Giulio Girardi

Securities and Exchange Commission

Financial Economist

Washington, DC

United States

SCHOLARLY PAPERS

6

DOWNLOADS
Rank 16,473

SSRN RANKINGS

Top 16,473

in Total Papers Downloads

3,027

SSRN CITATIONS
Rank 23,234

SSRN RANKINGS

Top 23,234

in Total Papers Citations

8

CROSSREF CITATIONS

25

Scholarly Papers (6)

1.

Systemic Risk Measurement: Multivariate GARCH Estimation of CoVaR

Number of pages: 38 Posted: 14 Mar 2011 Last Revised: 03 Dec 2012
Giulio Girardi and A. Tolga Ergun
Securities and Exchange Commission and State Street Corporate
Downloads 1,294 (15,333)
Citation 6

Abstract:

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Value-at-Risk, Conditional Value-at-Risk, Systemic Risk, DCC Model

Portfolio Similarity and Asset Liquidation in the Insurance Industry

Number of pages: 52 Posted: 10 Oct 2017 Last Revised: 20 Nov 2019
Securities and Exchange Commission, Lehigh University - College of Business, University of Nebraska - Lincoln, Goethe University Frankfurt - Faculty of Economics and Business Administration and University of Massachusetts at Amherst - Eugene M. Isenberg School of Management - Department of Finance
Downloads 801 (30,465)
Citation 8

Abstract:

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Interconnectedness, asset liquidation, similarity, financial stability, insurance companies, fire sales

Portfolio Similarity and Asset Liquidation in the Insurance Industry

SAFE Working Paper No. 224
Number of pages: 56 Posted: 27 Aug 2018 Last Revised: 28 Aug 2018
Securities and Exchange Commission, Lehigh University - College of Business, University of Nebraska - Lincoln, Goethe University Frankfurt - Faculty of Economics and Business Administration and University of Massachusetts at Amherst - Eugene M. Isenberg School of Management - Department of Finance
Downloads 57 (384,754)
Citation 1

Abstract:

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Interconnectedness, Asset Liquidation, Similarity, Financial Stability, Insurance Companies, SIFI

3.
Downloads 300 (104,748)
Citation 2

Interconnectedness in the CDS Market

Financial Analysts Journal, Forthcoming, Vanderbilt Owen Graduate School of Management Research Paper No. 2436634&
Number of pages: 35 Posted: 15 May 2014 Last Revised: 26 Feb 2016
University of Massachusetts at Amherst - Eugene M. Isenberg School of Management - Department of Finance, Securities and Exchange Commission and Vanderbilt University - Finance
Downloads 189 (165,908)

Abstract:

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CDS, dealers, network

Interconnectedness in the CDS Market

Vanderbilt Owen Graduate School of Management Research Paper
Number of pages: 24 Posted: 24 Jun 2014
University of Massachusetts at Amherst - Eugene M. Isenberg School of Management - Department of Finance, Securities and Exchange Commission and Vanderbilt University - Finance
Downloads 111 (257,011)
Citation 2

Abstract:

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4.

Hedge Fund Liquidity Management

Number of pages: 61 Posted: 11 Sep 2017 Last Revised: 18 Dec 2017
Arizona State University (ASU) - Finance Department, Securities and Exchange Commission, University of Massachusetts at Amherst - Eugene M. Isenberg School of Management - Department of Finance and Securities and Exchange Commission
Downloads 223 (142,180)
Citation 5

Abstract:

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Liquidity Management; Hedge Funds; Illiquidity; Cash Holdings; Fund Flows

5.

JPMorgan Chase London Whale F: Required Securities Disclosures

Yale Program on Financial Stability Case Study 2014-2F-V1
Number of pages: 15 Posted: 18 Mar 2015
Arwin G Zeissler, Giulio Girardi and Andrew Metrick
Yale University - Yale Program on Financial Stability, Securities and Exchange Commission and Yale School of Management
Downloads 182 (171,808)

Abstract:

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Systemic Risk, Financial Crises, Financial Regulation

6.

The Demand for Central Clearing: To Clear or Not to Clear, That Is the Question

SAFE Working Paper No. 193
Number of pages: 57 Posted: 02 Feb 2018 Last Revised: 08 Jun 2019
European Union - JRC-Ispra, European Commision, Securities and Exchange Commission, Joint Research Center of the European Commission, Goethe University Frankfurt - Faculty of Economics and Business Administration and European Central Bank (ECB)
Downloads 170 (182,374)
Citation 5

Abstract:

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Credit Default Swap (CDS), Central Counterparty Clearing House (CCP), European Market Infrastructure Regulation (EMIR), Sovereign