Laura Silvestri

Bank of England

Threadneedle Street

London, EC2R 8AH

United Kingdom

SCHOLARLY PAPERS

4

DOWNLOADS

285

SSRN CITATIONS
Rank 34,450

SSRN RANKINGS

Top 34,450

in Total Papers Citations

28

CROSSREF CITATIONS

2

Scholarly Papers (4)

1.

The Missing Links: A Global Study on Uncovering Financial Network Structures from Partial Data

ESRB: Working Paper Series No. 2017/51
Number of pages: 40 Posted: 05 Nov 2020
Deutsche Bundesbank, De Nederlandsche Bank, Magyar Nemzeti Bank, Deutsche Bundesbank, Federal Reserve Banks - Federal Reserve Bank of New York, Government of Canada - Bank of Canada, Indiana University Bloomington - Department of Economics, European Central Bank (ECB), Banco de Mexico, The Bank of Korea, Bank of Mexico, Bank of Italy, Government of the United States of America - Office of Financial Research, Banque de France, Bank of England, Government of the Federative Republic of Brazil - Central Bank of Brazil and Oswaldo Cruz Foundation (FIOCRUZ) - Gonçalo Moniz Institute (IGM)
Downloads 89 (528,751)
Citation 24

Abstract:

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intermediation, market structure, network reconstruction

2.

Simulating Stress in the UK Corporate Bond Market: Investor Behaviour and Asset Fire-Sales

Bank of England Working Paper No. 803 (2019)
Number of pages: 55 Posted: 15 Jun 2019
Yuliya Baranova, Graeme Douglas and Laura Silvestri
Bank of England, Bank of England and Bank of England
Downloads 85 (543,939)
Citation 1

Abstract:

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corporate bond market, fire-sales, open-ended investment funds, pension funds, insurance companies, dealers, stress simulation

3.

Links between government bond and futures markets: dealer-client relationships and price discovery in the UK

Bank of England Working Paper No. 991
Number of pages: 37 Posted: 25 Jul 2022
National Research Council (CNR) - "Alessandro Faedo" Institute of Information Science and Technology (ISTI), Bank of England, Bank of England and Bank of England
Downloads 60 (658,106)
Citation 2

Abstract:

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Gilt cash and futures markets, price discovery, network analysis, financial stability, resilience.

4.

Resilience of Trading Networks: Evidence from the Sterling Corporate Bond Market

Bank of England Working Paper No. 813, August 2019
Number of pages: 28 Posted: 06 Aug 2019
David Mallaburn, Matt Roberts-Sklar and Laura Silvestri
Bank of England, Bank of England and Bank of England
Downloads 51 (709,631)

Abstract:

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corporate bond market, financial networks