| ‘Too interconnected to fail’financial network of US CDS market: Topological fragility and systemic risk S Markose, S Giansante, AR Shaghaghi Journal of Economic Behavior & Organization 83 (3), 627-646, 2012 | 376 | 2012 |
| Interbank lending and the spread of bank failures: A network model of systemic risk A Krause, S Giansante Journal of Economic Behavior & Organization 83 (3), 583-608, 2012 | 216 | 2012 |
| Too interconnected to fail: Financial contagion and systemic risk in network model of cds and other credit enhancement obligations of us banks SM Markose, S Giansante, M Gatkowski, AR Shaghaghi | 134 | 2010 |
| Marginal contribution, reciprocity and equity in segregated groups: Bounded rationality and self-organization in social networks A Kirman, S Markose, S Giansante, P Pin Journal of Economic Dynamics and Control 31 (6), 2085-2107, 2007 | 31 | 2007 |
| The impact of quantitative easing on UK bank lending: Why banks do not lend to businesses? M Fatouh, S Markose, S Giansante Journal of Economic Behavior & Organization 183, 928-953, 2021 | 28 | 2021 |
| Emergence of tiering in large value payment systems M Adams, M Galbiati, S Giansante | 24* | 2008 |
| A systemic risk assessment of OTC derivatives reforms and skin-in-the-game for CCPs SM Markose, S Giansante, A Rais Shaghaghi Financial Stability Review 21, 111-126, 2017 | 19 | 2017 |
| Structural contagion and vulnerability to unexpected liquidity shortfalls S Giansante, C Chiarella, S Sordi, A Vercelli Journal of Economic Behavior & Organization 83 (3), 558-569, 2012 | 18 | 2012 |
| Economic support during the COVID crisis. Quantitative easing and lending support schemes in the UK M Fatouh, S Giansante, S Ongena Economics Letters 209, 110138, 2021 | 16 | 2021 |
| Banks’ business strategies on the edge of distress A Flori, S Giansante, C Girardone, F Pammolli Annals of Operations Research 299 (1), 481-530, 2021 | 12 | 2021 |
| Does quantitative easing boost bank lending to the real economy or cause other bank asset reallocation? The case of the UK S Giansante, M Fatouh, S Ongena Bank of England Working Paper, 2020 | 12 | 2020 |
| Early warning of systemic risk in global banking: eigen-pair R number for financial contagion and market price-based methods S Markose, S Giansante, NA Eterovic, M Gatkowski Annals of Operations Research 330 (1), 691-729, 2023 | 11 | 2023 |
| Emergence of networks in large value payment systems (LVPSs) M Galbiati, S Giansante Università di Siena, Dipartimento di politica economica, finanza e sviluppo, 2010 | 11 | 2010 |
| The asset reallocation channel of quantitative easing. The case of the UK S Giansante, M Fatouh, S Ongena Journal of Corporate Finance 77, 102294, 2022 | 7 | 2022 |
| Multi-agent financial network (MAFN) model of US collateralized debt obligations (CDO): regulatory capital arbitrage, negative CDS carry trade, and systemic risk analysis SM Markose, B Oluwasegun, S Giansante Banking, Finance, and Accounting: Concepts, Methodologies, Tools, and …, 2015 | 7 | 2015 |
| Agent-based economic (ACE) modelling of payments media: emergence of monetary exchange, banking, large value payment and settlement systems S Giansante | 6 | 2009 |
| Social networks and medium of exchange S Giansante Working paper. Available online: http://andromeda. rutgers. edu/~ jmbarr …, 2006 | 6 | 2006 |
| Expected loss model and the cyclicality of bank credit losses and capital ratios M Fatouh, S Giansante Available at SSRN 3728699, 2020 | 5 | 2020 |
| Network-based computational techniques to determine the risk drivers of bank failures during a systemic banking crisis A Krause, S Giansante IEEE Transactions on Emerging Topics in Computational Intelligence 2 (3 …, 2018 | 4 | 2018 |
| Early warning and systemic risk in core global banking: balance sheet financial network and market price-based methods S Markose, S Giansante, NA Eterovic, M Gatkowski Social Science Electronic Publishing 45 (2), 78-85, 2017 | 4 | 2017 |
Sheri Marina MarkoseProfessor of Economics, University of Essex在 essex.ac.uk 的电子邮件经过验证
