Silvia Gabrieli : Citation Profile


Are you Silvia Gabrieli?

Banque de France

5

H index

5

i10 index

119

Citations

RESEARCH PRODUCTION:

1

Articles

11

Papers

RESEARCH ACTIVITY:

   8 years (2010 - 2018). See details.
   Cites by year: 14
   Journals where Silvia Gabrieli has often published
   Relations with other researchers
   Recent citing documents: 38.    Total self citations: 7 (5.56 %)

MORE DETAILS IN:
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   Permalink: http://citec.repec.org/pga908
   Updated: 2020-01-15    RAS profile: 2019-02-25    
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Relations with other researchers


Works with:

Salakhova, Dilyara (2)

Georg, Co-Pierre (2)

CLERC, Laurent (2)

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

Is cited by:

Iori, Giulia (8)

Lelyveld, Iman (7)

Bräuning, Falk (6)

Vuillemey, Guillaume (6)

Montes-Rojas, Gabriel (5)

Kok, Christoffer (4)

Pelliccia, Marco (4)

Duffie, Darrell (4)

Fecht, Falko (4)

Olmo, Jose (4)

Nyborg, Kjell (4)

Cites to:

Acharya, Viral (10)

Bech, Morten (8)

Upper, Christian (6)

CLERC, Laurent (6)

Fecht, Falko (5)

Brunnermeier, Markus (5)

Bräuning, Falk (5)

FREIXAS, XAVIER (5)

Skeie, David (5)

Rochet, Jean (5)

Crosignani, Matteo (4)

Main data


Where Silvia Gabrieli has published?


Working Papers Series with more than one paper published# docs
CEIS Research Paper / Tor Vergata University, CEIS2

Recent works citing Silvia Gabrieli (2018 and 2017)


YearTitle of citing document
2017The organization of the interbank network and how ECB unconventional measures affected the e-MID overnight market. (2017). Barucca, Paolo ; Lillo, Fabrizio. In: Papers. RePEc:arx:papers:1511.08068.

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2018A framework for simulating systemic risk and its application to the South African banking sector. (2018). van den Heever, Rolf ; van Zyl, Gusti ; Beyers, Conrad ; Walters, Nadine M. In: Papers. RePEc:arx:papers:1811.04223.

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2018Calibrating the Magnitude of the Countercyclical Capital Buffer Using Market-Based Stress Tests. (2018). van Oordt, Maarten. In: Staff Working Papers. RePEc:bca:bocawp:18-54.

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2017The interbank network across the global financial crisis: evidence from Italy. (2017). Pozzolo, Alberto ; Affinito, Massimiliano. In: Temi di discussione (Economic working papers). RePEc:bdi:wptemi:td_1118_17.

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2017Pairwise trading in the money market during the European sovereign debt crisis. (2017). Rainone, Edoardo. In: Temi di discussione (Economic working papers). RePEc:bdi:wptemi:td_1160_17.

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2017Pandemic crises in financial systems: a simulation-model to complement stress-testing frameworks.. (2017). Idier, Julien ; Piquard, T. In: Working papers. RePEc:bfr:banfra:621.

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2017The use of derivatives trade repository data: possibilities and challenges. (2017). van Lelyveld, Iman. In: IFC Bulletins chapters. RePEc:bis:bisifc:46-29.

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2019Credit default swaps and corporate bond trading. (2019). Czech, Robert. In: Bank of England working papers. RePEc:boe:boeewp:0810.

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2017Contagion in Stable Networks. (2017). Bougheas, Spiros. In: CESifo Working Paper Series. RePEc:ces:ceswps:_6682.

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2018CDS market structure and risk flows: the Dutch case. (2018). Lelyveld, Iman ; Kroon, Sinziana ; van Lelyveld, Iman ; Petrescu, Sinziana Kroon ; de Sousa, Rene ; Levels, Anouk. In: DNB Working Papers. RePEc:dnb:dnbwpp:592.

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2018Do information contagion and business model similarities explain bank credit risk commonalities?. (2018). Schaumburg, Julia ; Lelyveld, Iman ; van Lelyveld, Iman ; Wang, Dieter. In: DNB Working Papers. RePEc:dnb:dnbwpp:619.

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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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2017Monitoring vulnerability and impact diffusion in financial networks. (2017). Tabak, Benjamin ; Silva, Thiago ; Stancato, Sergio Rubens. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:76:y:2017:i:c:p:109-135.

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2018A dynamic network model of the unsecured interbank lending market. (2018). Lelyveld, Iman ; Bräuning, Falk ; Blasques, Francisco ; van Lelyveld, Iman ; Brauning, Falk. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:90:y:2018:i:c:p:310-342.

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2017Network centrality and funding rates in the e-MID interbank market. (2017). Montes-Rojas, Gabriel ; Iori, Giulia ; Temizsoy, Asena . In: Journal of Financial Stability. RePEc:eee:finsta:v:33:y:2017:i:c:p:346-365.

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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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2018Persistent liquidity shocks and interbank funding. (2018). Bluhm, Marcel . In: Journal of Financial Stability. RePEc:eee:finsta:v:36:y:2018:i:c:p:246-262.

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2017Central bank collateral frameworks. (2017). Nyborg, Kjell. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:76:y:2017:i:c:p:198-214.

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2017Reprint of: Central bank collateral frameworks. (2017). Nyborg, Kjell. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:83:y:2017:i:c:p:232-248.

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2017The value of trading relations in turbulent times. (2017). SONG, ZHAOGANG ; Kermani, Amir ; di Maggio, Marco ; Dimaggio, Marco . In: Journal of Financial Economics. RePEc:eee:jfinec:v:124:y:2017:i:2:p:266-284.

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2019Sparse inference of the drift of a high-dimensional Ornstein–Uhlenbeck process. (2019). GaIffas, Stephane ; Matulewicz, Gustaw . In: Journal of Multivariate Analysis. RePEc:eee:jmvana:v:169:y:2019:i:c:p:1-20.

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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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2018Credit risk contagion coupling with sentiment contagion. (2018). Jiang, Shanshan ; Fan, Hong. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:512:y:2018:i:c:p:186-202.

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2019.

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2019Interbank transactions on the intraday frequency: -Different market states and the effects of the financial crisis-. (2019). Demertzidis, Anastasios . In: MAGKS Papers on Economics. RePEc:mar:magkse:201932.

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2017The Relevance of Broker Networks for Information Diffusion in the Stock Market. (2017). Di Maggio, Marco ; Sommavilla, Carlo ; Kermani, Amir ; Franzoni, Francesco ; Dimaggio, Marco . In: NBER Working Papers. RePEc:nbr:nberwo:23522.

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2017Contagion in stable networks. (2017). Bougheas, Spiros. In: Discussion Papers. RePEc:not:notcfc:17/08.

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2017Where the Risks Lie: A Survey on Systemic Risk. (2017). Colliard, Jean-Edouard ; Hurlin, Christophe ; Perignon, Christophe ; Benoit, Sylvain. In: Review of Finance. RePEc:oup:revfin:v:21:y:2017:i:1:p:109-152..

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2017Contagion in Derivatives Markets. (2017). Paddrik, Mark ; Rajan, Sriram ; Young, Peyton H. In: Economics Series Working Papers. RePEc:oxf:wpaper:839.

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2018Monetary policy with transitory vs. permanently low growth. (2018). Hubert, Paul ; Blot, Christophe. In: Sciences Po publications. RePEc:spo:wpmain:info:hdl:2441/6gjj4t61tm90aauv9v241g1u29.

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2018The organization of the interbank network and how ECB unconventional measures affected the e-MID overnight market. (2018). Barucca, Paolo ; Lillo, Fabrizio. In: Computational Management Science. RePEc:spr:comgts:v:15:y:2018:i:1:d:10.1007_s10287-017-0293-6.

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2017The demand for central clearing: to clear or not to clear, that is the question. (2017). Pelizzon, Loriana ; Bellia, Mario ; Peltonen, Tuomas ; Panzica, Roberto. In: ESRB Working Paper Series. RePEc:srk:srkwps:201762.

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2018Do information contagion and business model similarities explain bank credit risk commonalities?. (2018). Schaumburg, Julia ; Lelyveld, Iman ; van Lelyveld, Iman. In: Tinbergen Institute Discussion Papers. RePEc:tin:wpaper:20180100.

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2017Banks trading after the Lehman crisis: The role of unconventional monetary policy. (2017). Tischer, Johannes ; Schnabel, Isabel ; Podlich, Natalia . In: Discussion Papers. RePEc:zbw:bubdps:192017.

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2017Bargaining power and outside options in the interbank lending market. (2017). Bräuning, Falk ; Abbassi, Puriya ; Schulze, Niels ; Brauning, Falk. In: Discussion Papers. RePEc:zbw:bubdps:312017.

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2018The pitfalls of central clearing in the presence of systematic risk. (2018). Pelizzon, Loriana ; Getmansky, Mila ; Kubitza, Christian. In: ICIR Working Paper Series. RePEc:zbw:icirwp:3118.

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2018Banks fearing the drought? Liquidity hoarding as a response to idiosyncratic interbank funding dry-ups. (2018). Ossandon Busch, Matias. In: IWH Discussion Papers. RePEc:zbw:iwhdps:122018.

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2019The demand for central clearing: To clear or not to clear, that is the question. (2019). Pelizzon, Loriana ; Bellia, Mario ; Peltonen, Tuomas ; Panzica, Roberto. In: SAFE Working Paper Series. RePEc:zbw:safewp:193.

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Works by Silvia Gabrieli:


YearTitleTypeCited
2012Too-connected versus too-big-to-fail: banks’ network centrality and overnight interest rates. In: Working papers.
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paper19
2014Monitoring the European CDS Market through Networks: Implications for Contagion Risks. In: Working papers.
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paper4
2014A network view on interbank market freezes. In: Working papers.
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paper48
2014A network view on interbank market freezes.(2014) In: Discussion Papers.
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This paper has another version. Agregated cites: 48
paper
2015Cross-border interbank contagion in the European banking sector. In: Working papers.
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paper4
2017An analytical framework to calibrate macroprudential policy In: Working papers.
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paper1
2018Bad Sovereign or Bad Balance Sheets? Euro Interbank Market Fragmentation and Monetary Policy, 2011-2015 In: Working papers.
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paper2
2018Bad Sovereign or Bad Balance Sheets? Euro Interbank Market Fragmentation and Monetary Policy, 2011-2015.(2018) In: Supervisory Research and Analysis Working Papers.
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This paper has another version. Agregated cites: 2
paper
2015Interconnectedness and contagion risk in the European banking sector In: Rue de la Banque.
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article0
2010The functioning of the European interbank market during the 2007-08 financial crisis In: CEIS Research Paper.
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paper12
2011The microstructure of the money market before and after the financial crisis: a network perspective In: CEIS Research Paper.
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paper13
2013Assessing contagion risks from the CDS market In: ESRB Occasional Paper Series.
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paper16

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