Working Papers
Alamir, A., Becker, A. P., and Julio, I. F. “Market Instability from Options Flow” (2024).
Becker, A. P., Julio, I. F., and Wen, J. “Managing Financial Flexibility: Firm-level Political Risk & the Speed of Adjustment” (2023).
Becker, A. P., Julio, I. F., Vodenska, I., and Wang, L. “The Asymmetric Impact of Covenant Tightness on Firm Capital Structure Adjustments” (2023).
Becker, A. P., Julio, I. F., Vodenska, I., and Wang, L. “Corporate leverage ratio adjustment under cash flow-based debt covenants” (2021).
Refereed Journal Articles
Vodenska, I., Dehmamy, D., Becker, A. P., Buldyrev S. V., and Havlin, S. “Systemic stress test model for shared portfolio networks.” Scientific Reports vol. 11, 3358 (2021). https://doi.org/10.1038/s41598-021-82904-y
Vodenska, I., Aoyama, H., Becker, A. P., Fujiwara, Y., Iyetomi, H., and Lungu, E. “From stress testing to systemic stress testing: the importance of macroprudential regulation.” Journal of Financial Stability vol. 52, 100803 (2021). https://doi.org/10.1016/j.jfs.2020.100803
Kremer, M., Becker, A. P., Vodenska, I., Stanley, H. E., and Schäfer, R. “Economic and political effects on currency clustering dynamics.” Quantitative Finance 19, no. 5 (2019): 705–716. https://doi.org/10.1080/14697688.2018.1532101
Vodenska, I., Becker, A. P., Zhou, D., Kenett, D. Y., Stanley, H. E., and Havlin, S. “Community Analysis of Global Financial Markets.” Risks 4, no. 2 (2016): 13. https://doi.org/10.3390/risks4020013
Book Chapters
Vodenska, I., and Becker, A. P. “Interdependence, Vulnerability and contagion in Financial and Economic Networks.” In New Perspectives and Challenges in Econophysics and Sociophysics, edited by Frédéric Abergel, Bikas K. Chakrabarti, Anirban Chakraborti, Nivedita Deo, and Kiran Sharma (Cham, Switzerland: Springer, 2019): 101–116.
Select Conference Presentations
“Market Instability from Options Flow.” World Finance and Banking Symposium, Vilnius, Lithuania, December 2023.
“The Asymmetric Impact of Covenant Tightness on Firm Capital Structure Adjustments.” FMA Annual Meeting 2023, Chicago, Ill., October 2023.
“The Asymmetric Impact of Covenant Tightness on Firm Capital Structure Adjustments.” 2023 EFA Annual Meeting, Amsterdam, Netherlands, October 2023.