This article describes the growing field of financial technology (fintech) and the different
financial paradigms and technologies that support it. Fintech is primarily a disintermediation …

This paper discusses different definitions of systemic risk and identifies the challenges,
which regulators face in addressing this phenomenon. We conducted a systematic literature …

We employ a unique hand-collected dataset and a novel methodology to examine systemic
risk before and after the largest US banking crisis of the 20th century. Our systemic risk …

We examine how financial crises redistribute risk, employing novel empirical methods and
micro data from the largest financial crisis of the 20th century–the Great Depression. Using …

We study how globalization impacts systemic risk in emerging markets. We extend a large
literature on systemic risk in the US, Europe, and other developed countries to emerging …

In this article, the authors introduce a combined approach for investigating currency funds by
using methods from network science and risk factor analysis. They document a positive …

We study how bank regulation interacts with network topology to influence systemic stability.
Employing unique hand‐collected data on the correspondent network for all US banks prior …

In this article, the authors investigate the hedge fund market as a network of interacting
individual funds. The authors identify and analyze the most important hedge fund styles that …

The main goal of this article is to show the relation between global equity and bond funds
from a network perspective. The authors demonstrate the advantages of graph theory to …

This article presents a complex network approach to analyze the dynamics of the US stock
market. The authors first introduce a machine learning technique to learn a latent space …