Giovanni di Iasio : Citation Profile

Banca d'Italia

4

H index

3

i10 index

222

Citations

RESEARCH PRODUCTION:

3

Articles

10

Papers

1

Chapters

RESEARCH ACTIVITY:

   9 years (2013 - 2022). See details.
   Cites by year: 24
   Journals where Giovanni di Iasio has often published
   Relations with other researchers
   Recent citing documents: 27.    Total self citations: 4 (1.77 %)

MORE DETAILS IN:
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   Permalink: http://citec.repec.org/pdi375
   Updated: 2025-12-27    RAS profile: 2022-09-30    
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Relations with other researchers

Works with:

Vause, Nicholas (2)

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

Is cited by:

Aldasoro, Iñaki (14)

Renneboog, Luc (13)

León, Carlos (12)

Berndsen, Ron (10)

Budnik, Katarzyna (7)

Kok, Christoffer (6)

Delli Gatti, Domenico (6)

Faia, Ester (6)

Mistrulli, Paolo Emilio (6)

Volk, Matjaž (5)

Montes-Rojas, Gabriel (5)

Cites to:

Shleifer, Andrei (9)

Bargigli, Leonardo (8)

Shin, Hyun Song (7)

Infante, Luigi (5)

Bech, Morten (5)

Fricke, Daniel (4)

Smets, Frank (4)

Mistrulli, Paolo Emilio (4)

Atalay, Enghin (4)

Gallegati, Mauro (4)

Stiglitz, Joseph (4)

Main data

Where Giovanni di Iasio has published?

Journals with more than one article published# docs
Quantitative Finance2

Working Papers Series with more than one paper published# docs
Working Paper Series / European Central Bank3
Papers / arXiv.org2

Recent works citing Giovanni di Iasio (2025 and 2024)

YearTitle of citing document
2025A Dynamic Stochastic Block Model for Multi-Layer Networks. (2022). Casarin, Roberto ; L'Opez, Ovielt Baltodano. In: Papers. RePEc:arx:papers:2209.09354.

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2024Interbank network reconstruction enforcing density and reciprocity. (2024). Macchiati, Valentina ; Mazzarisi, Piero ; Garlaschelli, Diego. In: Papers. RePEc:arx:papers:2402.11136.

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2024Estimating Contagion Mechanism in Global Equity Market with Time-Zone Effect. (2024). Chen, Muzi ; Huang, Difang ; Wu, Boyao. In: Papers. RePEc:arx:papers:2404.04335.

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2025Statistical Validation of Contagion Centrality in Financial Networks. (2025). Feinstein, Zachary ; Sadeghi, Agathe. In: Papers. RePEc:arx:papers:2404.14337.

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2025Network topology of the Euro Area interbank market. (2025). Aarab, Ilias ; Gottron, Thomas. In: Papers. RePEc:arx:papers:2502.15611.

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2024Systemic Risk in Banking, Fire Sales, and Macroeconomic Disasters. (2024). Kirman, Alan ; Bougheas, Spiros ; Nelson, Douglas R ; Harvey, David I. In: CESifo Working Paper Series. RePEc:ces:ceswps:_10991.

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20242023 macroprudential stress test of the euro area banking system. (2024). Narueviius, Laurynas ; Podlogar, Jure ; Dimitrov, Ivan ; Cappelletti, Giuseppe ; Legrand, Catherine ; Nunes, Andre ; Rohm, Nicola ; Steege, Lucas Ter. In: Occasional Paper Series. RePEc:ecb:ecbops:2024347.

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2024Advancements in stress-testing methodologies for financial stability applications. (2024). Marques, Aurea ; Konietschke, Paul ; Figueres, Juan ; Budnik, Katarzyna ; Legrand, Catherine ; Giglio, Carla ; Georgescu, Oana-Maria ; Sydow, Matthias ; Ortl, Aljosa ; Grassi, Alberto ; Metzler, Julian ; Durrani, Agha ; Gross, Johannes ; Trachana, Zoe ; Poblacion, Francisco Javier ; Chalf, Yasmine ; Shaw, Frances ; Franch, Fabio. In: Occasional Paper Series. RePEc:ecb:ecbops:2024348.

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2025From risk to buffer: calibrating the positive neutral CCyB rate in the euro area. (2025). Herrera, Luis ; Scalone, Valerio ; Pirovano, Mara. In: Working Paper Series. RePEc:ecb:ecbwps:20253075.

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2025Macroprudential policy, monetary policy and non-bank financial intermediation. (2025). Weistroffer, Christian ; Kaufmann, Christoph ; Storz, Manuela ; Giuzio, Margherita ; Kapadia, Sujit. In: Working Paper Series. RePEc:ecb:ecbwps:20253130.

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2024Pattern-detection in the global automotive industry: A manufacturer-supplier-product network analysis. (2024). Squartini, Tiziano ; Fessina, Massimiliano ; Cimini, Giulio ; Zaccaria, Andrea. In: Chaos, Solitons & Fractals. RePEc:eee:chsofr:v:181:y:2024:i:c:s0960077924001814.

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2024Exploring social networks through stochastic multilayer graph modeling. (2024). Meybodi, Mohammad Reza ; Daliri, Mohammad Mehdi ; Rezvanian, Alireza. In: Chaos, Solitons & Fractals. RePEc:eee:chsofr:v:182:y:2024:i:c:s0960077924003163.

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2024Interbank network reconstruction enforcing density and reciprocity. (2024). Macchiati, Valentina ; Mazzarisi, Piero ; Garlaschelli, Diego. In: Chaos, Solitons & Fractals. RePEc:eee:chsofr:v:186:y:2024:i:c:s0960077924008312.

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2025Spectral signatures of structural change in financial networks. (2025). Mazzarisi, Piero ; Marchese, Emiliano ; Macchiati, Valentina ; Garlaschelli, Diego ; Squartini, Tiziano. In: Chaos, Solitons & Fractals. RePEc:eee:chsofr:v:193:y:2025:i:c:s0960077925000785.

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2024Interbank Decisions and Margins of Stability: an Agent-Based Stock-Flow Consistent Approach. (2024). Reale, Jessica. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:160:y:2024:i:c:s0165188924000149.

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2024Systemic risk in banking, fire sales, and macroeconomic disasters. (2024). Kirman, Alan ; Bougheas, Spiros ; Nelson, Douglas ; Harvey, David I. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:168:y:2024:i:c:s0165188924001672.

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2024Securitization, shadow banking system and macroprudential regulation: A DSGE approach. (2024). Lubello, Federico ; Rouabah, Abdelaziz. In: Economic Modelling. RePEc:eee:ecmode:v:131:y:2024:i:c:s0264999323004157.

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2024Higher-order assortativity for directed weighted networks and Markov chains. (2024). Cerqueti, Roy ; Grassi, Rosanna ; Arcagni, Alberto. In: European Journal of Operational Research. RePEc:eee:ejores:v:316:y:2024:i:1:p:215-227.

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2024Measuring financial stability in the presence of energy shocks. (2024). Mattera, Raffaele ; Snchez-Garca, Javier ; Cerqueti, Roy ; Cruz-Rambaud, Salvador. In: Energy Economics. RePEc:eee:eneeco:v:139:y:2024:i:c:s0140988324006303.

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2024Uncertainty, non-linear contagion and the credit quality channel: An application to the Spanish interbank market. (2024). Stupariu, Patricia ; Carro, Adrian. In: Journal of Financial Stability. RePEc:eee:finsta:v:71:y:2024:i:c:s1572308924000111.

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2024Liquidity buffers and open-end investment funds: Containing outflows or reducing fire sales?. (2024). Weistroffer, Christian ; Wedow, Michael ; Vivar, Luis Molestina ; Dekker, Lennart. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:91:y:2024:i:c:s1042443123001774.

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2024Spillover dynamics among commodities along the Chinese oil industrial chain: From the perspective of multidimensional networks. (2024). Bai, Jiangyao ; Liu, Shuhao ; Qi, Yajie. In: International Review of Economics & Finance. RePEc:eee:reveco:v:96:y:2024:i:pb:s105905602400604x.

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2024Measuring financial stability in the presence of energy shocks. (2024). Cerqueti, Roy ; Cruz-Rambaud, Salvador ; Mattera, Raffaele ; Snchez-Garca, Javier. In: Post-Print. RePEc:hal:journl:hal-05115049.

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2025Systemic Financial Risk of Stock Market Based on Multiscale Networks. (2025). Xiang, Youtao ; Borjigin, Sumuya. In: Computational Economics. RePEc:kap:compec:v:65:y:2025:i:6:d:10.1007_s10614-024-10680-8.

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2024Systemic risk in banking, fire sales, and macroeconomic disasters. (2024). Kirman, Alan ; Bougheas, Spiros ; Nelson, Douglas ; Harvey, David I. In: Discussion Papers. RePEc:not:notcfc:2024/02.

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2024A comprehensive framework for link prediction in multiplex networks. (2024). Zhao, Xuejing ; Yang, YI ; Wang, Chungning ; Li, Cuixia ; Tang, Fengqin. In: Computational Statistics. RePEc:spr:compst:v:39:y:2024:i:2:d:10.1007_s00180-023-01334-8.

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2024The network econometrics of financial concentration. (2024). Cruz Rambaud, Salvador ; Garcia, Javier Sanchez. In: Review of Managerial Science. RePEc:spr:rvmgts:v:18:y:2024:i:7:d:10.1007_s11846-023-00689-y.

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Works by Giovanni di Iasio:

YearTitleTypeCited
2013The multiplex structure of interbank networks In: Papers.
[Full Text][Citation analysis]		paper166
2013The Multiplex Structure of Interbank Networks.(2013) In: Working Papers - Economics.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 166		paper
2015The multiplex structure of interbank networks.(2015) In: Quantitative Finance.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 166		article
2015Interbank markets and multiplex networks: centrality measures and statistical null models In: Papers.
[Full Text][Citation analysis]		paper3
2022A model of system-wide stress simulation: market-based finance and the Covid-19 event In: Questioni di Economia e Finanza (Occasional Papers).
[Full Text][Citation analysis]		paper2
2022A model of system-wide stress simulation: market-based finance and the Covid-19 event.(2022) In: Working Paper Series.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 2		paper
2015Capital and contagion in financial networks In: IFC Bulletins chapters.
[Full Text][Citation analysis]		chapter18
2013Capital and Contagion in Financial Networks.(2013) In: MPRA Paper.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 18		paper
2019Macroprudential stress test of the euro area banking system In: Occasional Paper Series.
[Full Text][Citation analysis]		paper25
2021Market failures in market-based finance In: Working Paper Series.
[Full Text][Citation analysis]		paper0
2022Macroprudential regulation of investment funds In: Working Paper Series.
[Full Text][Citation analysis]		paper4
2013Incentives and financial crises: Microfounded macroprudential regulation In: Journal of Financial Intermediation.
[Full Text][Citation analysis]		article4
2017Crises in the modern financial ecosystem In: ESRB Working Paper Series.
[Full Text][Citation analysis]		paper0
2015Special issue of Quantitative Finance on Interlinkages and Systemic Risk In: Quantitative Finance.
[Full Text][Citation analysis]		article0

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