Category

Research Papers

Francesco Pierangeli
0
Research Papers
April 18, 2017

Dynamical Macroprudential Stress Testing Using Network Theory

Abstract The increasing frequency and scope of financial crises have made global financial stability one of the major concerns of economic policy and decision makers.…
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Francesco Pierangeli
0
Research Papers
April 18, 2017

Dependency Relations Among International Stock Market Indices

Abstract We develop networks of international stock market indices using information and correlation based measures. We use 83 stock market indices of a diversity of…
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Francesco Pierangeli
0
Research Papers
April 18, 2017

Network Science: A Useful Tool In Economics And Finance

Abstract The increasing frequency and scope of financial crises has made global financial stability one of the major concerns of economic policy and decision makers.…
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Francesco Pierangeli
0
Research Papers
April 18, 2017

Sector Dominance Ratio Analysis Of Financial Markets

Abstract In this paper we present a new measure to investigate the functional structure of financial markets, the Sector Dominance Ratio (SDR). We study the…
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Francesco Pierangeli
0
Research Papers
April 18, 2017

Can Online Media Predict Emerging Trends? Google Versus Wikipedia

Abstract Can online media predict new and emerging trends? The underlying assumption is that a direct relationship exists between trends in emerging technological and social…
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Francesco Pierangeli
0
Research Papers
April 18, 2017

Cascading Failures In Interdependent Economic Networks

Abstract Throughout the past decade, there has been a significant advance in understanding the structure and function of networks, and mathematical models of networks are…
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Francesco Pierangeli
0
Research Papers
April 18, 2017

Systemic Risk And Causality Dynamics Of The World International Shipping Market

Abstract Various studies have reported that many economic systems have been exhibiting an increase in the correlation between different market sectors, a factor that exacerbates…
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Francesco Pierangeli
0
Research Papers
April 18, 2017

Vulnerability Of Network Of Networks

Abstract Our dependence on networks – be they infrastructure, economic, social or others – leaves us prone to crises caused by the vulnerabilities of these…
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Francesco Pierangeli
1
Research Papers
April 18, 2017

On The Financial Market Consequences Of Brexit

Abstract Brexit creates new opportunities and new risks for the British and EU financial markets. Both could benefit, but a more likely outcome is a…
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Francesco Pierangeli
0
Research Papers
April 18, 2017

A Proposed Research And Policy Agenda For Systemic Risk

Abstract The long-running Greek crisis and China’s recent stock market crash are the latest threats to the stability of the global financial system. But as…
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