Philippe de Peretti

Université Paris I Panthéon-Sorbonne - Centre d'Economie de la Sorbonne (CES)

106-112 Boulevard de l'hopital

106-112 Boulevard de l'Hôpital

Paris Cedex 13, 75647

France

SCHOLARLY PAPERS

3

DOWNLOADS

301

SSRN CITATIONS

2

CROSSREF CITATIONS

1

Scholarly Papers (3)

1.

Clustering in Dynamic Causal Networks as a Measure of Systemic Risk on the Euro Zone

CES Working Paper 2016.46
Number of pages: 30 Posted: 31 Oct 2016 Last Revised: 28 Nov 2016
University of Venice - Department of EconomicsCa Foscari University of Venice - Dipartimento di Economia, European Commission-Joint Research Centre, IESEG School of Management and LEM member - UMR 9221IESEG School of Management (Paris campus) and Université Paris I Panthéon-Sorbonne - Centre d'Economie de la Sorbonne (CES)
Downloads 156 (344,853)
Citation 3

Abstract:

Loading...

Causal Network, Topology, Custering, Flickering, Desynchronisation, Phase transitions

2.

Are Critical Slowing Down Indicators Useful to Detect Financial Crises?

Systemic Risk Tomography: Signals, Measurement and Transmission Channels, edited by Monica Billio, Loriana Pelizzon and Roberto Savona, Iste Press - Elsevier, Elsevier Science & Technology, Chapter 3, p. 73-94, December 2016.
Number of pages: 28 Posted: 04 Nov 2016 Last Revised: 13 Apr 2017
IESEG School of Management and LEM member - UMR 9221IESEG School of Management (Paris campus), Université Paris I Panthéon-Sorbonne - Centre d'Economie de la Sorbonne (CES) and Université Paris I Panthéon-Sorbonne - Centre d'Economie de la Sorbonne (CES)
Downloads 145 (366,110)

Abstract:

Loading...

Autocorrelation, Crisis, Critical slowing down, Phase transition, Skewness, Variance

3.

Flickering in Information Spreading Precedes Critical Transitions in Financial Markets

Scientific Reports 9, Article number: 5671 (2019) (Springer Nature) DOI/10.1038/s41598-019-42223-9
Posted: 22 Apr 2019
Hayette Gatfaoui, Hayette Gatfaoui and Philippe de Peretti
IESEG School of Management and LEM member - UMR 9221IESEG School of Management (Paris campus) and Université Paris I Panthéon-Sorbonne - Centre d'Economie de la Sorbonne (CES)

Abstract:

Loading...

physical sciences, physics, statistical physics, thermodynamics and nonlinear dynamics, complex networks