Michalis Vasios : Citation Profile


Are you Michalis Vasios?

European Union

7

H index

6

i10 index

127

Citations

RESEARCH PRODUCTION:

3

Articles

13

Papers

1

Chapters

RESEARCH ACTIVITY:

   6 years (2014 - 2020). See details.
   Cites by year: 21
   Journals where Michalis Vasios has often published
   Relations with other researchers
   Recent citing documents: 7.    Total self citations: 11 (7.97 %)

MORE DETAILS IN:
ABOUT THIS REPORT:

   Permalink: http://citec.repec.org/pva697
   Updated: 2024-01-16    RAS profile: 2023-03-16    
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Relations with other researchers


Works with:

Ranaldo, Angelo (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)

Ranaldo, Angelo (4)

Shin, Kwanho (3)

D'Avino, Carmela (3)

Timmer, Yannick (3)

Hoffmann, Peter (3)

Park, Cyn-Young (3)

Hau, Harald (3)

Garratt, Rodney (3)

Onur, Esen (3)

Murphy, David (3)

Cites to:

Duffie, Darrell (10)

Benos, Evangelos (8)

Biais, Bruno (7)

Pedersen, Lasse (6)

Lagos, Ricardo (6)

Vause, Nicholas (6)

Payne, Richard (6)

Zhong, Zhaodong (6)

Heider, Florian (5)

Langfield, Sam (5)

Weill, Pierre-Olivier (5)

Main data


Where Michalis Vasios has published?


Recent works citing Michalis Vasios (2024 and 2023)


YearTitle of citing document
2023Regulatory Reforms and Price Heterogeneity in an OTC Derivative Market. (2023). Sone, Taihei ; Oda, Takemasa ; Miyakawa, Daisuke. In: Bank of Japan Working Paper Series. RePEc:boj:bojwps:wp23e12.

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2023Window dressing of regulatory metrics: evidence from repo markets. (2023). Waibel, Martin ; Grill, Michael ; Behn, Markus ; Bassi, Claudio. In: Working Paper Series. RePEc:ecb:ecbwps:20232771.

Full description at Econpapers || Download paper

2023Counter-cyclical Margins for Option Portfolios. (2023). Li, Duan ; Wu, QI ; Chen, Yuanyuan. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:146:y:2023:i:c:s0165188922002755.

Full description at Econpapers || Download paper

2023On the choice of central counterparties in the EU. (2023). Demange, Gabrielle ; Piquard, Thibaut. In: Journal of Financial Markets. RePEc:eee:finmar:v:64:y:2023:i:c:s1386418123000174.

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2023Judgment day: Algorithmic trading around the Swiss franc cap removal. (2023). Breedon, Francis ; Vause, Nicholas ; Ranaldo, Angelo ; Chen, Louisa. In: Journal of International Economics. RePEc:eee:inecon:v:140:y:2023:i:c:s0022199622001453.

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2023Collateral competition: Evidence from central counterparties. (2023). Tompaidis, Stathis ; Pancost, Aaron N ; Grothe, Magdalena. In: Journal of Financial Economics. RePEc:eee:jfinec:v:149:y:2023:i:3:p:536-556.

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2023Safe Asset Carry Trade. (2023). Ranaldo, Angelo ; Ballensiefen, Benedikt. In: The Review of Asset Pricing Studies. RePEc:oup:rasset:v:13:y:2023:i:2:p:223-265..

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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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chapter19
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 nother version. Agregated cites: 19
paper
2019The cost of clearing fragmentation In: BIS Working Papers.
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paper4
2019The cost of clearing fragmentation.(2019) In: Bank of England working papers.
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This paper has nother version. Agregated cites: 4
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.
[Full Text][Citation analysis]
paper23
2016A comparative analysis of tools to limit the procyclicality of initial margin requirements In: Bank of England working papers.
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paper16
2017Identifying contagion in a banking network In: Bank of England working papers.
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paper12
2017Identifying Contagion in a Banking Network.(2017) In: Finance and Economics Discussion Series.
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This paper has nother version. Agregated cites: 12
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 nother version. Agregated cites: 0
article
2018OTC Premia.(2018) In: Working Papers on Finance.
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This paper has nother version. Agregated cites: 0
paper
2019Regulatory effects on short-term interest rates In: Bank of England working papers.
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paper9
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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paper27
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.
[Full Text][Citation analysis]
article12
2014Sell-side analysts’ career concerns during banking stresses In: Journal of Banking & Finance.
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article5
2015Profiting from Mimicking Strategies in Non-Anonymous Markets In: MPRA Paper.
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paper0

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