Marco Valerio Geraci : Citation Profile

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

3

H index

2

i10 index

82

Citations

RESEARCH PRODUCTION:

8

Articles

6

Papers

RESEARCH ACTIVITY:

   9 years (2015 - 2024). See details.
   Cites by year: 9
   Journals where Marco Valerio Geraci has often published
   Relations with other researchers
   Recent citing documents: 26.    Total self citations: 2 (2.38 %)

MORE DETAILS IN:
ABOUT THIS REPORT:

   Permalink: http://citec.repec.org/pge279
   Updated: 2026-06-13    RAS profile: 2024-07-08    
   Missing citations? Add them    Incorrect content? Let us know

Relations with other researchers

Works with:

Gnabo, Jean-Yves (2)

Mohimont, Jolan (2)

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)

Maheu, John (3)

Huber, Florian (3)

Wang, Gang-Jin (3)

Casarin, Roberto (3)

Billio, Monica (3)

Nibbering, Didier (3)

Li, Youwei (2)

Horvath, Roman (2)

GAO, Jiti (2)

Koop, Gary (2)

Cites to:

Yilmaz, Kamil (8)

Diebold, Francis (8)

Boehmer, Ekkehart (6)

Schaumburg, Julia (6)

Szafarz, Ariane (5)

Koopman, Siem Jan (5)

Engle, Robert (5)

Lucas, Andre (5)

Kim, Tae-Hwan (4)

Manganelli, Simone (4)

zhang, xiaoyan (4)

Main data

Where Marco Valerio Geraci has published?

Journals with more than one article published# docs
Economic Review4

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

Recent works citing Marco Valerio Geraci (2025 and 2024)

YearTitle of citing document
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.

Full description at Econpapers || Download paper

2024Economic Integration of Africa in the 21st Century: Complex Network and Panel Regression Analysis. (2024). Rocha, Luis ; Gandica, Yerali ; Abafita, Jemal ; Choramo, Tekilu Tadesse. In: Papers. RePEc:arx:papers:2410.21019.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

2024Does the international oil market interact with China’s financial market? New evidence from time-varying higher moments. (2024). Liu, Xiaoxing ; Zhou, Donghai ; Tang, Chun. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:74:y:2024:i:c:s1062940824001177.

Full description at Econpapers || Download paper

2025Systemic risk and network effects in RCEP financial markets: Evidence from the TEDNQR model. (2025). Zhang, Feipeng ; Luo, Qiong ; Chen, Yan. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:76:y:2025:i:c:s1062940824002420.

Full description at Econpapers || Download paper

2025Cascading failure, financial network and systemic risk. (2025). Cao, Jie ; Yang, Huirui ; Miao, Hualu ; Huang, Chuangxia. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:80:y:2025:i:c:s1062940825001457.

Full description at Econpapers || Download paper

2024Time-varying multivariate causal processes. (2024). GAO, Jiti ; Yan, Yayi ; Wu, Wei Biao ; Peng, Bin. In: Journal of Econometrics. RePEc:eee:econom:v:240:y:2024:i:1:s0304407624000174.

Full description at Econpapers || Download paper

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

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

2024Systemic risk prediction using machine learning: Does network connectedness help prediction?. (2024). Wang, Gang-Jin ; Zhu, You ; Chen, Yan ; Xie, Chi. In: International Review of Financial Analysis. RePEc:eee:finana:v:93:y:2024:i:c:s1057521924000796.

Full description at Econpapers || Download paper

2024Cross-exchange crypto risk: A high-frequency dynamic network perspective. (2024). Wang, Yifu ; Hardle, Wolfgang Karl ; Lu, Wanbo ; Ren, Rui ; Lin, Min-Bin. In: International Review of Financial Analysis. RePEc:eee:finana:v:94:y:2024:i:c:s1057521924001789.

Full description at Econpapers || Download paper

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

Full description at Econpapers || Download paper

2026The effect of investor-driven information diffusion on excess comovement: Evidence from retail and institutional investors in China and the United States. (2026). Chen, Zhang-Hangjian ; Gao, Xiang ; Yi, Miaomiao ; Ren, Fei. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:106:y:2026:i:c:s1042443125001489.

Full description at Econpapers || Download paper

2024Bayesian forecasting in economics and finance: A modern review. (2024). Maheu, John ; Huber, Florian ; Koop, Gary ; Martin, Gael M ; Nibbering, Didier ; Frazier, David T ; Panagiotelis, Anastasios ; Maneesoonthorn, Worapree ; Loaiza-Maya, Ruben. In: International Journal of Forecasting. RePEc:eee:intfor:v:40:y:2024:i:2:p:811-839.

Full description at Econpapers || Download paper

2024How informed are international short sellers? Global and local industry concentration of short sellers. (2024). , Ruth ; Huszr, Zsuzsa R ; Duong, Truong X. In: Journal of Multinational Financial Management. RePEc:eee:mulfin:v:76:y:2024:i:c:s1042444x24000501.

Full description at Econpapers || Download paper

2024Does the risk spillover in global financial markets intensify during major public health emergencies? Evidence from the COVID-19 crisis. (2024). Wang, Yifan ; Zhang, Yanhang ; You, Xiqi ; Yang, Hanfang. In: Pacific-Basin Finance Journal. RePEc:eee:pacfin:v:83:y:2024:i:c:s0927538x24000234.

Full description at Econpapers || Download paper

2025Extreme frequency connectedness, determinants and portfolio analysis of major cryptocurrencies: Insights from quantile time-frequency approach. (2025). Kang, Sang Hoon ; Mishra, Sibanjan ; Bhattacherjee, Purba. In: The Quarterly Review of Economics and Finance. RePEc:eee:quaeco:v:100:y:2025:i:c:s1062976925000158.

Full description at Econpapers || Download paper

2024Systemic risk and financial networks. (2024). Zhang, Xiaoyuan ; Li, Bingqing. In: The Quarterly Review of Economics and Finance. RePEc:eee:quaeco:v:94:y:2024:i:c:p:25-36.

Full description at Econpapers || Download paper

2024Multilayer networks in the frequency domain: Measuring volatility connectedness among Chinese financial institutions. (2024). Wang, Gang-Jin ; Ouyang, Zisheng ; Zhou, Xuewei ; Liu, Shuwen ; Lu, Min. In: International Review of Economics & Finance. RePEc:eee:reveco:v:92:y:2024:i:c:p:909-928.

Full description at Econpapers || Download paper

2024Are Regulatory Short Sale Data a Profitable Predictor of UK Stock Returns?. (2024). Ashby, Michael. In: JRFM. RePEc:gam:jjrfmx:v:17:y:2024:i:8:p:320-:d:1442459.

Full description at Econpapers || Download paper

2025Cryptocurrency Implied Volatility as a Driver of the Interlinkages Across Cryptocurrencies€™ Returns: A Wavelet Analysis. (2025). Dangi, Vandana. In: Vikalpa: The Journal for Decision Makers. RePEc:sae:vikjou:v:50:y:2025:i:4:p:322-350.

Full description at Econpapers || Download paper

2026Connectedness Across Healthcare Cryptocurrencies, DeFi, and NFTs Tokens: Which Global Risk Factors Should Be Given More Attention?. (2026). Lucey, Brian ; Su, Tong ; Guesmi, Khaled ; Khan, Nasir. In: Journal of Futures Markets. RePEc:wly:jfutmk:v:46:y:2026:i:5:p:878-903.

Full description at Econpapers || Download paper

2024The Life Cycle of Systemic Risk and Crises. (2024). Berger, Allen N ; Sedunov, John. In: Journal of Money, Credit and Banking. RePEc:wly:jmoncb:v:56:y:2024:i:8:p:1923-1961.

Full description at Econpapers || Download paper

2025Hush the rush: Short-selling bans in times of stress. (2025). Aminian, Armin. In: BERG Working Paper Series. RePEc:zbw:bamber:330325.

Full description at Econpapers || Download paper

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]		paper3
2018Fragmentation, integration and macroprudential surveillance of the US financial industry: Insights from network science.(2018) In: PLOS ONE.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 3		article
2020Common Short Selling and Excess Comovement: Evidence from a Sample of LSE Stocks In: Cambridge Working Papers in Economics.
[Full Text][Citation analysis]		paper4
2023Common short selling and excess comovement: Evidence from a sample of LSE stocks.(2023) In: Journal of Financial Markets.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 4		article
2018Measuring Interconnectedness between Financial Institutions with Bayesian Time-Varying Vector Autoregressions In: Journal of Financial and Quantitative Analysis.
[Full Text][Citation analysis]		article62
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: 62		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]		article12
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
2024A decomposition of euro area macroeconomic uncertainty In: Economic Review.
[Full Text][Citation analysis]		article0
2017Essays on Complexity in the Financial System In: ULB Institutional Repository.
[Full Text][Citation analysis]		paper0

CitEc is a RePEc service, providing citation data for Economics since 2001. Last updated June, 12 2026. Contact: CitEc Team