. (2019). Halaj, Grzegorz ; Kok, Christoffer ; Haaj, Grzegorz ; D'Errico, Marco ; Battiston, Stefano ; Roncoroni, Alan . In: Working Paper Series. RePEc:ecb:ecbwps:20192331.

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2019Interdependencies in the euro area derivatives clearing network: a multi-layer network approach. (2019). Vacirca, Francesco ; Rosati, Simonetta. In: Working Paper Series. RePEc:ecb:ecbwps:20192342.

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2019Forward-looking solvency contagion. (2019). Hill, John ; Codd, Adam Brinley ; Barucca, Paolo ; Bardoscia, Marco. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:108:y:2019:i:c:s0165188919301526.

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

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2018A Financial Macro-Network Approach to Climate Policy Evaluation. (2018). Stolbova, Veronika ; Battiston, Stefano ; Monasterolo, Irene. In: Ecological Economics. RePEc:eee:ecolec:v:149:y:2018:i:c:p:239-253.

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2018How does risk flow in the credit default swap market?. (2018). Derrico, Marco ; Scheicher, Martin ; Peltonen, Tuomas ; Battiston, Stefano. In: Journal of Financial Stability. RePEc:eee:finsta:v:35:y:2018:i:c:p:53-74.

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2018Bank lending and systemic risk: A financial-real sector network approach with feedback. (2018). Silva, Thiago ; Tabak, Benjamin Miranda ; da Silva, Michel. In: Journal of Financial Stability. RePEc:eee:finsta:v:38:y:2018:i:c:p:98-118.

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2019Bailing in Banks: costs and benefits. (2019). Silva, Thiago ; Dealmeida, Carlos Eduardo ; de Almeida, Carlos Eduardo ; Stancato, Sergio Rubens. In: Journal of Financial Stability. RePEc:eee:finsta:v:45:y:2019:i:c:s1572308919306564.

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2017Systemic risk in financial systems: A feedback approach. (2017). Tabak, Benjamin ; Silva, Thiago ; da Silva, Michel Alexandre. In: Journal of Economic Behavior & Organization. RePEc:eee:jeborg:v:144:y:2017:i:c:p:97-120.

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

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2018Effective network inference through multivariate information transfer estimation. (2018). Gnabo, Jean-Yves ; Dahlqvist, Carl-Henrik. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:499:y:2018:i:c:p:376-394.

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2018Identifying systemic risk drivers in financial networks. (2018). Ribeiro, Joo Barata ; Stancato, Sergio Rubens ; Silva, Thiago Christiano. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:503:y:2018:i:c:p:650-674.

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2018Social crises. A network model approach. (2018). Cardenas, Juan Pablo ; Fuentes, Miguel Angel ; Olivares, Gaston ; Urbina, Carolina ; Vidal, Gerardo. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:505:y:2018:i:c:p:35-48.

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2018Epidemics of liquidity shortages in interbank markets. (2018). Di Clemente, Riccardo ; Cimini, Giulio ; Brandi, Giuseppe . In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:507:y:2018:i:c:p:255-267.

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2019A maximum entropy network reconstruction of macroeconomic models. (2019). Hazan, Aurelien. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:519:y:2019:i:c:p:1-17.

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

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2018Incorporating Contagion in Portfolio Credit Risk Models Using Network Theory. (2018). Kandhai, Drona ; Sourabh, Sumit ; Anagnostou, Ioannis. In: Complexity. RePEc:hin:complx:6076173.

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2019Modeling Risk Contagion in the Venture Capital Market: A Multilayer Network Approach. (2019). Valdez, L D ; Stanley, H E ; Zhang, X ; Braunstein, L A. In: Complexity. RePEc:hin:complx:9209345.

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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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2017Network models of financial systemic risk: A review. (2017). Kobayashi, Teruyoshi ; Barucca, Paolo ; Caccioli, Fabio. In: Discussion Papers. RePEc:koe:wpaper:1719.

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2017Complexity and the economics of climate change : a survey and a look foreward. (2017). Roventini, Andrea ; Napoletano, Mauro ; Mandel, Antoine ; Sapio, Sandro ; Lamperti, Francesco ; Balint, Tomas. In: Sciences Po publications. RePEc:spo:wpmain:info:hdl:2441/1nlv566svi86iqtetenms15tc4.

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2018Operational Loss Data Collection: A Literature Review. (2018). Zhu, Xiaoqian ; Li, Jianping ; Wei, LU. In: Annals of Data Science. RePEc:spr:aodasc:v:5:y:2018:i:3:d:10.1007_s40745-018-0139-2.

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2018Network models of financial systemic risk: a review. (2018). Kobayashi, Teruyoshi ; Barucca, Paolo ; Caccioli, Fabio. In: Journal of Computational Social Science. RePEc:spr:jcsosc:v:1:y:2018:i:1:d:10.1007_s42001-017-0008-3.

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2018A survey of network-based analysis and systemic risk measurement. (2018). Neveu, Andre. In: Journal of Economic Interaction and Coordination. RePEc:spr:jeicoo:v:13:y:2018:i:2:d:10.1007_s11403-016-0182-z.

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2019Modeling the impulse response complex network for studying the fluctuation transmission of price indices. (2019). Wen, Shaobo ; Gao, Xiangyun ; Sun, Qingru ; Wang, ZE ; Feng, Sida. In: Journal of Economic Interaction and Coordination. RePEc:spr:jeicoo:v:14:y:2019:i:4:d:10.1007_s11403-018-0231-x.

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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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2019Drawing on different disciplines: macroeconomic agent-based models. (2019). HALDANE, ANDREW ; Turrell, Arthur E. In: Journal of Evolutionary Economics. RePEc:spr:joevec:v:29:y:2019:i:1:d:10.1007_s00191-018-0557-5.

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2019Natural Disasters, Cascading Losses, and Economic Complexity: A Multi-layer Behavioral Network Approach. (2019). Monasterolo, Irene ; Naqvi, Asjad. In: Ecological Economic Papers. RePEc:wiw:wus045:6914.

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Works by Marco Bardoscia:


YearTitleTypeCited
2012A Bayesian Networks Approach to Operational Risk In: Papers.
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paper5
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: 5
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.
[Full Text][Citation analysis]
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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paper1
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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paper45
2017Statistical mechanics of complex economies In: Papers.
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paper4
2016Distress propagation in complex networks: the case of non-linear DebtRank In: Papers.
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paper12
2020Network Valuation in Financial Systems In: Papers.
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paper26
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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paper4
2018Multiplex network analysis of the UK OTC derivatives market In: Bank of England working papers.
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paper3
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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paper30
The Social Climbing Game In: Working Papers.
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paper0

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