Giovanni Covi : Citation Profile

Are you Giovanni Covi?

Bank of England

6

H index

2

i10 index

76

Citations

RESEARCH PRODUCTION:

11

Articles

15

Papers

RESEARCH ACTIVITY:

   9 years (2013 - 2022). See details.
   Cites by year: 8
   Journals where Giovanni Covi has often published
   Relations with other researchers
   Recent citing documents: 43.    Total self citations: 5 (6.17 %)

MORE DETAILS IN:
ABOUT THIS REPORT:

   Permalink: http://citec.repec.org/pco687
   Updated: 2023-08-19    RAS profile: 2023-03-16    
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Relations with other researchers

Works with:

Kok, Christoffer (3)

Kowalewski, Oskar (2)

Eydam, Ulrich (2)

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

Is cited by:

Budnik, Katarzyna (6)

Volk, Matjaž (5)

Pancaro, Cosimo (3)

Kok, Christoffer (2)

Arnould, Guillaume (2)

Ebner, André (2)

Shabani, Mimoza (2)

Westman, Hanna (2)

Santioni, Raffaele (2)

Gries, Thomas (2)

Vacca, Valerio (2)

Cites to:

Stockhammer, Engelbert (19)

Onaran, Ozlem (8)

Alter, Adrian (7)

Vogel, Lukas (6)

Kollmann, Robert (6)

in 't Veld, Jan (6)

Ratto, Marco (6)

Sawyer, Malcolm (5)

Diebold, Francis (5)

Yilmaz, Kamil (5)

van Wijnbergen, Sweder (5)

Main data

Where Giovanni Covi has published?

Journals with more than one article published# docs
Journal of Evolutionary Economics2
Empirica2

Working Papers Series with more than one paper published# docs
MPRA Paper / University Library of Munich, Germany5
Working Paper Series / European Central Bank4

Recent works citing Giovanni Covi (2022 and 2021)

YearTitle of citing document
2022Propagation of disruptions in supply networks of essential goods: A population-centered perspective of systemic risk. (2022). Hinterplattner, Melanie ; Diem, Christian ; Schueller, William ; Thurner, Stefan ; Gerschberger, Markus ; Conrady, Beate ; Stangl, Johannes. In: Papers. RePEc:arx:papers:2201.13325.

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2023Combining search strategies to improve performance in the calibration of economic ABMs. (2023). Delli Gatti, Domenico ; Chanda, Debmallya ; Favorito, Marco ; Glielmo, Aldo. In: Papers. RePEc:arx:papers:2302.11835.

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2021Measuring the impact of a bank failure on the real economy. An EU-wide analytical framework. (2021). Vacca, Valerio ; Ricci, Giacomo ; Miani, Claudia ; Ballesteros, Elisa Llorente ; Hoeretzeder, Silvia ; Ebner, Andr ; di Primio, Luciano ; Bravo, Antonio J ; Boschi, Natalie ; Westman, Hanna ; Biraschi, Paolo ; Schellerer, Stefan ; Bichlmeier, Fabian ; Santioni, Raffaele. In: Questioni di Economia e Finanza (Occasional Papers). RePEc:bdi:opques:qef_626_21.

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2022A model of system-wide stress simulation: market-based finance and the Covid-19 event. (2022). Vause, Nicholas ; Nicoletti, Giulio ; Kryczka, Dominika ; Kordel, Simon ; Alogoskoufis, Spyridon ; di Iasio, Giovanni. In: Questioni di Economia e Finanza (Occasional Papers). RePEc:bdi:opques:qef_687_22.

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2021A Network Analysis of the JGB Repo Market. (2021). Yasufumi, Gemma ; Yujiro, Matsui ; Takumi, Horikawa. In: Bank of Japan Working Paper Series. RePEc:boj:bojwps:wp21e14.

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2022A literature review of securities holdings statistics research and a practitioner’s guide. (2022). Boermans, Martijn. In: Working Papers. RePEc:dnb:dnbwpp:757.

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2021Policies in support of lending following the coronavirus (COVID 19) pandemic. (2021). Gross, Johannes ; Dimitrov, Ivan ; Budnik, Katarzyna ; Volk, Matjaz ; Stular, Anze ; Sorvillo, Bianca ; Lampe, Max ; Janokova, Martina. In: Occasional Paper Series. RePEc:ecb:ecbops:2021257.

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2021The growth-at-risk perspective on the system-wide impact of Basel III finalisation in the euro area. (2021). Budnik, Katarzyna ; Volk, Matjaz ; Vagliano, Gianluca ; Tarbe, Matthieu ; Sarychev, Andrei ; Lampe, Max ; Gross, Johannes ; Giglio, Carla ; Dimitrov, Ivan. In: Occasional Paper Series. RePEc:ecb:ecbops:2021258.

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2021ECB’s economy-wide climate stress test. (2021). Salleo, Carmelo ; Parisi, Laura ; Muoz, Manuel A ; Kouratzoglou, Charalampos ; Kaijser, Michiel ; Hennig, Tristan ; Emambakhsh, Tina ; Dunz, Nepomuk ; Alogoskoufis, Spyros. In: Occasional Paper Series. RePEc:ecb:ecbops:2021281.

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2022The economic impact of the NPLcoverage expectations in the euro area. (2022). Volk, Matjaz ; Vagliano, Gianluca ; Lampe, Max ; Kusmierczyk, Piotr ; Gross, Johannes ; Dimitrov, Ivan ; Budnik, Katarzyna. In: Occasional Paper Series. RePEc:ecb:ecbops:2022297.

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2022Looking at the evolution of macroprudential policy stance: A growth-at-risk experiment with a semi-structural model. (2022). Boucherie, Louis ; Panos, Jiri ; Budnik, Katarzyna. In: Occasional Paper Series. RePEc:ecb:ecbops:2022301.

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2021On the optimal control of interbank contagion in the euro area banking system. (2021). Kok, Christoffer ; Fukker, Gabor . In: Working Paper Series. RePEc:ecb:ecbwps:20212554.

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2021A risk management perspective on macroprudential policy. (2021). Kremer, Manfred ; Fahr, Stephan ; Chavleishvili, Sulkhan ; Schwaab, Bernd ; Manganelli, Simone. In: Working Paper Series. RePEc:ecb:ecbwps:20212556.

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2021Do macroprudential measures increase inequality? Evidence from the euro area household survey. (2021). Martin, Diego Vila ; Georgescu, Oana-Maria . In: Working Paper Series. RePEc:ecb:ecbwps:20212567.

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2022Euro Area banks sensitivity to changes in carbon price. (2022). Mingarelli, Luca ; Kuik, Friderike ; Belloni, Marco. In: Working Paper Series. RePEc:ecb:ecbwps:20222654.

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2022Contagion from market price impact: a price-at-risk perspective. (2022). Mingarelli, Luca ; Sydow, Matthias ; Kaijser, Michiel ; Fukker, Gabor. In: Working Paper Series. RePEc:ecb:ecbwps:20222692.

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2022Financial exposure and bank mergers: micro and macro evidence from the EU. (2022). Lebastard, Laura. In: Working Paper Series. RePEc:ecb:ecbwps:20222724.

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2022Non-banks contagion and the uneven mitigation of climate risk. (2022). Sydow, Matthias ; Gourdel, Regis. In: Working Paper Series. RePEc:ecb:ecbwps:20222757.

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2023Interbank asset-liability networks with fire sale management. (2023). Haaj, Grzegorz ; Feinstein, Zachary. In: Working Paper Series. RePEc:ecb:ecbwps:20232806.

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2021Network tail risk estimation in the European banking system. (2021). Tich, Toma ; Giacometti, Rosella ; Torri, Gabriele. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:127:y:2021:i:c:s0165188921000609.

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2022Contagion accounting in stress-testing. (2022). Kok, Christoffer ; Huser, Anne-Caroline ; Aldasoro, Iaki. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:137:y:2022:i:c:s0165188922000598.

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2022Sovereign and bank dependence in the eurozone: A multi-scale approach using wavelet-network analysis. (2022). Bales, Stephan. In: International Review of Financial Analysis. RePEc:eee:finana:v:83:y:2022:i:c:s1057521922002514.

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2022Catastrophic and systemic risk in the non-life insurance sector: A micro-structural contagion approach. (2022). Dvoakova, Hana ; Radi, Davide ; Torri, Gabriele. In: Finance Research Letters. RePEc:eee:finlet:v:47:y:2022:i:pb:s1544612322000435.

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2021Measuring the systemic importance of banks. (2021). Sakellaris, Plutarchos ; Moratis, Georgios. In: Journal of Financial Stability. RePEc:eee:finsta:v:54:y:2021:i:c:s1572308921000383.

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2022Systemic risk measures and regulatory challenges. (2022). Brzeszczyski, Janusz ; Sharma, Satish ; Ellis, Scott. In: Journal of Financial Stability. RePEc:eee:finsta:v:61:y:2022:i:c:s1572308921001194.

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2023An evolution of global and regional banking networks: A focus on Japanese banks’ international expansion. (2023). Shabani, Mimoza ; Nakajima, Jouchi ; Harrison, Michael. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:83:y:2023:i:c:s1042443122001895.

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2022Compositional effects of bank capital buffers and interactions with monetary policy. (2022). Reghezza, Alessio ; Spaggiari, Martina ; D'Acri, Costanza Rodriguez ; Cappelletti, Giuseppe. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:140:y:2022:i:c:s0378426622001248.

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2022Operational Risk is More Systemic than You Think: Evidence from U.S. Bank Holding Companies. (2022). Sedunov, John ; Mihov, Atanas ; Curti, Filippo ; Berger, Allen N. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:143:y:2022:i:c:s0378426622001996.

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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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2022When banks punch back: Macrofinancial feedback loops in stress tests. (2022). Hoffmaister, Alexander ; Catalan, Mario. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:124:y:2022:i:c:s0261560621002230.

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2023Systemic Risk with Multi-Channel Risk Contagion in the Interbank Market. (2023). Li, Yutong ; Dong, Ruiting ; Wang, Jie ; Jiang, Shanshan ; Xia, Min. In: Sustainability. RePEc:gam:jsusta:v:15:y:2023:i:3:p:2727-:d:1055743.

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2022An evolution of global and regional banking networks: A focus on Japanese banks’ international expansion. (2022). Shabani, Mimoza ; Nakajima, Jouchi ; Harrison, Michael . In: Discussion paper series. RePEc:hit:hiasdp:hias-e-120.

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2021.

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2022Regulatory Stress Tests and Bank Responses: Heterogeneous Treatment Effect in Dynamic Settings. (2022). Kravtsov, Oleg ; Janda, Karel. In: International Journal of Central Banking. RePEc:ijc:ijcjou:y:2022:q:2:a:1.

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2022Bank failures, local business dynamics, and government policy. (2022). HASAN, IFTEKHAR ; Delis, Manthos ; Contreras, Salvador ; Ghosh, Amit. In: Small Business Economics. RePEc:kap:sbusec:v:58:y:2022:i:4:d:10.1007_s11187-021-00478-5.

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2021Systemic Risk Spillovers Across the EURO Area. (2021). Skouralis, Alexandros. In: Working Papers. RePEc:lan:wpaper:326919507.

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2021Corporate Credit Risk Modelling in the Supervisory Stress Test of the Magyar Nemzeti Bank. (2021). Horvath, Gerg. In: Financial and Economic Review. RePEc:mnb:finrev:v:20:y:2021:i:1:p:43-73.

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2021Systemic Instability of the Interbank Credit Market - A Contribution to a Resilient Financial System. (2021). Gries, Thomas ; Mitschke, Alexandra. In: Working Papers Dissertations. RePEc:pdn:dispap:75.

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2021Advances in the agent-based modeling of economic and social behavior. (2021). Steinbacher, Mitja ; Raddant, Matthias ; Alfarano, Simone ; Lux, Thomas ; Iori, Giulia ; Cuena, Eva Camacho ; Karimi, Fariba. In: SN Business & Economics. RePEc:spr:snbeco:v:1:y:2021:i:7:d:10.1007_s43546-021-00103-3.

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2021Measuring the impact of a bank failure on the real economy: an EU-wide analytical framework. (2021). Vacca, Valerio ; Schellerer, Stefan ; Bichlmeier, Fabian ; Santioni, Raffaele ; Ricci, Giacomo ; Miani, Claudia ; Ballesteros, Elisa Llorente ; Hoeretzeder, Silvia ; Ebner, Andre ; di Primio, Luciano ; Bravo, Antonio J ; Boschi, Natalie ; Westman, Hanna ; Biraschi, Paolo. In: ESRB Working Paper Series. RePEc:srk:srkwps:2021122.

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2021A Multi-level Network Approach to Spillovers Analysis: An Application to the Maltese Domestic Investment Funds Sector. (2021). Gauci, Stephanie ; Meglioli, Francesco. In: ESRB Working Paper Series. RePEc:srk:srkwps:2021124.

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2021The role of systemic risk spillovers in the transmission of Euro Area monetary policy. (2021). Skouralis, Alexandros. In: ESRB Working Paper Series. RePEc:srk:srkwps:2021129.

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2022Addressing systemic risk in Europe during Covid-19: The role of regulation and the policy mix. (2022). Dotta, Vitor. In: IPE Working Papers. RePEc:zbw:ipewps:1812022.

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Works by Giovanni Covi:

YearTitleTypeCited
2020The interbank market puzzle In: Bank of England working papers.
[Full Text][Citation analysis]		paper8
2020The interbank market puzzle.(2020) In: Working Paper Series.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 8		paper
2021On the origin of systemic risk In: Bank of England working papers.
[Full Text][Citation analysis]		paper7
2020On the origin of systemic risk.(2020) In: Working Paper Series.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 7		paper
2022Measuring Capital at Risk in the UK banking sector: a microstructural network approach In: Bank of England working papers.
[Full Text][Citation analysis]		paper0
2018Using large exposure data to gauge the systemic importance of SSM significant institutions In: Macroprudential Bulletin.
[Full Text][Citation analysis]		article3
2019Macroprudential stress test of the euro area banking system In: Occasional Paper Series.
[Full Text][Citation analysis]		paper19
2019CoMap: mapping contagion in the euro area banking sector In: Working Paper Series.
[Full Text][Citation analysis]		paper10
2021CoMap: Mapping Contagion in the Euro Area Banking Sector.(2021) In: Journal of Financial Stability.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 10		article
2019CoMap: Mapping Contagion in the Euro Area Banking Sector.(2019) In: IMF Working Papers.
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This paper has another version. Agregated cites: 10		paper
2021Shock amplification in an interconnected financial system of banks and investment funds In: Working Paper Series.
[Full Text][Citation analysis]		paper6
2019Economic shocks and contagion in the euro area banking sector: a new micro-structural approach In: Financial Stability Review.
[Full Text][Citation analysis]		article6
2014Dutch disease and sustainability of the Russian political economy In: ECONOMICS AND POLICY OF ENERGY AND THE ENVIRONMENT.
[Full Text][Citation analysis]		article1
2015Puzzling Out The First Oil Shock. History, Politics and the Macroeconomy in a Forty-Year Retrospective In: HISTORY OF ECONOMIC THOUGHT AND POLICY.
[Full Text][Citation analysis]		article0
2020Euro area growth differentials: diverging and reinforcing factors in a Kaleckian SVAR approach In: Empirica.
[Full Text][Citation analysis]		article0
2021Trade imbalances within the Euro Area: two regions, two demand regimes In: Empirica.
[Full Text][Citation analysis]		article0
2017The emerging regulatory landscape: a new normal In: Journal of Banking Regulation.
[Full Text][Citation analysis]		article4
2013A case study of an advanced Dutch disease: The Russian oil In: MPRA Paper.
[Full Text][Citation analysis]		paper0
2013Do The Central Banks Always Do The Right Thing For Their Economies? An Appraisal Of The Monetary Policy Strategy Of The ECB In: MPRA Paper.
[Full Text][Citation analysis]		paper0
2014Local Systems’ Strategies Copying with Globalization: Collective Local Entrepreneurship In: MPRA Paper.
[Full Text][Citation analysis]		paper2
2014Local Systems’ Strategies Copying with Globalization: Collective Local Entrepreneurship.(2014) In: MPRA Paper.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 2		paper
2014The First Oil Shock, Stylized Facts, Reflections and The Easterly Puzzle in a Forty-Year Retrospective In: MPRA Paper.
[Full Text][Citation analysis]		paper0
2020End of the sovereign-bank doom loop in the European Union? The Bank Recovery and Resolution Directive In: Journal of Evolutionary Economics.
[Full Text][Citation analysis]		article6
2016End of the sovereign-bank doom loop in the European Union? The bank recovery and resolution directive.(2016) In: Kiel Advanced Studies Working Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 6		paper
2020Correction to: End of the sovereign-bank doom loop in the European Union? The Bank Recovery and Resolution Directive In: Journal of Evolutionary Economics.
[Full Text][Citation analysis]		article2
2018Testing the demand regime hypothesis in the Euro Area. Evidence from a VAR approach In: Applied Economics Letters.
[Full Text][Citation analysis]		article2

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