Giulio Girardi

892 total citations · 1 hit paper
10 papers, 589 citations indexed

About

Giulio Girardi is a scholar working on Finance, Economics and Econometrics and Demography. According to data from OpenAlex, Giulio Girardi has authored 10 papers receiving a total of 589 indexed citations (citations by other indexed papers that have themselves been cited), including 10 papers in Finance, 5 papers in Economics and Econometrics and 2 papers in Demography. Recurrent topics in Giulio Girardi's work include Banking stability, regulation, efficiency (8 papers), Credit Risk and Financial Regulations (6 papers) and Insurance and Financial Risk Management (5 papers). Giulio Girardi is often cited by papers focused on Banking stability, regulation, efficiency (8 papers), Credit Risk and Financial Regulations (6 papers) and Insurance and Financial Risk Management (5 papers). Giulio Girardi collaborates with scholars based in United States, Germany and Italy. Giulio Girardi's co-authors include A. Tolga Ergün, Loriana Pelizzon, Mila Getmansky Sherman, Kathleen Hanley, Stanislava Nikolova, Mila Getmansky, Craig M. Lewis, George O. Aragon, Roberto Panzica and Tuomas Peltonen and has published in prestigious journals such as Journal of Financial Economics, Journal of Banking & Finance and Financial Analysts Journal.

In The Last Decade

Giulio Girardi

10 papers receiving 569 citations

Hit Papers

align trajectories sort by overperformance

What are hit papers?

Hit papers significantly outperform the citation benchmark for their cohort. A paper qualifies if it has ≥500 total citations, achieves ≥1.5× the top-1% citation threshold for papers in the same subfield and year (this is the minimum needed to enter the top 1%, not the average within it), or reaches the top citation threshold in at least one of its specific research topics.

Systemic risk measurement: Multivariate GARCH estimation of CoVaR

2013 453 citations Giulio Girardi, A. Tolga Ergün Journal of Banking & Finance profile →

Peers — A (Enhanced Table)

Peers by citation overlap · career bar shows stage (early→late) cites · hero ref

Name	h						Papers	Cites
Giulio Girardi United States	6	456	446	108	72	45	10	589
A. Tolga Ergün United States	6	424 0.9×	439 1.0×	122 1.1×	47 0.7×	54 1.2×	12	566
Hugues Langlois France	10	533 1.2×	452 1.0×	164 1.5×	86 1.2×	38 0.8×	20	623
Hossein Asgharian Sweden	12	571 1.3×	667 1.5×	258 2.4×	86 1.2×	52 1.2×	50	825
Timotheos Angelidis Greece	15	458 1.0×	435 1.0×	136 1.3×	87 1.2×	70 1.6×	43	581
Bernd Wilfling Germany	10	242 0.5×	300 0.7×	114 1.1×	47 0.7×	34 0.8×	29	363
Kuang‐Liang Chang Taiwan	12	248 0.5×	423 0.9×	173 1.6×	73 1.0×	26 0.6×	35	471
Frankie Chau United Kingdom	12	366 0.8×	455 1.0×	129 1.2×	153 2.1×	60 1.3×	16	594
Roméo Tédongap France	12	513 1.1×	337 0.8×	139 1.3×	55 0.8×	32 0.7×	36	568
Ólan T. Henry Australia	15	677 1.5×	882 2.0×	529 4.9×	87 1.2×	40 0.9×	33	1.0k
Peter Miu Canada	11	309 0.7×	258 0.6×	66 0.6×	127 1.8×	36 0.8×	39	416

Countries citing papers authored by Giulio Girardi

Since Specialization

Citations

This map shows the geographic impact of Giulio Girardi's research. It shows the number of citations coming from papers published by authors working in each country. You can also color the map by specialization and compare the number of citations received by Giulio Girardi with the expected number of citations based on a country's size and research output (numbers larger than one mean the country cites Giulio Girardi more than expected).

Fields of papers citing papers by Giulio Girardi

Since Specialization

Physical SciencesHealth SciencesLife SciencesSocial Sciences

This network shows the impact of papers produced by Giulio Girardi. Nodes represent research fields, and links connect fields that are likely to share authors. Colored nodes show fields that tend to cite the papers produced by Giulio Girardi. The network helps show where Giulio Girardi may publish in the future.

Co-authorship network of co-authors of Giulio Girardi

This figure shows the co-authorship network connecting the top 25 collaborators of Giulio Girardi. A scholar is included among the top collaborators of Giulio Girardi based on the total number of citations received by their joint publications. Widths of edges represent the number of papers authors have co-authored together. Node borders signify the number of papers an author published with Giulio Girardi. Giulio Girardi is excluded from the visualization to improve readability, since they are connected to all nodes in the network.

All Works

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10 of 10 papers shown

1.

Girardi, Giulio, et al.. (2024). The demand for central clearing: To clear or not to clear, that is the question!. Journal of Financial Stability. 72. 101247–101247. 2 indexed citations

2.

Girardi, Giulio, Kathleen Hanley, Stanislava Nikolova, Loriana Pelizzon, & Mila Getmansky Sherman. (2021). Portfolio similarity and asset liquidation in the insurance industry. Journal of Financial Economics. 142(1). 69–96. 38 indexed citations

3.

Aragon, George O., A. Tolga Ergün, Giulio Girardi, & Mila Getmansky Sherman. (2021). Measuring Hedge Fund Liquidity Mismatch. The Journal of Alternative Investments. 24(1). 26–42. 5 indexed citations

4.

Girardi, Giulio, Kathleen Hanley, Stanislava Nikolova, Loriana Pelizzon, & Mila Getmansky Sherman. (2018). Portfolio Similarity and Asset Liquidation in the Insurance Industry. SSRN Electronic Journal. 14 indexed citations

5.

Girardi, Giulio, et al.. (2017). Portfolio Similarity and Asset Liquidation in the Insurance Industry. SSRN Electronic Journal. 9 indexed citations

6.

Getmansky, Mila, Giulio Girardi, & Craig M. Lewis. (2016). Interconnectedness in the CDS Market. Financial Analysts Journal. 72(4). 62–82. 20 indexed citations

7.

Sherman, Mila Getmansky, Giulio Girardi, & Craig M. Lewis. (2014). Interconnectedness in the CDS Market. SSRN Electronic Journal. 1 indexed citations

8.

Girardi, Giulio & A. Tolga Ergün. (2013). Systemic risk measurement: Multivariate GARCH estimation of CoVaR. Journal of Banking & Finance. 37(8). 3169–3180. 453 indexed citations breakdown →

9.

Girardi, Giulio & A. Tolga Ergün. (2012). Systemic Risk Measurement: Multivariate GARCH Estimation of CoVaR. SSRN Electronic Journal. 46 indexed citations

10.

Girardi, Giulio & A. Tolga Ergün. (2010). How to Account for Interdependence of Risk in Financial Markets? A GARCH Approach to CoVaR Estimation. SSRN Electronic Journal. 1 indexed citations

Rankless uses publication and citation data sourced from OpenAlex, an open and comprehensive bibliographic database. While OpenAlex provides broad and valuable coverage of the global research landscape, it—like all bibliographic datasets—has inherent limitations. These include incomplete records, variations in author disambiguation, differences in journal indexing, and delays in data updates. As a result, some metrics and network relationships displayed in Rankless may not fully capture the entirety of a scholar's output or impact.

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