Sheri Marina Markose : Citation Profile

Are you Sheri Marina Markose?

University of Essex (90% share)
University of Essex (10% share)

9

H index

7

i10 index

334

Citations

RESEARCH PRODUCTION:

16

Articles

7

Papers

RESEARCH ACTIVITY:

   32 years (1986 - 2018). See details.
   Cites by year: 10
   Journals where Sheri Marina Markose has often published
   Relations with other researchers
   Recent citing documents: 83.    Total self citations: 9 (2.62 %)

MORE DETAILS IN:
ABOUT THIS REPORT:

   Permalink: http://citec.repec.org/pma296
   Updated: 2020-08-01    RAS profile: 2018-11-12    
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Relations with other researchers

Works with:

Bholat, David (2)

Authors registered in RePEc who have co-authored more than one work in the last five years with Sheri Marina Markose.

Is cited by:

León, Carlos (23)

Berndsen, Ron (16)

Renneboog, Luc (10)

Tabak, Benjamin (10)

von Peter, Goetz (8)

Sarmiento, Miguel (8)

Craig, Ben (7)

Stix, Helmut (7)

Paddrik, Mark (6)

Peltonen, Tuomas (5)

Witt, Ulrich (5)

Cites to:

Giansante, Simone (13)

Kirman, Alan (11)

Rochet, Jean (9)

FREIXAS, XAVIER (9)

Rais Shaghaghi, Ali (7)

Duffie, Darrell (7)

Craig, Ben (6)

Bech, Morten (6)

von Peter, Goetz (6)

Alentorn, Amadeo (5)

Roth, Alvin (5)

Main data

Where Sheri Marina Markose has published?

Journals with more than one article published# docs
Journal of Economic Dynamics and Control4
Journal of Banking Regulation2
Economic Journal2

Working Papers Series with more than one paper published# docs
Computing in Economics and Finance 2005 / Society for Computational Economics2

Recent works citing Sheri Marina Markose (2018 and 2017)

YearTitle of citing document
2018Identifying Influential Traders by Agent Based Modelling. (2018). Salecker, J ; Kopp, T. In: 2018 Conference, July 28-August 2, 2018, Vancouver, British Columbia. RePEc:ags:iaae18:277130.

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2020Systemic Risk: a Network Approach. (2020). Hasse, Jean-Baptiste. In: AMSE Working Papers. RePEc:aim:wpaimx:2025.

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2019Macro and Micro Prudential Policies: Sweet and Lowdown in a Credit Network Agent Based Model. (2019). Giri, Federico ; Gallegati, Mauro ; Catullo, Ermanno. In: Working Papers. RePEc:anc:wpaper:434.

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2017Multichannel Contagion vs Stabilisation in Multiple Interconnected Financial Markets. (2017). Serguieva, Antoaneta . In: Papers. RePEc:arx:papers:1701.06975.

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2017Computational Analysis of the structural properties of Economic and Financial Networks. (2017). Musa, Aliyu ; Dehmer, Matthias ; Jodlbauer, Herbert ; Yli-Harja, Olli ; Tripathi, Shailesh ; Kanniainen, Juho ; Baltakys, Kestutis ; Emmert-Streib, Frank. In: Papers. RePEc:arx:papers:1710.04455.

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2018Identifying systemically important companies in the entire liability network of a small open economy. (2018). Thurner, Stefan ; Hinteregger, Abraham ; Poledna, Sebastian. In: Papers. RePEc:arx:papers:1801.10487.

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2018Systemic-risk-efficient asset allocation: Minimization of systemic risk as a network optimization problem. (2018). Thurner, Stefan ; Poledna, Sebastian ; Pichler, Anton. In: Papers. RePEc:arx:papers:1801.10515.

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2018Quantification of systemic risk from overlapping portfolios in the financial system. (2018). Thurner, Stefan ; Caccioli, Fabio ; Mart, Seraf'In ; Poledna, Sebastian. In: Papers. RePEc:arx:papers:1802.00311.

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2018Impact of Contingent Payments on Systemic Risk in Financial Networks. (2018). Feinstein, Zachary ; Banerjee, Tathagata. In: Papers. RePEc:arx:papers:1805.08544.

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2018Systemic risk assessment through high order clustering coefficient. (2018). Cerqueti, Roy ; Grassi, Rosanna ; Clemente, Gian Paolo. In: Papers. RePEc:arx:papers:1810.13250.

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2018Modelling Social Evolutionary Processes and Peer Effects in Agricultural Trade Networks: the Rubber Value Chain in Indonesia. (2018). Salecker, Jan ; Kopp, Thomas. In: Papers. RePEc:arx:papers:1811.11476.

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2017Bad loans and resource allocation in crisis years: Evidence from European banks. (2017). Marino, Immacolata ; Bruno, Brunella . In: BAFFI CAREFIN Working Papers. RePEc:baf:cbafwp:cbafwp1752.

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2019Systemic Risk and Collateral Adequacy. (2019). Raykov, Radoslav. In: Staff Working Papers. RePEc:bca:bocawp:19-23.

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2017The interbank network across the global financial crisis: evidence from Italy. (2017). Pozzolo, Alberto ; Affinito, Massimiliano. In: Temi di discussione (Economic working papers). RePEc:bdi:wptemi:td_1118_17.

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2017Multichannel contagion vs stabilisation in multiple interconnected financial markets. (2017). Serguieva, Antoaneta ; Bholat, David. In: IFC Bulletins chapters. RePEc:bis:bisifc:43-09.

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2017Do debit cards decrease cash demand?: causal inference and sensitivity analysis using principal stratification. (2017). Mercatanti, Andrea ; Li, Fan. In: Journal of the Royal Statistical Society Series C. RePEc:bla:jorssc:v:66:y:2017:i:4:p:759-776.

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2020The Reinsurance Network Among U.S. Property–Casualty Insurers: Microstructure, Insolvency Risk, and Contagion. (2020). Cummins, David J ; Chen, Hua ; Weiss, Mary A ; Sun, Tao. In: Journal of Risk & Insurance. RePEc:bla:jrinsu:v:87:y:2020:i:2:p:253-284.

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2020Key sectors in input–output production networks: An application to Brexit. (2020). Russo, Alberto ; Giammetti, Raffaele ; Gallegati, Mauro. In: The World Economy. RePEc:bla:worlde:v:43:y:2020:i:4:p:840-870.

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2017Eigenvalue Productivity: Measurement of Individual Contributions in Teams. (2017). Müller, Julia ; Upmann, Thorsten ; Mller, Julia . In: CESifo Working Paper Series. RePEc:ces:ceswps:_6679.

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2018CDS market structure and risk flows: the Dutch case. (2018). Lelyveld, Iman ; Kroon, Sinziana ; van Lelyveld, Iman ; Petrescu, Sinziana Kroon ; de Sousa, Rene ; Levels, Anouk. In: DNB Working Papers. RePEc:dnb:dnbwpp:592.

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2017Electronics Payment Decisions of the Indonesian Urban Households: A Nested Logit Analysis of the Effects of the Payment Characteristics. (2017). Dartanto, Teguh ; Widyawati, Diah ; Passay, Haidy A ; Sahabat, Imaduddin. In: International Journal of Economics and Financial Issues. RePEc:eco:journ1:2017-05-58.

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2018Income smoothing among European systemic and non-systemic banks. (2018). Peterson, Ozili K ; Arun, Thankom G. In: The British Accounting Review. RePEc:eee:bracre:v:50:y:2018:i:5:p:539-558.

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2018An ecosystemic framework for business sustainability. (2018). Sun, Jiazhe ; Yang, Kaizhong ; Wu, Shunan. In: Business Horizons. RePEc:eee:bushor:v:61:y:2018:i:1:p:59-72.

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2017Basel III capital surcharges for G-SIBs are far less effective in managing systemic risk in comparison to network-based, systemic risk-dependent financial transaction taxes. (2017). Poledna, Sebastian ; Thurner, Stefan ; Bochmann, Olaf . In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:77:y:2017:i:c:p:230-246.

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2020An assessment of contagion risks in the banking system using non-parametric and Copula approaches. (2020). Duong, Duy ; Nguyen, Sang Phu ; Nasir, Muhammad Ali ; Duc, Toan Luu. In: Economic Analysis and Policy. RePEc:eee:ecanpo:v:65:y:2020:i:c:p:105-116.

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2018Systemic risk in the US: Interconnectedness as a circuit breaker. (2018). Dungey, Mardi ; Veredas, David ; Luciani, Matteo. In: Economic Modelling. RePEc:eee:ecmode:v:71:y:2018:i:c:p:305-315.

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2018Interconnectedness and systemic risk of Chinas financial institutions. (2018). Wang, Gang-Jin ; Stanley, Eugene H ; Xie, Chi ; Lin, Min ; Jiang, Zhi-Qiang. In: Emerging Markets Review. RePEc:eee:ememar:v:35:y:2018:i:c:p:1-18.

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2017Determinants of risk in the banking sector during the European Financial Crisis. (2017). Kousenidis, Dimitrios ; Negkakis, Christos ; Ladas, Anestis ; Kosmidou, Kyriaki. In: Journal of Financial Stability. RePEc:eee:finsta:v:33:y:2017:i:c:p:285-296.

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2018Financial stability in networks of financial institutions and market infrastructures. (2018). Renneboog, Luc ; León, Carlos ; Leon, Carlos ; Berndsen, Ron J. In: Journal of Financial Stability. RePEc:eee:finsta:v:35:y:2018:i:c:p:120-135.

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2018Stressed to the core: Counterparty concentrations and systemic losses in CDS markets. (2018). Cetina, Jill ; Rajan, Sriram ; Paddrik, Mark. In: Journal of Financial Stability. RePEc:eee:finsta:v:35:y:2018:i:c:p:38-52.

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2018Identifying central bank liquidity super-spreaders in interbank funds networks. (2018). León, Carlos ; Sarmiento, Miguel ; Machado, Clara ; Leon, Carlos. In: Journal of Financial Stability. RePEc:eee:finsta:v:35:y:2018:i:c:p:75-92.

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2017Do country-level financial structures explain bank-level CDS spreads?. (2017). Sousa, Ricardo ; Mallick, Sushanta ; Benbouzid, Nadia. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:48:y:2017:i:c:p:135-145.

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2018Economies of scale and scope in financial market infrastructures. (2018). Li, Shaofang ; Marin, Matej . In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:53:y:2018:i:c:p:17-49.

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2019Anti-cyclical versus risk-sensitive margin strategies in central clearing. (2019). Dömötör, Barbara ; Berlinger, Edina ; Illes, Ferenc ; Domotor, Barbara. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:62:y:2019:i:c:p:117-131.

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2017The effect of corporate taxation on bank transparency: Evidence from loan loss provisions. (2017). Andries, Kathleen ; Jacob, Martin ; Gallemore, John . In: Journal of Accounting and Economics. RePEc:eee:jaecon:v:63:y:2017:i:2:p:307-328.

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2020Centralized netting in financial networks. (2020). Zimmerman, Peter ; Garratt, Rodney. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:112:y:2020:i:c:s0378426617302959.

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2017The interbank network across the global financial crisis: Evidence from Italy. (2017). Pozzolo, Alberto ; Affinito, Massimiliano. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:80:y:2017:i:c:p:90-107.

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2017Systemic risk in financial systems: A feedback approach. (2017). Tabak, Benjamin ; Silva, Thiago ; da Silva, Michel Alexandre. In: Journal of Economic Behavior & Organization. RePEc:eee:jeborg:v:144:y:2017:i:c:p:97-120.

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2017The effects of credit default swap trading on information asymmetry in syndicated loans. (2017). Zhao, Jianxin ; Landsman, Wayne R ; Beaver, William H ; Amiram, Dan. In: Journal of Financial Economics. RePEc:eee:jfinec:v:126:y:2017:i:2:p:364-382.

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2018Measuring systemic risk of the banking industry in China: A DCC-MIDAS-t approach. (2018). Xu, Qifa ; Yuan, Jing ; Jiang, Cuixia ; Chen, LU. In: Pacific-Basin Finance Journal. RePEc:eee:pacfin:v:51:y:2018:i:c:p:13-31.

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2019Interconnectedness and systemic risk: A comparative study based on systemically important regions. (2019). Su, Fang ; Cheng, Jiang ; Fang, Lei. In: Pacific-Basin Finance Journal. RePEc:eee:pacfin:v:54:y:2019:i:c:p:147-158.

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2019Financial structure and determinants of systemic risk contribution. (2019). Zhou, Chunyang ; Qin, Xiao. In: Pacific-Basin Finance Journal. RePEc:eee:pacfin:v:57:y:2019:i:c:s0927538x18301124.

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2017Why do vulnerability cycles matter in financial networks?. (2017). Tabak, Benjamin ; Silva, Thiago ; Guerra, Solange. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:471:y:2017:i:c:p:592-606.

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2019Dynamic evolution of economic networks under the influence of mergers and divestitures. (2019). Xu, Haiyan ; Fang, Yinhai ; Tan, Qingmei ; Perc, Matja. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:524:y:2019:i:c:p:89-99.

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2019Interconnectedness and systemic risk network of Chinese financial institutions: A LASSO-CoVaR approach. (2019). He, Yaoyao ; Jiang, Cuixia ; Li, Mengting ; Xu, Qifa. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:534:y:2019:i:c:s0378437119312609.

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2020Risk contagion in multilayer network of financial markets. (2020). Li, Shouwei ; Wang, HU. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:541:y:2020:i:c:s037843711931862x.

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2019Financial systemic risk measurement based on causal network connectedness analysis. (2019). Zhang, Wei ; Xiong, Xiong ; Liu, Xi-Hua ; Gong, Xiao-Li. In: International Review of Economics & Finance. RePEc:eee:reveco:v:64:y:2019:i:c:p:290-307.

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2018Centralization of capital and financial crisis: A global network analysis of corporate control. (2018). Giammetti, Raffaele ; Brancaccio, Emiliano ; Puliga, Michelangelo ; Lopreite, Milena. In: Structural Change and Economic Dynamics. RePEc:eee:streco:v:45:y:2018:i:c:p:94-104.

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2018.

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2020Central Clearing and Systemic Liquidity Risk. (2020). Paulson, Anna ; Nesmith, Travis ; King, Thomas ; Prono, Todd. In: Finance and Economics Discussion Series. RePEc:fip:fedgfe:2020-09.

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2019Central Clearing and Systemic Liquidity Risk. (2019). Nesmith, Travis D ; Prono, Todd ; Paulson, Anna L ; Kingsley, Thomas G. In: Working Paper Series. RePEc:fip:fedhwp:87491.

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2019Measuring Global Financial Linkages: A Network Entropy Approach. (2019). Park, Hail ; Lee, Daeyup. In: Sustainability. RePEc:gam:jsusta:v:11:y:2019:i:17:p:4691-:d:261820.

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2018Measuring Real-Financial Connectedness in the U.S. Economy. (2018). Yilmaz, Kamil ; Uluceviz, Erhan. In: Working Papers. RePEc:geb:wpaper:2018-02.

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2018The Credit Default Swap market contagion during recent crises: International evidence. (2018). de Peretti, Christian ; Hmaied, Dorra ; Sabkha, Saker. In: Post-Print. RePEc:hal:journl:hal-01572510.

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2017The Credit Default Swap market contagion during recent crises: International evidence. (2017). Hmaied, Dorra ; de Peretti, Christian ; Sabkha, Saker. In: Working Papers. RePEc:hal:wpaper:hal-01572510.

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2020Systemic Risk: a Network Approach. (2020). Hasse, Jean-Baptiste. In: Working Papers. RePEc:hal:wpaper:halshs-02893780.

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2017The Bank of England as Lender of Last Resort: New historical evidence from daily transactional data. (2017). Thomas, Ryland ; Bholat, David ; Kang, Miao ; Author-Name, David Bholat ; Anson, Mike. In: Working Papers. RePEc:hes:wpaper:0117.

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2018Urban Transport Systems in Latin America and the Caribbean: Challenges and Lessons Learned. (2018). Vazquez, Antonia ; Mitnik, Oscar ; Scholl, Lynn ; Martinez, Daniel ; Yanez-Pagans, Patricia. In: IZA Discussion Papers. RePEc:iza:izadps:dp11812.

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2017Regional Innovator Networks - A Review and an Application with R. (2017). Graf, Holger. In: Jena Economic Research Papers. RePEc:jrp:jrpwrp:2017-016.

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2019What drives bank coverage ratios: Evidence from the euro area. (2019). Neugebauer, Katja ; Carletti, Elena ; Bruno, Brunella ; Alessi, Lucia. In: Working Papers. RePEc:jrs:wpaper:201914.

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2017Global Banking on the Financial Network Modelling: Sectorial Analysis. (2017). Said, Fathin Faizah. In: Computational Economics. RePEc:kap:compec:v:49:y:2017:i:2:d:10.1007_s10614-015-9556-x.

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2018Network Topology and Systemically Important Firms in the Interfirm Credit Network. (2018). Kwon, Ohsung ; Lee, Duk Hee ; Chung, Yanghon ; Han, Seung Hun ; Yun, Sung-Guan. In: Computational Economics. RePEc:kap:compec:v:51:y:2018:i:4:d:10.1007_s10614-017-9648-x.

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2018Voluntary Retirement Savings: The Case of Australia. (2018). Feng, Jun. In: Journal of Family and Economic Issues. RePEc:kap:jfamec:v:39:y:2018:i:1:d:10.1007_s10834-017-9536-5.

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2018Measuring Real-Financial Connectedness in the U.S. Economy. (2018). Yilmaz, Kamil ; Uluceviz, Erhan. In: Koç University-TUSIAD Economic Research Forum Working Papers. RePEc:koc:wpaper:1812.

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2019Nonperforming loans in CESEE – a brief update on their definitions and recent developments. (2019). Barisitz, Stephan. In: Focus on European Economic Integration. RePEc:onb:oenbfi:y:2019:i:q2/19:b:1.

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2017Contagion in the CDS Market. (2017). Paddrik, Mark ; Young, Peyton H. In: Economics Series Working Papers. RePEc:oxf:wpaper:821.

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2017Contagion in Derivatives Markets. (2017). Paddrik, Mark ; Rajan, Sriram ; Young, Peyton H. In: Economics Series Working Papers. RePEc:oxf:wpaper:839.

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2019How Safe are Central Counterparties in Credit Default Swap Markets?. (2019). Paddrik, Mark ; Young, Peyton H. In: Economics Series Working Papers. RePEc:oxf:wpaper:885.

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2019Contagion in Derivatives Markets. (2019). Rajan, Sriram ; Paddrik, Mark ; Young, Peyton H. In: Economics Series Working Papers. RePEc:oxf:wpaper:886.

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2017An Investigation on Early Voluntary Withdrawals from Individual Retirement Accounts: An Empirical Study on an Emerging Market. (2017). YilmazYildiz, ; Salantur, Seyma Bayrak ; Karan, Mehmet Baha. In: The Geneva Papers on Risk and Insurance - Issues and Practice. RePEc:pal:gpprii:v:42:y:2017:i:4:d:10.1057_s41288-016-0037-9.

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2018Derivatives, financial fragility and systemic risk: lessons from Barings Bank, Long-Term Capital Management, Lehman Brothers and AIG. (2018). Martins, Norberto Montani ; Sarno, Paula Marina. In: Working Papers. RePEc:pke:wpaper:pkwp1812.

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2019Key sectors in Input-Output Production Networks: an application to Brexit. (2019). Russo, Alberto ; Giammetti, Raffaele ; Gallegati, Mauro. In: MPRA Paper. RePEc:pra:mprapa:92559.

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2017Earnings Management in Interconnected Networks: A Perspective. (2017). Ozili, Peterson K. In: MPRA Paper. RePEc:pra:mprapa:92647.

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2018The Changing Network of Financial Market Linkages: The Asian Experience. (2018). Dungey, Mardi ; Volkov, Vladimir ; Sayeed, Mohammad Abu ; Kangogo, Moses ; Chowdhury, Biplob. In: ADB Economics Working Paper Series. RePEc:ris:adbewp:0558.

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2019Correlations and Turbulence of the European Markets. (2019). Brezeanu, Petre ; Diaconescu, Tiberiu ; Dinu, Sorin-Marius ; Andrei, Laurentiu Dumitru ; Anghelache, Constantin. In: Journal for Economic Forecasting. RePEc:rjr:romjef:v::y:2019:i:1:p:88-100.

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2020How Banks Respond to NPLs? Evidence from the Euro Area. (2019). Marino, Immacolata ; Bruno, Brunella . In: CSEF Working Papers. RePEc:sef:csefwp:513.

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2017Self-organization and social science. (2017). Anzola, David ; Cano, Juan I ; Barbrook-Johnson, Peter . In: Computational and Mathematical Organization Theory. RePEc:spr:comaot:v:23:y:2017:i:2:d:10.1007_s10588-016-9224-2.

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2018Recent advances in financial networks and agent-based model validation. (2018). Napoletano, Mauro ; Hanaki, Nobuyuki ; Guerci, Eric. In: Journal of Economic Interaction and Coordination. RePEc:spr:jeicoo:v:13:y:2018:i:1:d:10.1007_s11403-018-0221-z.

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2018A survey of network-based analysis and systemic risk measurement. (2018). Neveu, Andre. In: Journal of Economic Interaction and Coordination. RePEc:spr:jeicoo:v:13:y:2018:i:2:d:10.1007_s11403-016-0182-z.

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2019Urban transport systems in Latin America and the Caribbean: lessons and challenges. (2019). Vazquez, Antonia ; Mitnik, Oscar ; Yaez-Pagans, Patricia ; Scholl, Lynn ; Martinez, Daniel. In: Latin American Economic Review. RePEc:spr:laecrv:v:28:y:2019:i:1:d:10.1186_s40503-019-0079-z.

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2017Systemic risk and dynamics of contagion: a duplex inter-bank network. (2017). Yin, Libo ; Ding, Ding ; Han, Liyan. In: Quantitative Finance. RePEc:taf:quantf:v:17:y:2017:i:9:p:1435-1445.

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2017Models of Financial Stability and their Application in Stress Tests. (2017). Farmer, J. ; Wetzer, Thom ; Keinniejenhuis, Alissa M ; Aymanns, Christoph . In: Working Papers on Finance. RePEc:usg:sfwpfi:2018:05.

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2017The Bank of England as lender of last resort: New historical evidence from daily transactional data. (2017). Thomas, Ryland ; Kang, Miao ; Bhola, David ; Anson, Mike. In: eabh Papers. RePEc:zbw:eabhps:1703.

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Works by Sheri Marina Markose:

YearTitleTypeCited
2017Central clearing: reaping the benefits, controlling the risks In: Financial Stability Review.
[Full Text][Citation analysis]		article0
2016Non-performing loans: regulatory and accounting treatments of assets In: Bank of England working papers.
[Full Text][Citation analysis]		paper9
2010Too Interconnected To Fail: Financial Contagion and Systemic Risk In Network Model of CDS and Other Credit Enhancement Obligations of US Banks In: Working Papers.
[Full Text][Citation analysis]		paper43
2003Network Effects On Cash-Card Substitution In Transactions And Low Interest Rate Regimes In: Economic Journal.
[Full Text][Citation analysis]		article24
2005Computability and Evolutionary Complexity: Markets as Complex Adaptive Systems (CAS) In: Economic Journal.
[Full Text][Citation analysis]		article45
1986A theory of policy-induced structural change An application of the bismut stochastic maximum principle In: Journal of Economic Dynamics and Control.
[Full Text][Citation analysis]		article0
2007Advances in experimental and agent-based modelling: Asset markets, economic networks, computational mechanism design and evolutionary game dynamics In: Journal of Economic Dynamics and Control.
[Full Text][Citation analysis]		article5
2007A smart market for passenger road transport (SMPRT) congestion: An application of computational mechanism design In: Journal of Economic Dynamics and Control.
[Full Text][Citation analysis]		article7
2007Marginal contribution, reciprocity and equity in segregated groups: Bounded rationality and self-organization in social networks In: Journal of Economic Dynamics and Control.
[Full Text][Citation analysis]		article10
2016CCPs and network stability in OTC derivatives markets In: Journal of Financial Stability.
[Full Text][Citation analysis]		article10
2012‘Too interconnected to fail’ financial network of US CDS market: Topological fragility and systemic risk In: Journal of Economic Behavior & Organization.
[Full Text][Citation analysis]		article105
2004Novelty in complex adaptive systems (CAS) dynamics: a computational theory of actor innovation In: Physica A: Statistical Mechanics and its Applications.
[Full Text][Citation analysis]		article3
1991End-independent legal rules and the political economy of expanding market societies of Europe In: European Journal of Political Economy.
[Full Text][Citation analysis]		article0
2005The Generalized Extreme Value (GEV) Distribution, Implied Tail Index and Option Pricing In: Economics Discussion Papers.
[Full Text][Citation analysis]		paper8
2000Voluntary Contributions to Personal Pension Plans: Evidence from the British Household Panel Survey In: Fiscal Studies.
[Full Text][Citation analysis]		article9
2012Systemic Risk from Global Financial Derivatives; A Network Analysis of Contagion and Its Mitigation with Super-Spreader Tax In: IMF Working Papers.
[Full Text][Citation analysis]		paper44
2013Systemic risk analytics: A data-driven multi-agent financial network (MAFN) approach In: Journal of Banking Regulation.
[Full Text][Citation analysis]		article7
2018Non-performing loans at the dawn of IFRS 9: regulatory and accounting treatment of asset quality In: Journal of Banking Regulation.
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2005CHANCE DISCOVERY IN STOCK INDEX OPTION AND FUTURES ARBITRAGE In: New Mathematics and Natural Computation (NMNC).
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