Giovanni di Iasio : Citation Profile

Are you Giovanni di Iasio?

Banca d'Italia

4

H index

3

i10 index

209

Citations

RESEARCH PRODUCTION:

3

Articles

10

Papers

1

Chapters

RESEARCH ACTIVITY:

   9 years (2013 - 2022). See details.
   Cites by year: 23
   Journals where Giovanni di Iasio has often published
   Relations with other researchers
   Recent citing documents: 33.    Total self citations: 4 (1.88 %)

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   Permalink: http://citec.repec.org/pdi375
   Updated: 2024-12-03    RAS profile: 2022-09-30    
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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 Giovanni di Iasio.

Is cited by:

Aldasoro, Iñaki (14)

Renneboog, Luc (13)

León, Carlos (12)

Berndsen, Ron (10)

Budnik, Katarzyna (7)

Delli Gatti, Domenico (6)

Kok, Christoffer (6)

Mistrulli, Paolo Emilio (6)

Faia, Ester (6)

Volk, Matjaž (5)

Montes-Rojas, Gabriel (5)

Cites to:

Shleifer, Andrei (9)

Bargigli, Leonardo (8)

Shin, Hyun Song (7)

Infante, Luigi (5)

Bech, Morten (5)

Mistrulli, Paolo Emilio (4)

Atalay, Enghin (4)

Wouters, Raf (4)

Morris, Stephen (4)

Stiglitz, Joseph (4)

Fricke, Daniel (4)

Main data

Where Giovanni di Iasio has published?

Journals with more than one article published# docs
Quantitative Finance2

Working Papers Series with more than one paper published# docs
Working Paper Series / European Central Bank3
Papers / arXiv.org2

Recent works citing Giovanni di Iasio (2024 and 2023)

YearTitle of citing document
2023The Evolution Of Centralisation on Cryptocurrency Platforms. (2022). Tessone, Claudio J ; Nicolo' Vallarano, ; Yan, Tao ; de Collibus, Francesco Maria ; Cristodaro, Raffaele ; Campajola, Carlo. In: Papers. RePEc:arx:papers:2206.05081.

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2023Interbank Decisions and Margins of Stability: an Agent-Based Stock-Flow Consistent Approach. (2023). Reale, Jessica. In: Papers. RePEc:arx:papers:2306.05860.

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2023A systematic review of early warning systems in finance. (2023). Ramtinnia, Shahin ; Eyvazloo, Reza ; Namaki, Ali. In: Papers. RePEc:arx:papers:2310.00490.

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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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2024Statistical Validation of Contagion Centrality in Financial Networks. (2024). Feinstein, Zachary ; Sadeghi, Agathe. In: Papers. RePEc:arx:papers:2404.14337.

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2023Interbank 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.

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2023.

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2024Systemic Risk in Banking, Fire Sales, and Macroeconomic Disasters. (2024). Bougheas, Spiros ; Nelson, Douglas R ; Kirman, Alan P ; Harvey, David I. In: CESifo Working Paper Series. RePEc:ces:ceswps:_10991.

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20242023 macroprudential stress test of the euro area banking system. (2024). Steege, Lucas Ter ; Rohm, Nicola ; Podlogar, Jure ; Nunes, Andre ; le Grand, Catherine ; Narueviius, Laurynas ; Dimitrov, Ivan ; Cappelletti, Giuseppe. In: Occasional Paper Series. RePEc:ecb:ecbops:2024347.

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2024Advancements in stress-testing methodologies for financial stability applications. (2024). Shaw, Frances ; Poblacion, Francisco Javier ; Metzler, Julian ; le Grand, Catherine ; Chalf, Yasmine ; Konietschke, Paul ; Trachana, Zoe ; Figueres, Juan Manuel ; Ortl, Aljosa ; Durrani, Agha ; Georgescu, Oana-Maria ; Grassi, Alberto ; Franch, Fabio ; Giglio, Carla ; Sydow, Matthias ; Marques, Aurea Ponte ; Gross, Johannes ; Budnik, Katarzyna. In: Occasional Paper Series. RePEc:ecb:ecbops:2024348.

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2023Liquidity bu?ers and open-end investment funds: containing out?ows and reducing ?re sales. (2023). Wedow, Michael ; Weistroffer, Christian ; Vivar, Luis Molestina ; Dekker, Lennart. In: Working Paper Series. RePEc:ecb:ecbwps:20232825.

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2024Pattern-detection in the global automotive industry: A manufacturer-supplier-product network analysis. (2024). Squartini, Tiziano ; Cimini, Giulio ; Zaccaria, Andrea ; Fessina, Massimiliano. In: Chaos, Solitons & Fractals. RePEc:eee:chsofr:v:181:y:2024:i:c:s0960077924001814.

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2024Exploring social networks through stochastic multilayer graph modeling. (2024). Rezvanian, Alireza ; Meybodi, Mohammad Reza ; Daliri, Mohammad Mehdi. In: Chaos, Solitons & Fractals. RePEc:eee:chsofr:v:182:y:2024:i:c:s0960077924003163.

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2023Liability taxes, risk, and the cost of banking crises. (2023). Fatica, Serena ; Pagano, Andrea ; Kvedaras, Virmantas ; Heynderickx, Wouter ; Bellucci, Andrea. In: Journal of Corporate Finance. RePEc:eee:corfin:v:79:y:2023:i:c:s0929119923000366.

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2024Interbank 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.

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2023Macroprudential regulation and leakage to the shadow banking sector. (2023). Mazelis, Falk ; Gebauer, Stefan. In: European Economic Review. RePEc:eee:eecrev:v:154:y:2023:i:c:s0014292123000338.

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2024Higher-order assortativity for directed weighted networks and Markov chains. (2024). Grassi, Rosanna ; Cerqueti, Roy ; Arcagni, Alberto. In: European Journal of Operational Research. RePEc:eee:ejores:v:316:y:2024:i:1:p:215-227.

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2023Interconnected 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.

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2023Do we need to consider multiple inter-bank linkages for systemic risk in China’s banking industry? Analysis based on the multilayer network. (2023). Wen, Huailing ; Gan, Yiran ; Hu, Li Qin. In: Finance Research Letters. RePEc:eee:finlet:v:51:y:2023:i:c:s1544612322006109.

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2023Macrofinancial determinants of volatility transmission in a network of European sovereign debt markets. (2023). Rambaud, Salvador Cruz ; Garcia, Javier Sanchez. In: Finance Research Letters. RePEc:eee:finlet:v:53:y:2023:i:c:s1544612323000090.

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2023The role of credit lines and multiple lending in financial contagion and systemic events. (2023). Mistrulli, Paolo Emilio ; Cappelletti, Giuseppe. In: Journal of Financial Stability. RePEc:eee:finsta:v:67:y:2023:i:c:s1572308923000414.

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2024Uncertainty, non-linear contagion and the credit quality channel: An application to the Spanish interbank market. (2024). Stupariu, Patricia ; Carro, Adrian. In: Journal of Financial Stability. RePEc:eee:finsta:v:71:y:2024:i:c:s1572308924000111.

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2024Liquidity buffers and open-end investment funds: Containing outflows or reducing fire sales?. (2024). Wedow, Michael ; Weistroffer, Christian ; Vivar, Luis Molestina ; Dekker, Lennart. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:91:y:2024:i:c:s1042443123001774.

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2023Scenario-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.

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2023Multilayer interbank networks and systemic risk propagation: Evidence from China. (2023). Liu, Jiahui ; Ding, YI ; Yan, Chun. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:628:y:2023:i:c:s0378437123006994.

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2023Asymmetric rate of returns and wealth distribution influenced by the introduction of technical analysis into a behavioral agent-based model. (2023). Atman, A. P. F., ; Stefan, F M. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:630:y:2023:i:c:s0378437123008191.

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2023Dimensional reduction of solvency contagion dynamics on financial networks. (2023). Montagna, Guido ; Ricciardi, Gianmarco ; Cimini, Giulio ; Caldarelli, Guido. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:630:y:2023:i:c:s0378437123008427.

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2024Systemic risk in banking, fire sales, and macroeconomic disasters. (2024). Bougheas, Spiros ; Nelson, Douglas ; Kirman, Alan ; Harvey, David I. In: Discussion Papers. RePEc:not:notcfc:2024/02.

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2023Uncovering 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.

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2023Climate-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.

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Works by Giovanni di Iasio:

YearTitleTypeCited
2013The multiplex structure of interbank networks In: Papers.
[Full Text][Citation analysis]		paper155
2013The Multiplex Structure of Interbank Networks.(2013) In: Working Papers - Economics.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 155		paper
2015The multiplex structure of interbank networks.(2015) In: Quantitative Finance.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 155		article
2015Interbank markets and multiplex networks: centrality measures and statistical null models In: Papers.
[Full Text][Citation analysis]		paper3
2022A model of system-wide stress simulation: market-based finance and the Covid-19 event In: Questioni di Economia e Finanza (Occasional Papers).
[Full Text][Citation analysis]		paper1
2022A model of system-wide stress simulation: market-based finance and the Covid-19 event.(2022) In: Working Paper Series.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 1		paper
2015Capital and contagion in financial networks In: IFC Bulletins chapters.
[Full Text][Citation analysis]		chapter18
2013Capital and Contagion in Financial Networks.(2013) In: MPRA Paper.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 18		paper
2019Macroprudential stress test of the euro area banking system In: Occasional Paper Series.
[Full Text][Citation analysis]		paper24
2021Market failures in market-based finance In: Working Paper Series.
[Full Text][Citation analysis]		paper0
2022Macroprudential regulation of investment funds In: Working Paper Series.
[Full Text][Citation analysis]		paper4
2013Incentives and financial crises: Microfounded macroprudential regulation In: Journal of Financial Intermediation.
[Full Text][Citation analysis]		article4
2017Crises in the modern financial ecosystem In: ESRB Working Paper Series.
[Full Text][Citation analysis]		paper0
2015Special issue of Quantitative Finance on Interlinkages and Systemic Risk In: Quantitative Finance.
[Full Text][Citation analysis]		article0

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