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Systemic illiquidity in the interbank network
Ferrara, Gerardo; Langfield, Sam; Liu, Zijun; Ota, Tomohiro - 2016
Persistent link: https://www.econbiz.de/10011480422
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An agent-based model of dynamics in corporate bond trading
Braun-Munzinger, Karen; Liu, Zijun; Turrell, Arthur - 2016
Persistent link: https://www.econbiz.de/10011480587
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Dealer intermediation, market liquidity and the impact of regulatory reform
Baranova, Yuliya; Liu, Zijun; Shakir, Tamarah - 2017
Persistent link: https://www.econbiz.de/10011740966
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Non-standard errors
Menkveld, Albert J.; Ferrara, Gerardo; Jurkatis, Simon Willi - 2021
Persistent link: https://www.econbiz.de/10012802999
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Central bank swap lines : micro-level evidence
Ferrara, Gerardo; Mueller, Philippe; Viswanath-Natraj, … - 2022
Persistent link: https://www.econbiz.de/10013272068
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Margin procyclicality and the collateral cycle
Benos, Evangelos; Ferrara, Gerardo; Ranaldo, Angelo - 2022
Persistent link: https://www.econbiz.de/10013185976
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Multiplex network analysis of the UK OTC derivatives market
Bardoscia, Marco; Bianconi, Ginestra; Ferrara, Gerardo - 2018
Persistent link: https://www.econbiz.de/10011917339
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The impact of the leverage ratio onclient clearing
Smith, Jonathan Acosta; Ferrara, Gerardo; Rodríguez … - 2018
Persistent link: https://www.econbiz.de/10011918243
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Simulating liquidity stress in the derivatives market
Bardoscia, Marco; Ferrara, Gerardo; Vause, Nicholas; … - 2019
Persistent link: https://www.econbiz.de/10012202690
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Central counterparty auction design
Ferrara, Gerardo; Li, Xin - 2017
Persistent link: https://www.econbiz.de/10011740967