Michalis Vasios : Citation Profile

European Union

6

H index

6

i10 index

142

Citations

RESEARCH PRODUCTION:

3

Articles

13

Papers

1

Chapters

RESEARCH ACTIVITY:

   6 years (2014 - 2020). See details.
   Cites by year: 23
   Journals where Michalis Vasios has often published
   Relations with other researchers
   Recent citing documents: 14.    Total self citations: 11 (7.19 %)

MORE DETAILS IN:
ABOUT THIS REPORT:

   Permalink: http://citec.repec.org/pva697
   Updated: 2025-03-22    RAS profile: 2023-03-16    
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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 Michalis Vasios.

Is cited by:

Ranaldo, Angelo (6)

Vause, Nicholas (5)

Timmer, Yannick (4)

Pelizzon, Loriana (4)

Huang, Wenqian (4)

Hau, Harald (4)

Shin, Kwanho (3)

Murphy, David (3)

Park, Cyn-Young (3)

Hoerova, Marie (3)

Hoffmann, Peter (3)

Cites to:

Duffie, Darrell (13)

Benos, Evangelos (8)

Biais, Bruno (7)

Vause, Nicholas (6)

Lagos, Ricardo (6)

Payne, Richard (6)

Pedersen, Lasse (6)

Zhong, Zhaodong (6)

Weill, Pierre-Olivier (5)

Hoffmann, Peter (5)

Hoerova, Marie (5)

Main data

Production by document typepaperchapterarticle2014201520162017201820192020052.5Documents Highcharts.comExport to raster or vector imagePrint the chart
Cumulative documents published201420152016201720182019202005101520Documents Highcharts.comExport to raster or vector imagePrint the chart

Citations received2014201520162017201820192020202120222023202420250102030Citations Highcharts.comExport to raster or vector imagePrint the chart
Citations by production year20142015201620172018201920200204060Citations Highcharts.comExport to raster or vector imagePrint the chart

H-Index: 6Most cited documents1234567802040Number of citations Highcharts.comExport to raster or vector imagePrint the chart
H-Index evolution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h-index Highcharts.comExport to raster or vector imagePrint the chart

Where Michalis Vasios has published?

Recent works citing Michalis Vasios (2025 and 2024)

Year  ↓Title of citing document  ↓
2025Flexible asset purchases and repo market functioning. (2025). Poinelli, Andrea ; Grasso, Adriana. In: Working Paper Series. RePEc:ecb:ecbwps:20253013.

Full description at Econpapers || Download paper

2025Leverage actually: the impact on banks’ borrowing costs in euro area money markets. (2025). Samarina, Anna ; Faria, Lara Sousa ; Andreeva, Desislava. In: Working Paper Series. RePEc:ecb:ecbwps:20253016.

Full description at Econpapers || Download paper

2024The effect of mandatory CSR disclosure on stock liquidity. (2024). Li, Zhiyuan ; Lin, Wenlian ; Zhou, Sili. In: China Economic Review. RePEc:eee:chieco:v:87:y:2024:i:c:s1043951x24001214.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

2024Dynamic margin optimization. (2024). Berlinger, Edina ; Dmtr, Barbara ; Bihary, Zsolt. In: Finance Research Letters. RePEc:eee:finlet:v:68:y:2024:i:c:s1544612324010298.

Full description at Econpapers || Download paper

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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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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2024Efficient estimation of bid–ask spreads from open, high, low, and close prices. (2024). Kroencke, Tim A ; Guidotti, Emanuele ; Ardia, David. In: Journal of Financial Economics. RePEc:eee:jfinec:v:161:y:2024:i:c:s0304405x24001399.

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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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2025All-to-All Trading in the U.S. Treasury Market. (2025). Vega, Clara ; Fleming, Michael ; Huh, Yesol ; Cox, Caren ; Windover, Carolyn ; Golay, Ellen Correia ; Chaboud, Alain P ; Lee, Kyle ; Keane, Frank M ; Schwarz, Krista B. In: Economic Policy Review. RePEc:fip:fednep:99623.

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Works by Michalis Vasios:

Year  ↓Title  ↓Type  ↓Cited  ↓
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]		paper38
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: 38		article
2016A comparative analysis of tools to limit the procyclicality of initial margin requirements In: Bank of England working papers.
[Citation analysis]		paper19
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]		paper18
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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