Gerardo Ferrara : Citation Profile


Are you Gerardo Ferrara?

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.
   Cites by year: 11
   Journals where Gerardo Ferrara has often published
   Relations with other researchers
   Recent citing documents: 11.    Total self citations: 3 (4.17 %)

MORE DETAILS IN:
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   Permalink: http://citec.repec.org/pfe449
   Updated: 2024-01-16    RAS profile: 2022-04-28    
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Relations with other researchers


Works with:

Gehrig, Thomas (5)

Füllbrunn, Sascha (4)

Deku, Solomon (4)

CAPELLE-BLANCARD, Gunther (4)

Dreber, Anna (4)

Colliard, Jean-Edouard (4)

Chow, Nikolai Sheung-Chi (4)

Johannesson, Magnus (4)

Adrian, Tobias (4)

Dimpfl, Thomas (4)

Alexeev, Vitali (4)

FERROUHI, EL MEHDI (4)

Dumitrescu, Ariadna (4)

Holzmeister, Felix (4)

Frömmel, Michael (4)

Gerritsen, Dirk (4)

Brownlees, Christian (4)

Caporin, Massimiliano (4)

Abudy, Menachem (4)

Menkveld, Albert (4)

Chernov, Mikhail (4)

Bohorquez Correa, Santiago (4)

Deev, Oleg (4)

Ait-Sahalia, Yacine (4)

Ranaldo, Angelo (3)

Jurkatis, Simon (3)

Schenk-Hoppé, Klaus (2)

PASCUAL, ROBERTO (2)

Davies, Ryan (2)

Ødegaard, Bernt (2)

Prokopczuk, Marcel (2)

Patel, Vinay (2)

Wong, Wing-Keung (2)

Schuerhoff, Norman (2)

LINTON, OLIVER (2)

Patton, Andrew (2)

Lajaunie, Quentin (2)

Roy, Saurabh (2)

Smales, Lee (2)

Horenstein, Alex (2)

Renault, Thomas (2)

Kearney, Fearghal (2)

Bouri, Elie (2)

Xiu, Dacheng (2)

Schwarz, Marco (2)

Bos, Charles (2)

Taylor, Nick (2)

Gorbenko, Arseny (2)

Tonks, Ian (2)

Verousis, Thanos (2)

Lof, Matthijs (2)

Moinas, Sophie (2)

Pastor, Lubos (2)

Rinne, Kalle (2)

Reitz, Stefan (2)

Pasquariello, Paolo (2)

Sarno, Lucio (2)

Jalkh, Naji (2)

Nielsson, Ulf (2)

Hautsch, Nikolaus (2)

Vilkov, Grigory (2)

Rakowski, David (2)

Hurlin, Christophe (2)

Foucault, Thierry (2)

Pelizzon, Loriana (2)

Putnins, Talis (2)

He, Xuezhong (Tony) (2)

Regis, Luca (2)

Zhou, Chen (2)

Wolff, Christian (2)

Stefanova, Denitsa (2)

Scaillet, Olivier (2)

Xia, Shuo (2)

Frijns, Bart (2)

Harris, Jeffrey (2)

Talavera, Oleksandr (2)

Vogel, Sebastian (2)

Liew, Chee (2)

Hjalmarsson, Erik (2)

Heath, Davidson (2)

Söderlind, Paul (2)

Mihet, Roxana (2)

Lopez-Lira, Alejandro (2)

Palan, Stefan (2)

Theissen, Erik (2)

Walther, Thomas (2)

van Kervel, Vincent (2)

Park, Andreas (2)

Wilhelmsson, Anders (2)

Kassner, Bernhard (2)

Gil-Bazo, Javier (2)

Korajczyk, Robert (2)

Sojli, Elvira (2)

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

Is cited by:

Farmer, J. (4)

Rousová, Linda (4)

Francis, William (3)

de-Ramon, Sebastian (3)

Bernal, Joaquin (2)

Vasios, Michalis (2)

Parra-Polanía, Julián (2)

Huang, Wenqian (2)

León, Carlos (2)

Arango, Carlos Alberto (2)

Proskurnikov, Anton (2)

Cites to:

Langfield, Sam (8)

battiston, stefano (6)

Acharya, Viral (6)

Paddrik, Mark (5)

CLERC, Laurent (5)

Garratt, Rodney (5)

Johannesson, Magnus (4)

Dreber, Anna (4)

Ho, Teck (4)

Liu, Zijun (4)

Peltonen, Tuomas (4)

Main data


Where Gerardo Ferrara has published?


Recent works citing Gerardo Ferrara (2024 and 2023)


YearTitle of citing document
2023Interbank 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.

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2023.

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2023Dash for Dollars. (2023). Czech, Robert ; Eguren-Martin, Fernando ; Cesa-Bianchi, Ambrogio. In: Discussion Papers. RePEc:cfm:wpaper:2314.

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2023Derivative 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.

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2023Interconnected 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.

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2023Scenario-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.

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2023Identification 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.

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2023Uncovering 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.

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2023Intermediation 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.

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2023Climate-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.

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2023A 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.

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Works by Gerardo Ferrara:


YearTitleTypeCited
2017Systemic illiquidity in the interbank network In: Bank of England working papers.
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paper13
2018Systemic illiquidity in the interbank network.(2018) In: ESRB Working Paper Series.
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This paper has nother version. Agregated cites: 13
paper
2019Systemic illiquidity in the interbank network.(2019) In: Quantitative Finance.
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This paper has nother version. Agregated cites: 13
article
2017Central counterparty auction design In: Bank of England working papers.
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paper5
2017The impact of de-tiering in the United Kingdom’s large-value payment system In: Bank of England working papers.
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paper2
2018Multiplex network analysis of the UK OTC derivatives market In: Bank of England working papers.
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paper9
2018The impact of the leverage ratio on client clearing In: Bank of England working papers.
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paper11
2019Simulating liquidity stress in the derivatives market In: Bank of England working papers.
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paper10
2021Simulating liquidity stress in the derivatives market.(2021) In: Journal of Economic Dynamics and Control.
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This paper has nother version. Agregated cites: 10
article
2021Modelling fire sale contagion across banks and non-banks In: Bank of England working papers.
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paper3
2021Non-standard errors In: Bank of England working papers.
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paper2
2021Non-Standard Errors.(2021) In: Working Paper Series, Social and Economic Sciences.
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This paper has nother version. Agregated cites: 2
paper
2021Non-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
2021Non-Standard Errors.(2021) In: Post-Print.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 2
paper
2021Non-Standard Errors.(2021) In: Working Papers.
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This paper has nother version. Agregated cites: 2
paper
2022Collateral cycles In: Bank of England working papers.
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paper0
2016The small bank failures of the early 1990s: another story of boom and bust In: Bank of England Quarterly Bulletin.
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article3
2021Counterparty choice in the UK credit default swap market: An empirical matching approach In: Economic Modelling.
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article0
2019Multiplex network analysis of the UK over?the?counter derivatives market In: International Journal of Finance & Economics.
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article11

CitEc is a RePEc service, providing citation data for Economics since 2001. Sponsored by INOMICS. Last updated December, 10 2023. Contact: CitEc Team