Giampaolo Gabbi : Citation Profile


Are you Giampaolo Gabbi?

Università Commerciale Luigi Bocconi

6

H index

4

i10 index

358

Citations

RESEARCH PRODUCTION:

26

Articles

12

Papers

1

Chapters

RESEARCH ACTIVITY:

   16 years (2004 - 2020). See details.
   Cites by year: 22
   Journals where Giampaolo Gabbi has often published
   Relations with other researchers
   Recent citing documents: 44.    Total self citations: 15 (4.02 %)

MORE DETAILS IN:
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   Permalink: http://citec.repec.org/pga343
   Updated: 2022-01-15    RAS profile: 2021-09-08    
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Relations with other researchers


Works with:

Ferretti, Camilla (2)

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

Is cited by:

Iori, Giulia (14)

battiston, stefano (10)

Tabak, Benjamin (9)

Kobayashi, Teruyoshi (7)

Montes-Rojas, Gabriel (6)

Pinto, João (6)

Mandel, Antoine (6)

von Peter, Goetz (6)

Fagiolo, Giorgio (6)

Silva, Thiago (6)

Raddant, Matthias (6)

Cites to:

Iori, Giulia (20)

Acharya, Viral (7)

Rajan, Raghuram (7)

battiston, stefano (7)

Babus, Ana (6)

Carletti, Elena (6)

Manna, Michele (5)

Upper, Christian (5)

Tedeschi, Gabriele (5)

Stiglitz, Joseph (5)

Stulz, René (5)

Main data


Where Giampaolo Gabbi has published?


Journals with more than one article published# docs
BANCARIA5
The European Journal of Finance3
Journal of Financial Regulation and Compliance2
Journal of Economic Dynamics and Control2
PLOS ONE2
Journal of Financial Management, Markets and Institutions2
Banca Impresa Societ2

Working Papers Series with more than one paper published# docs
Papers / arXiv.org2
Working Papers / Department of Economics, City University London2

Recent works citing Giampaolo Gabbi (2021 and 2020)


YearTitle of citing document
2021The Origination and Distribution of Money Market Instruments: Sterling Bills of Exchange during the First Globalization. (2021). Accominotti, Olivier ; Ugolini, Stefano ; Lucena-Piquero, Delio. In: Papers. RePEc:arx:papers:2103.01558.

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2021The 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.

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2020Regulatory Banking Leverage: what do you know?. (2020). Kimura, Herbert ; da Rosa, Douglas. In: Working Papers Series. RePEc:bcb:wpaper:540.

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2021Identifying deposits outflows in real-time. (2021). Rainone, Edoardo. In: Temi di discussione (Economic working papers). RePEc:bdi:wptemi:td_1319_21.

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2020The Pricing of Bank Bonds, Sovereign Credit Risk and ECBs Asset Purchase Programmes. (2020). Ribeiro, Ricardo ; Pinto, João ; Branco, Ricardo. In: Working Papers de Economia (Economics Working Papers). RePEc:cap:wpaper:012020.

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2020A comparative analysis of ex ante credit spreads: Structured finance versus straight debt finance. (2020). Pinto, João ; Marques, Manuel O. In: Journal of Corporate Finance. RePEc:eee:corfin:v:62:y:2020:i:c:s0929119920300249.

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2020Business fluctuations in a behavioral switching model: Gridlock effects and credit crunch phenomena in financial networks. (2020). Grilli, Ruggero ; Gallegati, Mauro ; Tedeschi, Gabriele. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:114:y:2020:i:c:s0165188918303476.

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2020Does foreign exchange derivatives market promote R&D? International industry-level evidence. (2020). Xie, Fang ; Sun, Qinru ; Hao, Xiangchao. In: Economic Modelling. RePEc:eee:ecmode:v:91:y:2020:i:c:p:33-42.

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2020Interconnectedness and systemic risk in the US CDS market. (2020). Kanno, Masayasu. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:54:y:2020:i:c:s1062940817304047.

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2020Do banks change their liquidity ratios based on network characteristics?. (2020). TARAZI, Amine ; Ardekani, Aref Mahdavi ; Distinguin, Isabelle. In: European Journal of Operational Research. RePEc:eee:ejores:v:285:y:2020:i:2:p:789-803.

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2021Interbank funding, bank risk exposure and performance in the UK: A three-stage network DEA approach. (2021). Danso, Albert ; James, Gregory A ; Lartey, Theophilus. In: International Review of Financial Analysis. RePEc:eee:finana:v:75:y:2021:i:c:s1057521921000958.

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2020The desertion of rich countries and the mutual support of the poor ones: Preferential lending agreements among the PIGS. (2020). Ripollés, Jordi ; Ripolles, Jordi ; Tedeschi, Gabriele ; Vidal-Tomas, David. In: Finance Research Letters. RePEc:eee:finlet:v:34:y:2020:i:c:s1544612318307682.

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2020The network nature of over-the-counter interest rates. (2020). Rainone, Edoardo. In: Journal of Financial Markets. RePEc:eee:finmar:v:47:y:2020:i:c:s1386418119303556.

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2021From stress testing to systemic stress testing: The importance of macroprudential regulation. (2021). Fujiwara, Yoshi ; Becker, Alexander P ; Aoyama, Hideaki ; Vodenska, Irena ; Lungu, Eliza ; Iyetomi, Hiroshi. In: Journal of Financial Stability. RePEc:eee:finsta:v:52:y:2021:i:c:s1572308920301029.

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2021Quantification of systemic risk from overlapping portfolios in the financial system. (2021). Thurner, Stefan ; Caccioli, Fabio ; Martinez-Jaramillo, Serafin ; Poledna, Sebastian. In: Journal of Financial Stability. RePEc:eee:finsta:v:52:y:2021:i:c:s1572308920301108.

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2021How are network centrality metrics related to interest rates in the Mexican secured and unsecured interbank markets?. (2021). Hochreiter, Ronald ; Luis , ; Martinez-Jaramillo, Serafin ; Tellez-Leon, Isela-Elizabeth. In: Journal of Financial Stability. RePEc:eee:finsta:v:55:y:2021:i:c:s157230892100053x.

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2020Probabilistic forecasting in day-ahead electricity markets: Simulating peak and off-peak prices. (2020). Ziel, Florian ; Muniain, Peru. In: International Journal of Forecasting. RePEc:eee:intfor:v:36:y:2020:i:4:p:1193-1210.

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2020Interbank contagion: An agent-based model approach to endogenously formed networks. (2020). Zhang, Xingjia ; Yang, Steve Y ; Paddrik, Mark ; Liu, Anqi. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:112:y:2020:i:c:s0378426617301942.

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2022Post-crisis regulations, market making, and liquidity in over-the-counter markets. (2022). Zhong, Zhaodong ; Wang, Xinjie. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:134:y:2022:i:c:s0378426621003058.

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2021Complexity, interconnectedness and stability: New perspectives applied to the European banking system. (2021). Bertrand, Jean-Louis ; Chabot, Miia. In: Journal of Business Research. RePEc:eee:jbrese:v:129:y:2021:i:c:p:784-800.

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2020The relationship between credit ratings and asset liquidity: Evidence from Western European banks. (2020). Junttila, Juha ; Merilainen, Jari-Mikko. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:108:y:2020:i:c:s0261560620301807.

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2020.

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2021Citation likelihood analysis of the interbank financial networks literature: A machine learning and bibliometric approach. (2021). Silva, Thiago ; Braz, Tercio ; Fiche, Marcelo Estrela ; Tabak, Benjamin Miranda. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:562:y:2021:i:c:s0378437120307172.

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2021Markets as networks evolving step by step: Relational Event Models for the interbank market. (2021). Vu, Duy Q ; Zappa, Paola . In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:565:y:2021:i:c:s0378437120308554.

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2020Linking FDI Network Topology with the Covid-19 Pandemic. (2020). Ricchiuti, Giorgio ; de Masi, Giulia ; Antonietti, Roberto. In: Papers in Evolutionary Economic Geography (PEEG). RePEc:egu:wpaper:2054.

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2020Market microstructure, banks behaviour and interbank spreads: evidence after the crisis. (2020). Germano, Guido ; Gabbi, Giampaolo ; Iori, Giulia ; Kapar, Burcu. In: LSE Research Online Documents on Economics. RePEc:ehl:lserod:100467.

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2020Pricing Defaulted Italian Mortgages. (2020). Schenk-Hoppé, Klaus ; Schenk-Hoppe, Klaus R ; Pelizza, Michela. In: Journal of Risk and Financial Management. RePEc:gam:jjrfmx:v:13:y:2020:i:2:p:31-:d:318795.

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2021Sovereign Default Forecasting in the Era of the COVID-19 Crisis. (2021). Kristof, Tamas. In: Journal of Risk and Financial Management. RePEc:gam:jjrfmx:v:14:y:2021:i:10:p:494-:d:657397.

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2021Empirical Estimation of Intraday Yield Curves on the Italian Interbank Credit Market e-MID. (2021). Demertzidis, Anastasios ; Jeleskovic, Vahidin. In: Journal of Risk and Financial Management. RePEc:gam:jjrfmx:v:14:y:2021:i:5:p:212-:d:550636.

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2020Die Hard: Probability of Default and Soft Information. (2020). Matthias, Massimo ; Giammarino, Michele ; Gabbi, Giampaolo. In: Risks. RePEc:gam:jrisks:v:8:y:2020:i:2:p:46-:d:357662.

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2021The Origination and Distribution of Money Market Instruments: Sterling Bills of Exchange during the First Globalization. (2021). Accominotti, Olivier ; Ugolini, Stefano ; Lucena-Piquero, Delio. In: Post-Print. RePEc:hal:journl:hal-03155017.

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2021Transform MCMC schemes for sampling intractable factor copula models. (2021). Targino, Rodrigo ; Gobet, Emmanuel ; Benezet, Cyril. In: Working Papers. RePEc:hal:wpaper:hal-03334526.

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2021Achieving financial stability during a liquidity crisis: a multi-objective approach. (2021). Lucio, Gobbi ; Edoardo, Gaffeo . In: Risk Management. RePEc:pal:risman:v:23:y:2021:i:1:d:10.1057_s41283-021-00067-6.

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2021Economic preferences over risk-taking and corporate finance. (2021). Tsoumas, Chris ; Hasan, Iftekhar ; Iosifidi, Maria ; Delis, Manthos. In: MPRA Paper. RePEc:pra:mprapa:106321.

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2021Sukuk and bond spreads. (2021). Ghassan, Hassan ; Balli, Faruk ; Al-Jefri, Essam H. In: MPRA Paper. RePEc:pra:mprapa:106729.

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2020From FDI network topology to macroeconomic instability. (2020). Ricchiuti, Giorgio ; Masi, Giulia. In: Journal of Economic Interaction and Coordination. RePEc:spr:jeicoo:v:15:y:2020:i:1:d:10.1007_s11403-019-00275-0.

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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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2020Interbank rules during economic declines: Can banks safeguard capital base?. (2020). Steinbacher, Mitja ; Jagri, Timotej. In: Journal of Economic Interaction and Coordination. RePEc:spr:jeicoo:v:15:y:2020:i:2:d:10.1007_s11403-018-0228-5.

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2021From agent-based modeling to actor-based reactive systems in the analysis of financial networks. (2021). Crafa, Silvia. In: Journal of Economic Interaction and Coordination. RePEc:spr:jeicoo:v:16:y:2021:i:3:d:10.1007_s11403-021-00323-8.

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2021Growth and dynamics of Econophysics: a bibliometric and network analysis. (2021). Khurana, Parul ; Sharma, Kiran. In: Scientometrics. RePEc:spr:scient:v:126:y:2021:i:5:d:10.1007_s11192-021-03884-4.

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2021Advances in the agent-based modeling of economic and social behavior. (2021). Alfarano, Simone ; Lux, Thomas ; Iori, Giulia ; Cuena, Eva Camacho ; Karimi, Fariba ; Raddant, Matthias ; Steinbacher, Mitja. In: SN Business & Economics. RePEc:spr:snbeco:v:1:y:2021:i:7:d:10.1007_s43546-021-00103-3.

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2020Systemic risk in the Angolan interbank payment system – a network approach. (2020). Gubareva, Mariya ; Borges, Maria ; Ulica, Lauriano. In: Applied Economics. RePEc:taf:applec:v:52:y:2020:i:45:p:4900-4912.

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2021An empirical investigation of network relationships in the market. (2021). Kislitsyn, Evgeny V ; Zarutskaya, Vera S ; Orekhova, Svetlana V. In: Upravlenets. RePEc:url:upravl:v:12:y:2021:i:1:p:32-46.

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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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Works by Giampaolo Gabbi:


YearTitleTypeCited
2014Reduction of systemic risk by means of Pigouvian taxation In: Papers.
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paper3
2015Reduction of Systemic Risk by Means of Pigouvian Taxation.(2015) In: PLOS ONE.
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This paper has another version. Agregated cites: 3
article
2015Interactions between financial and environmental networks in OECD countries In: Papers.
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paper0
2015Interactions between Financial and Environmental Networks in OECD Countries.(2015) In: PLOS ONE.
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This paper has another version. Agregated cites: 0
article
2014The impact of Solvency 2 on Insurance business: evolution or revolution? In: BANCARIA.
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article0
2012Risk management and its stakeholders In: BANCARIA.
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article0
2014The impact of Solvency 2 on organization and It in the insurance industry In: BANCARIA.
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article0
2014Good news, bad news: a proposal to measure banks’ reputation using Twitter In: BANCARIA.
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article0
2019Modelling credit risk with soft facts for micro firms and Smes In: BANCARIA.
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article0
2013Risk Management for Italian Non†Financial Firms: Currency and Interest Rate Exposure In: European Financial Management.
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article8
2016Rating Trajectories and Credit Risk Migration: Evidence for SMEs In: DISCE - Quaderni del Dipartimento di Scienze Economiche e Sociali.
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paper0
2005A network analysis of the Italian oversight money market In: Working Papers.
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paper249
2008A network analysis of the Italian overnight money market.(2008) In: Journal of Economic Dynamics and Control.
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This paper has another version. Agregated cites: 249
article
2012Market microstructure, banks behaviour and interbank spreads In: Working Papers.
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paper9
2015Financial regulations and bank credit to the real economy In: Journal of Economic Dynamics and Control.
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article19
2010Hedging with futures: Efficacy of GARCH correlation models to European electricity markets In: Journal of International Financial Markets, Institutions and Money.
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article16
2015Banks strategies and cost of money: effects of the financial crisis on the European electronic overnight interbank market In: LSE Research Online Documents on Economics.
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paper1
2015Banks Strategies and Cost of Money: Effects of the Financial Crisis on the European Electronic Overnight Interbank Market.(2015) In: Journal of Financial Management, Markets and Institutions.
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This paper has another version. Agregated cites: 1
article
2016The transmission channels between the financial and the real sectors in Italy and the crisis In: Chapters.
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chapter2
2011Firm size and compliance costs asymmetries in the investment services In: Journal of Financial Regulation and Compliance.
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article1
2013Managing compliance risk after MiFID In: Journal of Financial Regulation and Compliance.
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article0
2013The Italian Financial System In: FESSUD studies.
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paper0
2014Financialisation and Economic and Financial Crises: The Case of Italy In: FESSUD studies.
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paper0
2014Implications of financialisation for sustainability In: Working papers.
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paper1
2014Factors generating and transmitting the financial crisis: The role of incentives: securitization and contagion In: Working papers.
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paper3
2014Financial Regulation in Italy In: Working papers.
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paper0
2019Credit Risk Migration and Economic Cycles In: Risks.
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article3
2019Energy and Environmental Flows: Do Most Financialised Countries within the Mediterranean Area Export Unsustainability? In: Sustainability.
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article0
2017Editors Note In: Journal of Financial Management, Markets and Institutions.
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article0
2004Definizione, misurazione e gestione del rischio reputazionale degli intermediari bancari In: Banca Impresa Società.
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article3
2010Banking reputation bridging risk management and strategic decisions In: Banca Impresa Società.
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article0
2010Compliance Function in Banks, Investment and Insurance Companies after MiFID In: Journal of Financial Transformation.
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article0
2014Breaking up the Bank: Alternative Proposals to Separate Banking Activities. A Critical Analysis In: Rivista di Politica Economica.
[Citation analysis]
article0
2006CART analysis of qualitative variables to improve credit rating processes In: Computing in Economics and Finance 2006.
[Citation analysis]
paper1
2014Financial systems in financial crisis — An analysis of banking systems in the EU In: Intereconomics: Review of European Economic Policy.
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article0
2020Market microstructure, banks’ behaviour and interbank spreads: evidence after the crisis In: Journal of Economic Interaction and Coordination.
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article1
2005Which factors affect corporate bonds pricing? Empirical evidence from eurobonds primary market spreads In: The European Journal of Finance.
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article30
2005Semi-correlations as a tool for geographical and sector asset allocation In: The European Journal of Finance.
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article5
2013Asset correlations and bank capital adequacy In: The European Journal of Finance.
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article3

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