Marco Valerio Geraci : Citation Profile

Are you Marco Valerio Geraci?

Nationale Bank van België/Banque national de Belqique (BNB)

2

H index

2

i10 index

63

Citations

RESEARCH PRODUCTION:

7

Articles

6

Papers

RESEARCH ACTIVITY:

   8 years (2015 - 2023). See details.
   Cites by year: 7
   Journals where Marco Valerio Geraci has often published
   Relations with other researchers
   Recent citing documents: 22.    Total self citations: 2 (3.08 %)

MORE DETAILS IN:
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   Permalink: http://citec.repec.org/pge279
   Updated: 2024-07-05    RAS profile: 2023-11-14    
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Relations with other researchers

Works with:

Authors registered in RePEc who have co-authored more than one work in the last five years with Marco Valerio Geraci.

Is cited by:

Baruník, Jozef (4)

Casarin, Roberto (3)

Billio, Monica (3)

Hasse, Jean-Baptiste (2)

Maheu, John (2)

Huber, Florian (2)

Li, Youwei (2)

Horvath, Roman (2)

Laurini, Márcio (2)

Gnabo, Jean-Yves (2)

Suh, Hyunduk (1)

Cites to:

Cogley, Timothy (8)

Yilmaz, Kamil (8)

Diebold, Francis (8)

Sargent, Thomas (6)

Boehmer, Ekkehart (6)

Schaumburg, Julia (6)

Lucas, Andre (5)

Koopman, Siem Jan (5)

Engle, Robert (5)

Szafarz, Ariane (5)

zhang, xiaoyan (4)

Main data

Where Marco Valerio Geraci has published?

Journals with more than one article published# docs
Economic Review3

Working Papers Series with more than one paper published# docs
Working Papers ECARES / ULB -- Universite Libre de Bruxelles3

Recent works citing Marco Valerio Geraci (2024 and 2023)

YearTitle of citing document
2023Dynamic Networks in Large Financial and Economic Systems. (2020). Baruník, Jozef ; Ellington, Michael. In: Papers. RePEc:arx:papers:2007.07842.

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2023Bayesian Forecasting in the 21st Century: A Modern Review. (2022). Koop, Gary ; Huber, Florian ; Loaiza-Maya, Ruben ; Maneesoonthorn, Worapree ; Frazier, David T ; Martin, Gael M ; Panagiotelis, Anastasios ; Nibbering, Didier ; Maheu, John . In: Papers. RePEc:arx:papers:2212.03471.

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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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2023.

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2023Short-selling activities in the time of COVID-19. (2023). Zheng, Liyi ; Xu, Fangming ; Luu, Ellie. In: The British Accounting Review. RePEc:eee:bracre:v:55:y:2023:i:4:s0890838923000549.

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2023Time-varying risk spillovers in Chinese stock market – New evidence from high-frequency data. (2023). Yang, Guang-Yi ; Tang, Chun ; Liu, Xiao-Xing ; Zhou, Dong-Hai. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:64:y:2023:i:c:s1062940822002054.

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2024Multiple time scales investor sentiment impact the stock market index fluctuation: From margin trading business perspective. (2024). Song, Yingying ; Guo, Yanhong ; Chen, Xinxin. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:69:y:2024:i:pa:s106294082300150x.

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2024Risk characteristics and connectedness in cryptocurrency markets: New evidence from a non-linear framework. (2024). Sun, Yan-Lin ; Chen, Bin-Xia. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:69:y:2024:i:pa:s1062940823001596.

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2024COVID-19 spreading in financial networks: A semiparametric matrix regression model. (2024). Casarin, Roberto ; Billio, Monica ; Iacopini, Matteo ; Costola, Michele. In: Econometrics and Statistics. RePEc:eee:ecosta:v:29:y:2024:i:c:p:113-131.

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2024Persistence in financial connectedness and systemic risk. (2024). Baruník, Jozef ; Ellington, Michael ; Barunik, Jozef. In: European Journal of Operational Research. RePEc:eee:ejores:v:314:y:2024:i:1:p:393-407.

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2023Measuring financial soundness around the world: A machine learning approach. (2023). Mertzanis, Charilaos ; Cerchiello, Paola ; Bitetto, Alessandro. In: International Review of Financial Analysis. RePEc:eee:finana:v:85:y:2023:i:c:s105752192200401x.

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2024Does systemic risk in the fund markets predict future economic downturns?. (2024). Liu, Xiao-Xing ; Zhou, Dong-Hai. In: International Review of Financial Analysis. RePEc:eee:finana:v:92:y:2024:i:c:s1057521924000218.

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2024Intraday variation in cross-sectional stock comovement and impact of index-based strategies. (2024). Shi, Meiqi ; Shen, Yiwen. In: Journal of Financial Markets. RePEc:eee:finmar:v:68:y:2024:i:c:s1386418124000120.

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2023Quantile connectedness and the determinants between FinTech and traditional financial institutions: Evidence from China. (2023). Uddin, Gazi ; Wang, Gang-Jin ; Chen, Yan ; Xie, Chi ; Zhu, You. In: Global Finance Journal. RePEc:eee:glofin:v:58:y:2023:i:c:s1044028323001011.

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2023Do world stock markets “jump” together? A measure of high-frequency volatility risk spillover networks. (2023). Liu, Xiao-Xing ; Zhou, Dong-Hai. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:88:y:2023:i:c:s1042443123001117.

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2023A vaccine for volatility? An empirical analysis of global stock markets and the impact of the COVID-19 vaccine. (2023). Sheehan, Barry ; Shannon, Darren ; O'Donnell, Niall. In: The Journal of Economic Asymmetries. RePEc:eee:joecas:v:28:y:2023:i:c:s1703494923000439.

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2023Study on international energy market and geopolitical risk contagion based on complex network. (2023). Feng, Yong-Kang ; Gong, Xiao-Li ; Xiong, Xiong ; Liu, Jian-Min. In: Resources Policy. RePEc:eee:jrpoli:v:82:y:2023:i:c:s0301420723002039.

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2023Extreme risk spillover effect and dynamic linkages between uncertainty and commodity markets: A comparison between China and America. (2023). Guo, Lili ; Li, Yanjiao. In: Resources Policy. RePEc:eee:jrpoli:v:85:y:2023:i:pa:s0301420723005500.

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2023Superhighways and roads of multivariate time series shock transmission: Application to cryptocurrency, carbon emission and energy prices. (2023). Pagnottoni, Paolo. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:615:y:2023:i:c:s037843712300136x.

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2023Multilayer networks in the frequency domain: Measuring extreme risk connectedness of Chinese financial institutions. (2023). Zhou, Xuewei ; Ouyang, Zisheng. In: Research in International Business and Finance. RePEc:eee:riibaf:v:65:y:2023:i:c:s0275531923000703.

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2023Bayesian Forecasting in the 21st Century: A Modern Review. (2023). Maheu, John ; Panagiotelis, Anastasios ; Nibbering, Didier ; Koop, Gary ; Huber, Florian ; Loaiza-Maya, Ruben ; Frazier, David T ; Martin, Gael M. In: Monash Econometrics and Business Statistics Working Papers. RePEc:msh:ebswps:2023-1.

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2023Quantifying interconnectedness and centrality ranking among financial institutions with TVP-VAR framework. (2023). Zhou, Wei-Xing ; Jawadi, Fredj ; Xu, Hai-Chuan. In: Empirical Economics. RePEc:spr:empeco:v:65:y:2023:i:1:d:10.1007_s00181-022-02338-x.

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Works by Marco Valerio Geraci:

YearTitleTypeCited
2018Fragmentation, integration and macroprudential surveillance of the US financial industry: Insights from network science In: Papers.
[Full Text][Citation analysis]		paper2
2018Fragmentation, integration and macroprudential surveillance of the US financial industry: Insights from network science.(2018) In: PLOS ONE.
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This paper has nother version. Agregated cites: 2		article
2020Common Short Selling and Excess Comovement: Evidence from a Sample of LSE Stocks In: Cambridge Working Papers in Economics.
[Full Text][Citation analysis]		paper1
2023Common short selling and excess comovement: Evidence from a sample of LSE stocks.(2023) In: Journal of Financial Markets.
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This paper has nother version. Agregated cites: 1		article
2018Measuring Interconnectedness between Financial Institutions with Bayesian Time-Varying Vector Autoregressions In: Journal of Financial and Quantitative Analysis.
[Full Text][Citation analysis]		article49
2015Measuring interconnectedness between financial institutions with Bayesian time-varying vector autoregressions.(2015) In: Working Papers ECARES.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 49		paper
2016Short Selling in the Tails In: Working Papers ECARES.
[Full Text][Citation analysis]		paper0
2015Measuring Interconnectedness between Financial Institutions with Bayesian Time-Varying VARS In: Working Papers ECARES.
[Full Text][Citation analysis]		paper1
2018Short selling in extreme events In: Journal of Financial Stability.
[Full Text][Citation analysis]		article10
2021The issuance of debt securities by Belgian non-financial corporations In: Economic Review.
[Full Text][Citation analysis]		article0
2023The Impact of the Low-Carbon Transition on Financial Markets In: Economic Review.
[Full Text][Citation analysis]		article0
2023The Impact of the Low-Carbon Transition on Financial Markets In: Economic Review.
[Full Text][Citation analysis]		article0
2017Essays on Complexity in the Financial System In: ULB Institutional Repository.
[Full Text][Citation analysis]		paper0

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