skip to content
 

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., Garbaravičius, 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.wixsite.com/about

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