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Research Interests


My research interests lie in the field of financial econometrics. In particular, I am interested in systemic risk, financial stability regulation, and asset pricing.

Recent Publications


Published Papers

Geraci, M. V. and Gnabo, J-Y. Measuring Interconnectedness between Financial Institutions with Bayesian Time-Varying Vector Autoregressions, (2018) Journal of Financial and Quantitative Analysis

Dr Marco Valerio Geraci












INET Research Associate


Personal Site:
http://mvgeraci.wixsite.com/about

Contact Details
Email: mvg23@cam.ac.uk
Room: 88
College: Fitzwilliam College