10
H index
10
i10 index
496
Citations
University of Essex (10% share) | 10 H index 10 i10 index 496 Citations RESEARCH PRODUCTION: 21 Articles 7 Papers 3 Chapters RESEARCH ACTIVITY:
MORE DETAILS IN: ABOUT THIS REPORT:
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Works with: Authors registered in RePEc who have co-authored more than one work in the last five years with Sheri Marina Markose. | Is cited by: | Cites to: |
| Journals with more than one article published | # docs |
|---|---|
| Journal of Economic Dynamics and Control | 4 |
| Economic Journal | 2 |
| Annals of Operations Research | 2 |
| Journal of Economic Behavior & Organization | 2 |
| Physica A: Statistical Mechanics and its Applications | 2 |
| Journal of Banking Regulation | 2 |
| Working Papers Series with more than one paper published | # docs |
|---|---|
| Computing in Economics and Finance 2005 / Society for Computational Economics | 2 |
| Year | Title of citing document |
|---|---|
| 2024 | Impact of Non-Performing Loans on Bank Profitability: A Study of Rupali Bank PLC, Bangladesh. (2024). Zabin, Sakila ; Hossain, Manik ; Sultana, Ayrin. In: International Journal of Science and Business. RePEc:aif:journl:v:42:y:2024:i:1:p:159-174. Full description at Econpapers || Download paper |
| 2025 | Statistical Validation of Contagion Centrality in Financial Networks. (2025). Feinstein, Zachary ; Sadeghi, Agathe. In: Papers. RePEc:arx:papers:2404.14337. Full description at Econpapers || Download paper |
| 2024 | Financial inclusion as a tool for sustainable macroeconomic growth: An integrative analysis. (2024). Chavriya, Shubham ; Mahendru, Mandeep ; Sharma, Gagan Deep. In: Annals of Public and Cooperative Economics. RePEc:bla:annpce:v:95:y:2024:i:2:p:527-551. Full description at Econpapers || Download paper |
| 2024 | Quantitative easing and the functioning of the gilt repo market. (2024). Ongena, Steven ; Giansante, Simone ; Fatouh, Mahmoud. In: Bank of England working papers. RePEc:boe:boeewp:1055. Full description at Econpapers || Download paper |
| 2024 | Data driven cost-sensitive boosted tree for interpretable banking systemic risk prediction. (2024). Wang, Zhijie ; Xia, Meng ; Liu, Wanan. In: Chaos, Solitons & Fractals. RePEc:eee:chsofr:v:189:y:2024:i:p1:s0960077924012165. Full description at Econpapers || Download paper |
| 2024 | Assessing resilience to systemic risks across interbank credit networks using linkage-leverage analysis: Evidence from Japan. (2024). Wang, Haibo. In: International Review of Financial Analysis. RePEc:eee:finana:v:94:y:2024:i:c:s1057521924002722. Full description at Econpapers || Download paper |
| 2024 | The writing on the wall: A connectedness-based analysis of ownership structure and bank risk in China. (2024). Wang, Ming-Hui ; Zhou, Jia-Qi ; Wu, Feng-Lin. In: International Review of Financial Analysis. RePEc:eee:finana:v:95:y:2024:i:pb:s1057521924003971. Full description at Econpapers || Download paper |
| 2025 | Unpacking the impact of the capital requirement regulation on non-performing loan dynamics in EU banks. (2025). Urbonaviciute, Inga. In: Finance Research Letters. RePEc:eee:finlet:v:75:y:2025:i:c:s1544612325000753. Full description at Econpapers || Download paper |
| 2024 | Too-systemic-to-fail: Empirical comparison of systemic risk measures in the Eurozone financial system. (2024). Armanious, Amir. In: Journal of Financial Stability. RePEc:eee:finsta:v:73:y:2024:i:c:s1572308924000585. Full description at Econpapers || Download paper |
| 2025 | Stress testing OTC derivatives: Clearing reforms and market frictions. (2025). Casu, Barbara ; Katsoulis, Petros ; Kalotychou, Elena. In: Journal of Financial Stability. RePEc:eee:finsta:v:77:y:2025:i:c:s1572308925000178. Full description at Econpapers || Download paper |
| 2025 | Crowd prediction systems: Markets, polls, and elite forecasters. (2025). Mellers, Barbara ; Atanasov, Pavel ; Witkowski, Jens ; Tetlock, Philip. In: International Journal of Forecasting. RePEc:eee:intfor:v:41:y:2025:i:2:p:580-595. Full description at Econpapers || Download paper |
| 2025 | Does regulatory and supervisory independence affect financial stability?. (2025). Fraccaroli, Nicol ; Whitworth, Andrew ; Sowerbutts, Rhiannon. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:170:y:2025:i:c:s0378426624002322. Full description at Econpapers || Download paper |
| 2024 | “Friends Are Thieves of Time”: Heuristic attention sharing in stable friendship networks. (2024). Tenev, Anastas. In: Journal of Economic Behavior & Organization. RePEc:eee:jeborg:v:224:y:2024:i:c:p:785-809. Full description at Econpapers || Download paper |
| 2025 | Relative impact of digital and traditional financial inclusion on financial resilience: Evidence from 13 emerging countries. (2025). Chatterjee, Devlina ; Verma, Rahul. In: Journal of Economics and Business. RePEc:eee:jebusi:v:133:y:2025:i:c:s0148619525000013. Full description at Econpapers || Download paper |
| 2024 | A computational model of bilateral credit limits in payment systems and other financial market infrastructures. (2024). Bewaji, Oluwasegun. In: Latin American Journal of Central Banking (previously Monetaria). RePEc:eee:lajcba:v:5:y:2024:i:1:s2666143823000364. Full description at Econpapers || Download paper |
| 2024 | Financial risk prevention and corporate green innovation: A quasi-natural experiment based on the new asset management regulation. (2024). Song, Daqiang ; Xuan, Siyuan ; You, Guomin. In: Pacific-Basin Finance Journal. RePEc:eee:pacfin:v:88:y:2024:i:c:s0927538x24003184. Full description at Econpapers || Download paper |
| 2025 | The biggest bank may not be the most interconnected: A refined entropy-based approach for indicating the direction of interbank flow. (2025). Guo, Luqing ; Weng, Jiaxing ; Yang, Haijun ; Wang, Tongyu. In: International Review of Economics & Finance. RePEc:eee:reveco:v:101:y:2025:i:c:s1059056025003806. Full description at Econpapers || Download paper |
| 2025 | Enhancing banking systemic risk indicators by incorporating volatility clustering, variance risk premiums, and considering distance-to-capital. (2025). Çevik, Emrah ; Goodell, John W ; Gunay, Samet ; Cevik, Emrah Ismail ; Kenc, Turalay. In: International Review of Economics & Finance. RePEc:eee:reveco:v:97:y:2025:i:c:s1059056024007718. Full description at Econpapers || Download paper |
| 2025 | A Network Approach to Volatility Diffusion and Forecasting in Global Financial Markets. (2025). Fagiolo, Giorgio ; Napoletano, Mauro ; Zema, Sebastiano Michele ; Orlandini, Matteo. In: GREDEG Working Papers. RePEc:gre:wpaper:2025-19. Full description at Econpapers || Download paper |
| 2024 | Systematic Research on Multi-dimensional and Multiple Correlation Contagion Networks of Extreme Risk in China’s Banking Industry. (2024). Song, Yuping ; Wang, Zhouwei ; Zhao, Qicheng. In: Computational Economics. RePEc:kap:compec:v:64:y:2024:i:2:d:10.1007_s10614-023-10474-4. Full description at Econpapers || Download paper |
| 2025 | Dynamic Multilayer Network for Systemic Risk and Bank Regulation Based on CDS. (2025). Tang, Miao ; Fan, Hong. In: Computational Economics. RePEc:kap:compec:v:65:y:2025:i:2:d:10.1007_s10614-023-10508-x. Full description at Econpapers || Download paper |
| 2024 | Natural rate of financial inclusion: a global database. (2024). Ozili, Peterson. In: Economic Change and Restructuring. RePEc:kap:ecopln:v:57:y:2024:i:6:d:10.1007_s10644-024-09747-1. Full description at Econpapers || Download paper |
| 2025 | Contributory pension scheme and formal retirement savings: is there a trade-off? -evidence from India’s Atal Pension Yojna using copula regression methodology. (2025). Rooj, Debasis ; Sengupta, Reshmi. In: Review of Economics of the Household. RePEc:kap:reveho:v:23:y:2025:i:1:d:10.1007_s11150-024-09705-w. Full description at Econpapers || Download paper |
| 2024 | Regulatory and contextual factors influencing earnings and capital management decisions: evidence from the European banking sector. (2024). Casciello, Raffaela ; Maffei, Marco ; Ziebart, David A. In: Review of Quantitative Finance and Accounting. RePEc:kap:rqfnac:v:63:y:2024:i:1:d:10.1007_s11156-024-01253-9. Full description at Econpapers || Download paper |
| 2024 | A pénzügyi instrumentumok új számviteli standardja a Covid árnyékában. (2024). Szucs, Tamas ; Varkonyi, Patrik ; Cziglerne, Erb Edina ; Pasitka, Armin. In: Közgazdasági Szemle (Economic Review - monthly of the Hungarian Academy of Sciences). RePEc:ksa:szemle:2171. Full description at Econpapers || Download paper |
| 2024 | The impact of corporate governance mechanisms on mitigating banks’ propensity for risk-taking. (2024). Papadamou, Stephanos ; Iatridis, George Emmanuel ; Magnis, Chris. In: Journal of Banking Regulation. RePEc:pal:jbkreg:v:25:y:2024:i:3:d:10.1057_s41261-023-00228-5. Full description at Econpapers || Download paper |
| 2025 | A global snapshot on the cyclicality of provisions: unveiling IFRS 9’s impact. (2025). Mooneeapen, Oren ; de Jager, Phillip. In: Journal of Banking Regulation. RePEc:pal:jbkreg:v:26:y:2025:i:3:d:10.1057_s41261-025-00274-1. Full description at Econpapers || Download paper |
| 2024 | Can We Predict the Financial Distress of Banks in Sub-Saharan Africa?. (2024). Gyimah, Prince ; Appiah, Kingsley Opoku ; Opoku, Samuel. In: SAGE Open. RePEc:sae:sagope:v:14:y:2024:i:3:p:21582440241274127. Full description at Econpapers || Download paper |
| 2024 | Does Tax Deductibility Increase Retirement Saving? Lessons from a French Natural Experiment. (2024). Szafarz, Ariane ; Poterba, James ; Briere, Marie. In: Working Papers CEB. RePEc:sol:wpaper:2013/378653. Full description at Econpapers || Download paper |
| 2024 | Macroprudential policy and financial system stability: an aggregate study. (2024). Oros, Cornel ; Popescu, Alexandra ; Jbir, Hamdi. In: Empirical Economics. RePEc:spr:empeco:v:66:y:2024:i:5:d:10.1007_s00181-023-02524-5. Full description at Econpapers || Download paper |
| 2024 | Salience theory value spillovers between China’s systemically important banks: evidence from quantile connectedness. (2024). Jin, Xiaoye. In: Financial Innovation. RePEc:spr:fininn:v:10:y:2024:i:1:d:10.1186_s40854-023-00582-3. Full description at Econpapers || Download paper |
| 2024 | Credit diversification and banking systemic risk. (2024). Liu, Xiaoxing ; Chen, Boyi ; Wang, Chao. In: Journal of Economic Interaction and Coordination. RePEc:spr:jeicoo:v:19:y:2024:i:1:d:10.1007_s11403-023-00401-z. Full description at Econpapers || Download paper |
| Year | Title | Type | Cited |
|---|---|---|---|
| 2017 | Central clearing: reaping the benefits, controlling the risks In: Financial Stability Review. [Full Text][Citation analysis] | article | 0 |
| 2016 | Non-performing loans: regulatory and accounting treatments of assets In: Bank of England working papers. [Full Text][Citation analysis] | paper | 18 |
| 2010 | Too 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] | paper | 46 |
| 2003 | Network Effects On Cash-Card Substitution In Transactions And Low Interest Rate Regimes In: Economic Journal. [Full Text][Citation analysis] | article | 28 |
| 2005 | Computability and Evolutionary Complexity: Markets as Complex Adaptive Systems (CAS) In: Economic Journal. [Full Text][Citation analysis] | article | 61 |
| 1986 | A 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] | article | 0 |
| 2007 | Advances 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] | article | 5 |
| 2007 | A 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] | article | 6 |
| 2007 | Marginal 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] | article | 13 |
| 2016 | CCPs and network stability in OTC derivatives markets In: Journal of Financial Stability. [Full Text][Citation analysis] | article | 27 |
| 2021 | The impact of quantitative easing on UK bank lending: Why banks do not lend to businesses? In: Journal of Economic Behavior & Organization. [Full Text][Citation analysis] | article | 5 |
| 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] | article | 147 |
| 2004 | Novelty in complex adaptive systems (CAS) dynamics: a computational theory of actor innovation In: Physica A: Statistical Mechanics and its Applications. [Full Text][Citation analysis] | article | 3 |
| 2023 | Fair immunization and network topology of complex financial ecosystems In: Physica A: Statistical Mechanics and its Applications. [Full Text][Citation analysis] | article | 2 |
| 1991 | End-independent legal rules and the political economy of expanding market societies of Europe In: European Journal of Political Economy. [Full Text][Citation analysis] | article | 0 |
| 2005 | The Generalized Extreme Value (GEV) Distribution, Implied Tail Index and Option Pricing In: Economics Discussion Papers. [Full Text][Citation analysis] | paper | 9 |
| 2000 | Voluntary Contributions to Personal Pension Plans: Evidence from the British Household Panel Survey In: Fiscal Studies. [Full Text][Citation analysis] | article | 14 |
| 2012 | Systemic 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] | paper | 69 |
| 2013 | Systemic risk analytics: A data-driven multi-agent financial network (MAFN) approach In: Journal of Banking Regulation. [Full Text][Citation analysis] | article | 12 |
| 2018 | Non-performing loans at the dawn of IFRS 9: regulatory and accounting treatment of asset quality In: Journal of Banking Regulation. [Full Text][Citation analysis] | article | 8 |
| 2005 | Designing large value payment systems: an agent based approach In: Computing in Economics and Finance 2005. [Citation analysis] | paper | 4 |
| 2005 | Option Pricing and the Implied Tail Index with the Generalized Extreme Value (GEV) Distribution In: Computing in Economics and Finance 2005. [Full Text][Citation analysis] | paper | 5 |
| 2006 | Co evolution of Genetic Programming Based Agents in an Artificial Stock Market In: Computing in Economics and Finance 2006. [Citation analysis] | paper | 0 |
| 2023 | Early warning of systemic risk in global banking: eigen-pair R number for financial contagion and market price-based methods In: Annals of Operations Research. [Full Text][Citation analysis] | article | 1 |
| 2023 | Correction to: Early warning of systemic risk in global banking: eigen-pair R number for financial contagion and market price-based methods.(2023) In: Annals of Operations Research. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 1 | article | |
| 2006 | Developments in experimental and agent-based computational economics (ACE): overview In: Journal of Economic Interaction and Coordination. [Full Text][Citation analysis] | article | 2 |
| 2005 | The Red Queen Principle and the Emergence of Efficient Financial Markets: An Agent Based Approach In: Lecture Notes in Economics and Mathematical Systems. [Citation analysis] | chapter | 0 |
| 2007 | The Grass is Always Greener on the Other Side of the Fence: The Effect of Misperceived Signalling in a Network Formation Process In: Lecture Notes in Economics and Mathematical Systems. [Citation analysis] | chapter | 0 |
| 2008 | Generalized Extreme Value Distribution and Extreme Economic Value at Risk (EE-VaR) In: Springer Books. [Citation analysis] | chapter | 5 |
| 2022 | Financial inclusion, at what cost? : Quantification of economic viability of a supply side roll out In: The European Journal of Finance. [Full Text][Citation analysis] | article | 6 |
| 2005 | CHANCE DISCOVERY IN STOCK INDEX OPTION AND FUTURES ARBITRAGE In: New Mathematics and Natural Computation (NMNC). [Full Text][Citation analysis] | article | 0 |
CitEc is a RePEc service, providing citation data for Economics since 2001. Last updated November, 20 2025. Contact: CitEc Team