Giovanni Covi : Citation Profile

Bank of England

6

H index

4

i10 index

114

Citations

RESEARCH PRODUCTION:

12

Articles

19

Papers

RESEARCH ACTIVITY:

   11 years (2013 - 2024). See details.
   Cites by year: 10
   Journals where Giovanni Covi has often published
   Relations with other researchers
   Recent citing documents: 27.    Total self citations: 8 (6.56 %)

MORE DETAILS IN:
ABOUT THIS REPORT:

   Permalink: http://citec.repec.org/pco687
   Updated: 2025-12-20    RAS profile: 2024-10-09    
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Relations with other researchers

Works with:

Eydam, Ulrich (2)

Del Vecchio, Leonardo (2)

Kowalewski, Oskar (2)

lepore, caterina (2)

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

Is cited by:

Budnik, Katarzyna (9)

Kok, Christoffer (6)

Volk, Matjaž (5)

Figueres, Juan (3)

Pancaro, Cosimo (3)

Marques, Aurea (3)

Konietschke, Paul (3)

Mingarelli, Luca (2)

Ebner, André (2)

Gries, Thomas (2)

Maruyama, Toshitaka (2)

Cites to:

Stockhammer, Engelbert (19)

Kok, Christoffer (16)

Halaj, Grzegorz (10)

Shin, Hyun Song (10)

Onaran, Ozlem (8)

Pancaro, Cosimo (7)

Moccero, Diego (7)

Alter, Adrian (7)

battiston, stefano (6)

Ratto, Marco (6)

Palligkinis, Spyros (6)

Main data

Where Giovanni Covi has published?

Journals with more than one article published# docs
Journal of Financial Stability2
Journal of Evolutionary Economics2
Empirica2

Working Papers Series with more than one paper published# docs
Bank of England working papers / Bank of England6
MPRA Paper / University Library of Munich, Germany5
Working Paper Series / European Central Bank4
IMF Working Papers / International Monetary Fund2

Recent works citing Giovanni Covi (2025 and 2024)

YearTitle of citing document
2025Modeling portfolio loss distribution under infectious defaults and immunization. (2025). Farina, Gianluca ; Torri, Gabriele ; Giacometti, Rosella. In: Papers. RePEc:arx:papers:2503.03306.

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2024Decomposing Systemic Risk: The Roles of Contagion and Common Exposures. (2024). Hipp, Ruben ; Halaj, Grzegorz. In: Staff Working Papers. RePEc:bca:bocawp:24-19.

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2025A Market-Based Approach to Reverse Stress Testing the Financial System. (2025). Ojea Ferreiro, Javier. In: Staff Working Papers. RePEc:bca:bocawp:25-32.

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2025A system-wide stress testing for Luxembourg financial sector. (2025). Jin, Xisong ; Fique, Jos. In: BCL working papers. RePEc:bcl:bclwop:bclwp199.

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2025Agent-based modeling at central banks: recent developments and new challenges. (2025). Hinterschweiger, Marc ; Glielmo, Aldo ; Carro, Adrian ; Uluc, Arzu ; Kaszowska-Mojsa, Jagoda ; Borsos, Andrs. In: Bank of England working papers. RePEc:boe:boeewp:1122.

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2025Exploratory Scenario Analysis Considering the Growing Presence of Domestic and Foreign Investment Funds. (2025). Nakamura, Fumitaka ; Maruyama, Toshitaka ; Konaka, Yuki. In: Bank of Japan Working Paper Series. RePEc:boj:bojwps:wp25e11.

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2024Monetary Policy, Divergence, and the Euro. (2024). Schnabl, Gunther ; Pfeifer, Moritz. In: CESifo Working Paper Series. RePEc:ces:ceswps:_11442.

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20242023 macroprudential stress test of the euro area banking system. (2024). Narueviius, Laurynas ; Podlogar, Jure ; Dimitrov, Ivan ; Cappelletti, Giuseppe ; Legrand, Catherine ; Nunes, Andre ; Rohm, Nicola ; Steege, Lucas Ter. In: Occasional Paper Series. RePEc:ecb:ecbops:2024347.

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2024Advancements in stress-testing methodologies for financial stability applications. (2024). Marques, Aurea ; Konietschke, Paul ; Figueres, Juan ; Budnik, Katarzyna ; Legrand, Catherine ; Giglio, Carla ; Georgescu, Oana-Maria ; Sydow, Matthias ; Ortl, Aljosa ; Grassi, Alberto ; Metzler, Julian ; Durrani, Agha ; Gross, Johannes ; Trachana, Zoe ; Poblacion, Francisco Javier ; Chalf, Yasmine ; Shaw, Frances ; Franch, Fabio. In: Occasional Paper Series. RePEc:ecb:ecbops:2024348.

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2024Spare tyres with a hole: investment funds under stress and credit to firms. (2024). Rariga, Judit ; Nicoletti, Giulio ; Dacri, Costanza Rodriguez. In: Working Paper Series. RePEc:ecb:ecbwps:20242917.

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2024Decomposing systemic risk: the roles of contagion and common exposures. (2024). Hipp, Ruben ; Haaj, Grzegorz. In: Working Paper Series. RePEc:ecb:ecbwps:20242929.

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2024Banks and non-banks stressed: liquidity shocks and the mitigating role of insurance companies. (2024). Miccio, Debora ; Gallet, Sbastien ; Schltter, Sebastian ; Kotronis, Stelios ; Sottocornola, Matteo ; Sydow, Matthias ; Dubiel-Teleszynski, Tomasz ; Fukker, Gbor ; Grndl, Helmut ; Franch, Fabio ; Pellegrino, Michela. In: Working Paper Series. RePEc:ecb:ecbwps:20243000.

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2025From risk to buffer: calibrating the positive neutral CCyB rate in the euro area. (2025). Herrera, Luis ; Scalone, Valerio ; Pirovano, Mara. In: Working Paper Series. RePEc:ecb:ecbwps:20253075.

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2025Higher-order exposures. (2025). Wetzer, Thom ; Kemp, Esti ; Kleinnijenhuis, Alissa M ; Wiersema, Garbrand. In: Working Paper Series. RePEc:ecb:ecbwps:20253091.

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2025Macroprudential policy, monetary policy and non-bank financial intermediation. (2025). Weistroffer, Christian ; Kaufmann, Christoph ; Storz, Manuela ; Giuzio, Margherita ; Kapadia, Sujit. In: Working Paper Series. RePEc:ecb:ecbwps:20253130.

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2024Counterparty choice, maturity shifts and market freezes: Lessons from the European interbank market. (2024). Saroyan, Susanna. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:160:y:2024:i:c:s0165188924000113.

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2025Introducing a novel fragility index for assessing financial stability amid asset bubble episodes. (2025). Dumitrescu, Dan Gabriel ; Lupu, Iulia ; Clin, Adrian Cantemir. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:75:y:2025:i:pa:s106294082400216x.

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2025Investigation of emerging market stress under various frequency bands: Evidence from FX market uncertainty and liquidity. (2025). Dömötör, Barbara ; Vg, Attila Andrs ; Dmtr, Barbara ; Gunay, Samet. In: Emerging Markets Review. RePEc:eee:ememar:v:65:y:2025:i:c:s1566014125000111.

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2024Beyond volatility: Systemic resilience and risk mitigation in interconnected commodity markets. (2024). Kumar, Pawan ; Singh, Vipul Kumar. In: Energy Economics. RePEc:eee:eneeco:v:140:y:2024:i:c:s0140988324006613.

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2024On the optimal control of interbank contagion in the euro area banking system. (2024). Kok, Christoffer ; Fukker, Gabor. In: Journal of Financial Stability. RePEc:eee:finsta:v:71:y:2024:i:c:s157230892400010x.

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2024Uncertainty, non-linear contagion and the credit quality channel: An application to the Spanish interbank market. (2024). Stupariu, Patricia ; Carro, Adrian. In: Journal of Financial Stability. RePEc:eee:finsta:v:71:y:2024:i:c:s1572308924000111.

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2025Modeling the procyclical impact of monetary policy on bank leverage: A stochastic macroprudential approach. (2025). Perote, Javier ; Rendn, Juan F ; Corts, Lina M. In: Journal of Financial Stability. RePEc:eee:finsta:v:79:y:2025:i:c:s1572308925000506.

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2025Source identification on financial networks with label propagation. (2025). Sun, Lei ; Peng, Shuilin ; Hu, Zhao-Long ; Jin, Qichao. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:659:y:2025:i:c:s0378437124008380.

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2024Financial intermediation and informational efficiency: Predicting business cycles. (2024). Gurdgiev, Constantin ; French, Joseph ; Chatterjee, Ujjal ; Borochin, Paul. In: International Review of Economics & Finance. RePEc:eee:reveco:v:96:y:2024:i:pb:s1059056024005999.

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2024Systemic Risk in Indian Financial Institutions: A Probabilistic Approach. (2024). Karmakar, Subhash ; Mukhopadhyay, Jayanta Nath ; Bandyopadhyay, Gautam. In: Asia-Pacific Financial Markets. RePEc:kap:apfinm:v:31:y:2024:i:3:d:10.1007_s10690-023-09426-7.

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2024The challenge of phasing-out fossil fuel finance in the banking sector. (2024). Ameli, N ; Grubb, M ; Falkenberg, M ; Rickman, J ; Larosa, F ; Kothari, S. In: Nature Communications. RePEc:nat:natcom:v:15:y:2024:i:1:d:10.1038_s41467-024-51662-6.

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2024Electoral influences on the Brazilian B3 data correlation network. (2024). Cardoso, Gerson N ; Silva, Geraldo E. In: International Journal of Finance & Economics. RePEc:wly:ijfiec:v:29:y:2024:i:1:p:251-272.

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Works by Giovanni Covi:

YearTitleTypeCited
2020The interbank market puzzle In: Bank of England working papers.
[Full Text][Citation analysis]		paper9
2020The interbank market puzzle.(2020) In: Working Paper Series.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 9		paper
2021On the origin of systemic risk In: Bank of England working papers.
[Full Text][Citation analysis]		paper12
2020On the origin of systemic risk.(2020) In: Working Paper Series.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 12		paper
2022Measuring Capital at Risk in the UK banking sector: a microstructural network approach In: Bank of England working papers.
[Full Text][Citation analysis]		paper1
2022Interbank network and banks credit supply In: Bank of England working papers.
[Full Text][Citation analysis]		paper1
2023Macroprudential stress‑test models: a survey In: Bank of England working papers.
[Full Text][Citation analysis]		paper3
2023Macro-Prudential Stress Test Models: A Survey.(2023) In: IMF Working Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 3		paper
2024Measuring capital at risk with financial contagion: two-sector model with banks and insurers In: Bank of England working papers.
[Full Text][Citation analysis]		paper0
2018Using large exposure data to gauge the systemic importance of SSM significant institutions In: Macroprudential Bulletin.
[Full Text][Citation analysis]		article4
2019Macroprudential stress test of the euro area banking system In: Occasional Paper Series.
[Full Text][Citation analysis]		paper24
2019CoMap: mapping contagion in the euro area banking sector In: Working Paper Series.
[Full Text][Citation analysis]		paper18
2021CoMap: Mapping Contagion in the Euro Area Banking Sector.(2021) In: Journal of Financial Stability.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 18		article
2019CoMap: Mapping Contagion in the Euro Area Banking Sector.(2019) In: IMF Working Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 18		paper
2021Shock amplification in an interconnected financial system of banks and investment funds In: Working Paper Series.
[Full Text][Citation analysis]		paper19
2024Shock amplification in an interconnected financial system of banks and investment funds.(2024) In: Journal of Financial Stability.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 19		article
2019Economic shocks and contagion in the euro area banking sector: a new micro-structural approach In: Financial Stability Review.
[Full Text][Citation analysis]		article7
2014Dutch disease and sustainability of the Russian political economy In: ECONOMICS AND POLICY OF ENERGY AND THE ENVIRONMENT.
[Full Text][Citation analysis]		article1
2015Puzzling Out The First Oil Shock. History, Politics and the Macroeconomy in a Forty-Year Retrospective In: HISTORY OF ECONOMIC THOUGHT AND POLICY.
[Full Text][Citation analysis]		article0
2020Euro area growth differentials: diverging and reinforcing factors in a Kaleckian SVAR approach In: Empirica.
[Full Text][Citation analysis]		article0
2021Trade imbalances within the Euro Area: two regions, two demand regimes In: Empirica.
[Full Text][Citation analysis]		article1
2017The emerging regulatory landscape: a new normal In: Journal of Banking Regulation.
[Full Text][Citation analysis]		article4
2013A case study of an advanced Dutch disease: The Russian oil In: MPRA Paper.
[Full Text][Citation analysis]		paper0
2013Do The Central Banks Always Do The Right Thing For Their Economies? An Appraisal Of The Monetary Policy Strategy Of The ECB In: MPRA Paper.
[Full Text][Citation analysis]		paper0
2014Local Systems’ Strategies Copying with Globalization: Collective Local Entrepreneurship In: MPRA Paper.
[Full Text][Citation analysis]		paper2
2014Local Systems’ Strategies Copying with Globalization: Collective Local Entrepreneurship.(2014) In: MPRA Paper.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 2		paper
2014The First Oil Shock, Stylized Facts, Reflections and The Easterly Puzzle in a Forty-Year Retrospective In: MPRA Paper.
[Full Text][Citation analysis]		paper0
2020End of the sovereign-bank doom loop in the European Union? The Bank Recovery and Resolution Directive In: Journal of Evolutionary Economics.
[Full Text][Citation analysis]		article6
2020Correction to: End of the sovereign-bank doom loop in the European Union? The Bank Recovery and Resolution Directive.(2020) In: Journal of Evolutionary Economics.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 6		article
2016End of the sovereign-bank doom loop in the European Union? The bank recovery and resolution directive.(2016) In: Kiel Advanced Studies Working Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 6		paper
2018Testing the demand regime hypothesis in the Euro Area. Evidence from a VAR approach In: Applied Economics Letters.
[Full Text][Citation analysis]		article2

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