6
H index
5
i10 index
82
Citations
Gerardo Ferrara : Citation Profile
Bank of England | RESEARCH PRODUCTION: 5 Articles 14 Papers RESEARCH ACTIVITY:
MORE DETAILS IN: ABOUT THIS REPORT:
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6 years (2016 - 2022). Relations with other researchers
Main data
Where Gerardo Ferrara has published?
Recent works citing Gerardo Ferrara (2024 and 2023)
| Year | Title of citing document |
|---|---|
| 2024 | Dynamic Clearing and Contagion in Financial Networks. (2018). Feinstein, Zachary ; Bernstein, Alex ; Banerjee, Tathagata. In: Papers. RePEc:arx:papers:1801.02091. Full description at Econpapers || Download paper |
| 2023 | Interbank 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. Full description at Econpapers || Download paper |
| 2023 | . Full description at Econpapers || Download paper |
| 2023 | Dash for Dollars. (2023). Czech, Robert ; Eguren-Martin, Fernando ; Cesa-Bianchi, Ambrogio. In: Discussion Papers. RePEc:cfm:wpaper:2314. Full description at Econpapers || Download paper |
| 2023 | Derivative 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. Full description at Econpapers || Download paper |
| 2024 | Interbank 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. Full description at Econpapers || Download paper |
| 2023 | Interconnected 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. Full description at Econpapers || Download paper |
| 2024 | Non-standard errors in the cryptocurrency world. (2024). Zaremba, Adam ; Poddig, Thorsten ; Gunther, Steffen ; Fieberg, Christian. In: International Review of Financial Analysis. RePEc:eee:finana:v:92:y:2024:i:c:s1057521924000383. Full description at Econpapers || Download paper |
| 2023 | Scenario-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. Full description at Econpapers || Download paper |
| 2023 | Measuring the impact of a failing participant in payment systems. (2023). Wendt, Froukelien ; Heijmans, Ronald. In: Latin American Journal of Central Banking (previously Monetaria). RePEc:eee:lajcba:v:4:y:2023:i:4:s2666143823000273. Full description at Econpapers || Download paper |
| 2023 | Identification 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. Full description at Econpapers || Download paper |
| 2024 | Experimenting with Financial Professionals. (2022). Huber, Christoph ; Konig-Kersting, Christian. In: Working Papers. RePEc:inn:wpaper:2022-07. Full description at Econpapers || Download paper |
| 2024 | No more tears without tiers? The impact of indirect settlement on liquidity use in TARGET2. (2024). Berndsen, Ron ; Diehl, Martin ; Heijmans, Ronald ; Paulick, Jan. In: Empirica. RePEc:kap:empiri:v:51:y:2024:i:2:d:10.1007_s10663-023-09597-6. Full description at Econpapers || Download paper |
| 2023 | Competition and moral behavior: A meta-analysis of forty-five crowd-sourced experimental designs. (2023). Urbig, Diemo ; Spantig, Lisa ; Soraperra, Ivan ; Schmitz, Jan ; Schudy, Simeon ; Schram, Arthur ; Saral, Ali Seyhun ; Nieken, Petra ; Nesterov, Alexander ; Khadjavi, Menusch ; Johannesson, Magnus ; Huber, Christoph ; Holzmeister, Felix ; Glogowsky, Ulrich ; Freddi, Eleonora ; Fiala, Lenka ; Dreber, Anna ; Dold, Malte ; Demiral, Elif ; Bulutay, Muhammed ; Brütt, Katharina ; Barron, Kai ; Pirrone, Angelo ; Theodoropoulou, Andriana ; Cornelissen, Gert ; Mak, Vincent ; Weitzel, Utz ; Htter, Mandy ; Gasiorowska, Agata ; Peters, Kim ; Suetens, Sigrid ; Claassen, Maria Almudena ; Lucas, Brian ; Kirchler, Michael ; Hudja, Stanton ; Schneider, Florian ; Fries, Tilman ; Palumbo, Helena ; Steinme |
| 2023 | Alternative risk premium: specification noise. (2023). Fabozzi, Frank J ; Gorman, Stephen A. In: Journal of Asset Management. RePEc:pal:assmgt:v:24:y:2023:i:6:d:10.1057_s41260-023-00327-y. Full description at Econpapers || Download paper |
| 2023 | Uncovering 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. Full description at Econpapers || Download paper |
| 2023 | Intermediation 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. Full description at Econpapers || Download paper |
| 2023 | Cryptocurrency factor momentum. (2023). Zaremba, Adam ; Metko, Daniel ; Liedtke, Gerrit ; Fieberg, Christian. In: Quantitative Finance. RePEc:taf:quantf:v:23:y:2023:i:12:p:1853-1869. Full description at Econpapers || Download paper |
| 2023 | Climate-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. Full description at Econpapers || Download paper |
| 2023 | A 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. Full description at Econpapers || Download paper |
| 2024 | . Full description at Econpapers || Download paper |
| 2024 | A note on the use of syndicated loan data. (2022). Tonzer, Lena ; Noth, Felix ; Muller, Isabella. In: IWH Discussion Papers. RePEc:zbw:iwhdps:172022. Full description at Econpapers || Download paper |
Works by Gerardo Ferrara:
| Year | Title | Type | Cited |
|---|---|---|---|
| 2017 | Systemic illiquidity in the interbank network In: Bank of England working papers. [Full Text][Citation analysis] | paper | 15 |
| 2018 | Systemic illiquidity in the interbank network.(2018) In: ESRB Working Paper Series. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 15 | paper | |
| 2019 | Systemic illiquidity in the interbank network.(2019) In: Quantitative Finance. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 15 | article | |
| 2017 | Central counterparty auction design In: Bank of England working papers. [Full Text][Citation analysis] | paper | 5 |
| 2017 | The impact of de-tiering in the United Kingdom’s large-value payment system In: Bank of England working papers. [Full Text][Citation analysis] | paper | 3 |
| 2018 | Multiplex network analysis of the UK OTC derivatives market In: Bank of England working papers. [Full Text][Citation analysis] | paper | 10 |
| 2018 | The impact of the leverage ratio on client clearing In: Bank of England working papers. [Full Text][Citation analysis] | paper | 11 |
| 2019 | Simulating liquidity stress in the derivatives market In: Bank of England working papers. [Full Text][Citation analysis] | paper | 10 |
| 2021 | Simulating liquidity stress in the derivatives market.(2021) In: Journal of Economic Dynamics and Control. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 10 | article | |
| 2021 | Modelling fire sale contagion across banks and non-banks In: Bank of England working papers. [Full Text][Citation analysis] | paper | 3 |
| 2021 | Non-standard errors In: Bank of England working papers. [Full Text][Citation analysis] | paper | 6 |
| 2021 | Non-Standard Errors.(2021) In: Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers). [Full Text][Citation analysis] This paper has nother version. Agregated cites: 6 | paper | |
| 2021 | Non-Standard Errors.(2021) In: Post-Print. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 6 | paper | |
| 2021 | Non-Standard Errors.(2021) In: Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 6 | paper | |
| 2022 | Collateral cycles In: Bank of England working papers. [Full Text][Citation analysis] | paper | 0 |
| 2016 | The small bank failures of the early 1990s: another story of boom and bust In: Bank of England Quarterly Bulletin. [Full Text][Citation analysis] | article | 3 |
| 2021 | Counterparty choice in the UK credit default swap market: An empirical matching approach In: Economic Modelling. [Full Text][Citation analysis] | article | 0 |
| 2021 | Non-Standard Errors In: Working Paper Series, Social and Economic Sciences. [Full Text][Citation analysis] | paper | 5 |
| 2019 | Multiplex network analysis of the UK over‐the‐counter derivatives market In: International Journal of Finance & Economics. [Full Text][Citation analysis] | article | 11 |
CitEc is a RePEc service, providing citation data for Economics since 2001. Last updated November, 3 2024. Contact: CitEc Team