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Sheri Marina Markose
Sheri Marina Markose
Professor of Economics, University of Essex
在 essex.ac.uk 的电子邮件经过验证
标题
引用次数
引用次数
年份
‘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
3762012
Computability and evolutionary complexity: markets as complex adaptive systems (CAS)
SM Markose
The Economic Journal 115 (504), F159-F192, 2005
2352005
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
1342010
Systemic risk from global financial derivatives: a network analysis of contagion and its mitigation with super-spreader tax
MSM Markose
International Monetary Fund, 2012
1302012
The generalized extreme value (GEV) distribution, implied tail index and option pricing
SM Markose, A Alentorn
University of Essex Department of Economics Discussion Papers, 2005
1242005
Non-performing loans: regulatory and accounting treatments of assets
D Bholat, RM Lastra, SM Markose, A Miglionico, K Sen
Bank of England Working Paper, 2016
812016
Non-performing loans at the dawn of IFRS 9: regulatory and accounting treatment of asset quality
D Bholat, RM Lastra, SM Markose, A Miglionico, K Sen
Journal of banking regulation 19, 33-54, 2018
762018
Network Effects On Cash‐Card Substitution In Transactions And Low Interest Rate Regimes
SM Markose, YJ Loke
The Economic Journal 113 (487), 456-476, 2003
762003
EDDIE in financial decision making
EPK Tsang, J Li, S Markose, H Er, A Salhi, G Iori
Journal of Management and economics 4 (4), 1-13, 2000
712000
Chance discovery in stock index option and futures arbitrage
E Tsang, S Markose, H Er
New Mathematics and Natural Computation 1 (03), 435-447, 2005
552005
CCPs and network stability in OTC derivatives markets
A Heath, G Kelly, M Manning, S Markose, AR Shaghaghi
Journal of financial stability 27, 217-233, 2016
542016
Voluntary contributions to personal pension plans: Evidence from the British household panel survey
A Guariglia, S Markose
Fiscal Studies 21 (4), 469-488, 2000
462000
Systemic risk analytics: A data-driven multi-agent financial network (MAFN) approach
SM Markose
Journal of Banking Regulation 14, 285-305, 2013
442013
Novelty in complex adaptive systems (CAS) dynamics: a computational theory of actor innovation
SM Markose
Physica A: Statistical Mechanics and Its Applications 344 (1-2), 41-49, 2004
372004
A smart market for passenger road transport (SMPRT) congestion: An application of computational mechanism design
S Markose, A Alentorn, D Koesrindartoto, P Allen, P Blythe, S Grosso
Journal of Economic Dynamics and Control 31 (6), 2001-2032, 2007
352007
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
322007
Convolutional neural networks applied to high-frequency market microstructure forecasting
J Doering, M Fairbank, S Markose
2017 9th computer science and electronic engineering (ceec), 31-36, 2017
302017
Financial inclusion, at what cost? : Quantification of economic viability of a supply-side roll out
S.M Markose, T. Arun, P. Ozoli
European Journal of Finance https://doi.org/10.1080/1351847X.2020.1821740, 2020
29*2020
The new evolutionary computational paradigm of complex adaptive systems: challenges and prospects for economics and finance
SM Markose
Genetic Algorithms and Genetic Programming in Computational Finance, 443-484, 2002
292002
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
282021
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