Access Statistics for Gerardo Ferrara

Author contact details at EconPapers.

Working Paper File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
Central bank swap lines: micro-level evidence 0 0 1 20 1 1 5 34
Central counterparty auction design 0 0 1 42 1 1 3 140
Collateral Cycles 0 0 0 10 0 0 2 21
Collateral cycles 0 0 0 13 0 1 4 32
Modelling fire sale contagion across banks and non-banks 0 0 2 19 1 5 12 70
Multiplex network analysis of the UK OTC derivatives market 0 0 0 62 0 0 0 108
Non-Standard Errors 0 0 1 8 0 0 2 32
Non-Standard Errors 0 0 1 42 3 11 54 426
Non-Standard Errors 0 1 1 19 0 1 4 24
Non-Standard Errors 1 1 4 27 5 13 78 139
Non-standard errors 0 0 0 29 0 3 4 80
Nonstandard Errors 2 2 2 2 6 14 14 14
Nonstandard errors 0 1 11 11 4 10 39 39
Simulating liquidity stress in the derivatives market 0 0 0 10 0 0 2 46
Systemic illiquidity in the interbank network 0 0 0 16 0 0 1 104
Systemic illiquidity in the interbank network 0 0 0 39 1 1 15 125
The impact of de-tiering in the United Kingdom’s large-value payment system 0 0 1 49 1 1 7 75
The impact of the leverage ratio on client clearing 0 0 1 22 0 1 5 76
Total Working Papers 3 5 26 440 23 63 251 1,585
1 registered items for which data could not be found


Journal Article File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
Counterparty choice in the UK credit default swap market: An empirical matching approach 0 0 0 7 0 0 4 32
Modelling fire sale contagion across banks and non-banks 0 0 1 1 0 2 7 7
Multiplex network analysis of the UK over‐the‐counter derivatives market 0 0 1 12 0 1 4 33
Nonstandard Errors 3 8 29 29 7 26 98 98
Simulating liquidity stress in the derivatives market 0 0 1 7 1 1 2 17
Systemic illiquidity in the interbank network 0 0 0 2 0 0 1 27
The small bank failures of the early 1990s: another story of boom and bust 0 0 1 22 0 0 4 170
Total Journal Articles 3 8 33 80 8 30 120 384


Statistics updated 2025-02-05