Details about Gerardo Ferrara
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
- Nonstandard Errors
Post-Print, HAL 
Also in Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers), HAL (2021)  Working Papers, Faculty of Economics and Statistics, Universität Innsbruck (2021) View citations (6) LSE Research Online Documents on Economics, London School of Economics and Political Science, LSE Library (2024)  Post-Print, HAL (2021)  Working Papers, Lund University, Department of Economics (2021)  Bank of England working papers, Bank of England (2021) 
See also Journal Article Nonstandard Errors, Journal of Finance, American Finance Association (2024) (2024)
2022
- Central bank swap lines: micro-level evidence
Bank of England working papers, Bank of England View citations (1)
- Collateral Cycles
Swiss Finance Institute Research Paper Series, Swiss Finance Institute 
Also in Bank of England working papers, Bank of England (2022)
2021
- Modelling fire sale contagion across banks and non-banks
Bank of England working papers, Bank of England View citations (3)
See also Journal Article Modelling fire sale contagion across banks and non-banks, Journal of Financial Stability, Elsevier (2024) View citations (1) (2024)
2019
- Multiplex network analysis of the UK OTC derivatives market
Bank of England working papers, Bank of England View citations (11)
- Simulating liquidity stress in the derivatives market
Bank of England working papers, Bank of England View citations (3)
See also Journal Article Simulating liquidity stress in the derivatives market, Journal of Economic Dynamics and Control, Elsevier (2021) View citations (9) (2021)
2018
- Systemic illiquidity in the interbank network
ESRB Working Paper Series, European Systemic Risk Board View citations (2)
Also in Bank of England working papers, Bank of England (2017) View citations (9)
See also Journal Article Systemic illiquidity in the interbank network, Quantitative Finance, Taylor & Francis Journals (2019) View citations (11) (2019)
- The impact of the leverage ratio on client clearing
Bank of England working papers, Bank of England View citations (11)
2017
- Central counterparty auction design
Bank of England working papers, Bank of England View citations (5)
- The impact of de-tiering in the United Kingdom’s large-value payment system
Bank of England working papers, Bank of England View citations (3)
Journal Articles
2024
- Modelling fire sale contagion across banks and non-banks
Journal of Financial Stability, 2024, 71, (C) View citations (1)
See also Working Paper Modelling fire sale contagion across banks and non-banks, Bank of England working papers (2021) View citations (3) (2021)
- Nonstandard Errors
Journal of Finance, 2024, 79, (3), 2339-2390 
See also Working Paper Nonstandard Errors, Post-Print (2024) (2024)
2021
- Counterparty choice in the UK credit default swap market: An empirical matching approach
Economic Modelling, 2021, 94, (C), 58-74
- Simulating liquidity stress in the derivatives market
Journal of Economic Dynamics and Control, 2021, 133, (C) View citations (9)
See also Working Paper Simulating liquidity stress in the derivatives market, Bank of England working papers (2019) View citations (3) (2019)
2019
- Multiplex network analysis of the UK over‐the‐counter derivatives market
International Journal of Finance & Economics, 2019, 24, (4), 1520-1544 View citations (13)
- Systemic illiquidity in the interbank network
Quantitative Finance, 2019, 19, (11), 1779-1795 View citations (11)
See also Working Paper Systemic illiquidity in the interbank network, ESRB Working Paper Series (2018) View citations (2) (2018)
2016
- The small bank failures of the early 1990s: another story of boom and bust
Bank of England Quarterly Bulletin, 2016, 56, (1), 41-51 View citations (3)
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