Measuring Interconnectedness between Financial Institutions with Bayesian Time-Varying Vector Autoregressions MV Geraci, JY Gnabo Journal of Financial and Quantitative Analysis 53 (3), 1371-1390, 2018 | 85 | 2018 |
Short selling in extreme events MV Geraci, T Garbaravicius, D Veredas Journal of Financial Stability 39, 90-103, 2018 | 23 | 2018 |
Common short selling and excess comovement: Evidence from a sample of LSE stocks MV Geraci, JY Gnabo, D Veredas Journal of Financial Markets 65, 100833, 2023 | 4* | 2023 |
Fragmentation, integration and macroprudential surveillance of the US financial industry: Insights from network science Y Gandica, MV Geraci, S Béreau, JY Gnabo PLOS One 13 (4), e0195110, 2018 | 4 | 2018 |
Short selling in the tails MV Geraci, T Garbaravicius, D Veredas ECARES Working Papers, 2016 | 4 | 2016 |
Short Selling During the Covid-19 Crisis MV Geraci https://covid.econ.cam.ac.uk/valerio-short-selling-during-covid-19, 2020 | 2* | 2020 |
The issuance of debt securities by Belgian non-financial corporations MV Geraci, J Mohimont, C Piette NBB Economic Review, 158-172, 2021 | 1 | 2021 |
Essays on Complexity in the Financial System MV Geraci ULB Institutional Repository, 2017 | 1 | 2017 |
A decomposition of euro area macroeconomic uncertainty MV Geraci, J Mohimont Economic Review, 1-25, 2024 | | 2024 |
L’incidence sur les marchés financiers de la transition vers une société bas carbone MV Geraci, I Samarin, MD Zachary https://www.financialforum.be/doc/doc/review/2023/bfw-digitaal-editie2-2023 …, 2023 | | 2023 |
The Impact of the Low-Carbon Transition on Financial Markets MV Geraci, I Samarin, MD Zachary NBB Economic Review, 1-37, 2023 | | 2023 |
Financial institutions vulnerability: assessing the role of intra and inter-community dependences Y Gandica, MV Geraci, S Béreau, JY Gnabo | | 2017 |
Models of Network Formation MV Geraci | | 2012 |