Marco Valerio Geraci : Citation Profile


Are you Marco Valerio Geraci?

University of Cambridge

2

H index

1

i10 index

24

Citations

RESEARCH PRODUCTION:

2

Articles

3

Papers

RESEARCH ACTIVITY:

   3 years (2015 - 2018). See details.
   Cites by year: 8
   Journals where Marco Valerio Geraci has often published
   Relations with other researchers
   Recent citing documents: 15.    Total self citations: 1 (4 %)

MORE DETAILS IN:
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   Permalink: http://citec.repec.org/pge279
   Updated: 2021-03-27    RAS profile: 2020-01-09    
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Relations with other researchers


Works with:

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 (3)

Billio, Monica (2)

Gnabo, Jean-Yves (2)

Béreau, Sophie (1)

Kenourgios, Dimitris (1)

Aromi, J. Daniel (1)

Boeckelmann, Lukas (1)

Clements, Adam (1)

Strachan, Rodney (1)

Li, Youwei (1)

Stalla-Bourdillon, Arthur (1)

Cites to:

Engle, Robert (5)

Boehmer, Ekkehart (5)

Manganelli, Simone (4)

Kim, Tae-Hwan (4)

Yilmaz, Kamil (3)

Szafarz, Ariane (3)

Diebold, Francis (3)

zhang, xiaoyan (3)

Kuzmics, Christoph (2)

Acharya, Viral (2)

Reed, Adam (2)

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 (2021 and 2020)


YearTitle of citing document
2020Systemic Risk: a Network Approach. (2020). Hasse, Jean-Baptiste. In: AMSE Working Papers. RePEc:aim:wpaimx:2025.

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2020Dynamic Network Risk. (2020). Baruník, Jozef ; Ellington, Michael ; Barunik, Jozef. In: Papers. RePEc:arx:papers:2006.04639.

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

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2020TailCoR. (2020). Ley, Christophe ; Babi, Sladjana ; Veredas, David ; Ricci, Lorenzo. In: Papers. RePEc:arx:papers:2011.14817.

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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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2020Reducing the state space dimension in a large TVP-VAR. (2020). Strachan, Rodney ; Eisenstat, Eric. In: Journal of Econometrics. RePEc:eee:econom:v:218:y:2020:i:1:p:105-118.

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2020Machine learning as an early warning system to predict financial crisis. (2020). Kampouris, Elias ; Samitas, Aristeidis ; Kenourgios, Dimitris. In: International Review of Financial Analysis. RePEc:eee:finana:v:71:y:2020:i:c:s1057521920301514.

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2020Short-selling, margin-trading, and stock liquidity: Evidence from the Chinese stock markets. (2020). Zhou, Shengjie ; Ye, Qing ; Zhang, Jie. In: International Review of Financial Analysis. RePEc:eee:finana:v:71:y:2020:i:c:s1057521920301939.

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2020Asymmetric network connectedness of fears. (2020). Baruník, Jozef ; Tunaru, Radu ; Bevilacqua, Mattia ; Barunik, Jozef. In: LSE Research Online Documents on Economics. RePEc:ehl:lserod:108199.

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2020Refined Measures of Dynamic Connectedness based on Time-Varying Parameter Vector Autoregressions. (2020). Antonakakis, Nikolaos ; Gabauer, David ; Chatziantoniou, Ioannis. In: Journal of Risk and Financial Management. RePEc:gam:jjrfmx:v:13:y:2020:i:4:p:84-:d:349823.

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2020Systemic Risk: a Network Approach. (2020). Hasse, Jean-Baptiste. In: Working Papers. RePEc:hal:wpaper:halshs-02893780.

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2020Short-run disequilibrium adjustment and long-run equilibrium in the international stock markets: A network-based approach. (2020). Li, Youwei ; Stanley, Eugene ; Pantelous, Athanasios ; Chen, Yanhua. In: MPRA Paper. RePEc:pra:mprapa:101700.

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2020Discussion of “Bayesian forecasting of multivariate time series: scalability, structure uncertainty and decisions”. (2020). Nakajima, Jouchi. In: Annals of the Institute of Statistical Mathematics. RePEc:spr:aistmt:v:72:y:2020:i:1:d:10.1007_s10463-019-00742-2.

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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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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
2018Measuring Interconnectedness between Financial Institutions with Bayesian Time-Varying Vector Autoregressions In: Journal of Financial and Quantitative Analysis.
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article20
2015Measuring interconnectedness between financial institutions with Bayesian time-varying vector autoregressions.(2015) In: Working Papers ECARES.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 20
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.
[Full Text][Citation analysis]
article3

CitEc is a RePEc service, providing citation data for Economics since 2001. Sponsored by INOMICS. Last updated March, 2 2021. Contact: CitEc Team