This article presents an analysis of the literature on systemic financial risk. To that end, we
analyze and classify 266 articles that were published no later than September 2016 in the …

While innovation in finance is not a new concept, the focus on technological innovations and
its pace have increased significantly. Fintech solutions that make use of big data analytics …

This paper is concerned with an introduction to big data which can be potentially used in
nowcasting the UK GDP and other key macroeconomic variables. We discuss various big …

This study employs the number of tweets as a proxy for investor attention. We use high-
frequency data to investigate tweets' real-time effects on Bitcoin liquidity. We find that a 1 …

A very important area of financial risk management is systemic risk modelling, which
concerns the estimation of the interrelationships between financial institutions, with the aim …

The lack of fundamental values in the cryptocurrency market paves the way for the rise of
unprecedented speculative bubble phenomena, which are often associated with alternating …

Excessive network connectedness among financial institutions will amplify financial shocks
through contagion effects. In order to measure the correlation between institutions from …

How much the largest worldwide companies, belonging to different sectors of the economy,
are suffering from the pandemic? Are economic relations among them changing? In this …

A very important and timely area of research in finance is systemic risk modelling, which
concerns the estimation of the relationships between different financial institutions, with the …

In this chapter, a survey of the literature related to the h-index (referred to as h-related
literature) between 2005 and 2016 is presented. In the first section, the basic definitions and …