5
H index
2
i10 index
54
Citations
Gerardo Ferrara : Citation Profile
Bank of England | RESEARCH PRODUCTION: 5 Articles 14 Papers RESEARCH ACTIVITY:
MORE DETAILS IN: ABOUT THIS REPORT:
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6 years (2016 - 2022). Relations with other researchers
Main data
Where Gerardo Ferrara has published?
Recent works citing Gerardo Ferrara (2022 and 2021)
| Year | Title of citing document |
|---|---|
| 2022 | Dynamic Clearing and Contagion in Financial Networks. (2018). Feinstein, Zachary ; Bernstein, Alex ; Banerjee, Tathagata. In: Papers. RePEc:arx:papers:1801.02091. Full description at Econpapers || Download paper |
| 2021 | Dynamic Default Contagion in Interbank Systems. (2020). Sojmark, Andreas ; Feinstein, Zachary. In: Papers. RePEc:arx:papers:2010.15254. Full description at Econpapers || Download paper |
| 2021 | The Physics of Financial Networks. (2021). Garlaschelli, Diego ; Cimini, Giulio ; Caccioli, Fabio ; Battiston, Stefano ; Barucca, Paolo ; Bardoscia, Marco ; Caldarelli, Guido ; Squartini, Tiziano ; Saracco, Fabio. In: Papers. RePEc:arx:papers:2103.05623. Full description at Econpapers || Download paper |
| 2022 | Clearing Payments in Dynamic Financial Networks. (2022). Proskurnikov, Anton V ; Fracastoro, Giulia ; Calafiore, Giuseppe C. In: Papers. RePEc:arx:papers:2201.12898. Full description at Econpapers || Download paper |
| 2022 | Control of Dynamic Financial Networks (The Extended Version). (2022). Proskurnikov, Anton V ; Fracastoro, Giulia ; Calafiore, Giuseppe. In: Papers. RePEc:arx:papers:2205.08879. Full description at Econpapers || Download paper |
| 2021 | CCP Auction Design. (2021). Huang, Wenqian ; Zhu, Haoxiang. In: BIS Working Papers. RePEc:bis:biswps:938. Full description at Econpapers || Download paper |
| 2021 | Financial Network and Systemic Risk—A Dynamic Model. (2021). Yao, David D ; Wang, Tan ; Chen, Hong. In: Production and Operations Management. RePEc:bla:popmgt:v:30:y:2021:i:8:p:2441-2466. Full description at Econpapers || Download paper |
| 2021 | Interactions of capital and liquidity requirements: a review of the literature. (2021). Vo, Quynh-Anh. In: Bank of England working papers. RePEc:boe:boeewp:0916. Full description at Econpapers || Download paper |
| 2021 | An unintended consequence of holding dollar assets. (2021). Czech, Robert ; Lou, Dong ; Huang, Shiyang ; Wang, Tianyu. In: Bank of England working papers. RePEc:boe:boeewp:0953. Full description at Econpapers || Download paper |
| 2022 | Efficiency of central clearing under liquidity stress. (2022). Gao, Haotian ; Caccioli, Fabio ; Bardoscia, Marco. In: Bank of England working papers. RePEc:boe:boeewp:1002. Full description at Econpapers || Download paper |
| 2021 | A Network Analysis of the JGB Repo Market. (2021). Yasufumi, Gemma ; Yujiro, Matsui ; Takumi, Horikawa. In: Bank of Japan Working Paper Series. RePEc:boj:bojwps:wp21e14. Full description at Econpapers || Download paper |
| 2021 | Interconnectedness and contagion in the Czech financial system. (2021). Szabo, Milan ; Kucera, Adam. In: Occasional Publications - Chapters in Edited Volumes. RePEc:cnb:ocpubc:tafs2020/5. Full description at Econpapers || Download paper |
| 2021 | Shock amplification in an interconnected financial system of banks and investment funds. (2021). Fukker, Gabor ; Sydow, Matthias ; Kaijser, Michiel ; Hilberg, Bjorn ; Grassi, Alberto ; Gourdel, Regis ; Gehrend, Max ; Tente, Natalia ; Fiedor, Pawe ; Salakhova, Dilyara ; del Vecchio, Leonardo ; Piquard, Thibaut ; Deipenbrock, Marija ; Montagna, Mattia ; Covi, Giovanni ; Mingarelli, Luca ; Schilte, Aurore ; Kaoudis, Georgios. In: Working Paper Series. RePEc:ecb:ecbwps:20212581. Full description at Econpapers || Download paper |
| 2021 | Bank balance sheet constraints and bond liquidity. (2021). Ivashina, Victoria ; Breckenfelder, Johannes. In: Working Paper Series. RePEc:ecb:ecbwps:20212589. Full description at Econpapers || Download paper |
| 2022 | Uncovering the network structure of non-centrally cleared derivative markets: evidences from regulatory data. (2022). Zema, Sebastiano Michele. In: Working Paper Series. RePEc:ecb:ecbwps:20222721. Full description at Econpapers || Download paper |
| 2022 | The impact of derivatives collateralisation on liquidity risk: evidence from the investment fund sector. (2022). Rousova, Linda ; Letizia, Elisa ; Jukonis, Audrius. In: Working Paper Series. RePEc:ecb:ecbwps:20222756. Full description at Econpapers || Download paper |
| 2022 | Systemic risk in financial institutions: A multiplex network approach. (2022). Tse, Yiuman ; Liu, Qingfu ; Jiao, Feng ; Xie, Yiwei. In: Pacific-Basin Finance Journal. RePEc:eee:pacfin:v:73:y:2022:i:c:s0927538x22000476. Full description at Econpapers || Download paper |
| 2021 | Evaluating structural edge importance in temporal networks. (2021). Seabrook, Isobel E ; Caccioli, Fabio ; Barucca, Paolo. In: LSE Research Online Documents on Economics. RePEc:ehl:lserod:112515. Full description at Econpapers || Download paper |
| 2022 | Structural importance and evolution: an application to financial transaction networks. (2022). Caccioli, Fabio ; Barucca, Paolo ; Seabrook, Isobel. In: LSE Research Online Documents on Economics. RePEc:ehl:lserod:117130. Full description at Econpapers || Download paper |
| 2022 | Experimenting with Financial Professionals. (2022). Huber, Christoph ; Konig-Kersting, Christian. In: Working Papers. RePEc:inn:wpaper:2022-07. Full description at Econpapers || Download paper |
| 2021 | No more Tears without Tiers? The Impact of Indirect Settlement on liquidity use in TARGET2. (2021). Paulick, Jan ; Berndsen, Ron ; Heijmans, Ronald ; Diehl, Martin. In: Discussion Paper. RePEc:tiu:tiucen:57477131-2199-46bf-a2f1-5833269cfc42. Full description at Econpapers || Download paper |
| 2021 | No more Tears without Tiers? The Impact of Indirect Settlement on liquidity use in TARGET2. (2021). Paulick, Jan ; Berndsen, Ron ; Heijmans, Ronald ; Diehl, Martin. In: Other publications TiSEM. RePEc:tiu:tiutis:57477131-2199-46bf-a2f1-5833269cfc42. Full description at Econpapers || Download paper |
| 2021 | Multi?dimensional economic connectivity: benefits, risks, and policy implications. (2021). Panterov, Georgi ; Kenett, Dror Y ; Gould, David M. In: International Journal of Finance & Economics. RePEc:wly:ijfiec:v:26:y:2021:i:4:p:6110-6127. Full description at Econpapers || Download paper |
| 2022 | Banks strategic interaction, adverse price dynamics and systemic liquidity risk. (2022). Wong, Lui Hsian ; Silbermann, Leonid ; Roling, Christoph ; Kruger, Ulrich. In: Discussion Papers. RePEc:zbw:bubdps:062022. Full description at Econpapers || Download paper |
| 2022 | A note on the use of syndicated loan data. (2022). Tonzer, Lena ; Noth, Felix ; Muller, Isabella. In: IWH Discussion Papers. RePEc:zbw:iwhdps:172022. Full description at Econpapers || Download paper |
Works by Gerardo Ferrara:
| Year | Title | Type | Cited |
|---|---|---|---|
| 2017 | Systemic illiquidity in the interbank network In: Bank of England working papers. [Full Text][Citation analysis] | paper | 11 |
| 2018 | Systemic illiquidity in the interbank network.(2018) In: ESRB Working Paper Series. [Full Text][Citation analysis] This paper has another version. Agregated cites: 11 | paper | |
| 2019 | Systemic illiquidity in the interbank network.(2019) In: Quantitative Finance. [Full Text][Citation analysis] This paper has another version. Agregated cites: 11 | article | |
| 2017 | Central counterparty auction design In: Bank of England working papers. [Full Text][Citation analysis] | paper | 5 |
| 2017 | The impact of de-tiering in the United Kingdom’s large-value payment system In: Bank of England working papers. [Full Text][Citation analysis] | paper | 2 |
| 2018 | Multiplex network analysis of the UK OTC derivatives market In: Bank of England working papers. [Full Text][Citation analysis] | paper | 6 |
| 2018 | The impact of the leverage ratio on client clearing In: Bank of England working papers. [Full Text][Citation analysis] | paper | 11 |
| 2019 | Simulating liquidity stress in the derivatives market In: Bank of England working papers. [Full Text][Citation analysis] | paper | 5 |
| 2021 | Simulating liquidity stress in the derivatives market.(2021) In: Journal of Economic Dynamics and Control. [Full Text][Citation analysis] This paper has another version. Agregated cites: 5 | article | |
| 2021 | Modelling fire sale contagion across banks and non-banks In: Bank of England working papers. [Full Text][Citation analysis] | paper | 3 |
| 2021 | Non-standard errors In: Bank of England working papers. [Full Text][Citation analysis] | paper | 2 |
| 2021 | Non-Standard Errors.(2021) In: Working Paper Series, Social and Economic Sciences. [Full Text][Citation analysis] This paper has another version. Agregated cites: 2 | paper | |
| 2021 | Non-Standard Errors.(2021) In: Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers). [Full Text][Citation analysis] This paper has another version. Agregated cites: 2 | paper | |
| 2021 | Non-Standard Errors.(2021) In: Post-Print. [Full Text][Citation analysis] This paper has another version. Agregated cites: 2 | paper | |
| 2021 | Non-Standard Errors.(2021) In: Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 2 | paper | |
| 2022 | Collateral cycles In: Bank of England working papers. [Full Text][Citation analysis] | paper | 0 |
| 2016 | The small bank failures of the early 1990s: another story of boom and bust In: Bank of England Quarterly Bulletin. [Full Text][Citation analysis] | article | 3 |
| 2021 | Counterparty choice in the UK credit default swap market: An empirical matching approach In: Economic Modelling. [Full Text][Citation analysis] | article | 0 |
| 2019 | Multiplex network analysis of the UK over?the?counter derivatives market In: International Journal of Finance & Economics. [Full Text][Citation analysis] | article | 6 |
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