14 citations · 17 across the 2 of their papers we have counts for
2 papers
q-fin.GN2019★ 3 cited
A multilevel analysis to systemic exposure: insights from local and system-wide information
Yérali Gandica, Sophie Béreau, Jean-Yves Gnabo
In the aftermath of the financial crisis, the growing literature on financial networks has widely documented the predictive power of topological characteristics (e.g. degree centra…
physics.soc-ph2017★ 14 cited
Fragmentation, integration and macroprudential surveillance of the US financial industry: Insights from network science
Yérali Gandica, Marco Valerio Geraci, Sophie Béreau +1
Drawing on recent contributions inferring financial interconnectedness from market data, our paper provides new insights on the evolution of the US financial industry over a long p…