Recent Publications and Working Papers

• A Survey of Systemic Risk Analytics
  [abstract] [Available for download here]
  
  
• Privacy-Preserving Methods for Sharing Financial Risk Exposures
  [abstract] [download pdf (0.98Mb)]
  

• The Origin of Behavior
  [abstract] [download pdf (569Kb)]
  

• Fear, Greed, and Financial Crises: A Cognitive Neurosciences Perspective
  [abstract] [download pdf (326Kb)]
  

• Reading About the Financial Crises: A 21-Book Review
  [abstract] [download pdf (303Kb)]
  

• The National Transportation Safety Board: A Model for Systemic Risk Management
  [abstract] [download pdf (654Kb)]

• Econometric Measures of Connectedness and Systemic Risk in the Finance and Insurance Sectors
  [abstract] [download pdf (1.0Mb)] [watch video - small (14.9Mb)] [watch video - medium (50.7Mb)]
  [watch video - large (171Mb)]