Laura Silvestri : Citation Profile


Are you Laura Silvestri?

Bank of England

2

H index

1

i10 index

12

Citations

RESEARCH PRODUCTION:

2

Articles

2

Papers

RESEARCH ACTIVITY:

   1 years (2017 - 2018). See details.
   Cites by year: 12
   Journals where Laura Silvestri has often published
   Relations with other researchers
   Recent citing documents: 10.    Total self citations: 0 (0 %)

MORE DETAILS IN:
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   Permalink: http://citec.repec.org/psi672
   Updated: 2018-10-13    RAS profile: 2018-05-31    
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Relations with other researchers


Works with:

Lelyveld, Iman (2)

Halaj, Grzegorz (2)

Silva, Thiago (2)

Garratt, Rodney (2)

Salakhova, Dilyara (2)

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

Is cited by:

Kobayashi, Teruyoshi (2)

Lelyveld, Iman (2)

Roberts-Sklar, Matt (1)

Blasques, Francisco (1)

HALDANE, ANDREW (1)

Czech, Robert (1)

Aikman, David (1)

Carreno, Jose (1)

Kroon, Sinziana (1)

Cites to:

Lelyveld, Iman (5)

Kok, Christoffer (2)

Molina-Borboa, José Luis (2)

Upper, Christian (2)

van der Leij, Marco (2)

Blasques, Francisco (2)

Halaj, Grzegorz (2)

Liedorp, Franka (2)

Bräuning, Falk (2)

Mahadeva, Lavan (1)

Kapadia, Sujit (1)

Main data


Where Laura Silvestri has published?


Recent works citing Laura Silvestri (2018 and 2017)


YearTitle of citing document
2018Sensitivity of the Eisenberg-Noe clearing vector to individual interbank liabilities. (2018). Feinstein, Zachary ; Wildman, Mackenzie ; Sturm, Stephan ; Schaanning, Eric ; Rudloff, Birgit ; Pang, Weijie . In: Papers. RePEc:arx:papers:1708.01561.

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2017Network models of financial systemic risk: A review. (2017). Kobayashi, Teruyoshi ; Barucca, Paolo ; Caccioli, Fabio. In: Papers. RePEc:arx:papers:1710.11512.

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2018Structural changes in the interbank market across the financial crisis from multiple core-periphery analysis. (2018). Kojaku, Sadamori ; Masuda, Naoki ; Caldarelli, Guido ; Cimini, Giulio. In: Papers. RePEc:arx:papers:1802.05139.

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2018Reconstruction methods for networks: the case of economic and financial systems. (2018). Squartini, Tiziano ; Garlaschelli, Diego ; Gabrielli, Andrea ; Cimini, Giulio ; Caldarelli, Guido. In: Papers. RePEc:arx:papers:1806.06941.

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2017Investor behaviour and reaching for yield: evidence from the sterling corporate bond market. (2017). Roberts-Sklar, Matt ; Czech, Robert. In: Bank of England working papers. RePEc:boe:boeewp:0685.

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2018Rethinking financial stability. (2018). HALDANE, ANDREW ; Aikman, David ; Kapadia, Sujit ; Hinterschweiger, Marc. In: Bank of England working papers. RePEc:boe:boeewp:0712.

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2017Identifying Complex Core-Periphery Structures in the Interbank Market. (2017). Carreno, Jose ; Cifuentes, Rodrigo ; Carreo, Jose . In: Working Papers Central Bank of Chile. RePEc:chb:bcchwp:813.

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2018CDS market structure and risk flows: the Dutch case. (2018). Lelyveld, Iman ; Kroon, Sinziana ; van Lelyveld, Iman ; Petrescu, Sinziana Kroon ; de Sousa, Rene ; Levels, Anouk. In: DNB Working Papers. RePEc:dnb:dnbwpp:592.

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2018A dynamic network model of the unsecured interbank lending market. (2018). Lelyveld, Iman ; Blasques, Francisco ; van Lelyveld, Iman ; Brauning, Falk. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:90:y:2018:i:c:p:310-342.

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2017Network models of financial systemic risk: A review. (2017). Kobayashi, Teruyoshi ; Barucca, Paolo ; Caccioli, Fabio. In: Discussion Papers. RePEc:koe:wpaper:1719.

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Works by Laura Silvestri:


YearTitleTypeCited
2017Simulating stress across the financial system: the resilience of corporate bond markets and the role of investment funds In: Bank of England Financial Stability Papers.
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2018The missing links: A global study on uncovering financial network structures from partial data In: Journal of Financial Stability.
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2017The missing links: A global study on uncovering financial network structures from partial data.(2017) In: ESRB Working Paper Series.
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This paper has another version. Agregated cites: 10
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2017Network reconstruction with UK CDS trade repository data In: Quantitative Finance.
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