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Details about Sheri Marina Markose

E-mail:
Homepage:http://privatewww.essex.ac.uk/~scher/
Workplace:Economics Department, University of Essex, (more information at EDIRC)
Centre For Computational Finance and Economic Agents (CCFEA), University of Essex, (more information at EDIRC)

Access statistics for papers by Sheri Marina Markose.

Last updated 2021-01-15. Update your information in the RePEc Author Service.

Short-id: pma296


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Working Papers

2016

  1. Non-performing loans: regulatory and accounting treatments of assets
    Bank of England working papers, Bank of England Downloads View citations (11)

2012

  1. Systemic Risk from Global Financial Derivatives; A Network Analysis of Contagion and Its Mitigation with Super-Spreader Tax
    IMF Working Papers, International Monetary Fund Downloads View citations (48)

2010

  1. 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 Downloads View citations (41)

2006

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

2005

  1. Designing large value payment systems: an agent based approach
    Computing in Economics and Finance 2005, Society for Computational Economics View citations (4)
  2. Option Pricing and the Implied Tail Index with the Generalized Extreme Value (GEV) Distribution
    Computing in Economics and Finance 2005, Society for Computational Economics Downloads
  3. The Generalized Extreme Value (GEV) Distribution, Implied Tail Index and Option Pricing
    Economics Discussion Papers, University of Essex, Department of Economics Downloads View citations (9)

Journal Articles

2018

  1. 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 Downloads View citations (1)

2017

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

2016

  1. CCPs and network stability in OTC derivatives markets
    Journal of Financial Stability, 2016, 27, (C), 217-233 Downloads View citations (13)

2013

  1. Systemic risk analytics: A data-driven multi-agent financial network (MAFN) approach
    Journal of Banking Regulation, 2013, 14, (3-4), 285-305 Downloads View citations (8)

2012

  1. ‘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 Downloads View citations (123)

2007

  1. 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 Downloads View citations (2)
  2. 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 Downloads View citations (6)
  3. 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 Downloads View citations (12)

2006

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

2005

  1. CHANCE DISCOVERY IN STOCK INDEX OPTION AND FUTURES ARBITRAGE
    New Mathematics and Natural Computation (NMNC), 2005, 01, (03), 435-447 Downloads
  2. Computability and Evolutionary Complexity: Markets as Complex Adaptive Systems (CAS)
    Economic Journal, 2005, 115, (504), F159-F192 Downloads View citations (53)

2004

  1. 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 Downloads View citations (4)

2003

  1. Network Effects On Cash-Card Substitution In Transactions And Low Interest Rate Regimes
    Economic Journal, 2003, 113, (487), 456-476 Downloads View citations (27)

2000

  1. Voluntary Contributions to Personal Pension Plans: Evidence from the British Household Panel Survey
    Fiscal Studies, 2000, 21, (4), 469-488 Downloads View citations (10)

1991

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

1986

  1. 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 Downloads
 
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