Citation profile for Marco Valerio Geraci

Marco Valerio Geraci : Citation Profile

Nationale Bank van België/Banque national de Belqique (BNB)

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Citations

RESEARCH PRODUCTION:

Articles

Papers

RESEARCH ACTIVITY:

   8 years (2015 - 2023). See details.
   Cites by year: 6
   Journals where Marco Valerio Geraci has often published
   Relations with other researchers
   Recent citing documents: 11.    Total self citations: 2 (3.7 %)

MORE DETAILS IN:

EconPapers Author's homepage

ABOUT THIS REPORT:

   Permalink: http://citec.repec.org/pge279
   Updated: 2024-01-16    RAS profile: 2023-11-14
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Relations with other researchers

Works with:

Authors registered in RePEc who have co-authored more than one work in the last five years with Marco Valerio Geraci.

Is cited by:

Baruník, Jozef (3)

Maheu, John (2)

Laurini, Márcio (2)

Horvath, Roman (2)

Casarin, Roberto (2)

Huber, Florian (2)

Billio, Monica (2)

Li, Youwei (2)

Hasse, Jean-Baptiste (2)

Gnabo, Jean-Yves (2)

Chan, Joshua (1)

Cites to:

Cogley, Timothy (8)

Yilmaz, Kamil (8)

Diebold, Francis (8)

Sargent, Thomas (6)

Boehmer, Ekkehart (6)

Schaumburg, Julia (6)

Szafarz, Ariane (5)

Koopman, Siem Jan (5)

Engle, Robert (5)

Lucas, Andre (5)

Manganelli, Simone (4)

Main data

Where Marco Valerio Geraci has published?

Journals with more than one article published	# docs
Economic Review	3

Working Papers Series with more than one paper published	# docs
Working Papers ECARES / ULB -- Universite Libre de Bruxelles	3

Recent works citing Marco Valerio Geraci (2024 and 2023)

Year	Title of citing document
2023	Dynamic Networks in Large Financial and Economic Systems. (2020). BarunÃƒÂk, Jozef ; Ellington, Michael. In: Papers. RePEc:arx:papers:2007.07842. Full description at Econpapers \|\| Download paper
2023	Bayesian Forecasting in the 21st Century: A Modern Review. (2022). Koop, Gary ; Huber, Florian ; Loaiza-Maya, Ruben ; Maneesoonthorn, Worapree ; Frazier, David T ; Martin, Gael M ; Panagiotelis, Anastasios ; Nibbering, Didier ; Maheu, John . In: Papers. RePEc:arx:papers:2212.03471. Full description at Econpapers \|\| Download paper
2023	. Full description at Econpapers \|\| Download paper
2023	Short-selling activities in the time of COVID-19. (2023). Zheng, Liyi ; Xu, Fangming ; Luu, Ellie. In: The British Accounting Review. RePEc:eee:bracre:v:55:y:2023:i:4:s0890838923000549. Full description at Econpapers \|\| Download paper
2023	Time-varying risk spillovers in Chinese stock market – New evidence from high-frequency data. (2023). Yang, Guang-Yi ; Tang, Chun ; Liu, Xiao-Xing ; Zhou, Dong-Hai. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:64:y:2023:i:c:s1062940822002054. Full description at Econpapers \|\| Download paper
2023	Measuring financial soundness around the world: A machine learning approach. (2023). Mertzanis, Charilaos ; Cerchiello, Paola ; Bitetto, Alessandro. In: International Review of Financial Analysis. RePEc:eee:finana:v:85:y:2023:i:c:s105752192200401x. Full description at Econpapers \|\| Download paper
2023	Study on international energy market and geopolitical risk contagion based on complex network. (2023). Feng, Yong-Kang ; Gong, Xiao-Li ; Xiong, Xiong ; Liu, Jian-Min. In: Resources Policy. RePEc:eee:jrpoli:v:82:y:2023:i:c:s0301420723002039. Full description at Econpapers \|\| Download paper
2023	Superhighways and roads of multivariate time series shock transmission: Application to cryptocurrency, carbon emission and energy prices. (2023). Pagnottoni, Paolo. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:615:y:2023:i:c:s037843712300136x. Full description at Econpapers \|\| Download paper
2023	Multilayer networks in the frequency domain: Measuring extreme risk connectedness of Chinese financial institutions. (2023). Zhou, Xuewei ; Ouyang, Zisheng. In: Research in International Business and Finance. RePEc:eee:riibaf:v:65:y:2023:i:c:s0275531923000703. Full description at Econpapers \|\| Download paper
2023	Bayesian Forecasting in the 21st Century: A Modern Review. (2023). Maheu, John ; Panagiotelis, Anastasios ; Nibbering, Didier ; Koop, Gary ; Huber, Florian ; Loaiza-Maya, Ruben ; Frazier, David T ; Martin, Gael M. In: Monash Econometrics and Business Statistics Working Papers. RePEc:msh:ebswps:2023-1. Full description at Econpapers \|\| Download paper
2023	Quantifying interconnectedness and centrality ranking among financial institutions with TVP-VAR framework. (2023). Zhou, Wei-Xing ; Jawadi, Fredj ; Xu, Hai-Chuan. In: Empirical Economics. RePEc:spr:empeco:v:65:y:2023:i:1:d:10.1007_s00181-022-02338-x. Full description at Econpapers \|\| Download paper

Works by Marco Valerio Geraci:

Year	Title	Type	Cited
2018	Fragmentation, integration and macroprudential surveillance of the US financial industry: Insights from network science In: Papers. [Full Text][Citation analysis]	paper	1
2018	Fragmentation, integration and macroprudential surveillance of the US financial industry: Insights from network science.(2018) In: PLOS ONE. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 1	article
2020	Common Short Selling and Excess Comovement: Evidence from a Sample of LSE Stocks In: Cambridge Working Papers in Economics. [Full Text][Citation analysis]	paper	0
2023	Common short selling and excess comovement: Evidence from a sample of LSE stocks.(2023) In: Journal of Financial Markets. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 0	article
2018	Measuring Interconnectedness between Financial Institutions with Bayesian Time-Varying Vector Autoregressions In: Journal of Financial and Quantitative Analysis. [Full Text][Citation analysis]	article	42
2015	Measuring interconnectedness between financial institutions with Bayesian time-varying vector autoregressions.(2015) In: Working Papers ECARES. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 42	paper
2016	Short Selling in the Tails In: Working Papers ECARES. [Full Text][Citation analysis]	paper	0
2015	Measuring Interconnectedness between Financial Institutions with Bayesian Time-Varying VARS In: Working Papers ECARES. [Full Text][Citation analysis]	paper	1
2018	Short selling in extreme events In: Journal of Financial Stability. [Full Text][Citation analysis]	article	8
2021	The issuance of debt securities by Belgian non-financial corporations In: Economic Review. [Full Text][Citation analysis]	article	0
2023	The Impact of the Low-Carbon Transition on Financial Markets In: Economic Review. [Full Text][Citation analysis]	article	0
2023	The Impact of the Low-Carbon Transition on Financial Markets In: Economic Review. [Full Text][Citation analysis]	article	0
2017	Essays on Complexity in the Financial System In: ULB Institutional Repository. [Full Text][Citation analysis]	paper	0