Daniela Scida

Quantitative Supervision and Research - Federal Reserve Bank of Richmond

Charlotte, NC

United States

SCHOLARLY PAPERS

5

DOWNLOADS

619

SSRN CITATIONS

1

CROSSREF CITATIONS

3

Ideas:
“  I am currently working on several papers at the intersection of the networks literature and finance. This includes topics in systemic risk and asset pricing. I am also exploring the use of Natural Language Processing in some of my new papers.  ”

Scholarly Papers (5)

1.

Peer Momentum

Number of pages: 53 Posted: 16 Dec 2020 Last Revised: 30 Jun 2021
Efdal Misirli, Daniela Scida and Mihail Velikov
Federal Reserve Banks - Quantitative Supervision & Research, Quantitative Supervision and Research - Federal Reserve Bank of Richmond and Pennsylvania State University
Downloads 359 (105,768)

Abstract:

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Asset Pricing, Anomalies, Network, Attention, Behavioral Finance, Connectedness

2.

Structural VAR and Financial Networks: A Minimum Distance Approach to Spatial Modeling

Number of pages: 39 Posted: 29 Oct 2016 Last Revised: 12 Jun 2021
Daniela Scida
Quantitative Supervision and Research - Federal Reserve Bank of Richmond
Downloads 156 (237,043)
Citation 4

Abstract:

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Financial networks, SVAR models, spatial models, minimum distance estimation, financial crisis

3.

News and Networks: Using Text Analytics to Assess Bank Networks During COVID-19 Crisis

Number of pages: 52 Posted: 30 Mar 2021 Last Revised: 09 Sep 2021
Sophia Kazinnik, Cooper Killen, Daniela Scida and John Wu
Federal Reserve Banks - Quantitative Supervision & Research, Quantitative Supervision and Research - Federal Reserve Bank of Richmond, Quantitative Supervision and Research - Federal Reserve Bank of Richmond and Federal Reserve Banks - Quantitative Supervision & Research
Downloads 79 (381,070)

Abstract:

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Bank Networks, Text Analysis, Systemic Risk, COVID-19, Financial Stability

4.

Bank Mergers: Private Benefit at Public Cost

Number of pages: 43 Posted: 17 Jul 2017 Last Revised: 28 Oct 2020
Daniela Scida and Farindokht Vaghefi
Quantitative Supervision and Research - Federal Reserve Bank of Richmond and Federal Reserve Bank of Richmond
Downloads 14 (686,403)

Abstract:

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M&A, banks, systemic risk, diversifying mergers, focusing mergers, merger value, abnormal returns

5.

Web Appendix of 'Structural VAR and Financial Networks: A Minimum Distance Approach to Spatial Modeling'

Number of pages: 26 Posted: 11 Mar 2020 Last Revised: 12 Jun 2021
Daniela Scida
Quantitative Supervision and Research - Federal Reserve Bank of Richmond
Downloads 11 (709,814)
Citation 1

Abstract:

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financial networks, SVAR models, spatial models, minimum distance estimation, financial crisis