Marco Valerio Geraci : Citation Profile

Nationale Bank van België/Banque national de Belqique (BNB)

3

H index

2

i10 index

73

Citations

RESEARCH PRODUCTION:

8

Articles

6

Papers

RESEARCH ACTIVITY:

   9 years (2015 - 2024). See details.
   Cites by year: 8
   Journals where Marco Valerio Geraci has often published
   Relations with other researchers
   Recent citing documents: 17.    Total self citations: 2 (2.67 %)

MORE DETAILS IN:
ABOUT THIS REPORT:

   Permalink: http://citec.repec.org/pge279
   Updated: 2025-03-22    RAS profile: 2024-07-08    
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Relations with other researchers

Works with:

Mohimont, Jolan (2)

Gnabo, Jean-Yves (2)

Authors registered in RePEc who have co-authored more than one work in the last five years with Marco Valerio Geraci.

Is cited by:

Baruník, Jozef (4)

Maheu, John (3)

Billio, Monica (3)

Wang, Gang-Jin (3)

Huber, Florian (3)

Casarin, Roberto (3)

Hasse, Jean-Baptiste (2)

GAO, Jiti (2)

Laurini, Márcio (2)

Li, Youwei (2)

Koop, Gary (2)

Cites to:

Yilmaz, Kamil (8)

Diebold, Francis (8)

Boehmer, Ekkehart (6)

Schaumburg, Julia (6)

Lucas, Andre (5)

Engle, Robert (5)

Szafarz, Ariane (5)

Koopman, Siem Jan (5)

Manganelli, Simone (4)

Kim, Tae-Hwan (4)

Cogley, Timothy (4)

Main data

Production by document typepaperarticle2015201620172018201920202021202220232024052.5Documents Highcharts.comExport to raster or vector imagePrint the chart
Cumulative documents published2015201620172018201920202021202220232024051015Documents Highcharts.comExport to raster or vector imagePrint the chart

Citations received2018201920202021202220232024202501020Citations Highcharts.comExport to raster or vector imagePrint the chart
Citations by production year20152016201720182019202020212022202320240255075Citations Highcharts.comExport to raster or vector imagePrint the chart

H-Index: 3Most cited documents123450255075Number of citations Highcharts.comExport to raster or vector imagePrint the chart
H-Index evolution20190220190320190420190520190620190720190820190920191020191120191220200120200220200320200420200520200620200720200820200920201020201120201220210120210220210320210420210520210620210720210820210920211020211120211220220120220220220320220420220520220620220720220820220920221020221120221220230120230220230320230420230520230620230720230820230920231020231120231220240120240220240320240420240520240620240720240820240920241020241120241220250120250220250301234h-index Highcharts.comExport to raster or vector imagePrint the chart

Where Marco Valerio Geraci has published?

Journals with more than one article published# docs
Economic Review4

Working Papers Series with more than one paper published# docs
Working Papers ECARES / ULB -- Universite Libre de Bruxelles3

Recent works citing Marco Valerio Geraci (2025 and 2024)

Year  ↓Title of citing document  ↓
2024Estimating Contagion Mechanism in Global Equity Market with Time-Zone Effect. (2024). Chen, Muzi ; Huang, Difang ; Wu, Boyao. In: Papers. RePEc:arx:papers:2404.04335.

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2024Multiple time scales investor sentiment impact the stock market index fluctuation: From margin trading business perspective. (2024). Song, Yingying ; Guo, Yanhong ; Chen, Xinxin. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:69:y:2024:i:pa:s106294082300150x.

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2024Risk characteristics and connectedness in cryptocurrency markets: New evidence from a non-linear framework. (2024). Sun, Yan-Lin ; Chen, Bin-Xia. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:69:y:2024:i:pa:s1062940823001596.

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2024Does the international oil market interact with China’s financial market? New evidence from time-varying higher moments. (2024). Liu, Xiaoxing ; Zhou, Donghai ; Tang, Chun. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:74:y:2024:i:c:s1062940824001177.

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2024Time-varying multivariate causal processes. (2024). Yan, Yayi ; Wu, Wei Biao ; Peng, Bin ; Gao, Jiti. In: Journal of Econometrics. RePEc:eee:econom:v:240:y:2024:i:1:s0304407624000174.

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2024COVID-19 spreading in financial networks: A semiparametric matrix regression model. (2024). Casarin, Roberto ; Billio, Monica ; Iacopini, Matteo ; Costola, Michele. In: Econometrics and Statistics. RePEc:eee:ecosta:v:29:y:2024:i:c:p:113-131.

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2024Persistence in financial connectedness and systemic risk. (2024). Baruník, Jozef ; Ellington, Michael ; Barunik, Jozef. In: European Journal of Operational Research. RePEc:eee:ejores:v:314:y:2024:i:1:p:393-407.

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2024Does systemic risk in the fund markets predict future economic downturns?. (2024). Liu, Xiao-Xing ; Zhou, Dong-Hai. In: International Review of Financial Analysis. RePEc:eee:finana:v:92:y:2024:i:c:s1057521924000218.

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2024Systemic risk prediction using machine learning: Does network connectedness help prediction?. (2024). Wang, Gang-Jin ; Zhu, You ; Chen, Yan ; Xie, Chi. In: International Review of Financial Analysis. RePEc:eee:finana:v:93:y:2024:i:c:s1057521924000796.

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2024Cross-exchange crypto risk: A high-frequency dynamic network perspective. (2024). Ren, Rui ; Lin, Min-Bin ; Lu, Wanbo ; Wang, Yifu ; Hardle, Wolfgang Karl. In: International Review of Financial Analysis. RePEc:eee:finana:v:94:y:2024:i:c:s1057521924001789.

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2024Intraday variation in cross-sectional stock comovement and impact of index-based strategies. (2024). Shen, Yiwen ; Shi, Meiqi. In: Journal of Financial Markets. RePEc:eee:finmar:v:68:y:2024:i:c:s1386418124000120.

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2024Bayesian forecasting in economics and finance: A modern review. (2024). Koop, Gary ; Huber, Florian ; Loaiza-Maya, Ruben ; Maneesoonthorn, Worapree ; Frazier, David T ; Martin, Gael M ; Panagiotelis, Anastasios ; Nibbering, Didier ; Maheu, John. In: International Journal of Forecasting. RePEc:eee:intfor:v:40:y:2024:i:2:p:811-839.

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2024How informed are international short sellers? Global and local industry concentration of short sellers. (2024). , Ruth ; Huszr, Zsuzsa R ; Duong, Truong X. In: Journal of Multinational Financial Management. RePEc:eee:mulfin:v:76:y:2024:i:c:s1042444x24000501.

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2024Systemic risk and financial networks. (2024). Zhang, Xiaoyuan ; Li, Bingqing. In: The Quarterly Review of Economics and Finance. RePEc:eee:quaeco:v:94:y:2024:i:c:p:25-36.

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2024Multilayer networks in the frequency domain: Measuring volatility connectedness among Chinese financial institutions. (2024). Wang, Gang-Jin ; Zhou, Xuewei ; Ouyang, Zisheng ; Lu, Min ; Liu, Shuwen. In: International Review of Economics & Finance. RePEc:eee:reveco:v:92:y:2024:i:c:p:909-928.

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Works by Marco Valerio Geraci:

Year  ↓Title  ↓Type  ↓Cited  ↓
2018Fragmentation, integration and macroprudential surveillance of the US financial industry: Insights from network science In: Papers.
[Full Text][Citation analysis]		paper3
2018Fragmentation, integration and macroprudential surveillance of the US financial industry: Insights from network science.(2018) In: PLOS ONE.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 3		article
2020Common Short Selling and Excess Comovement: Evidence from a Sample of LSE Stocks In: Cambridge Working Papers in Economics.
[Full Text][Citation analysis]		paper3
2023Common short selling and excess comovement: Evidence from a sample of LSE stocks.(2023) In: Journal of Financial Markets.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 3		article
2018Measuring Interconnectedness between Financial Institutions with Bayesian Time-Varying Vector Autoregressions In: Journal of Financial and Quantitative Analysis.
[Full Text][Citation analysis]		article55
2015Measuring interconnectedness between financial institutions with Bayesian time-varying vector autoregressions.(2015) In: Working Papers ECARES.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 55		paper
2016Short Selling in the Tails In: Working Papers ECARES.
[Full Text][Citation analysis]		paper0
2015Measuring Interconnectedness between Financial Institutions with Bayesian Time-Varying VARS In: Working Papers ECARES.
[Full Text][Citation analysis]		paper1
2018Short selling in extreme events In: Journal of Financial Stability.
[Full Text][Citation analysis]		article11
2021The issuance of debt securities by Belgian non-financial corporations In: Economic Review.
[Full Text][Citation analysis]		article0
2023The Impact of the Low-Carbon Transition on Financial Markets In: Economic Review.
[Full Text][Citation analysis]		article0
2023The Impact of the Low-Carbon Transition on Financial Markets In: Economic Review.
[Full Text][Citation analysis]		article0
2024A decomposition of euro area macroeconomic uncertainty In: Economic Review.
[Full Text][Citation analysis]		article0
2017Essays on Complexity in the Financial System In: ULB Institutional Repository.
[Full Text][Citation analysis]		paper0

CitEc is a RePEc service, providing citation data for Economics since 2001. Last updated February, 4 2025. Contact: CitEc Team