Marco Valerio Geraci : Citation Profile


Are you Marco Valerio Geraci?

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

2

H index

1

i10 index

38

Citations

RESEARCH PRODUCTION:

4

Articles

4

Papers

RESEARCH ACTIVITY:

   6 years (2015 - 2021). See details.
   Cites by year: 6
   Journals where Marco Valerio Geraci has often published
   Relations with other researchers
   Recent citing documents: 18.    Total self citations: 2 (5 %)

MORE DETAILS IN:
ABOUT THIS REPORT:

   Permalink: http://citec.repec.org/pge279
   Updated: 2022-11-19    RAS profile: 2022-04-08    
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Relations with other researchers


Works with:

Gnabo, Jean-Yves (3)

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 (3)

Casarin, Roberto (2)

Hasse, Jean-Baptiste (2)

Horvath, Roman (2)

Gnabo, Jean-Yves (2)

Billio, Monica (2)

Li, Youwei (2)

Ricci, Lorenzo (1)

Kenourgios, Dimitris (1)

Antonakakis, Nikolaos (1)

Clements, Adam (1)

Cites to:

Boehmer, Ekkehart (6)

Szafarz, Ariane (5)

Engle, Robert (5)

Sargent, Thomas (4)

Cogley, Timothy (4)

Manganelli, Simone (4)

Kim, Tae-Hwan (4)

Brunnermeier, Markus (4)

zhang, xiaoyan (4)

Dehon, Catherine (3)

Yilmaz, Kamil (3)

Main data


Where Marco Valerio Geraci has published?


Working Papers Series with more than one paper published# docs
Working Papers ECARES / ULB -- Universite Libre de Bruxelles2

Recent works citing Marco Valerio Geraci (2022 and 2021)


YearTitle of citing document
2021Dynamic Networks in Large Financial and Economic Systems. (2020). Baruník, Jozef ; Ellington, Michael. In: Papers. RePEc:arx:papers:2007.07842.

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2021COVID-19 spreading in financial networks: A semiparametric matrix regression model. (2021). Billio, Monica ; Matteo, Iacopini ; Michele, Costola ; Roberto, Casarin ; Monica, Billio. In: Papers. RePEc:arx:papers:2101.00422.

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2021Structural Estimation of Time-Varying Spillovers: An Application to International Credit Risk Transmission. (2021). Arthur, Stalla-Bourdillon ; Lukas, Boeckelmann. In: Working papers. RePEc:bfr:banfra:798.

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2022The Rising Interconnectedness of the Insurance Sector. (2022). Jourde, Tristan. In: Working papers. RePEc:bfr:banfra:857.

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2022The rising interconnectedness of the insurance sector. (2022). Jourde, Tristan. In: Journal of Risk & Insurance. RePEc:bla:jrinsu:v:89:y:2022:i:2:p:397-425.

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2022Fat tails, serial dependence, and implied volatility index connections. (2022). Ellington, Michael. In: European Journal of Operational Research. RePEc:eee:ejores:v:299:y:2022:i:2:p:768-779.

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2022Short-run disequilibrium adjustment and long-run equilibrium in the international stock markets: A network-based approach. (2022). Li, Youwei ; Stanley, Eugene H ; Pantelous, Athanasios A ; Chen, Yanhua. In: International Review of Financial Analysis. RePEc:eee:finana:v:79:y:2022:i:c:s1057521921003161.

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2022Covid-19 pandemic and spillover effects in stock markets: A financial network approach. (2022). Polyzos, Stathis ; Kampouris, Elias ; Samitas, Aristeidis. In: International Review of Financial Analysis. RePEc:eee:finana:v:80:y:2022:i:c:s1057521921003197.

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2021The 2020 European short-selling ban and the effects on market quality. (2021). Vendrasco, Marco ; Bessler, Wolfgang. In: Finance Research Letters. RePEc:eee:finlet:v:42:y:2021:i:c:s1544612320317001.

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2021Natural catastrophes and financial depth: An empirical analysis. (2021). Horvath, Roman. In: Journal of Financial Stability. RePEc:eee:finsta:v:53:y:2021:i:c:s1572308921000012.

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2022Short-selling restrictions and financial stability in Europe: Evidence from the Covid-19 crisis. (2022). Bessler, Wolfgang ; Vendrasco, Marco. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:80:y:2022:i:c:s1042443122000907.

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2021Do crude oil prices and the sentiment index influence foreign exchange rates differently in oil-importing and oil-exporting countries? A dynamic connectedness analysis. (2021). Hamori, Shigeyuki ; Shang, Jin. In: Resources Policy. RePEc:eee:jrpoli:v:74:y:2021:i:c:s0301420721004098.

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2021Parameter Stability Testing for Multivariate Dynamic Time-Varying Models. (2021). Yan, Yayi ; Peng, Bin ; Gao, Jiti. In: Monash Econometrics and Business Statistics Working Papers. RePEc:msh:ebswps:2021-11.

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2022Systemic risk: a network approach. (2022). Hasse, Jean-Baptiste. In: Empirical Economics. RePEc:spr:empeco:v:63:y:2022:i:1:d:10.1007_s00181-021-02131-2.

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2021Heterogeneous determinants of the exchange rate market in China with structural breaks. (2021). Deng, Lingling ; Du, Ziqing ; Zhang, Zhi ; Chen, Liming. In: Applied Economics. RePEc:taf:applec:v:53:y:2021:i:59:p:6839-6854.

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2021Dynamic effects of network exposure on equity markets. (2021). Volkov, Vladimir ; Kangogo, Moses. In: Working Papers. RePEc:tas:wpaper:37326.

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2021COVID-19 spreading in financial networks: A semiparametric matrix regression model. (2021). Billio, Monica ; Iacopini, Matteo ; Costola, Michele ; Casarin, Roberto. In: Working Papers. RePEc:ven:wpaper:2021:05.

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2021Spillovers and jumps in global markets: A comparative analysis. (2021). Laurini, Marcio P ; Moura, Rodolfo C. In: International Journal of Finance & Economics. RePEc:wly:ijfiec:v:26:y:2021:i:4:p:5997-6013.

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Works by Marco Valerio Geraci:


YearTitleTypeCited
2018Fragmentation, integration and macroprudential surveillance of the US financial industry: Insights from network science In: Papers.
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paper1
2018Fragmentation, integration and macroprudential surveillance of the US financial industry: Insights from network science.(2018) In: PLOS ONE.
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This paper has another version. Agregated cites: 1
article
2020Common Short Selling and Excess Comovement In: Cambridge Working Papers in Economics.
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paper0
2018Measuring Interconnectedness between Financial Institutions with Bayesian Time-Varying Vector Autoregressions In: Journal of Financial and Quantitative Analysis.
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article30
2015Measuring interconnectedness between financial institutions with Bayesian time-varying vector autoregressions.(2015) In: Working Papers ECARES.
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This paper has another version. Agregated cites: 30
paper
2016Short Selling in the Tails In: Working Papers ECARES.
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paper0
2018Short selling in extreme events In: Journal of Financial Stability.
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article7
2021The issuance of debt securities by Belgian non-financial corporations In: Economic Review.
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article0

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