Sheri Marina Markose
Names
| first: |
Sheri |
| middle: |
Marina |
| last: |
Markose |
Identifer
Contact
Affiliations
-
University of Essex
/ Centre For Computational Finance and Economic Agents (CCFEA) (weight: 10%)
-
University of Essex
/ Economics Department (weight: 90%)
Research profile
author of:
- Central clearing: reaping the benefits, controlling the risks (RePEc:bfr:fisrev:2017:21:11)
by Markose, S. & Giansante, S. & Rais Shaghaghi, A. - Non-performing loans: regulatory and accounting treatments of assets (RePEc:boe:boeewp:0594)
by Bholat, David & Lastra, Rosa & Markose, Sheri & Miglionico, Andrea & Sen, Kallol - Too Interconnected To Fail: Financial Contagion and Systemic Risk In Network Model of CDS and Other Credit Enhancement Obligations of US Banks (RePEc:com:wpaper:033)
by Sheri Markose & Simone Giansante & Mateusz Gatkowski & Ali Rais Shaghaghi - Network Effects On Cash-Card Substitution In Transactions And Low Interest Rate Regimes (RePEc:ecj:econjl:v:113:y:2003:i:487:p:456-476)
by Sheri M. Markose & Yiing Jia Loke - Computability and Evolutionary Complexity: Markets as Complex Adaptive Systems (CAS) (RePEc:ecj:econjl:v:115:y:2005:i:504:p:f159-f192)
by Sheri M. Markose - A theory of policy-induced structural change An application of the bismut stochastic maximum principle (RePEc:eee:dyncon:v:10:y:1986:i:1-2:p:109-114)
by Markose, S. M. - Advances in experimental and agent-based modelling: Asset markets, economic networks, computational mechanism design and evolutionary game dynamics (RePEc:eee:dyncon:v:31:y:2007:i:6:p:1801-1807)
by Markose, Sheri & Arifovic, Jasmina & Sunder, Shyam - A smart market for passenger road transport (SMPRT) congestion: An application of computational mechanism design (RePEc:eee:dyncon:v:31:y:2007:i:6:p:2001-2032)
by Markose, Sheri & Alentorn, Amadeo & Koesrindartoto, Deddy & Allen, Peter & Blythe, Phil & Grosso, Sergio - Marginal contribution, reciprocity and equity in segregated groups: Bounded rationality and self-organization in social networks (RePEc:eee:dyncon:v:31:y:2007:i:6:p:2085-2107)
by Kirman, Alan & Markose, Sheri & Giansante, Simone & Pin, Paolo - CCPs and network stability in OTC derivatives markets (RePEc:eee:finsta:v:27:y:2016:i:c:p:217-233)
by Heath, Alexandra & Kelly, Gerard & Manning, Mark & Markose, Sheri & Shaghaghi, Ali Rais - The impact of quantitative easing on UK bank lending: Why banks do not lend to businesses? (RePEc:eee:jeborg:v:183:y:2021:i:c:p:928-953)
by Fatouh, Mahmoud & Markose, Sheri & Giansante, Simone - ‘Too interconnected to fail’ financial network of US CDS market: Topological fragility and systemic risk (RePEc:eee:jeborg:v:83:y:2012:i:3:p:627-646)
by Markose, Sheri & Giansante, Simone & Shaghaghi, Ali Rais - Novelty in complex adaptive systems (CAS) dynamics: a computational theory of actor innovation (RePEc:eee:phsmap:v:344:y:2004:i:1:p:41-49)
by Markose, Sheri M. - Fair immunization and network topology of complex financial ecosystems (RePEc:eee:phsmap:v:612:y:2023:i:c:s0378437123000110)
by Giansante, Simone & Manfredi, Sabato & Markose, Sheri - End-independent legal rules and the political economy of expanding market societies of Europe (RePEc:eee:poleco:v:7:y:1991:i:4:p:579-601)
by Markose-Cherian, Sheri - The Generalized Extreme Value (GEV) Distribution, Implied Tail Index and Option Pricing (RePEc:esx:essedp:3726)
by Markose, Sheri M & Alentorn, Amadeo - Voluntary Contributions to Personal Pension Plans: Evidence from the British Household Panel Survey (RePEc:ifs:fistud:v:21:y:2000:i:4:p:469-488)
by Alessandra Guariglia & Sheri Markose - Systemic Risk from Global Financial Derivatives: A Network Analysis of Contagion and Its Mitigation with Super-Spreader Tax (RePEc:imf:imfwpa:2012/282)
by Ms. Sheri M. Markose - Systemic risk analytics: A data-driven multi-agent financial network (MAFN) approach (RePEc:pal:jbkreg:v:14:y:2013:i:3:p:285-305)
by Sheri M Markose - Non-performing loans at the dawn of IFRS 9: regulatory and accounting treatment of asset quality (RePEc:pal:jbkreg:v:19:y:2018:i:1:d:10.1057_s41261-017-0058-8)
by David Bholat & Rosa M. Lastra & Sheri M. Markose & Andrea Miglionico & Kallol Sen - Designing large value payment systems: an agent based approach (RePEc:sce:scecf5:396)
by Jing Yang & Sheri Markose & Amadeo Alentorn - Option Pricing and the Implied Tail Index with the Generalized Extreme Value (GEV) Distribution (RePEc:sce:scecf5:397)
by Sheri Markose & Amadeo Alentorn - Co evolution of Genetic Programming Based Agents in an Artificial Stock Market (RePEc:sce:scecfa:398)
by Martinez Jaramillo Serafin. & Tsang Edward P. K. & Markose, Sheri. - Early warning of systemic risk in global banking: eigen-pair R number for financial contagion and market price-based methods (RePEc:spr:annopr:v:330:y:2023:i:1:d:10.1007_s10479-021-04120-1)
by Sheri Markose & Simone Giansante & Nicolas A. Eterovic & Mateusz Gatkowski - Correction to: Early warning of systemic risk in global banking: eigen-pair R number for financial contagion and market price-based methods (RePEc:spr:annopr:v:330:y:2023:i:1:d:10.1007_s10479-021-04156-3)
by Sheri Markose & Simone Giansante & Nicolas A. Eterovic & Mateusz Gatkowski - Developments in experimental and agent-based computational economics (ACE): overview (RePEc:spr:jeicoo:v:1:y:2006:i:2:p:119-127)
by Sheri Markose - The Red Queen Principle and the Emergence of Efficient Financial Markets: An Agent Based Approach (RePEc:spr:lnechp:978-3-540-27296-0_19)
by Sheri Markose & Edward Tsang & Serafin Martinez Jaramillo - The Grass is Always Greener on the Other Side of the Fence: The Effect of Misperceived Signalling in a Network Formation Process (RePEc:spr:lnechp:978-3-540-73135-1_16)
by Simone Giansante & Alan Kirman & Sheri Markose & Paolo Pin - Generalized Extreme Value Distribution and Extreme Economic Value at Risk (EE-VaR) (RePEc:spr:sprchp:978-3-540-77958-2_3)
by Amadeo Alentorn & Sheri Markose - Financial inclusion, at what cost? : Quantification of economic viability of a supply side roll out (RePEc:taf:eurjfi:v:28:y:2022:i:1:p:3-29)
by Sheri Markose & Thankom Arun & Peterson Ozili - Chance Discovery In Stock Index Option And Futures Arbitrage (RePEc:wsi:nmncxx:v:01:y:2005:i:03:n:s1793005705000251)
by Edward Tsang & Sheri Markose & Hakan Er