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G

Giovanni Urga

City St George's University of London

26H-index
178Paper Count
2.4KCitation Count
Published Papers 28
Publication Date
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Asset price bubbles and systemic risk in Money Market Funds
errJOURNAL OF BANKING & FINANCE
IF3.8
err2026-09-06
err0
PREAI
errMatteo Aquilina; Peter Cincinelli; Giovanni Urga
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Asset class liquidity risk indicators. Timing the risk in the European and US equity and bond markets
errJOURNAL OF FINANCIAL STABILITY
IF4.2
err2025-02-01
err0
PREAI
errCoppola, Anna; Urga, Giovanni; Varaldo, Alessandro
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errSave
Price exuberance episodes in private real estate
errJOURNAL OF FINANCIAL STABILITY
IF4.2
err2024-10-01
err0
PREAI
errCincinelli, Peter; Tsolacos, Sotiris; Urga, Giovanni
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errSave
Is there an optimal level of leverage? The case of banks and non-bank institutions in Europe
errINTERNATIONAL REVIEW OF FINANCIAL ANALYSIS
IF9.8
err2024-07-01
err1
PREAI
errCincinelli, Peter; Pellini, Elisabetta; Urga, Giovanni
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errSave
Estimation and inference for high dimensional factor model with regime switching
errJOURNAL OF ECONOMETRICS
IF4
err2024-04-01
err0
errOAAI
errUrga, Giovanni; Wang, Fa
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errSave
Equal predictive ability tests based on panel data with applications to OECD and IMF forecasts
errINTERNATIONAL JOURNAL OF FORECASTING
IF7.1
err2024-01-01
err0
errOAAI
errAkgun, Oguzhan; Pirotte, Alain; Urga, Giovanni; Yang, Zhenlin
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Systemic risk in the Chinese financial system: A panel Granger causality analysis
errINTERNATIONAL REVIEW OF FINANCIAL ANALYSIS
IF9.8
err2022-07-01
err23
errOAAI
errCincinelli, Peter; Pellini, Elisabetta; Urga, Giovanni
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The contribution of (shadow) banks and real estate to systemic risk in China
errJOURNAL OF FINANCIAL STABILITY
IF4.2
err2022-06-01
err16
errOAAI
errPellegrini, Carlo Bellavite; Cincinelli, Peter; Meoli, Michele; Urga, Giovanni
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The role of shadow banking in systemic risk in the European financial system
errJOURNAL OF BANKING & FINANCE
IF3.8
err2022-05-01
err20
errOAAI
errPellegrini, Carlo Bellavite; Cincinelli, Peter; Meoli, Michele; Urga, Giovanni
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errSave
Leverage and systemic risk pro-cyclicality in the Chinese financial system
errINTERNATIONAL REVIEW OF FINANCIAL ANALYSIS
IF9.8
err2021-11-01
err17
errOAAI
errCincinelli, Peter; Pellini, Elisabetta; Urga, Giovanni
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errSave
The contribution of shadow insurance to systemic risk
errJOURNAL OF FINANCIAL STABILITY
IF4.2
err2020-12-01
err7
errOAAI
errLeong, Soon Heng; Pellegrini, Carlo Bellavite; Urga, Giovanni
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errSave
Forecasting using heterogeneous panels with cross-sectional dependence
errINTERNATIONAL JOURNAL OF FORECASTING
IF7.1
err2020-10-01
err1
errOAAI
errAkgun, Oguzhan; Pirotte, Alain; Urga, Giovanni
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errSave
Combining p-values to test for multiple structural breaks in cointegrated regressions
errJOURNAL OF ECONOMETRICS
IF4
err2019-08-01
err5
errOAAI
errBergamelli, Michele; Bianchi, Annamaria; Khalaf, Lynda; Urga, Giovanni
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errSave
Consistent estimation of time-varying loadings in high-dimensional factor models
errJOURNAL OF ECONOMETRICS
IF4
err2019-02-01
err12
errOAAI
errMikkelsen, Jakob Guldbaek; Hillebrand, Eric; Urga, Giovanni
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errSave
Money market funds, shadow banking and systemic risk in United Kingdom
errFINANCE RESEARCH LETTERS
IF6.9
err2017-05-01
err18
errOAAI
errPellegrini, Carlo Bellavite; Meoli, Michele; Urga, Giovanni
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errSave
Trading strategies with implied forward credit default swap spreads
errJOURNAL OF BANKING & FINANCE
IF3.8
err2015-09-01
err3
errOAAI
errLeccadito, Arturo; Tunaru, Radu S.; Urga, Giovanni
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errSave
Identification robust inference in cointegrating regressions
errJOURNAL OF ECONOMETRICS
IF4
err2014-10-01
err5
errOAAI
errKhalaf, Lynda; Urga, Giovanni
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errSave
Evaluating the accuracy of value-at-risk forecasts: New multilevel tests
errINTERNATIONAL JOURNAL OF FORECASTING
IF7.1
err2014-04-01
err23
errOAAI
errLeccadito, Arturo; Boffelli, Simona; Urga, Giovanni
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errSave
On the use of cross-sectional measures of forecast uncertainty
errINTERNATIONAL JOURNAL OF FORECASTING
IF7.1
err2013-07-01
err2
errOAAI
errDriver, Ciaran; Trapani, Lorenzo; Urga, Giovanni
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errSave
Identifying Jumps in Financial Assets: A Comparison Between Nonparametric Jump Tests
errJOURNAL OF BUSINESS & ECONOMIC STATISTICS
IF2.5
err2012-04-01
err89
errOAAI
errDumitru, Ana-Maria; Urga, Giovanni
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errSave

Research Directions

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Co-authors
Cooperation Journals
M
Michele Meoli
H-index: 38 · Papers: 205
A
Alessandro Lanza
H-index: 34 · Papers: 224
A
Anindya Banerjee
H-index: 33 · Papers: 146
A
Alain Pirotte
H-index: 30 · Papers: 159
F
Fabio Trojani
H-index: 27 · Papers: 163
View more