‘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 |
Computability and evolutionary complexity: markets as complex adaptive systems (CAS) SM Markose The Economic Journal 115 (504), F159-F192, 2005 | 235 | 2005 |
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 |
Systemic risk from global financial derivatives: a network analysis of contagion and its mitigation with super-spreader tax MSM Markose International Monetary Fund, 2012 | 130 | 2012 |
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 | 124 | 2005 |
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 | 81 | 2016 |
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 | 76 | 2018 |
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 | 76 | 2003 |
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 | 71 | 2000 |
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 | 55 | 2005 |
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 | 54 | 2016 |
Voluntary contributions to personal pension plans: Evidence from the British household panel survey A Guariglia, S Markose Fiscal Studies 21 (4), 469-488, 2000 | 46 | 2000 |
Systemic risk analytics: A data-driven multi-agent financial network (MAFN) approach SM Markose Journal of Banking Regulation 14, 285-305, 2013 | 44 | 2013 |
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 | 37 | 2004 |
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 | 35 | 2007 |
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 | 32 | 2007 |
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 | 30 | 2017 |
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 | 29 | 2002 |
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 |