2 papers
cond-mat.stat-mech2025
The systemic impact of edges in financial networks
Michel Alexandre, Thiago Christiano Silva, Francisco A. Rodrigues
In this paper, we assess how the stability of financial networks is affected by interconnectedness considering its tiniest variation: the edge. We compute the impact of edges as th…
q-fin.ST2021
Risk-dependent centrality in the Brazilian stock market
Michel Alexandre, Kauê Lopes de Moraes, Francisco Aparecido Rodrigues
The purpose of this paper is to calculate the risk-dependent centrality (RDC) of the Brazilian stock market. We computed the RDC for assets traded on the Brazilian stock market bet…