Cristina Picillo : Citation Profile


Are you Cristina Picillo?

Bank for International Settlements (BIS)

3

H index

2

i10 index

145

Citations

RESEARCH PRODUCTION:

3

Articles

5

Papers

RESEARCH ACTIVITY:

   7 years (2009 - 2016). See details.
   Cites by year: 20
   Journals where Cristina Picillo has often published
   Relations with other researchers
   Recent citing documents: 40.    Total self citations: 0 (0 %)

MORE DETAILS IN:
ABOUT THIS REPORT:

   Permalink: http://citec.repec.org/ppi380
   Updated: 2017-09-16    RAS profile: 2016-05-09    
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Relations with other researchers


Works with:

arciero, luca (3)

Heijmans, Ronald (3)

Pietrunti, Mario (2)

Heuver, Richard (2)

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

Is cited by:

Garcia de Andoain Hidalgo, Carlos (16)

Bräuning, Falk (10)

Heider, Florian (8)

Fecht, Falko (8)

Abbassi, Puriya (7)

Peydro, Jose-Luis (7)

Raddant, Matthias (7)

Hoerova, Marie (6)

Manganelli, Simone (6)

León, Carlos (5)

Langfield, Sam (5)

Cites to:

Hoerova, Marie (9)

Heider, Florian (9)

Biais, Bruno (6)

Pedersen, Lasse (4)

De Socio, Antonio (2)

Guazzarotti, Giovanni (2)

Mallucci, Enrico (2)

Mojon, Benoit (2)

Stulz, René (2)

Christophersen, Casper (2)

Cappelletti, Giuseppe (2)

Main data


Where Cristina Picillo has published?


Working Papers Series with more than one paper published# docs
Temi di discussione (Economic working papers) / Bank of Italy, Economic Research and International Relations Area2

Recent works citing Cristina Picillo (2017 and 2016)


YearTitle of citing document
2016Estimation of counterfactual distributions with a continuous endogenous treatment. (2016). Pereda-Fernández, Santiago ; Fernandez, Santiago Pereda . In: Temi di discussione (Economic working papers). RePEc:bdi:wptemi:td_1053_16.

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2016The quantity of corporate credit rationing with matched bank-firm data. (2016). Nobili, Andrea ; Fantino, Davide ; Burlon, Lorenzo ; Sene, Gabriele . In: Temi di discussione (Economic working papers). RePEc:bdi:wptemi:td_1058_16.

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2016Estimating the money market microstructure with negative and zero interest rates. (2016). Rainone, Edoardo ; Vacirca, Francesco . In: Temi di discussione (Economic working papers). RePEc:bdi:wptemi:td_1059_16.

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2017A tale of fragmentation: corporate funding in the euro-area bond market. (2017). Zaghini, Andrea. In: Temi di discussione (Economic working papers). RePEc:bdi:wptemi:td_1104_17.

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2017The interbank network across the global financial crisis: evidence from Italy. (2017). Affinito, Massimiliano ; Pozzolo, Alberto Franco . In: Temi di discussione (Economic working papers). RePEc:bdi:wptemi:td_1118_17.

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2016The Information Contained in Money Market Interactions: Unsecured vs. Collateralized Lending.. (2016). di Filippo, M. In: Working papers. RePEc:bfr:banfra:598.

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2017International financial integration, crises and monetary policy: evidence from the Euro area interbank crises. (2017). Peydro, Jose-Luis ; Fecht, Falko ; Bräuning, Falk ; Abbassi, Puriya ; Brauning, Falk . In: Working Papers. RePEc:bge:wpaper:965.

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2016How to monitor the exit from the Eurosystems unconventional monetary policy: Is EONIA dead and gone?. (2016). Heijmans, Ronald ; Gorgi, Zion ; Heuver, Richard . In: DNB Working Papers. RePEc:dnb:dnbwpp:504.

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2016Lending-of-last-resort is as lending-of-last-resort does: central bank liquidity provision and interbank market functioning in the euro area. (2016). Manganelli, Simone ; Hoerova, Marie ; Heider, Florian ; Garcia de Andoain Hidalgo, Carlos ; Garcia-de-Andoain, Carlos. In: Working Paper Series. RePEc:ecb:ecbwps:20161886.

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2016Network Dependence in the Euro Area Money Market. (2016). Rünstler, Gerhard ; Runstler, Gerhard . In: Working Paper Series. RePEc:ecb:ecbwps:20161887.

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2016Stressed interbank markets: evidence from the European financial and sovereign debt crisis. (2016). Heider, Florian ; Garcia-de-Andoain, Carlos ; Garcia de Andoain Hidalgo, Carlos ; Frutos, Juan Carlos ; Papsdorf, Patrick . In: Working Paper Series. RePEc:ecb:ecbwps:20161925.

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2017The importance of being special: repo markets during the crisis. (2017). Corradin, Stefano ; Maddaloni, Angela . In: Working Paper Series. RePEc:ecb:ecbwps:20172065.

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2016Central bank standing facilities, counterparty risk, and OTC-interbank lending. (2016). Vollmer, Uwe ; Wiese, Harald . In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:36:y:2016:i:c:p:101-122.

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2016Take it to the limit: Innovative CVaR applications to extreme credit risk measurement. (2016). Powell, Robert ; Allen, David ; Singh, AK. In: European Journal of Operational Research. RePEc:eee:ejores:v:249:y:2016:i:2:p:465-475.

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2016Overnight interbank markets and the determination of the interbank rate: A selective survey. (2016). Green, Christopher ; Tiriongo, Samuel ; Maana, Isaya ; Ngoka, Kethi ; Murinde, Victor ; Bai, Ye. In: International Review of Financial Analysis. RePEc:eee:finana:v:44:y:2016:i:c:p:149-161.

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2017A tale of fragmentation: Corporate funding in the euro-area bond market. (2017). Zaghini, Andrea. In: International Review of Financial Analysis. RePEc:eee:finana:v:49:y:2017:i:c:p:59-68.

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2016Fragmentation and heterogeneity in the euro-area corporate bond market: Back to normal?. (2016). Zaghini, Andrea. In: Journal of Financial Stability. RePEc:eee:finsta:v:23:y:2016:i:c:p:51-61.

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2016Volatility in the federal funds market and money market spreads during the financial crisis. (2016). Senyuz, Zeynep ; Demiralp, Selva ; Carpenter, Seth B. In: Journal of Financial Stability. RePEc:eee:finsta:v:25:y:2016:i:c:p:225-233.

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2016Hoarding and short-squeezing in times of crisis: Evidence from the Euro overnight money market. (2016). Brossard, Olivier ; Saroyan, Susanna . In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:40:y:2016:i:c:p:163-185.

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2016A test of efficiency for the S&P 500 index option market using the generalized spectrum method. (2016). Huang, Henry ; Wang, Zhanglong . In: Journal of Banking & Finance. RePEc:eee:jbfina:v:64:y:2016:i:c:p:52-70.

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2016Credit and liquidity in interbank rates: A quadratic approach. (2016). Roussellet, Guillaume ; Renne, Jean-Paul ; Monfort, Alain ; Dubecq, Simon. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:68:y:2016:i:c:p:29-46.

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2016Lending-of-last-resort is as lending-of-last-resort does: Central bank liquidity provision and interbank market functioning in the euro area. (2016). Manganelli, Simone ; Hoerova, Marie ; Heider, Florian ; Garcia-de-Andoain, Carlos ; Garcia de Andoain Hidalgo, Carlos. In: Journal of Financial Intermediation. RePEc:eee:jfinin:v:28:y:2016:i:c:p:32-47.

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2017An early warning indicator system to monitor the unsecured interbank funds market. (2017). Sarmiento, Miguel ; Leon, Carlos ; Cely, Jorge . In: Research in International Business and Finance. RePEc:eee:riibaf:v:40:y:2017:i:c:p:114-128.

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2016A dynamic network model of the unsecured interbank lending market. (2016). Lelyveld, Iman ; Bräuning, Falk ; Blasques, Francisco ; Brauning, Falk ; van Lelyveld, Iman . In: Working Papers. RePEc:fip:fedbwp:16-3.

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2017International financial integration, crises, and monetary policy: evidence from the euro area interbank crises. (2017). Peydro, Jose-Luis ; Fecht, Falko ; Bräuning, Falk ; Abbassi, Puriya ; Brauning, Falk . In: Working Papers. RePEc:fip:fedbwp:17-6.

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2016Interbank Exposure Networks. (2016). Soramäki, Kimmo ; Langfield, Sam ; Soramaki, Kimmo. In: Computational Economics. RePEc:kap:compec:v:47:y:2016:i:1:d:10.1007_s10614-014-9443-x.

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2016Centrality Measurement of the Mexican Large Value Payments System from the Perspective of Multiplex Networks. (2016). Bravo-Benitez, Bernardo ; Martinez-Jaramillo, Serafin ; Alexandrova-Kabadjova, Biliana . In: Computational Economics. RePEc:kap:compec:v:47:y:2016:i:1:d:10.1007_s10614-014-9477-0.

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2016Cascades in Real Interbank Markets. (2016). Raddant, Matthias ; Karimi, Fariba . In: Computational Economics. RePEc:kap:compec:v:47:y:2016:i:1:d:10.1007_s10614-014-9478-z.

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2016Centrality Measurement of the Mexican Large Value Payments System from the Perspective of Multiplex Networks. (2016). Bravo-Benitez, Bernardo ; Martinez-Jaramillo, Serafin ; Alexandrova-Kabadjova, Biliana . In: Computational Economics. RePEc:kap:compec:v:47:y:2016:i:1:p:19-47.

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2016Interbank Exposure Networks. (2016). Soramäki, Kimmo ; Langfield, Sam ; Soramaki, Kimmo. In: Computational Economics. RePEc:kap:compec:v:47:y:2016:i:1:p:3-17.

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2016Cascades in Real Interbank Markets. (2016). Raddant, Matthias ; Karimi, Fariba . In: Computational Economics. RePEc:kap:compec:v:47:y:2016:i:1:p:49-66.

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2016Intraday volatility, trading volume and trading intensity in the interbank market e-MID. (2016). Engler, Markus ; Jeleskovic, Vahidin . In: MAGKS Papers on Economics. RePEc:mar:magkse:201648.

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2017Central Counterparties Help, But Do Not Assure Financial Stability. (2017). Lopez, Claude ; Saeidinezhad, Elham . In: MPRA Paper. RePEc:pra:mprapa:80358.

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2016The unsecured interbank money market: A description of the Portuguese case. (2016). Saldanha, Sofia . In: Working Papers. RePEc:ptu:wpaper:w201615.

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2017Bank-sovereign ties against interbank market integration: the case of the Italian segment. (2017). Popoyan, Lilit ; Saroyan, Susanna . In: LEM Papers Series. RePEc:ssa:lemwps:2017/02.

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2017Funding Constraints and Market Illiquidity in the European Treasury Bond Market. (2017). Moinas, Sophie ; Valentex, Giorgio ; Nguyen, Minh . In: TSE Working Papers. RePEc:tse:wpaper:31753.

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2017International financial integration, crises and monetary policy: evidence from the Euro area interbank crises. (2017). Peydro, Jose-Luis ; Fecht, Falko ; Bräuning, Falk ; Abbassi, Puriya ; Brauning, Falk . In: Economics Working Papers. RePEc:upf:upfgen:1566.

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2016Unsecured and Secured Funding. (2016). Wrampelmeyer, Jan ; Ranaldo, Angelo. In: Working Papers on Finance. RePEc:usg:sfwpfi:2016:1.

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2016Fragmentation and heterogeneity in the euro-area corporate bond market: Back to normal?. (2016). Zaghini, Andrea. In: CFS Working Paper Series. RePEc:zbw:cfswop:530.

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2016Predatory margins and the regulation and supervision of central counterparty clearing houses (CCPs). (2016). Pelizzon, Loriana ; Krahnen, Jan Pieter . In: SAFE White Paper Series. RePEc:zbw:safewh:41.

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Works by Cristina Picillo:


YearTitleTypeCited
2014How to measure the unsecured money market? The Eurosystem�s implementation and validation using TARGET2 data In: Questioni di Economia e Finanza (Occasional Papers).
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paper0
2015The impact of CCPs� margin policies on Repo markets In: Temi di discussione (Economic working papers).
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paper3
2015The impact of CCPs margin policies on repo markets.(2015) In: BIS Working Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 3
paper
2009The interbank market after August 2007: what has changed, and why? In: Temi di discussione (Economic working papers).
[Full Text][Citation analysis]
paper94
2011The Interbank Market after August 2007: What Has Changed, and Why?.(2011) In: Journal of Money, Credit and Banking.
[Citation analysis]
This paper has another version. Agregated cites: 94
article
2015Central clearing: trends and current issues In: BIS Quarterly Review.
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article2
2013How to measure the unsecured money market? The Eurosystems implementation and validation using TARGET2 data In: DNB Working Papers.
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paper46
2016How to Measure the Unsecured Money Market: The Eurosystem’s Implementation and Validation Using TARGET2 Data.(2016) In: International Journal of Central Banking.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 46
article

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