5
H index
4
i10 index
69
Citations
Bank of England | 5 H index 4 i10 index 69 Citations RESEARCH PRODUCTION: 5 Articles 14 Papers RESEARCH ACTIVITY: 6 years (2016 - 2022). See details. MORE DETAILS IN: ABOUT THIS REPORT: Permalink: http://citec.repec.org/pfe449 |
Works with: Authors registered in RePEc who have co-authored more than one work in the last five years with Gerardo Ferrara. | Is cited by: | Cites to: |
Year | Title of citing document |
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2023 | Interbank money market concerns and actors’ strategies—A systematic review of 21st century literature. (2023). Dugdale, Julie ; Reaidy, Paul J ; Madies, Philippe ; Alaeddini, Morteza. In: Journal of Economic Surveys. RePEc:bla:jecsur:v:37:y:2023:i:2:p:573-654. Full description at Econpapers || Download paper |
2023 | . Full description at Econpapers || Download paper |
2023 | Dash for Dollars. (2023). Czech, Robert ; Eguren-Martin, Fernando ; Cesa-Bianchi, Ambrogio. In: Discussion Papers. RePEc:cfm:wpaper:2314. Full description at Econpapers || Download paper |
2023 | Derivative margin calls: a new driver of MMF flows. (2023). Rousová, Linda ; Bauer, German Villegas ; Salakhova, Dilyara ; Rousova, Linda ; Ghio, Maddalena. In: Working Paper Series. RePEc:ecb:ecbwps:20232800. Full description at Econpapers || Download paper |
2023 | Interconnected multilayer networks: Quantifying connectedness among global stock and foreign exchange markets. (2023). Zhu, You ; Uddin, Gazi Salah ; Xie, Chi ; Feng, Yusen ; Wan, LI ; Wang, Gang-Jin. In: International Review of Financial Analysis. RePEc:eee:finana:v:86:y:2023:i:c:s1057521923000340. Full description at Econpapers || Download paper |
2023 | Scenario-free analysis of financial stability with interacting contagion channels. (2023). Farmer, Doyne J ; Wetzer, Thom ; Kleinnijenhuis, Alissa M ; Wiersema, Garbrand. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:146:y:2023:i:c:s0378426622002643. Full description at Econpapers || Download paper |
2023 | Identification of systemically important financial institutions in a multiplex financial network: A multi-attribute decision-based approach. (2023). Wang, Qing Yun ; Ye, Tanglin ; Sun, Qian ; Jiang, Cheng. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:611:y:2023:i:c:s0378437123000018. Full description at Econpapers || Download paper |
2023 | Uncovering the network structure of non-centrally cleared derivative markets: evidence from large regulatory data. (2023). Zema, Sebastiano Michele. In: Empirical Economics. RePEc:spr:empeco:v:65:y:2023:i:4:d:10.1007_s00181-023-02396-9. Full description at Econpapers || Download paper |
2023 | Intermediation in US and EU bond and swap markets: stylised facts, trends and impact of the coronavirus (COVID-19) crisis in March 2020. (2023). Scheicher, Martin. In: ESRB Occasional Paper Series. RePEc:srk:srkops:202324. Full description at Econpapers || Download paper |
2023 | Climate-induced liquidity crises: interbank exposures and macroprudential implications. (2023). Pham, Anh Duy ; Reale, Jessica ; D'Orazio, Paola. In: Chemnitz Economic Papers. RePEc:tch:wpaper:cep059. Full description at Econpapers || Download paper |
2023 | A MULTILAYER VIEW OF SYSTEMIC IMPORTANCE AND AGGREGATE FLUCTUATIONS. (2023). Tzavellas, Hector. In: International Economic Review. RePEc:wly:iecrev:v:64:y:2023:i:3:p:1023-1046. Full description at Econpapers || Download paper |
Year | Title | Type | Cited |
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2017 | Systemic illiquidity in the interbank network In: Bank of England working papers. [Full Text][Citation analysis] | paper | 13 |
2018 | Systemic illiquidity in the interbank network.(2018) In: ESRB Working Paper Series. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 13 | paper | |
2019 | Systemic illiquidity in the interbank network.(2019) In: Quantitative Finance. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 13 | article | |
2017 | Central counterparty auction design In: Bank of England working papers. [Full Text][Citation analysis] | paper | 5 |
2017 | The impact of de-tiering in the United Kingdom’s large-value payment system In: Bank of England working papers. [Full Text][Citation analysis] | paper | 2 |
2018 | Multiplex network analysis of the UK OTC derivatives market In: Bank of England working papers. [Full Text][Citation analysis] | paper | 9 |
2018 | The impact of the leverage ratio on client clearing In: Bank of England working papers. [Full Text][Citation analysis] | paper | 11 |
2019 | Simulating liquidity stress in the derivatives market In: Bank of England working papers. [Full Text][Citation analysis] | paper | 10 |
2021 | Simulating liquidity stress in the derivatives market.(2021) In: Journal of Economic Dynamics and Control. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 10 | article | |
2021 | Modelling fire sale contagion across banks and non-banks In: Bank of England working papers. [Full Text][Citation analysis] | paper | 3 |
2021 | Non-standard errors In: Bank of England working papers. [Full Text][Citation analysis] | paper | 2 |
2021 | Non-Standard Errors.(2021) In: Working Paper Series, Social and Economic Sciences. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 2 | paper | |
2021 | Non-Standard Errors.(2021) In: Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers). [Full Text][Citation analysis] This paper has nother version. Agregated cites: 2 | paper | |
2021 | Non-Standard Errors.(2021) In: Post-Print. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 2 | paper | |
2021 | Non-Standard Errors.(2021) In: Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 2 | paper | |
2022 | Collateral cycles In: Bank of England working papers. [Full Text][Citation analysis] | paper | 0 |
2016 | The small bank failures of the early 1990s: another story of boom and bust In: Bank of England Quarterly Bulletin. [Full Text][Citation analysis] | article | 3 |
2021 | Counterparty choice in the UK credit default swap market: An empirical matching approach In: Economic Modelling. [Full Text][Citation analysis] | article | 0 |
2019 | Multiplex network analysis of the UK over?the?counter derivatives market In: International Journal of Finance & Economics. [Full Text][Citation analysis] | article | 11 |
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