6
H index
6
i10 index
96
Citations
Gerardo Ferrara : Citation Profile
Bank of England | RESEARCH PRODUCTION: 7 Articles 19 Papers RESEARCH ACTIVITY:
MORE DETAILS IN: ABOUT THIS REPORT:
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8 years (2016 - 2024). Relations with other researchers
Main data
Where Gerardo Ferrara has published?
| Working Papers Series with more than one paper published | # docs |
|---|---|
| Post-Print / HAL | 2 |
Recent works citing Gerardo Ferrara (2025 and 2024)
Year  | Title of citing document |
|---|---|
| 2024 | 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 |
| 2024 | Shifting the yield curve for fixed-income and derivatives portfolios. (2024). Segura, Anatoli ; Ruzzi, Dario ; Bianchi, Michele Leonardo. In: Papers. RePEc:arx:papers:2412.15986. Full description at Econpapers || Download paper |
| 2024 | Interbank 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. Full description at Econpapers || Download paper |
| 2025 | Dynamic clearing and contagion in financial networks. (2025). Feinstein, Zachary ; Bernstein, Alex ; Banerjee, Tathagata. In: European Journal of Operational Research. RePEc:eee:ejores:v:321:y:2025:i:2:p:664-675. Full description at Econpapers || Download paper |
| 2024 | Non-standard errors in asset pricing: Mind your sorts. (2024). Verwijmeren, Patrick ; van Vliet, Bart ; Soebhag, Amar. In: Journal of Empirical Finance. RePEc:eee:empfin:v:78:y:2024:i:c:s0927539824000525. Full description at Econpapers || Download paper |
| 2024 | Non-standard errors in the cryptocurrency world. (2024). Zaremba, Adam ; Poddig, Thorsten ; Gunther, Steffen ; Fieberg, Christian. In: International Review of Financial Analysis. RePEc:eee:finana:v:92:y:2024:i:c:s1057521924000383. Full description at Econpapers || Download paper |
| 2024 | Behavioral risk profiling: Measuring loss aversion of individual investors. (2024). Vandenbroucke, Jurgen ; van Dolder, Dennie. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:168:y:2024:i:c:s0378426624002073. Full description at Econpapers || Download paper |
| 2024 | Experimenting with Financial Professionals. (2022). Huber, Christoph ; Konig-Kersting, Christian. In: Working Papers. RePEc:inn:wpaper:2022-07. Full description at Econpapers || Download paper |
| 2025 | The Sources of Researcher Variation in Economics. (2025). Gallegos, Sebastian ; Huntington-Klein, Nick ; Portner, Claus C. In: IZA Discussion Papers. RePEc:iza:izadps:dp17744. Full description at Econpapers || Download paper |
| 2024 | No more tears without tiers? The impact of indirect settlement on liquidity use in TARGET2. (2024). Berndsen, Ron ; Diehl, Martin ; Heijmans, Ronald ; Paulick, Jan. In: Empirica. RePEc:kap:empiri:v:51:y:2024:i:2:d:10.1007_s10663-023-09597-6. Full description at Econpapers || Download paper |
| 2025 | Bank’s strategic interaction, adverse price dynamics and systemic liquidity risk. (2025). Wong, Lui-Hsian ; Silbermann, Leonid ; Roling, Christoph ; Krger, Ulrich. In: Journal of Banking Regulation. RePEc:pal:jbkreg:v:26:y:2025:i:1:d:10.1057_s41261-024-00240-3. Full description at Econpapers || Download paper |
| 2024 | . Full description at Econpapers || Download paper |
| 2025 | . Full description at Econpapers || Download paper |
| 2024 | 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 |
|---|---|---|---|
| 2024 | Nonstandard Errors In: Journal of Finance. [Full Text][Citation analysis] | article | 14 |
| 2021 | Non-standard errors.(2021) In: Bank of England working papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 14 | paper | |
| 2024 | Nonstandard errors.(2024) In: LSE Research Online Documents on Economics. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 14 | paper | |
| 2021 | Non-Standard Errors.(2021) In: Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers). [Full Text][Citation analysis] This paper has nother version. Agregated cites: 14 | paper | |
| 2024 | Nonstandard Errors.(2024) In: Post-Print. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 14 | paper | |
| 2021 | Non-Standard Errors.(2021) In: Post-Print. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 14 | paper | |
| 2021 | Non-Standard Errors.(2021) In: Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 14 | paper | |
| 2021 | Non-Standard Errors.(2021) In: Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 14 | paper | |
| 2017 | Systemic illiquidity in the interbank network In: Bank of England working papers. [Full Text][Citation analysis] | paper | 16 |
| 2018 | Systemic illiquidity in the interbank network.(2018) In: ESRB Working Paper Series. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 16 | paper | |
| 2019 | Systemic illiquidity in the interbank network.(2019) In: Quantitative Finance. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 16 | 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 | 3 |
| 2018 | Multiplex network analysis of the UK OTC derivatives market In: Bank of England working papers. [Full Text][Citation analysis] | paper | 10 |
| 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 | 11 |
| 2021 | Simulating liquidity stress in the derivatives market.(2021) In: Journal of Economic Dynamics and Control. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 11 | article | |
| 2021 | Modelling fire sale contagion across banks and non-banks In: Bank of England working papers. [Full Text][Citation analysis] | paper | 5 |
| 2024 | Modelling fire sale contagion across banks and non-banks.(2024) In: Journal of Financial Stability. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 5 | article | |
| 2022 | Collateral cycles In: Bank of England working papers. [Full Text][Citation analysis] | paper | 0 |
| 2022 | Collateral Cycles.(2022) In: Swiss Finance Institute Research Paper Series. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 0 | paper | |
| 2022 | Central bank swap lines: micro-level evidence In: Bank of England working papers. [Full Text][Citation analysis] | paper | 1 |
| 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 |
| 2021 | Non-Standard Errors In: Working Paper Series, Social and Economic Sciences. [Full Text][Citation analysis] | paper | 5 |
| 2019 | Multiplex network analysis of the UK over‐the‐counter derivatives market In: International Journal of Finance & Economics. [Full Text][Citation analysis] | article | 12 |
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