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Gerardo Ferrara
Gerardo Ferrara
Bestätigte E-Mail-Adresse bei bankofengland.co.uk - Startseite
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Nonstandard errors
AJ Menkveld, A Dreber, F Holzmeister, J Huber, M Johannesson, ...
The Journal of Finance 79 (3), 2339-2390, 2024
522024
From lender of last resort to market maker of last resort via the dash for cash: Why central banks need new tools for dealing with market dysfunction
A Hauser
Bank of England/Central Bank of the United Kingdom, 2021
502021
Multiplex network analysis of the UK over‐the‐counter derivatives market
M Bardoscia, G Bianconi, G Ferrara
International Journal of Finance & Economics 24 (4), 1520-1544, 2019
432019
Systemic illiquidity in the interbank network
G Ferrara, S Langfield, Z Liu, T Ota
Quantitative Finance 19 (11), 1779-1795, 2019
422019
The impact of the leverage ratio on client clearing
G Ferrara, J Acosta Smith, F Rodriguez Tous
Bank of England working paper, 2018
172018
Modelling fire sale contagion across banks and non-banks
F Caccioli, G Ferrara, A Ramadiah
Journal of Financial Stability 71, 101231, 2024
132024
Central bank swap lines: micro-level evidence
G Ferrara, P Mueller, G Viswanath-Natraj, J Wang
Bank of England Working Paper, 2022
132022
Simulating liquidity stress in the derivatives market
M Bardoscia, G Ferrara, N Vause, M Yoganayagam
Journal of Economic Dynamics and Control 133, 104215, 2021
132021
Central counterparty auction design
G Ferrara, X Li, D Marszalec
Journal of Financial Market Infrastructures 8 (2), 47-58, 2020
112020
The small bank failures of the early 1990s: another story of boom and bust
K Balluck, A Galiay, G Ferrara, G Hoggarth
Bank of England Quarterly Bulletin, Q1, 2016
92016
Collateral cycles
E Benos, G Ferrara, A Ranaldo
Bank of England Staff Working Paper 966, 2022
62022
Full payment algorithm
M Bardoscia, G Ferrara, N Vause, M Yoganayagam
Available at SSRN 3344580, 2019
52019
The COVID-19 auction premium
G Ferrara, M Flora, R Renò
Working paper, 2021
42021
Counterparty choice in the UK credit default swap market: An empirical matching approach
G Ferrara, JS Kim, B Koo, Z Liu
Economic Modelling 94, 58-74, 2021
32021
How trade matching forms in the credit default swap market
JS Kim, G Ferrara, B Koo, Z Liu
Available at SSRN 2665511, 2019
32019
Systemic liquidity risk in the interbank market
G Ferrara, S Langfield, Z Liu, T Ota
Bank of England Working Paper, 2016
32016
The impact of de-tiering in the United Kingdom’s large-value payment system
G Ferrara, E Benos, P Gurrola-Perez
Journal of Financial Market Infrastructures 6 (23), 1-32, 2018
2*2018
Systemic illiquidity in the interbank network
S Langfield, Z Liu, T Ota, G Ferrara
ESRB Working Paper Series, 2018
12018
Non-Standard Errors
C Wolff, L Zhang, F Holzmeister, D Stefanova
Journal of Finance, 2023
2023
Non-Standard Errors
A Barbon, F Holzmeister, A Ranaldo
Journal of Finance, 2023
2023
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