9
H index
8
i10 index
380
Citations
University of Essex (90% share) | 9 H index 8 i10 index 380 Citations RESEARCH PRODUCTION: 17 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 |
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Journal of Economic Dynamics and Control | 4 |
Journal of Banking Regulation | 2 |
Economic Journal | 2 |
Journal of Economic Behavior & Organization | 2 |
Working Papers Series with more than one paper published | # docs |
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Computing in Economics and Finance 2005 / Society for Computational Economics | 2 |
Year | Title of citing document |
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2020 | Systemic Risk: a Network Approach. (2020). Hasse, Jean-Baptiste. In: AMSE Working Papers. RePEc:aim:wpaimx:2025. Full description at Econpapers || Download paper |
2020 | Systemic risk assessment through high order clustering coefficient. (2018). Cerqueti, Roy ; Grassi, Rosanna ; Clemente, Gian Paolo. In: Papers. RePEc:arx:papers:1810.13250. Full description at Econpapers || Download paper |
2021 | The Physics of Financial Networks. (2021). Garlaschelli, Diego ; Cimini, Giulio ; Caccioli, Fabio ; Battiston, Stefano ; Barucca, Paolo ; Bardoscia, Marco ; Caldarelli, Guido ; Squartini, Tiziano ; Saracco, Fabio. In: Papers. RePEc:arx:papers:2103.05623. Full description at Econpapers || Download paper |
2020 | The Reinsurance Network Among U.S. Property–Casualty Insurers: Microstructure, Insolvency Risk, and Contagion. (2020). Weiss, Mary A ; Sun, Tao ; Cummins, David J ; Chen, Hua. In: Journal of Risk & Insurance. RePEc:bla:jrinsu:v:87:y:2020:i:2:p:253-284. Full description at Econpapers || Download paper |
2020 | Key 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. Full description at Econpapers || Download paper |
2020 | Does regulatory and supervisory independence affect financial stability?. (2020). Sowerbutts, Rhiannon ; Fraccaroli, Nicolo ; Whitworth, Andrew . In: Bank of England working papers. RePEc:boe:boeewp:0893. Full description at Econpapers || Download paper |
2020 | What is the minimal systemic risk in financial exposure networks?. (2020). Pichler, Anton ; Diem, Christian ; Thurner, Stefan. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:116:y:2020:i:c:s0165188920300683. Full description at Econpapers || Download paper |
2020 | How traders influence their neighbours: Modelling social evolutionary processes and peer effects in agricultural trade networks. (2020). Salecker, Jan ; Kopp, Thomas. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:117:y:2020:i:c:s0165188920301123. Full description at Econpapers || Download paper |
2020 | An 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. Full description at Econpapers || Download paper |
2021 | Counterparty choice in the UK credit default swap market: An empirical matching approach. (2021). Ferrara, Gerardo ; Liu, Zijun ; Koo, Bonsoo ; Kim, Jun Sung. In: Economic Modelling. RePEc:eee:ecmode:v:94:y:2021:i:c:p:58-74. Full description at Econpapers || Download paper |
2021 | Measuring real–financial connectedness in the U.S. economy. (2021). Yilmaz, Kamil ; Uluceviz, Erhan. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:58:y:2021:i:c:s1062940821001637. Full description at Econpapers || Download paper |
2020 | Network structures and idiosyncratic contagion in the European sovereign credit default swap market. (2020). Yang, Lu ; Chen, Wang ; Ho, Kung-Cheng. In: International Review of Financial Analysis. RePEc:eee:finana:v:72:y:2020:i:c:s1057521920302386. Full description at Econpapers || Download paper |
2021 | Multilayer financial networks and systemic importance: Evidence from China. (2021). Wang, Xiong ; Stanley, Eugene H ; Wen, Fenghua ; Cao, Jie. In: International Review of Financial Analysis. RePEc:eee:finana:v:78:y:2021:i:c:s1057521921002106. Full description at Econpapers || Download paper |
2021 | Leverage and systemic risk pro-cyclicality in the Chinese financial system. (2021). Urga, Giovanni ; Pellini, Elisabetta ; Cincinelli, Peter. In: International Review of Financial Analysis. RePEc:eee:finana:v:78:y:2021:i:c:s1057521921002210. Full description at Econpapers || Download paper |
2021 | Quantification of systemic risk from overlapping portfolios in the financial system. (2021). Thurner, Stefan ; Caccioli, Fabio ; Martinez-Jaramillo, Serafin ; Poledna, Sebastian. In: Journal of Financial Stability. RePEc:eee:finsta:v:52:y:2021:i:c:s1572308920301108. Full description at Econpapers || Download paper |
2021 | Systemic risk-efficient asset allocations: Minimization of systemic risk as a network optimization problem. (2021). Thurner, Stefan ; Poledna, Sebastian ; Pichler, Anton. In: Journal of Financial Stability. RePEc:eee:finsta:v:52:y:2021:i:c:s1572308920301121. Full description at Econpapers || Download paper |
2020 | Centralized netting in financial networks. (2020). Zimmerman, Peter ; Garratt, Rodney. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:112:y:2020:i:c:s0378426617302959. Full description at Econpapers || Download paper |
2021 | Pluralistic ignorance, risk perception, and the governance of the dark side in peer-to-peer transactions: Evidence from the Indian banking industry. (2021). Munjal, Surender ; Aulakh, Preet S ; Basu, Shubhabrata. In: Journal of Business Research. RePEc:eee:jbrese:v:129:y:2021:i:c:p:328-340. Full description at Econpapers || Download paper |
2021 | Income smoothing in European banks: The contrasting effects of monitoring mechanisms. (2021). Ramassa, Paola ; di Fabio, Costanza ; Quagli, Alberto. In: Journal of International Accounting, Auditing and Taxation. RePEc:eee:jiaata:v:43:y:2021:i:c:s1061951821000100. Full description at Econpapers || Download paper |
2021 | Political connections and banks credit smoothing behavior: Incentives and costs. (2021). Wang, Peng ; Ji, Yang ; Bian, Wenlong. In: Pacific-Basin Finance Journal. RePEc:eee:pacfin:v:68:y:2021:i:c:s0927538x2100113x. Full description at Econpapers || Download paper |
2020 | Risk 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. Full description at Econpapers || Download paper |
2020 | Causal evolution of global crisis in financial networks. (2020). Panigrahi, Prasanta K ; Banerjee, Anirban ; Upadhyay, Shashankaditya . In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:554:y:2020:i:c:s0378437120303423. Full description at Econpapers || Download paper |
2021 | Investigating the effect of horizontal coopetition on supply chain resilience in complex and turbulent environments. (2021). Giannoccaro, Ilaria ; Massari, Giovanni Francesco. In: International Journal of Production Economics. RePEc:eee:proeco:v:237:y:2021:i:c:s0925527321001262. Full description at Econpapers || Download paper |
2021 | Multilayer information spillover networks analysis of China’s financial institutions based on variance decompositions. (2021). Chevallier, Julien ; Xie, Chi ; Si, Hui-Bin ; Chen, Yang-Yang ; Wang, Gang-Jin. In: International Review of Economics & Finance. RePEc:eee:reveco:v:73:y:2021:i:c:p:325-347. Full description at Econpapers || Download paper |
2020 | Contagion in derivatives markets. (2020). Young, Peyton H ; Rajan, Sriram ; Paddrick, Mark. In: LSE Research Online Documents on Economics. RePEc:ehl:lserod:100868. Full description at Econpapers || Download paper |
2021 | How safe are central counterparties in credit default swap markets?. (2021). Young, Peyton H ; Paddrick, Mark. In: LSE Research Online Documents on Economics. RePEc:ehl:lserod:101170. Full description at Econpapers || Download paper |
2020 | Central 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. Full description at Econpapers || Download paper |
2021 | Robust Management of Systemic Risks and Food-Water-Energy-Environmental Security: Two-Stage Strategic-Adaptive GLOBIOM Model. (2021). Obersteiner, Michael ; Khabarov, Nikolay ; Ermoliev, Yuri ; Havlik, Petr ; Ermolieva, Tatiana. In: Sustainability. RePEc:gam:jsusta:v:13:y:2021:i:2:p:857-:d:481545. Full description at Econpapers || Download paper |
2020 | Systemic Risk: a Network Approach. (2020). Hasse, Jean-Baptiste. In: Working Papers. RePEc:hal:wpaper:halshs-02893780. Full description at Econpapers || Download paper |
2020 | INVESTIGATING THE IMPACT OF ATM AND POS TERMINALS ON MONEY DEMAND IN NINE EUROPEAN COUNTRIES IN THE CONTEXT OF A RANDOM EFFECT MODEL AS THE APPROPRIATE PANEL DATA MODEL. (2020). Said, Fathin Faizah ; Sarmidi, Tamat ; Aliha, Payam Mohammad. In: Regional Science Inquiry. RePEc:hrs:journl:v:xii:y:2020:i:2:p:31-41. Full description at Econpapers || Download paper |
2020 | Contagion in Derivatives Markets. (2020). Young, Peyton H ; Rajan, Sriram ; Paddrik, Mark. In: Management Science. RePEc:inm:ormnsc:v:66:y:2020:i:8:p:3603-3616. Full description at Econpapers || Download paper |
2021 | What Factors Keep Cash Alive in the European Union?. (2021). Cornea, Delia ; Titova, Yulia ; Lemeunier, Sebastien. In: De Economist. RePEc:kap:decono:v:169:y:2021:i:3:d:10.1007_s10645-021-09384-3. Full description at Econpapers || Download paper |
2020 | Performance of Personal Pension Funds in Portugal. (2020). Costa, Beatriz ; Medeiros, Maria Teresa. In: International Advances in Economic Research. RePEc:kap:iaecre:v:26:y:2020:i:3:d:10.1007_s11294-020-09791-3. Full description at Econpapers || Download paper |
2021 | Price Discovery Limits in the Credit Default Swap Market in the Financial Crisis. (2021). Schwartz, Eduardo ; Wachter, Susan ; Pavlov, Andrey. In: The Journal of Real Estate Finance and Economics. RePEc:kap:jrefec:v:62:y:2021:i:2:d:10.1007_s11146-020-09747-8. Full description at Econpapers || Download paper |
2020 | Ecology, Economics, and Network Dynamics. (2020). Tsen, Chih-Jui ; Young-Taft, Tai ; Hastings, Harold M. In: Economics Working Paper Archive. RePEc:lev:wrkpap:wp_971. Full description at Econpapers || Download paper |
2020 | Applying a Bayesian Network to VaR Calculations. (2020). Apps, Emma. In: Working Papers. RePEc:liv:livedp:202024. Full description at Econpapers || Download paper |
2021 | Are Tax-Favoured Savings Plans Effective in Raising Private Savings?. (2021). Fadejeva, Ludmila ; Tkacevs, Olegs. In: Discussion Papers. RePEc:ltv:dpaper:202101. Full description at Econpapers || Download paper |
2021 | How Banks Respond to NPLs? Evidence from the Euro Area. (2019). Marino, Immacolata ; Bruno, Brunella . In: CSEF Working Papers. RePEc:sef:csefwp:513. Full description at Econpapers || Download paper |
2021 | Systemic risk assessment through high order clustering coefficient. (2021). Grassi, Rosanna ; Clemente, Gian Paolo ; Cerqueti, Roy. In: Annals of Operations Research. RePEc:spr:annopr:v:299:y:2021:i:1:d:10.1007_s10479-020-03525-8. Full description at Econpapers || Download paper |
2021 | Dynamic effects of network exposure on equity markets. (2021). Volkov, Vladimir ; Kangogo, Moses. In: Working Papers. RePEc:tas:wpaper:37326. Full description at Econpapers || Download paper |
2020 | Five Fundamental Questions on Central Counterparties. (2020). Berndsen, Ron. In: Discussion Paper. RePEc:tiu:tiucen:1f3bd844-92ab-4104-8f57-9e18c384bd2b. Full description at Econpapers || Download paper |
2020 | Five Fundamental Questions on Central Counterparties. (2020). Berndsen, Ron. In: Other publications TiSEM. RePEc:tiu:tiutis:1f3bd844-92ab-4104-8f57-9e18c384bd2b. Full description at Econpapers || Download paper |
2021 | Systemic risk in the Chinese financial system: A copula?based network approach. (2021). Zhang, Dayong ; Ji, Qiang ; Wu, Fei. In: International Journal of Finance & Economics. RePEc:wly:ijfiec:v:26:y:2021:i:2:p:2044-2063. Full description at Econpapers || Download paper |
2021 | Forecasting systemic risk in portfolio selection: The role of technical trading rules. (2021). Hocine, Amin ; Kouaissah, Noureddine. In: Journal of Forecasting. RePEc:wly:jforec:v:40:y:2021:i:4:p:708-729. Full description at Econpapers || Download paper |
2021 | Fundamental questions on central counterparties: A review of the literature. (2021). Berndsen, Ron. In: Journal of Futures Markets. RePEc:wly:jfutmk:v:41:y:2021:i:12:p:2009-2022. Full description at Econpapers || Download paper |
Year | Title | Type | Cited |
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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 | 12 |
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 | 40 |
2003 | Network Effects On Cash-Card Substitution In Transactions And Low Interest Rate Regimes In: Economic Journal. [Full Text][Citation analysis] | article | 27 |
2005 | Computability and Evolutionary Complexity: Markets as Complex Adaptive Systems (CAS) In: Economic Journal. [Full Text][Citation analysis] | article | 51 |
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 | 7 |
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 | 9 |
2016 | CCPs and network stability in OTC derivatives markets In: Journal of Financial Stability. [Full Text][Citation analysis] | article | 16 |
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 | 0 |
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 | 130 |
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 |
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 | 8 |
2000 | Voluntary Contributions to Personal Pension Plans: Evidence from the British Household Panel Survey In: Fiscal Studies. [Full Text][Citation analysis] | article | 11 |
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 | 49 |
2013 | Systemic risk analytics: A data-driven multi-agent financial network (MAFN) approach In: Journal of Banking Regulation. [Full Text][Citation analysis] | article | 7 |
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 | 1 |
2005 | Designing large value payment systems: an agent based approach In: Computing in Economics and Finance 2005. [Citation analysis] | paper | 3 |
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 | 0 |
2006 | Co evolution of Genetic Programming Based Agents in an Artificial Stock Market In: Computing in Economics and Finance 2006. [Citation analysis] | paper | 0 |
2006 | Developments in experimental and agent-based computational economics (ACE): overview In: Journal of Economic Interaction and Coordination. [Full Text][Citation analysis] | article | 1 |
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 | 0 |
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. Sponsored by INOMICS. Last updated March, 30 2022. Contact: CitEc Team