Marco Valerio Geraci : Citation Profile

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

3

H index

2

i10 index

77

Citations

RESEARCH PRODUCTION:

8

Articles

6

Papers

RESEARCH ACTIVITY:

   9 years (2015 - 2024). See details.
   Cites by year: 8
   Journals where Marco Valerio Geraci has often published
   Relations with other researchers
   Recent citing documents: 21.    Total self citations: 2 (2.53 %)

MORE DETAILS IN:
ABOUT THIS REPORT:

   Permalink: http://citec.repec.org/pge279
   Updated: 2025-07-12    RAS profile: 2024-07-08    
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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)

Huber, Florian (3)

Casarin, Roberto (3)

Wang, Gang-Jin (3)

Billio, Monica (3)

Maheu, John (3)

Gnabo, Jean-Yves (2)

GAO, Jiti (2)

Koop, Gary (2)

Li, Youwei (2)

Hasse, Jean-Baptiste (2)

Cites to:

Diebold, Francis (8)

Yilmaz, Kamil (8)

Schaumburg, Julia (6)

Boehmer, Ekkehart (6)

Szafarz, Ariane (5)

Engle, Robert (5)

Lucas, Andre (5)

Koopman, Siem Jan (5)

Brunnermeier, Markus (4)

zhang, xiaoyan (4)

Schienle, Melanie (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.

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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.

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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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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.

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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.

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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.

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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.

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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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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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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.

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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.

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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.

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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.

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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.

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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.

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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.

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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.

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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.

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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.

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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.

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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]		paper3
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: 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]		paper3
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: 3		article
2018Measuring Interconnectedness between Financial Institutions with Bayesian Time-Varying Vector Autoregressions In: Journal of Financial and Quantitative Analysis.
[Full Text][Citation analysis]		article59
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: 59		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]		article11
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

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