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Details about Marco Valerio Geraci

E-mail:
Homepage:http://mvgeraci.com
Workplace:Cambridge-INET, Faculty of Economics, University of Cambridge, (more information at EDIRC)

Access statistics for papers by Marco Valerio Geraci.

Last updated 2020-01-09. Update your information in the RePEc Author Service.

Short-id: pge279


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Working Papers

2018

  1. Fragmentation, integration and macroprudential surveillance of the US financial industry: Insights from network science
    Papers, arXiv.org Downloads

2016

  1. Short Selling in the Tails
    Working Papers ECARES, ULB -- Universite Libre de Bruxelles Downloads

2015

  1. Measuring interconnectedness between financial institutions with Bayesian time-varying vector autoregressions
    Working Papers ECARES, ULB -- Universite Libre de Bruxelles Downloads View citations (4)
    See also Journal Article in Journal of Financial and Quantitative Analysis (2018)

Journal Articles

2018

  1. Measuring Interconnectedness between Financial Institutions with Bayesian Time-Varying Vector Autoregressions
    Journal of Financial and Quantitative Analysis, 2018, 53, (3), 1371-1390 Downloads View citations (6)
    See also Working Paper (2015)
  2. Short selling in extreme events
    Journal of Financial Stability, 2018, 39, (C), 90-103 Downloads View citations (1)
 
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