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Sheri Marina Markose
Sheri Marina Markose
Professor of Economics, University of Essex
Verified email at essex.ac.uk
Title
Cited by
Cited by
Year
‘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
3732012
Computability and evolutionary complexity: markets as complex adaptive systems (CAS)
SM Markose
The Economic Journal 115 (504), F159-F192, 2005
2342005
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
1332010
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
1252005
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
832016
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
792018
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
772003
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
532016
Voluntary contributions to personal pension plans: Evidence from the British household panel survey
A Guariglia, S Markose
Fiscal Studies 21 (4), 469-488, 2000
452000
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
312007
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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