Journal of Network Theory in Finance

Aims & Scope

Financial institutions and markets are highly interconnected, but only recently has literature begun to emerge that maps these interconnections and assesses their impact on financial risks and returns.

The Journal of Network Theory in Finance is an interdisciplinary journal publishing academically rigorous and practitioner-focused research on the application of network theory in finance and related fields.

The journal brings together research carried out in disparate areas within academia and other research institutions by policymakers and industry practitioners.

The Journal of Network Theory in Finance publishes data-driven or theoretical work in areas including, but not limited to: Empirical network analysis that enables better understanding of financial flows, trade flows, input-output tables, financial exposures or market interdependencies Modeling and simulation techniques for measuring interdependent financial risks New metrics and techniques for identifying central, vulnerable or systemically important institutions and markets in financial networks Network modeling of time-series data for financial risk management, asset allocation and portfolio management Social network analysis (SNA) in finance, such as using social network data for making credit and investment decisions Applied network visualization techniques that improve the communication of financial risks and rewards Analysis of counterparties and their risk exposure from interconnectivity with the financial system and regulatory strategies for improving financial stability Complex systems Econophysics Machine Learning.

Abstracting & Indexing

Journal is indexed in leading academic databases, ensuring global visibility and accessibility of our peer-reviewed research.

• Scopus
• Google Scholar

Subjects & Keywords

Journal’s research areas, covering key disciplines and specialized sub-topics in Computer Science, Economics, Econometrics and Finance and Mathematics, designed to support cutting-edge academic discovery.

Most Cited Articles

The Most Cited Articles section features the journal's most impactful research, based on citation counts. These articles have been referenced frequently by other researchers, indicating their significant contribution to their respective fields.

• Too interconnected to fail: a survey of the interbank networks literature

  Citation: 55

  Authors: Anne-Caroline

• A multiplex network analysis of the Mexican banking system: link persistence, overlap and waiting times

  Citation: 38

  Authors: José-Luis, Serafin, Fabrizio, Marco van der

• Networks of common asset holdings: aggregation and measures of vulnerability

  Citation: 35

  Authors: Anton, Andreea

• The econometrics of Bayesian graphical models: a review with financial application

  Citation: 27

  Authors: Daniel Felix

• Causality networks of financial assets

  Citation: 24

  Authors: Stavros, Athanasios, Kimmo, Konstantin

• Risk diversification: a study of persistence with a filtered correlation-network approach

  Citation: 21

  Authors: Nicoló, Tomaso, T.

• Eccentricity in asset management

  Citation: 17

  Authors: Hakan

• Quantifying the diversity of news around stock market moves

  Citation: 16

  Authors: Chester, Ying Daisy, Helen Susannah, Tobias

• Computational analysis of structural properties of economic and financial networks

  Citation: 12

  Authors: Frank, Aliyu, Kestutis, Juho, Shailesh, Olli, Herbert, Matthias

• Structural changes in the interbank market across the financial crisis from multiple core–periphery analysis

  Citation: 12

  Authors: Sadamori, Giulio, Guido, Naoki