Details about Marco Valerio Geraci

Access statistics for papers by Marco Valerio Geraci.

Last updated 2024-07-08. Update your information in the RePEc Author Service.

Short-id: pge279

Working Papers

2020

1. Common Short Selling and Excess Comovement: Evidence from a Sample of LSE Stocks
   Cambridge Working Papers in Economics, Faculty of Economics, University of Cambridge
   See also Journal Article Common short selling and excess comovement: Evidence from a sample of LSE stocks, Journal of Financial Markets, Elsevier (2023) View citations (3) (2023)

2018

2. Fragmentation, integration and macroprudential surveillance of the US financial industry: Insights from network science
   Papers, arXiv.org View citations (3)
   See also Journal Article Fragmentation, integration and macroprudential surveillance of the US financial industry: Insights from network science, PLOS ONE, Public Library of Science (2018) View citations (2) (2018)

2017

3. Essays on Complexity in the Financial System
   ULB Institutional Repository, ULB -- Universite Libre de Bruxelles

2016

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

2015

5. Measuring Interconnectedness between Financial Institutions with Bayesian Time-Varying VARS
   Working Papers ECARES, ULB -- Universite Libre de Bruxelles View citations (1)
6. Measuring interconnectedness between financial institutions with Bayesian time-varying vector autoregressions
   Working Papers ECARES, ULB -- Universite Libre de Bruxelles View citations (5)
   See also Journal Article Measuring Interconnectedness between Financial Institutions with Bayesian Time-Varying Vector Autoregressions, Journal of Financial and Quantitative Analysis, Cambridge University Press (2018) View citations (55) (2018)

Journal Articles

2024

1. A decomposition of euro area macroeconomic uncertainty
   Economic Review, 2024, 1-25

2023

2. Common short selling and excess comovement: Evidence from a sample of LSE stocks
   Journal of Financial Markets, 2023, 65, (C) View citations (3)
   See also Working Paper Common Short Selling and Excess Comovement: Evidence from a Sample of LSE Stocks, Cambridge Working Papers in Economics (2020) (2020)
3. The Impact of the Low-Carbon Transition on Financial Markets
   Economic Review, 2023, 1-37

2021

4. The issuance of debt securities by Belgian non-financial corporations
   Economic Review, 2021, (ii), 158-172

2018

5. Fragmentation, integration and macroprudential surveillance of the US financial industry: Insights from network science
   PLOS ONE, 2018, 13, (4), 1-23 View citations (2)
   See also Working Paper Fragmentation, integration and macroprudential surveillance of the US financial industry: Insights from network science, Papers (2018) View citations (3) (2018)
6. Measuring Interconnectedness between Financial Institutions with Bayesian Time-Varying Vector Autoregressions
   Journal of Financial and Quantitative Analysis, 2018, 53, (3), 1371-1390 View citations (55)
   See also Working Paper Measuring interconnectedness between financial institutions with Bayesian time-varying vector autoregressions, Working Papers ECARES (2015) View citations (5) (2015)
7. Short selling in extreme events
   Journal of Financial Stability, 2018, 39, (C), 90-103 View citations (11)