Details about Sheri Marina Markose

Access statistics for papers by Sheri Marina Markose.

Last updated 2024-02-06. Update your information in the RePEc Author Service.

Short-id: pma296

Working Papers

2016

1. Non-performing loans: regulatory and accounting treatments of assets
   Bank of England working papers, Bank of England View citations (17)

2012

2. Systemic Risk from Global Financial Derivatives: A Network Analysis of Contagion and Its Mitigation with Super-Spreader Tax
   IMF Working Papers, International Monetary Fund View citations (71)

2010

3. Too Interconnected To Fail: Financial Contagion and Systemic Risk In Network Model of CDS and Other Credit Enhancement Obligations of US Banks
   Working Papers, COMISEF View citations (48)

2006

4. Co evolution of Genetic Programming Based Agents in an Artificial Stock Market
   Computing in Economics and Finance 2006, Society for Computational Economics

2005

5. Designing large value payment systems: an agent based approach
   Computing in Economics and Finance 2005, Society for Computational Economics View citations (5)
6. Option Pricing and the Implied Tail Index with the Generalized Extreme Value (GEV) Distribution
   Computing in Economics and Finance 2005, Society for Computational Economics View citations (5)
7. The Generalized Extreme Value (GEV) Distribution, Implied Tail Index and Option Pricing
   Economics Discussion Papers, University of Essex, Department of Economics View citations (10)

Journal Articles

2023

1. Correction to: Early warning of systemic risk in global banking: eigen-pair R number for financial contagion and market price-based methods
   Annals of Operations Research, 2023, 330, (1), 841-841
2. Early warning of systemic risk in global banking: eigen-pair R number for financial contagion and market price-based methods
   Annals of Operations Research, 2023, 330, (1), 691-729
3. Fair immunization and network topology of complex financial ecosystems
   Physica A: Statistical Mechanics and its Applications, 2023, 612, (C) View citations (1)

2022

4. Financial inclusion, at what cost?: Quantification of economic viability of a supply side roll out
   The European Journal of Finance, 2022, 28, (1), 3-29 View citations (5)

2021

5. The impact of quantitative easing on UK bank lending: Why banks do not lend to businesses?
   Journal of Economic Behavior & Organization, 2021, 183, (C), 928-953 View citations (4)

2018

6. Non-performing loans at the dawn of IFRS 9: regulatory and accounting treatment of asset quality
   Journal of Banking Regulation, 2018, 19, (1), 33-54 View citations (6)

2017

7. Central clearing: reaping the benefits, controlling the risks
   Financial Stability Review, 2017, (21), 111-126

2016

8. CCPs and network stability in OTC derivatives markets
   Journal of Financial Stability, 2016, 27, (C), 217-233 View citations (25)

2013

9. Systemic risk analytics: A data-driven multi-agent financial network (MAFN) approach
   Journal of Banking Regulation, 2013, 14, (3-4), 285-305 View citations (12)

2012

10. ‘Too interconnected to fail’ financial network of US CDS market: Topological fragility and systemic risk
    Journal of Economic Behavior & Organization, 2012, 83, (3), 627-646 View citations (151)

2007

11. A smart market for passenger road transport (SMPRT) congestion: An application of computational mechanism design
    Journal of Economic Dynamics and Control, 2007, 31, (6), 2001-2032 View citations (2)
12. Advances in experimental and agent-based modelling: Asset markets, economic networks, computational mechanism design and evolutionary game dynamics
    Journal of Economic Dynamics and Control, 2007, 31, (6), 1801-1807 View citations (6)
13. Marginal contribution, reciprocity and equity in segregated groups: Bounded rationality and self-organization in social networks
    Journal of Economic Dynamics and Control, 2007, 31, (6), 2085-2107 View citations (16)

2006

14. Developments in experimental and agent-based computational economics (ACE): overview
    Journal of Economic Interaction and Coordination, 2006, 1, (2), 119-127 View citations (2)

2005

15. CHANCE DISCOVERY IN STOCK INDEX OPTION AND FUTURES ARBITRAGE
    New Mathematics and Natural Computation (NMNC), 2005, 01, (03), 435-447
16. Computability and Evolutionary Complexity: Markets as Complex Adaptive Systems (CAS)
    Economic Journal, 2005, 115, (504), F159-F192 View citations (64)

2004

17. Novelty in complex adaptive systems (CAS) dynamics: a computational theory of actor innovation
    Physica A: Statistical Mechanics and its Applications, 2004, 344, (1), 41-49 View citations (4)

2003

18. Network Effects On Cash-Card Substitution In Transactions And Low Interest Rate Regimes
    Economic Journal, 2003, 113, (487), 456-476 View citations (29)

2000

19. Voluntary Contributions to Personal Pension Plans: Evidence from the British Household Panel Survey
    Fiscal Studies, 2000, 21, (4), 469-488 View citations (14)

1991

20. End-independent legal rules and the political economy of expanding market societies of Europe
    European Journal of Political Economy, 1991, 7, (4), 579-601

1986

21. A theory of policy-induced structural change An application of the bismut stochastic maximum principle
    Journal of Economic Dynamics and Control, 1986, 10, (1-2), 109-114

Chapters

2008

1. Generalized Extreme Value Distribution and Extreme Economic Value at Risk (EE-VaR)
   Springer View citations (5)

2007

2. The Grass is Always Greener on the Other Side of the Fence: The Effect of Misperceived Signalling in a Network Formation Process
   Springer

2005

3. The Red Queen Principle and the Emergence of Efficient Financial Markets: An Agent Based Approach
   Springer