| Nonstandard errors AJ Menkveld, A Dreber, F Holzmeister, J Huber, M Johannesson, ... The Journal of Finance 79 (3), 2339-2390, 2024 | 63 | 2024 |
| 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 | 57 | 2021 |
| 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 | 44 | 2019 |
| Systemic illiquidity in the interbank network G Ferrara, S Langfield, Z Liu, T Ota Quantitative Finance 19 (11), 1779-1795, 2019 | 42 | 2019 |
| The impact of the leverage ratio on client clearing J Acosta-Smith, G Ferrara, F Rodriguez-Tous Bank of England Staff Working Paper, 2018 | 16 | 2018 |
| Modelling fire sale contagion across banks and non-banks F Caccioli, G Ferrara, A Ramadiah Journal of Financial Stability 71, 101231, 2024 | 14 | 2024 |
| Simulating liquidity stress in the derivatives market M Bardoscia, G Ferrara, N Vause, M Yoganayagam Journal of Economic Dynamics and Control 133, 104215, 2021 | 14 | 2021 |
| Central bank swap lines: micro-level evidence G Ferrara, P Mueller, G Viswanath-Natraj, J Wang Bank of England Working Paper, 2022 | 13 | 2022 |
| Central counterparty auction design G Ferrara, X Li, D Marszalec Journal of Financial Market Infrastructures 8 (2), 47-58, 2020 | 10 | 2020 |
| 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 | 8 | 2016 |
| Collateral cycles E Benos, G Ferrara, A Ranaldo Bank of England Staff Working Paper 966, 2022 | 7 | 2022 |
| Full payment algorithm M Bardoscia, G Ferrara, N Vause, M Yoganayagam Available at SSRN 3344580, 2019 | 6 | 2019 |
| The COVID-19 auction premium G Ferrara, M Flora, R Renò Working paper, 2021 | 5 | 2021 |
| 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 | 4 | 2021 |
| How trade matching forms in the credit default swap market JS Kim, G Ferrara, B Koo, Z Liu Available at SSRN 2665511, 2019 | 4 | 2019 |
| Systemic liquidity risk in the interbank market G Ferrara, S Langfield, Z Liu, T Ota Bank of England Working Paper, 2016 | 3 | 2016 |
| Systemic illiquidity in the interbank network S Langfield, Z Liu, T Ota, G Ferrara ESRB Working Paper Series, 2018 | 2 | 2018 |
| 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 |
| Staff Working Paper No. 977 Central bank swap lines: micro-level evidence G Ferrara, P Mueller, G Viswanath-Natraj, J Wang | | 2024 |
| Non-Standard Errors A Barbon, F Holzmeister, A Ranaldo Journal of Finance, 2023 | | 2023 |
Zijun LiuHong Kong Monetary AuthorityVerified email at hkma.gov.hk
