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Details about Gerardo Ferrara

Homepage:http://www.gerardoferrara.com/
Workplace:Bank of England, (more information at EDIRC)

Access statistics for papers by Gerardo Ferrara.

Last updated 2025-01-07. Update your information in the RePEc Author Service.

Short-id: pfe449


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Working Papers

2024

  1. Nonstandard Errors
    Post-Print, HAL Downloads
    Also in Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers), HAL (2021) Downloads
    Working Papers, Faculty of Economics and Statistics, Universität Innsbruck (2021) Downloads View citations (6)
    LSE Research Online Documents on Economics, London School of Economics and Political Science, LSE Library (2024) Downloads
    Post-Print, HAL (2021) Downloads
    Working Papers, Lund University, Department of Economics (2021) Downloads
    Bank of England working papers, Bank of England (2021) Downloads

    See also Journal Article Nonstandard Errors, Journal of Finance, American Finance Association (2024) Downloads (2024)

2022

  1. Central bank swap lines: micro-level evidence
    Bank of England working papers, Bank of England Downloads View citations (1)
  2. Collateral Cycles
    Swiss Finance Institute Research Paper Series, Swiss Finance Institute Downloads
    Also in Bank of England working papers, Bank of England (2022) Downloads

2021

  1. Modelling fire sale contagion across banks and non-banks
    Bank of England working papers, Bank of England Downloads View citations (3)
    See also Journal Article Modelling fire sale contagion across banks and non-banks, Journal of Financial Stability, Elsevier (2024) Downloads View citations (1) (2024)

2019

  1. Multiplex network analysis of the UK OTC derivatives market
    Bank of England working papers, Bank of England Downloads View citations (11)
  2. Simulating liquidity stress in the derivatives market
    Bank of England working papers, Bank of England Downloads View citations (3)
    See also Journal Article Simulating liquidity stress in the derivatives market, Journal of Economic Dynamics and Control, Elsevier (2021) Downloads View citations (9) (2021)

2018

  1. Systemic illiquidity in the interbank network
    ESRB Working Paper Series, European Systemic Risk Board Downloads View citations (2)
    Also in Bank of England working papers, Bank of England (2017) Downloads View citations (9)

    See also Journal Article Systemic illiquidity in the interbank network, Quantitative Finance, Taylor & Francis Journals (2019) Downloads View citations (11) (2019)
  2. The impact of the leverage ratio on client clearing
    Bank of England working papers, Bank of England Downloads View citations (11)

2017

  1. Central counterparty auction design
    Bank of England working papers, Bank of England Downloads View citations (5)
  2. The impact of de-tiering in the United Kingdom’s large-value payment system
    Bank of England working papers, Bank of England Downloads View citations (3)

Journal Articles

2024

  1. Modelling fire sale contagion across banks and non-banks
    Journal of Financial Stability, 2024, 71, (C) Downloads View citations (1)
    See also Working Paper Modelling fire sale contagion across banks and non-banks, Bank of England working papers (2021) Downloads View citations (3) (2021)
  2. Nonstandard Errors
    Journal of Finance, 2024, 79, (3), 2339-2390 Downloads
    See also Working Paper Nonstandard Errors, Post-Print (2024) Downloads (2024)

2021

  1. Counterparty choice in the UK credit default swap market: An empirical matching approach
    Economic Modelling, 2021, 94, (C), 58-74 Downloads
  2. Simulating liquidity stress in the derivatives market
    Journal of Economic Dynamics and Control, 2021, 133, (C) Downloads View citations (9)
    See also Working Paper Simulating liquidity stress in the derivatives market, Bank of England working papers (2019) Downloads View citations (3) (2019)

2019

  1. Multiplex network analysis of the UK over‐the‐counter derivatives market
    International Journal of Finance & Economics, 2019, 24, (4), 1520-1544 Downloads View citations (13)
  2. Systemic illiquidity in the interbank network
    Quantitative Finance, 2019, 19, (11), 1779-1795 Downloads View citations (11)
    See also Working Paper Systemic illiquidity in the interbank network, ESRB Working Paper Series (2018) Downloads View citations (2) (2018)

2016

  1. The small bank failures of the early 1990s: another story of boom and bust
    Bank of England Quarterly Bulletin, 2016, 56, (1), 41-51 Downloads View citations (3)
 
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