5
H index
3
i10 index
68
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 (2023 and 2022)
| Year | Title of citing document |
|---|---|
| 2022 | 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 |
| 2022 | Clearing Payments in Dynamic Financial Networks. (2022). Proskurnikov, Anton V ; Fracastoro, Giulia ; Calafiore, Giuseppe C. In: Papers. RePEc:arx:papers:2201.12898. Full description at Econpapers || Download paper |
| 2022 | Control of Dynamic Financial Networks (The Extended Version). (2022). Proskurnikov, Anton V ; Fracastoro, Giulia ; Calafiore, Giuseppe. In: Papers. RePEc:arx:papers:2205.08879. 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 |
| 2022 | Links between government bond and futures markets: dealer-client relationships and price discovery in the UK. (2022). Mankodi, Aakash ; Lazarov, Vladimir ; di Gangi, Domenico ; Silvestri, Laura. In: Bank of England working papers. RePEc:boe:boeewp:0991. Full description at Econpapers || Download paper |
| 2022 | Efficiency of central clearing under liquidity stress. (2022). Gao, Haotian ; Caccioli, Fabio ; Bardoscia, Marco. In: Bank of England working papers. RePEc:boe:boeewp:1002. 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 |
| 2022 | Uncovering the network structure of non-centrally cleared derivative markets: evidences from regulatory data. (2022). Zema, Sebastiano Michele. In: Working Paper Series. RePEc:ecb:ecbwps:20222721. Full description at Econpapers || Download paper |
| 2022 | The impact of derivatives collateralisation on liquidity risk: evidence from the investment fund sector. (2022). Rousova, Linda ; Letizia, Elisa ; Jukonis, Audrius. In: Working Paper Series. RePEc:ecb:ecbwps:20222756. 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 |
| 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 |
| 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 |
| 2022 | Systemic risk in financial institutions: A multiplex network approach. (2022). Tse, Yiuman ; Liu, Qingfu ; Jiao, Feng ; Xie, Yiwei. In: Pacific-Basin Finance Journal. RePEc:eee:pacfin:v:73:y:2022:i:c:s0927538x22000476. Full description at Econpapers || Download paper |
| 2022 | Structural importance and evolution: An application to financial transaction networks. (2022). Caccioli, Fabio ; Barucca, Paolo ; Seabrook, Isobel. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:607:y:2022:i:c:s0378437122007610. 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 |
| 2022 | Structural importance and evolution: an application to financial transaction networks. (2022). Caccioli, Fabio ; Barucca, Paolo ; Seabrook, Isobel. In: LSE Research Online Documents on Economics. RePEc:ehl:lserod:117130. Full description at Econpapers || Download paper |
| 2022 | Experimenting with Financial Professionals. (2022). Huber, Christoph ; Konig-Kersting, Christian. In: Working Papers. RePEc:inn:wpaper:2022-07. 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 | 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 |
| 2022 | Banks strategic interaction, adverse price dynamics and systemic liquidity risk. (2022). Wong, Lui Hsian ; Silbermann, Leonid ; Roling, Christoph ; Kruger, Ulrich. In: Discussion Papers. RePEc:zbw:bubdps:062022. Full description at Econpapers || Download paper |
| 2022 | 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 | 13 |
| 2018 | Systemic illiquidity in the interbank network.(2018) In: ESRB Working Paper Series. [Full Text][Citation analysis] This paper has another version. Agregated cites: 13 | paper | |
| 2019 | Systemic illiquidity in the interbank network.(2019) In: Quantitative Finance. [Full Text][Citation analysis] This paper has another version. Agregated cites: 13 | 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 | 2 |
| 2018 | Multiplex network analysis of the UK OTC derivatives market In: Bank of England working papers. [Full Text][Citation analysis] | paper | 9 |
| 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 | 9 |
| 2021 | Simulating liquidity stress in the derivatives market.(2021) In: Journal of Economic Dynamics and Control. [Full Text][Citation analysis] This paper has another version. Agregated cites: 9 | 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 | 2 |
| 2021 | Non-Standard Errors.(2021) In: Working Paper Series, Social and Economic Sciences. [Full Text][Citation analysis] This paper has another version. Agregated cites: 2 | paper | |
| 2021 | Non-Standard Errors.(2021) In: Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers). [Full Text][Citation analysis] This paper has another version. Agregated cites: 2 | paper | |
| 2021 | Non-Standard Errors.(2021) In: Post-Print. [Full Text][Citation analysis] This paper has another version. Agregated cites: 2 | paper | |
| 2021 | Non-Standard Errors.(2021) In: Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 2 | 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 |
| 2019 | Multiplex network analysis of the UK over?the?counter derivatives market In: International Journal of Finance & Economics. [Full Text][Citation analysis] | article | 11 |
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