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  1. Article

    Open Access

    A multilevel analysis of financial institutions’ systemic exposure from local and system-wide information

    In the aftermath of the financial crisis of 2007–2009, the growing body of literature on financial networks has widely documented the predictive power of topological characteristics (e.g., degree centrality me...

    Yérali Gandica, Sophie Béreau, Jean-Yves Gnabo in Scientific Reports (2020)

  2. No Access

    Chapter and Conference Paper

    ‘Time is Money’: An Heterogeneous Agent Model for the FX

    This paper deals with a Bayesian extension of a behavioral finance framework ‘à la’ De Grauwe and Grimaldi (The Exchange Rate in a Behavioural Finance Framework, Princeton University Press, Princeton, 2006) in wh...

    Sophie Béreau in Proceedings of the European Conference on Complex Systems 2012 (2013)