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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., Garbaravicius, T. and Veredas, D. Short selling in extreme events, (2018) Journal of Financial Stability
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.com/

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