Michalis Vasios : Citation Profile


Are you Michalis Vasios?

European Union

5

H index

4

i10 index

81

Citations

RESEARCH PRODUCTION:

3

Articles

13

Papers

1

Chapters

RESEARCH ACTIVITY:

   6 years (2014 - 2020). See details.
   Cites by year: 13
   Journals where Michalis Vasios has often published
   Relations with other researchers
   Recent citing documents: 17.    Total self citations: 11 (11.96 %)

MORE DETAILS IN:
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   Permalink: http://citec.repec.org/pva697
   Updated: 2021-11-28    RAS profile: 2021-03-01    
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Relations with other researchers


Works with:

Ranaldo, Angelo (4)

Cenedese, Gino (3)

Joseph, Andreas (2)

Menkveld, Albert (2)

Huang, Wenqian (2)

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

Is cited by:

Pelizzon, Loriana (4)

Hoffmann, Peter (3)

Langfield, Sam (3)

Timmer, Yannick (3)

Park, Cyn-Young (3)

Ranaldo, Angelo (3)

D'Avino, Carmela (3)

Hau, Harald (3)

Shin, Kwanho (3)

Garratt, Rodney (3)

Lehar, Alfred (2)

Cites to:

Duffie, Darrell (7)

Biais, Bruno (7)

Stoll, Hans (6)

Lagos, Ricardo (6)

Pedersen, Lasse (6)

Payne, Richard (6)

Heider, Florian (5)

Hoffmann, Peter (5)

Rochet, Jean (5)

Langfield, Sam (5)

Hoerova, Marie (5)

Main data


Where Michalis Vasios has published?


Recent works citing Michalis Vasios (2021 and 2020)


YearTitle of citing document
2020Using Network Interbank Contagion in Bank Default Prediction. (2020). Doyle, Riccardo. In: Papers. RePEc:arx:papers:2005.12619.

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2021Centralizing Over-the-Counter Markets?. (2021). Allen, Jason ; Wittwer, Milena. In: Staff Working Papers. RePEc:bca:bocawp:21-39.

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2020Cross-border links between banks and non-bank financial institutions. (2020). Aldasoro, Iñaki ; Kemp, Esti ; Huang, Wenqian. In: BIS Quarterly Review. RePEc:bis:bisqtr:2009e.

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2020Market Structure and Transaction Costs of Index CDSs. (2020). Collindufresne, Pierre ; Trolle, Anders B ; Junge, Benjamin. In: Journal of Finance. RePEc:bla:jfinan:v:75:y:2020:i:5:p:2719-2763.

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2020IS DIVERSIFICATION A JOB SAFETY NET FOR SELL‐SIDE ANALYSTS?. (2020). Devides, Zhanel B ; Balashov, Vadim S. In: Journal of Financial Research. RePEc:bla:jfnres:v:43:y:2020:i:3:p:543-573.

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2021How do secured funding markets behave under stress? Evidence from the gilt repo market. (2021). Veraart, Luitgard ; Lepore, Caterina ; Huser, Anne-Caroline. In: Bank of England working papers. RePEc:boe:boeewp:0910.

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2020The dynamics of sovereign yields over swap rates in the Eurozone market. (2020). Galil, Koresh ; David-Pur, Lior ; Rosenboim, Mosi. In: International Review of Financial Analysis. RePEc:eee:finana:v:72:y:2020:i:c:s1057521920302222.

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2020Contagion through National and Regional Exposures to Foreign Banks during the Global Financial Crisis. (2020). Shin, Kwanho ; Park, Cyn-Young. In: Journal of Financial Stability. RePEc:eee:finsta:v:46:y:2020:i:c:s1572308919306722.

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2021Effects of the international regulatory reforms over market liquidity of Mexican sovereign debt. (2021). Romero, Alberto ; Lord, Stefano ; Lopez-Gallo, Fabrizio ; Lara, Jose Luis. In: Journal of Financial Stability. RePEc:eee:finsta:v:52:y:2021:i:c:s1572308920301091.

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2020Centralized netting in financial networks. (2020). Zimmerman, Peter ; Garratt, Rodney. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:112:y:2020:i:c:s0378426617302959.

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2020Swap trading after Dodd-Frank: Evidence from index CDS. (2020). Zhu, Haoxiang ; Reiffen, David ; Onur, Esen ; Riggs, Lynn. In: Journal of Financial Economics. RePEc:eee:jfinec:v:137:y:2020:i:3:p:857-886.

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2021Life after LIBOR. (2021). Syrstad, Olav ; Klingler, Sven. In: Journal of Financial Economics. RePEc:eee:jfinec:v:141:y:2021:i:2:p:783-801.

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2020Setting the margins of Hang Seng Index Futures on different positions using an APARCH-GPD Model based on extreme value theory. (2020). Yu, Wenqiang ; Chen, Yan. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:544:y:2020:i:c:s0378437119318023.

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2020Derivatives in Sustainable Finance. (2020). Thomadakis, Apostolos ; Lannoo, Karel. In: ECMI Papers. RePEc:eps:ecmiwp:29791.

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2021Risk Mutualization in Central Clearing: An Answer to the Cross-Guarantee Phenomenon from the Financial Stability Viewpoint. (2021). Muratov-Szabo, Kira ; Friesz, Melinda ; Varadi, Kata ; Prepuk, Andrea. In: Risks. RePEc:gam:jrisks:v:9:y:2021:i:8:p:148-:d:617590.

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2020Monetary policy disconnect. (2020). Winterberg, Hannah ; Ballensiefen, Benedikt ; Ranaldo, Angelo. In: Working Papers on Finance. RePEc:usg:sfwpfi:2020:03.

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2020OTC premia. (2020). Ranaldo, Angelo ; Vasios, Michalis ; Cenedese, Gino. In: Journal of Financial Economics. RePEc:eee:jfinec:v:136:y:2020:i:1:p:86-105.

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Works by Michalis Vasios:


YearTitleTypeCited
2017Gauging market dynamics using trade repository data: The case of the Swiss franc de-pegging In: IFC Bulletins chapters.
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chapter15
2017Gauging market dynamics using trade repository data: the case of the Swiss franc de-pegging.(2017) In: Bank of England Financial Stability Papers.
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This paper has another version. Agregated cites: 15
paper
2019The cost of clearing fragmentation In: BIS Working Papers.
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paper1
2019The cost of clearing fragmentation.(2019) In: Bank of England working papers.
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This paper has another version. Agregated cites: 1
paper
2016Centralized trading, transparency and interest rate swap market liquidity: evidence from the implementation of the Dodd-Frank Act In: Bank of England working papers.
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paper19
2016A comparative analysis of tools to limit the procyclicality of initial margin requirements In: Bank of England working papers.
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paper11
2017Identifying contagion in a banking network In: Bank of England working papers.
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paper8
2017Identifying Contagion in a Banking Network.(2017) In: Finance and Economics Discussion Series.
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This paper has another version. Agregated cites: 8
paper
2018OTC premia In: Bank of England working papers.
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paper0
2020OTC premia.(2020) In: Journal of Financial Economics.
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This paper has another version. Agregated cites: 0
article
2018OTC Premia.(2018) In: Working Papers on Finance.
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This paper has another version. Agregated cites: 0
paper
2019Regulatory effects on short-term interest rates In: Bank of England working papers.
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paper4
2019OTC microstructure in a period of stress: a multi‑layered network approach In: Bank of England working papers.
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paper0
2014Financial Stability Paper No 29: An investigation into the procyclicality of risk-based initial margin models In: Bank of England Financial Stability Papers.
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paper14
2020Centralized Trading, Transparency, and Interest Rate Swap Market Liquidity: Evidence from the Implementation of the Dodd–Frank Act In: Journal of Financial and Quantitative Analysis.
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article5
2014Sell-side analysts’ career concerns during banking stresses In: Journal of Banking & Finance.
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article4
2015Profiting from Mimicking Strategies in Non-Anonymous Markets In: MPRA Paper.
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paper0

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