Financial markets
A network-based method for visual identification of systemic risks
This paper introduces the topic of network visualization to the journal by proposing the use of a combination of data reduction techniques and overlays that allow detection of large-scale patterns and outlier activity.
Is the financialisation of commodities being reversed?
Energy industry veteran Kaminski offers a verdict - and some career advice
Granger-causal nonlinear financial networks
This paper aims to quantify cascades of price movements in financial markets. It considers nonlinear lead-lag effects with stocks in the S&P 100 as nodes, and it also looks at directed links between the stocks identified through Granger causality. The…
UK markets review focuses on FICC structure and conduct
Fair and Effective Markets Review highlights causes of FICC market misconduct
Big bang: new dawn for CDS market
The 'big bang' protocol, which changes the way credit derivatives are quoted and traded, may have brought a CDS exchange one step closer