David Murphy : Citation Profile

Bank of England

4

H index

3

i10 index

83

Citations

RESEARCH PRODUCTION:

15

Articles

12

Papers

RESEARCH ACTIVITY:

   17 years (2008 - 2025). See details.
   Cites by year: 4
   Journals where David Murphy has often published
   Relations with other researchers
   Recent citing documents: 3.    Total self citations: 4 (4.6 %)

MORE DETAILS IN:
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   Permalink: http://citec.repec.org/pmu590
   Updated: 2025-04-19    RAS profile: 2025-04-07    
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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 David Murphy.

Is cited by:

Hoerova, Marie (3)

Vasios, Michalis (3)

Dömötör, Barbara (3)

Heider, Florian (3)

Berlinger, Edina (3)

Garratt, Rodney (3)

Ranaldo, Angelo (3)

Cenedese, Gino (3)

Alexander, Carol (2)

Trucíos, Carlos (2)

Hallin, Marc (2)

Cites to:

Vause, Nicholas (5)

Danielsson, Jon (5)

Vasios, Michalis (4)

Bollerslev, Tim (3)

Kupiec, Paul (3)

Sarin, Atulya (2)

Schuermann, Til (2)

Mayhew, Stewart (2)

Brunnermeier, Markus (2)

Escanciano, Juan Carlos (2)

Jagannathan, Ravi (2)

Main data

Production by document typearticlepaper200820092010201120122013201420152016201720182019202020212022202320242025024Documents Highcharts.comExport to raster or vector imagePrint the chart
Cumulative documents published20082009201020112012201320142015201620172018201920202021202220232024202505101520Documents Highcharts.comExport to raster or vector imagePrint the chart

Citations received20092010201120122013201420152016201720182019202020212022202320242025051015Citations Highcharts.comExport to raster or vector imagePrint the chart
Citations by production year20082009201020112012201320142015201620172018201920202021202220232024202502040Citations Highcharts.comExport to raster or vector imagePrint the chart

H-Index: 4Most cited documents1234560102030Number of citations Highcharts.comExport to raster or vector imagePrint the chart
H-Index evolution2016052016062016072016082016092016102016112016122017012017022017032017042017052017062017072017082017092017102017112017122018012018022018032018042018052018062018072018082018092018102018112018122019012019022019032019042019052019062019072019082019092019102019112019122020012020022020032020042020052020062020072020082020092020102020112020122021012021022021032021042021052021062021072021082021092021102021112021122022012022022022032022042022052022062022072022082022092022102022112022122023012023022023032023042023052023062023072023082023092023102023112023122024012024022024032024042024052024062024072024082024092024102024112024122025012025022025032025040246h-index Highcharts.comExport to raster or vector imagePrint the chart

Where David Murphy has published?

Journals with more than one article published# docs
Journal of Financial Market Infrastructures9
Capital Markets Law Journal2
Quantitative Finance2

Recent works citing David Murphy (2025 and 2024)

Year  ↓Title of citing document  ↓
2024Procyclical variation margins in central clearing. (2024). Suh, Sangwon ; Jin, Yangkyu. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:70:y:2024:i:c:s1062940823001626.

Full description at Econpapers || Download paper

2024Dynamic margin optimization. (2024). Berlinger, Edina ; Dmtr, Barbara ; Bihary, Zsolt. In: Finance Research Letters. RePEc:eee:finlet:v:68:y:2024:i:c:s1544612324010298.

Full description at Econpapers || Download paper

Works by David Murphy:

Year  ↓Title  ↓Type  ↓Cited  ↓
In: .
[Full Text][Citation analysis]		article0
2015Filtered historical simulation Value-at-Risk models and their competitors In: Bank of England working papers.
[Full Text][Citation analysis]		paper15
2016A comparative analysis of tools to limit the procyclicality of initial margin requirements In: Bank of England working papers.
[Citation analysis]		paper18
2017Borderline: judging the adequacy of return distribution estimation techniques in initial margin models In: Bank of England working papers.
[Citation analysis]		paper0
2021A CBA of APC: analysing approaches to procyclicality reduction in CCP initial margin models In: Bank of England working papers.
[Full Text][Citation analysis]		paper3
2014Financial Stability Paper No 29: An investigation into the procyclicality of risk-based initial margin models In: Bank of England Financial Stability Papers.
[Full Text][Citation analysis]		paper28
2014Financial Stability Paper 30: Dear Prudence, won’t you come out to play? Approaches to the analysis of CCP default fund adequacy In: Bank of England Financial Stability Papers.
[Full Text][Citation analysis]		paper9
2016Got to be certain: The legal framework for CCP default management processes In: Bank of England Financial Stability Papers.
[Full Text][Citation analysis]		paper3
2023What can we expect from a good margin model? Observations from whole-distribution tests of risk-based initial margin models In: LSE Research Online Documents on Economics.
[Full Text][Citation analysis]		paper0
.() In: .
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 0		article
2025Extra-territorial regulatory action in the financial markets: does the EU third country central counterparty regime go too far? In: LSE Research Online Documents on Economics.
[Full Text][Citation analysis]		paper0
2023Optimal Bidder Selection in Clearing House Default Auctions In: Finance and Economics Discussion Series.
[Full Text][Citation analysis]		paper0
In: .
[Full Text][Citation analysis]		paper2
2014Design Choices in Central Clearing: Issues Facing Small Advanced Economies In: Reserve Bank of New Zealand Analytical Notes series.
[Full Text][Citation analysis]		paper1
2019Improving resolvability: partial property transfers and central counterparties In: Capital Markets Law Journal.
[Full Text][Citation analysis]		article0
2024Dislocations in derivatives markets: The causes and consequences of disorderly futures markets in the light of recent episodes in nickel and crude oil In: Capital Markets Law Journal.
[Full Text][Citation analysis]		article0
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[Full Text][Citation analysis]		article0
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[Full Text][Citation analysis]		article0
2008A preliminary enquiry into the causes of the Credit Crunch In: Quantitative Finance.
[Full Text][Citation analysis]		article3
2009The causes of the credit crunch: a backwards look? In: Quantitative Finance.
[Full Text][Citation analysis]		article1

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