Gerardo Ferrara : Citation Profile


Are you Gerardo Ferrara?

Bank of England

3

H index

0

i10 index

25

Citations

RESEARCH PRODUCTION:

3

Articles

8

Papers

RESEARCH ACTIVITY:

   4 years (2016 - 2020). See details.
   Cites by year: 6
   Journals where Gerardo Ferrara has often published
   Relations with other researchers
   Recent citing documents: 19.    Total self citations: 2 (7.41 %)

MORE DETAILS IN:
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   Permalink: http://citec.repec.org/pfe449
   Updated: 2020-11-28    RAS profile: 2020-08-03    
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Relations with other researchers


Works with:

Langfield, Sam (3)

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

Is cited by:

de Ramon, S J A (3)

Pelizzon, Loriana (2)

Francis, William (2)

Parra-Polanía, Julián (2)

Van Horen, Neeltje (2)

León, Carlos (2)

Huang, Wenqian (2)

Bernal, Joaquin (2)

Vasios, Michalis (2)

Gómez-Pineda, Javier (2)

Milonas, Kristoffer (2)

Cites to:

Langfield, Sam (7)

Garratt, Rodney (5)

Rochet, Jean (5)

Perotti, Enrico (4)

Liu, Zijun (4)

Suarez, Javier (4)

CLERC, Laurent (3)

Tirole, Jean (3)

FREIXAS, XAVIER (3)

Zimmerman, Peter (3)

Fricke, Daniel (3)

Main data


Where Gerardo Ferrara has published?


Recent works citing Gerardo Ferrara (2020 and 2019)


YearTitle of citing document
2019Obligations with Physical Delivery in a Multi-Layered Financial Network. (2019). Feinstein, Zachary. In: Papers. RePEc:arx:papers:1702.07936.

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2020Dynamic Clearing and Contagion in Financial Networks. (2018). Feinstein, Zachary ; Bernstein, Alex ; Banerjee, Tathagata. In: Papers. RePEc:arx:papers:1801.02091.

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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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2020Using Network Interbank Contagion in Bank Default Prediction. (2020). Doyle, Riccardo. In: Papers. RePEc:arx:papers:2005.12619.

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2019Criptoactivos: análisis y revisión de literatura. (2019). Parra-Polanía, Julián ; León, Carlos ; Gomez-Gonzalez, Jose ; Gómez-Pineda, Javier ; Yanquen, Eduardo ; Suarez, Nicolas ; Rojas, Daniel ; Osorio, Daniel ; Machado, Clara ; Bernal, Joaquin ; Arango, Carlos . In: Revista ESPE - Ensayos sobre Política Económica. RePEc:bdr:ensayo:y:2019:i:92:p:1-37.

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2019The cost of clearing fragmentation. (2019). Vasios, Michalis ; Menkveld, Albert ; Huang, Wenqian ; Benos, Evangelos . In: BIS Working Papers. RePEc:bis:biswps:826.

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2019The cost of clearing fragmentation. (2019). Menkveld, Albert ; Vasios, Michalis ; Huang, Wenqian ; Benos, Evangelos. In: Bank of England working papers. RePEc:boe:boeewp:0800.

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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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2020The link between bank competition and risk in the United Kingdom: two views for policymaking. (2020). Straughan, Michael ; Francis, William B ; De-Ramon, Sebastian . In: Bank of England working papers. RePEc:boe:boeewp:0885.

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2019Criptoactivos: análisis y revisión de literatura. (2019). Parra-Polanía, Julián ; León, Carlos ; Gómez-Pineda, Javier ; suarez -Eduardo, Nicolas ; osorio -Daniel, Daniel ; leon -Clara, Carlos ; gomez -Javier, Jose E ; arango -Joaquin, Carlos. In: Revista ESPE - Ensayos Sobre Política Económica. RePEc:col:000107:017629.

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2019The anatomy of the euro area interest rate swap market. (2019). Pelizzon, Loriana ; Scheicher, Martin ; Auf, Marco Holz ; Fontana, Silvia Dalla. In: Working Paper Series. RePEc:ecb:ecbwps:20192242.

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2019Regulating the doom loop. (2019). Langfield, Sam ; Alogoskoufis, Spyros. In: Working Paper Series. RePEc:ecb:ecbwps:20192313.

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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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2019LTV policy as a macroprudential tool and its effects on residential mortgage loans. (2019). Salike, Nimesh ; Regis, Paulo ; Morgan, Peter J. In: Journal of Financial Intermediation. RePEc:eee:jfinin:v:37:y:2019:i:c:p:89-103.

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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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2019The Concentration of Cleared Derivatives: Can Access to Direct CCP Clearing for End-Users Address the Challenge?. (2019). McPartland, John ; Alvarez, Nahiomy. In: Working Paper Series. RePEc:fip:fedhwp:wp-2019-06.

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2019Central Counterparty Auctions and Loss Allocation. (2019). Oleschak, Robert. In: Working Papers. RePEc:snb:snbwpa:2019-06.

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2019Macro to the rescue? An analysis of macroprudential instruments to regulate housing credit. (2019). Falter, Alexander. In: Discussion Papers. RePEc:zbw:bubdps:252019.

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2019The anatomy of the euro area interest rate swap market. (2019). Pelizzon, Loriana ; Scheicher, Martin ; Auf, Marco Holz ; Fontana, Silvia Dalla. In: SAFE Working Paper Series. RePEc:zbw:safewp:255.

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Works by Gerardo Ferrara:


YearTitleTypeCited
2017Systemic illiquidity in the interbank network In: Bank of England working papers.
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paper7
2018Systemic illiquidity in the interbank network.(2018) In: ESRB Working Paper Series.
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This paper has another version. Agregated cites: 7
paper
2019Systemic illiquidity in the interbank network.(2019) In: Quantitative Finance.
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This paper has another version. Agregated cites: 7
article
2017Central counterparty auction design In: Bank of England working papers.
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paper4
2017The impact of de-tiering in the United Kingdom’s large-value payment system In: Bank of England working papers.
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paper0
2018Multiplex network analysis of the UK OTC derivatives market In: Bank of England working papers.
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paper3
2018The impact of the leverage ratio on client clearing In: Bank of England working papers.
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paper8
2019Simulating liquidity stress in the derivatives market In: Bank of England working papers.
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paper0
2020Modelling fire sale contagion across banks and non-banks In: Bank of England working papers.
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paper0
2016The small bank failures of the early 1990s: another story of boom and bust In: Bank of England Quarterly Bulletin.
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article3
2019Multiplex network analysis of the UK over‐the‐counter derivatives market In: International Journal of Finance & Economics.
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article0

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