Dror Y. Kenett
Researcher at OFR, US Treasury Department
Dror Kenett, part of the OFR’s Financial Markets team, joined the Office in 2015. Kenett applies his scientific background to financial stability questions, focusing on network-based models, financial contagion and spillovers, and correlation-based models. He has written OFR working papers, contributed to the OFR Financial Stability Report, and participated in the development of OFR monitoring tools. He has published more than 40 papers in financial, physics, and engineering journals such as the Journal of Banking and Finance, Journal of Risk and Financial Management, Quantitative Finance, Nature Physics, and Scientific Reports. He has a doctorate in physics from Tel-Aviv University and was a research scientist at Boston University.
Community Analysis of Global Financial Markets, 2016, Risks.
The detection of emerging trends using Wikipedia traffic data and context networks, 2015, PloS one.
Networks: an introduction, 2010.
Dynamical macroprudential stress testing using network theory, 2015, Journal of Banking & Finance.
Dependency relations among international stock market indices, 2015, Journal of Risk and Financial Management.
Network science: a useful tool in economics and finance, 2015, Mind & Society.
Sector dominance ratio analysis of financial markets, 2015, Physica A: Statistical Mechanics and its Applications.
Can online media predict emerging trends? Google versus Wikipedia.
Cascading Failures in Interdependent Economic Networks, 2015.
Systemic risk and causality dynamics of the world international shipping market, 2014, Physica A: Statistical Mechanics and its Applications.
Vulnerability of network of networks, 2014, The European Physical Journal Special Topics.