Michalis Vasios : Citation Profile

Are you Michalis Vasios?

European Union

6

H index

6

i10 index

136

Citations

RESEARCH PRODUCTION:

3

Articles

13

Papers

1

Chapters

RESEARCH ACTIVITY:

   6 years (2014 - 2020). See details.
   Cites by year: 22
   Journals where Michalis Vasios has often published
   Relations with other researchers
   Recent citing documents: 16.    Total self citations: 11 (7.48 %)

MORE DETAILS IN:
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   Permalink: http://citec.repec.org/pva697
   Updated: 2024-12-03    RAS profile: 2023-03-16    
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Relations with other researchers

Works with:

Menkveld, Albert (2)

Huang, Wenqian (2)

Huang, Wenqian (2)

Ranaldo, Angelo (2)

Authors registered in RePEc who have co-authored more than one work in the last five years with Michalis Vasios.

Is cited by:

Ranaldo, Angelo (6)

Timmer, Yannick (4)

Hau, Harald (4)

Huang, Wenqian (4)

Pelizzon, Loriana (4)

D'Avino, Carmela (3)

Heider, Florian (3)

Shin, Kwanho (3)

Murphy, David (3)

Onur, Esen (3)

Langfield, Sam (3)

Cites to:

Duffie, Darrell (10)

Benos, Evangelos (8)

Biais, Bruno (7)

Vause, Nicholas (6)

Payne, Richard (6)

Zhong, Zhaodong (6)

Lagos, Ricardo (6)

Pedersen, Lasse (6)

Heider, Florian (5)

Langfield, Sam (5)

Hoerova, Marie (5)

Main data

Where Michalis Vasios has published?

Recent works citing Michalis Vasios (2024 and 2023)

YearTitle of citing document
2023Regulatory Reforms and Price Heterogeneity in an OTC Derivative Market. (2023). Sone, Taihei ; Oda, Takemasa ; Miyakawa, Daisuke. In: Bank of Japan Working Paper Series. RePEc:boj:bojwps:wp23e12.

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2023Window dressing of regulatory metrics: evidence from repo markets. (2023). Waibel, Martin ; Grill, Michael ; Behn, Markus ; Bassi, Claudio. In: Working Paper Series. RePEc:ecb:ecbwps:20232771.

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2023Counter-cyclical Margins for Option Portfolios. (2023). Li, Duan ; Wu, QI ; Chen, Yuanyuan. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:146:y:2023:i:c:s0165188922002755.

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2024Procyclical variation margins in central clearing. (2024). Suh, Sangwon ; Jin, Yangkyu. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:70:y:2024:i:c:s1062940823001626.

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2023On the choice of central counterparties in the EU. (2023). Demange, Gabrielle ; Piquard, Thibaut. In: Journal of Financial Markets. RePEc:eee:finmar:v:64:y:2023:i:c:s1386418123000174.

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2024How does the repo market behave under stress? Evidence from the COVID-19 crisis. (2024). Maria, Luitgard Anna ; Lepore, Caterina ; Huser, Anne-Caroline. In: Journal of Financial Stability. RePEc:eee:finsta:v:70:y:2024:i:c:s1572308923000931.

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2023Judgment day: Algorithmic trading around the Swiss franc cap removal. (2023). Breedon, Francis ; Vause, Nicholas ; Ranaldo, Angelo ; Chen, Louisa. In: Journal of International Economics. RePEc:eee:inecon:v:140:y:2023:i:c:s0022199622001453.

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2023Collateral competition: Evidence from central counterparties. (2023). Tompaidis, Stathis ; Pancost, Aaron N ; Grothe, Magdalena. In: Journal of Financial Economics. RePEc:eee:jfinec:v:149:y:2023:i:3:p:536-556.

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2024Monetary policy transmission in segmented markets. (2024). Zhang, Anthony Lee ; Ma, Yiming ; Eisenschmidt, Jens. In: Journal of Financial Economics. RePEc:eee:jfinec:v:151:y:2024:i:c:s0304405x23001782.

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2024Window dressing of regulatory metrics: Evidence from repo markets. (2024). Waibel, Martin ; Grill, Michael ; Behn, Markus ; Bassi, Claudio. In: Journal of Financial Intermediation. RePEc:eee:jfinin:v:58:y:2024:i:c:s1042957324000147.

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2023Safe Asset Carry Trade. (2023). Ranaldo, Angelo ; Ballensiefen, Benedikt. In: The Review of Asset Pricing Studies. RePEc:oup:rasset:v:13:y:2023:i:2:p:223-265..

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2023The determinants of liquidity commonality in the Euro-area sovereign bond market. (2023). Jiang, XU ; Panagiotou, Panagiotis ; Gavilan, Angel. In: The European Journal of Finance. RePEc:taf:eurjfi:v:29:y:2023:i:10:p:1144-1186.

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Works by Michalis Vasios:

YearTitleTypeCited
2017Gauging market dynamics using trade repository data: The case of the Swiss franc de-pegging In: IFC Bulletins chapters.
[Full Text][Citation analysis]		chapter19
2017Gauging market dynamics using trade repository data: the case of the Swiss franc de-pegging.(2017) In: Bank of England Financial Stability Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 19		paper
2019The cost of clearing fragmentation In: BIS Working Papers.
[Full Text][Citation analysis]		paper4
2019The cost of clearing fragmentation.(2019) In: Bank of England working papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 4		paper
2016Centralized trading, transparency and interest rate swap market liquidity: evidence from the implementation of the Dodd-Frank Act In: Bank of England working papers.
[Full Text][Citation analysis]		paper37
2020Centralized Trading, Transparency, and Interest Rate Swap Market Liquidity: Evidence from the Implementation of the Dodd–Frank Act.(2020) In: Journal of Financial and Quantitative Analysis.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 37		article
2016A comparative analysis of tools to limit the procyclicality of initial margin requirements In: Bank of England working papers.
[Full Text][Citation analysis]		paper18
2017Identifying contagion in a banking network In: Bank of England working papers.
[Full Text][Citation analysis]		paper12
2017Identifying Contagion in a Banking Network.(2017) In: Finance and Economics Discussion Series.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 12		paper
2018OTC premia In: Bank of England working papers.
[Full Text][Citation analysis]		paper0
2020OTC premia.(2020) In: Journal of Financial Economics.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 0		article
2018OTC Premia.(2018) In: Working Papers on Finance.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 0		paper
2019Regulatory effects on short-term interest rates In: Bank of England working papers.
[Full Text][Citation analysis]		paper14
2019OTC microstructure in a period of stress: a multi?layered network approach In: Bank of England working papers.
[Full Text][Citation analysis]		paper0
2014Financial Stability Paper No 29: An investigation into the procyclicality of risk-based initial margin models In: Bank of England Financial Stability Papers.
[Full Text][Citation analysis]		paper27
2014Sell-side analysts’ career concerns during banking stresses In: Journal of Banking & Finance.
[Full Text][Citation analysis]		article5
2015Profiting from Mimicking Strategies in Non-Anonymous Markets In: MPRA Paper.
[Full Text][Citation analysis]		paper0

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