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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

COVID-19 Economic Research


Special Feature: Short Selling During the Covid-19 Crisis


Dr Marco Valerio Geraci













Cambridge-INET Postdoctoral Research Fellow


Cambridge-INET Research Theme:
Empirical Analysis of Financial Markets

Personal Site:
http://mvgeraci.com/

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