Dror Y. Kenett
Johns Hopkins University
Dror Y. Kenett is Adjunct Professor at the Applied Economics, Advanced Academic Programs at Johns Hopkins University, Washington DC. Previously, he was a researcher at the U.S. Department of the Treasury, Office of Financial Research (OFR) Financial Markets team. Kenett joined the OFR in 2015. Kenett applies his scientific background to financial stability questions, focusing on network-based models, financial contagion and spillovers, and correlation-based models. He has written OFR working papers, contributed to the OFR Financial Stability Report, and participated in the development of OFR monitoring tools. He has published more than 40 papers in financial, physics, and engineering journals such as the Journal of Banking and Finance, Journal of Risk and Financial Management, Quantitative Finance, Nature Physics, and Scientific Reports. He has a doctorate in physics from Tel Aviv University and was a research scientist at Boston University.
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The authors present a methodological framework for quantifying interdependencies in the global market and for evaluating risk levels in the worldwide financial network.