activity
20122017
most citedInterconnectedness in the Global Financial Market

145 citations · 165 across the 4 of their papers we have counts for

collaborators

5 papers

q-fin.ST2017★ 145 cited

Interconnectedness in the Global Financial Market

Matthias Raddant, Dror Y. Kenett

The global financial system is highly complex, with cross-border interconnections and interdependencies. In this highly interconnected environment, local financial shocks and event…

q-fin.GN2014★ 9 cited

Ranking the Economic Importance of Countries and Industries

Wei Li, Dror Y. Kenett, Kazuko Yamasaki +2

In the current era of worldwide stock market interdependencies, the global financial village has become increasingly vulnerable to systemic collapse. The recent global financial cr…

physics.soc-ph2014★ 11 cited

Resilience of modular complex networks

Saray Shai, Dror Y. Kenett, Yoed N. Kenett +3

Complex networks often have a modular structure, where a number of tightly- connected groups of nodes (modules) have relatively few interconnections. Modularity had been shown to h…

q-fin.ST2014

Emergence of statistically validated financial intraday lead-lag relationships

Chester Curme, Michele Tumminello, Rosario N. Mantegna +2

According to the leading models in modern finance, the presence of intraday lead-lag relationships between financial assets is negligible in efficient markets. With the advance of…

q-fin.GN2012

The competitiveness versus the wealth of a country

Boris Podobnik, Davor Horvatic, Dror Y. Kenett +1

Politicians world-wide frequently promise a better life for their citizens. We find that the probability that a country will increase its {\it per capita} GDP ({\it gdp}) rank with…