Our papers are the official record of our discoveries. They allow others to build on and apply our work. Each paper is the result of many months of research, so we make a special effort to make them clear, beautiful and inspirational, and publish them in leading journals.
Complex networks model the links between financial institutions and how these channels can transition from diversifying to propagating risk.
Processes believed to stabilize financial markets can drive them towards instability by creating cyclical structures that amplify distress.
Frontier of large cascades evolution of the e-MID market in the period between January 1999 and January 2011.
Network-based metrics to assess systemic risk and the importance of financial institutions can help tame the financial derivatives market.