Simone Giansante : Citation Profile


Are you Simone Giansante?

University of Bath

7

H index

6

i10 index

290

Citations

RESEARCH PRODUCTION:

5

Articles

5

Papers

RESEARCH ACTIVITY:

   12 years (2007 - 2019). See details.
   Cites by year: 24
   Journals where Simone Giansante has often published
   Relations with other researchers
   Recent citing documents: 37.    Total self citations: 4 (1.36 %)

MORE DETAILS IN:
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   Permalink: http://citec.repec.org/pgi115
   Updated: 2022-05-14    RAS profile: 2020-02-20    
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Relations with other researchers


Works with:

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

Is cited by:

Berndsen, Ron (13)

León, Carlos (13)

von Peter, Goetz (12)

Tabak, Benjamin (12)

Craig, Ben (11)

Markose, Sheri (10)

Renneboog, Luc (8)

Silva, Thiago (7)

Molinari, Massimo (6)

Sarmiento, Miguel (6)

Peltonen, Tuomas (5)

Cites to:

Rochet, Jean (14)

FREIXAS, XAVIER (12)

Markose, Sheri (10)

Soramäki, Kimmo (6)

Bech, Morten (6)

von Peter, Goetz (6)

Upper, Christian (6)

Craig, Ben (6)

Summer, Martin (5)

Goldberg, Linda (4)

DE BANDT, OLIVIER (4)

Main data


Where Simone Giansante has published?


Journals with more than one article published# docs
Journal of Economic Behavior & Organization3

Recent works citing Simone Giansante (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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2020Systemic risk assessment through high order clustering coefficient. (2018). Cerqueti, Roy ; Grassi, Rosanna ; Clemente, Gian Paolo. In: Papers. RePEc:arx:papers:1810.13250.

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2020Debt and Deficits—A Modern Monetary Theory Perspective. (2020). Mitchell, William F. In: Australian Economic Review. RePEc:bla:ausecr:v:53:y:2020:i:4:p:566-576.

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2020The Reinsurance Network Among U.S. Property–Casualty Insurers: Microstructure, Insolvency Risk, and Contagion. (2020). Weiss, Mary A ; Sun, Tao ; Cummins, David J ; Chen, Hua. In: Journal of Risk & Insurance. RePEc:bla:jrinsu:v:87:y:2020:i:2:p:253-284.

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2020Key sectors in input–output production networks: An application to Brexit. (2020). Russo, Alberto ; Giammetti, Raffaele ; Gallegati, Mauro. In: The World Economy. RePEc:bla:worlde:v:43:y:2020:i:4:p:840-870.

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2021Counterparty choice in the UK credit default swap market: An empirical matching approach. (2021). Ferrara, Gerardo ; Liu, Zijun ; Koo, Bonsoo ; Kim, Jun Sung. In: Economic Modelling. RePEc:eee:ecmode:v:94:y:2021:i:c:p:58-74.

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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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2020Connectedness and systemic risk spillovers analysis of Chinese sectors based on tail risk network. (2020). Lu, Yang ; Wang, Jian ; Zhuang, Xintian ; Zhang, Weiping. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:54:y:2020:i:c:s1062940820301455.

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2021Measuring real–financial connectedness in the U.S. economy. (2021). Yilmaz, Kamil ; Uluceviz, Erhan. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:58:y:2021:i:c:s1062940821001637.

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2021Economic support during the COVID crisis. Quantitative easing and lending support schemes in the UK. (2021). Ongena, Steven ; Giansante, Simone ; Fatouh, Mahmoud. In: Economics Letters. RePEc:eee:ecolet:v:209:y:2021:i:c:s0165176521004158.

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2020An ordinal classification framework for bank failure prediction: Methodology and empirical evidence for US banks. (2020). Galariotis, Emilios ; Zopounidis, Constantin ; Doumpos, Michalis ; Manthoulis, Georgios. In: European Journal of Operational Research. RePEc:eee:ejores:v:282:y:2020:i:2:p:786-801.

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2020Network structures and idiosyncratic contagion in the European sovereign credit default swap market. (2020). Yang, Lu ; Chen, Wang ; Ho, Kung-Cheng. In: International Review of Financial Analysis. RePEc:eee:finana:v:72:y:2020:i:c:s1057521920302386.

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2020Interest rate swaps clearing and systemic risk. (2020). Wolfe, Simon ; Gerding, Enrico H ; Bakoush, Mohamed. In: Finance Research Letters. RePEc:eee:finlet:v:33:y:2020:i:c:s1544612318305208.

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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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2021Systemic risk-efficient asset allocations: Minimization of systemic risk as a network optimization problem. (2021). Thurner, Stefan ; Poledna, Sebastian ; Pichler, Anton. In: Journal of Financial Stability. RePEc:eee:finsta:v:52:y:2021:i:c:s1572308920301121.

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2021Pluralistic ignorance, risk perception, and the governance of the dark side in peer-to-peer transactions: Evidence from the Indian banking industry. (2021). Munjal, Surender ; Aulakh, Preet S ; Basu, Shubhabrata. In: Journal of Business Research. RePEc:eee:jbrese:v:129:y:2021:i:c:p:328-340.

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2021Income smoothing in European banks: The contrasting effects of monitoring mechanisms. (2021). Ramassa, Paola ; di Fabio, Costanza ; Quagli, Alberto. In: Journal of International Accounting, Auditing and Taxation. RePEc:eee:jiaata:v:43:y:2021:i:c:s1061951821000100.

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2022Contagion in networks: Stability and efficiency. (2022). Bougheas, Spiros. In: Mathematical Social Sciences. RePEc:eee:matsoc:v:115:y:2022:i:c:p:64-77.

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2020Risk contagion in multilayer network of financial markets. (2020). Li, Shouwei ; Wang, HU. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:541:y:2020:i:c:s037843711931862x.

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2020Contagion in derivatives markets. (2020). Young, Peyton H ; Rajan, Sriram ; Paddrick, Mark. In: LSE Research Online Documents on Economics. RePEc:ehl:lserod:100868.

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2021Modelling Systemically Important Banks vis-à-vis the Basel Prudential Guidelines. (2021). Daly, Kevin ; Salim, Zulkifli M. In: Journal of Risk and Financial Management. RePEc:gam:jjrfmx:v:14:y:2021:i:7:p:295-:d:582813.

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2021Robust Management of Systemic Risks and Food-Water-Energy-Environmental Security: Two-Stage Strategic-Adaptive GLOBIOM Model. (2021). Obersteiner, Michael ; Khabarov, Nikolay ; Ermoliev, Yuri ; Havlik, Petr ; Ermolieva, Tatiana. In: Sustainability. RePEc:gam:jsusta:v:13:y:2021:i:2:p:857-:d:481545.

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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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2020Contagion in Derivatives Markets. (2020). Young, Peyton H ; Rajan, Sriram ; Paddrik, Mark. In: Management Science. RePEc:inm:ormnsc:v:66:y:2020:i:8:p:3603-3616.

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2022The Cross-Shareholding Network and Risk Contagion from Stochastic Shocks: An Investigation Based on China’s Market. (2022). Li, Xin ; Feng, Yun. In: Computational Economics. RePEc:kap:compec:v:59:y:2022:i:1:d:10.1007_s10614-021-10092-y.

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2021Price Discovery Limits in the Credit Default Swap Market in the Financial Crisis. (2021). Schwartz, Eduardo ; Wachter, Susan ; Pavlov, Andrey. In: The Journal of Real Estate Finance and Economics. RePEc:kap:jrefec:v:62:y:2021:i:2:d:10.1007_s11146-020-09747-8.

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2020Ecology, Economics, and Network Dynamics. (2020). Tsen, Chih-Jui ; Young-Taft, Tai ; Hastings, Harold M. In: Economics Working Paper Archive. RePEc:lev:wrkpap:wp_971.

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2020Applying a Bayesian Network to VaR Calculations. (2020). Apps, Emma. In: Working Papers. RePEc:liv:livedp:202024.

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2021Advances in the Agent-Based Modeling of Economic and Social Behavior. (2021). Raddant, Matthias ; Alfarano, Simone ; Lux, Thomas ; Iori, Giulia ; Camacho-Cuena, Eva ; Karimi, Fariba ; Steinbacher, Mitja. In: MPRA Paper. RePEc:pra:mprapa:107317.

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2021Banks’ business strategies on the edge of distress. (2021). Pammolli, Fabio ; Girardone, Claudia ; Giansante, Simone ; Flori, Andrea. In: Annals of Operations Research. RePEc:spr:annopr:v:299:y:2021:i:1:d:10.1007_s10479-019-03383-z.

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2021Systemic risk assessment through high order clustering coefficient. (2021). Grassi, Rosanna ; Clemente, Gian Paolo ; Cerqueti, Roy. In: Annals of Operations Research. RePEc:spr:annopr:v:299:y:2021:i:1:d:10.1007_s10479-020-03525-8.

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

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2021No more Tears without Tiers? The Impact of Indirect Settlement on liquidity use in TARGET2. (2021). Paulick, Jan ; Berndsen, Ron ; Heijmans, Ronald ; Diehl, Martin. In: Discussion Paper. RePEc:tiu:tiucen:57477131-2199-46bf-a2f1-5833269cfc42.

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2021No more Tears without Tiers? The Impact of Indirect Settlement on liquidity use in TARGET2. (2021). Paulick, Jan ; Berndsen, Ron ; Heijmans, Ronald ; Diehl, Martin. In: Other publications TiSEM. RePEc:tiu:tiutis:57477131-2199-46bf-a2f1-5833269cfc42.

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2021Systemic risk in the Chinese financial system: A copula?based network approach. (2021). Zhang, Dayong ; Ji, Qiang ; Wu, Fei. In: International Journal of Finance & Economics. RePEc:wly:ijfiec:v:26:y:2021:i:2:p:2044-2063.

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2021Forecasting systemic risk in portfolio selection: The role of technical trading rules. (2021). Hocine, Amin ; Kouaissah, Noureddine. In: Journal of Forecasting. RePEc:wly:jforec:v:40:y:2021:i:4:p:708-729.

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Works by Simone Giansante:


YearTitleTypeCited
2017Central clearing: reaping the benefits, controlling the risks In: Financial Stability Review.
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article0
2010Liquidity costs and tiering in large-value payment systems In: Bank of England working papers.
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paper12
2019Does Quantitative Easing Boost Bank Lending to the Real Economy or Cause Other Bank Asset Reallocation? The Case of the UK In: Swiss Finance Institute Research Paper Series.
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paper3
2010Too Interconnected To Fail: Financial Contagion and Systemic Risk In Network Model of CDS and Other Credit Enhancement Obligations of US Banks In: Working Papers.
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paper40
2007Marginal contribution, reciprocity and equity in segregated groups: Bounded rationality and self-organization in social networks In: Journal of Economic Dynamics and Control.
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article11
2012Structural contagion and vulnerability to unexpected liquidity shortfalls In: Journal of Economic Behavior & Organization.
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article9
2012Interbank lending and the spread of bank failures: A network model of systemic risk In: Journal of Economic Behavior & Organization.
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article67
2012‘Too interconnected to fail’ financial network of US CDS market: Topological fragility and systemic risk In: Journal of Economic Behavior & Organization.
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article135
2016Peer-Group Detection of Banks and Resilience to Distress In: Working Papers.
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paper0
2010Emergence of networks in large value payment systems (LVPSs) In: Department of Economic Policy, Finance and Development (DEPFID) University of Siena.
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paper13

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