Mario di Filippo

World Bank Group

1818 H st NW

Washington, DC 20122

United States

World Bank Group

1818 H st NW

Washington, DC 20122

United States

SCHOLARLY PAPERS

3

DOWNLOADS

996

SSRN CITATIONS
Rank 31,864

SSRN RANKINGS

Top 31,864

in Total Papers Citations

19

CROSSREF CITATIONS

7

Scholarly Papers (3)

1.

Effects of Central Bank Intervention on the Interbank Market during the Sub-Prime Crisis

Number of pages: 36 Posted: 02 Jul 2009
Celso Brunetti, Mario di Filippo and Jeffrey H. Harris
Board of Governors of the Federal Reserve System, World Bank Group and American University - Department of Finance and Real Estate
Downloads 513 (81,167)
Citation 28

Abstract:

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Central Bank, Interbank Market, Interventions, Volatility

2.

Unsecured and Secured Funding

Number of pages: 19 Posted: 14 Aug 2016 Last Revised: 04 Mar 2021
Mario di Filippo, Angelo Ranaldo and Jan Wrampelmeyer
World Bank Group, University of St. Gallen and Vrije Universiteit Amsterdam, School of Business and Economics
Downloads 460 (92,570)
Citation 1

Abstract:

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Interbank market, funding risk, unsecured funding, repurchase agreements, counterparty credit risk

3.

Internet Appendix for 'Unsecured and Secured Funding'

Number of pages: 22 Posted: 04 Mar 2021
Mario di Filippo, Angelo Ranaldo and Jan Wrampelmeyer
World Bank Group, University of St. Gallen and Vrije Universiteit Amsterdam, School of Business and Economics
Downloads 23 (711,455)

Abstract:

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Interbank market, funding risk, unsecured funding, repurchase agreements, counterparty credit risk