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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:

Contact Details
Room: 88
College: Fitzwilliam College