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.
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Economic complexity
PB
TMLS Journal of Financial StabilityChannels of contagion
Fire sales of common asset holdings can whip through a channel of contagion between banks, insurance companies and investments funds.
Financial risk
SMHŠGC
VZ Physical Review ERisky bank interactions
Networks where risky banks are mostly exposed to other risky banks have higher levels of systemic risk than those with stable bank interactions.
Financial risk
FCPB
TK Journal of Computational Social ScienceModelling financial systemic risk
Complex networks model the links between financial institutions and how these channels can transition from diversifying to propagating risk.
Financial risk
MB
SBFCGC Nature CommunicationsPathways towards instability
Processes believed to stabilize financial markets can drive them towards instability by creating cyclical structures that amplify distress.
Financial risk
Default cascades in networks
The optimal architecture of a financial system is only dependent on its topology when the market is illiquid, and no topology is always superior.
Financial networks
Complex derivatives
Network-based metrics to assess systemic risk and the importance of financial institutions can help tame the financial derivatives market.