Sheri Marina Markose : Citation Profile


Are you Sheri Marina Markose?

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

9

H index

8

i10 index

355

Citations

RESEARCH PRODUCTION:

16

Articles

7

Papers

3

Chapters

RESEARCH ACTIVITY:

   32 years (1986 - 2018). See details.
   Cites by year: 11
   Journals where Sheri Marina Markose has often published
   Relations with other researchers
   Recent citing documents: 30.    Total self citations: 9 (2.47 %)

MORE DETAILS IN:
ABOUT THIS REPORT:

   Permalink: http://citec.repec.org/pma296
   Updated: 2021-04-17    RAS profile: 2021-03-23    
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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 (21)

Renneboog, Luc (13)

Sarmiento, Miguel (10)

Tabak, Benjamin (9)

von Peter, Goetz (8)

Stix, Helmut (7)

Craig, Ben (7)

Paddrik, Mark (6)

Garratt, Rodney (5)

Peltonen, Tuomas (5)

Cites to:

Giansante, Simone (13)

Kirman, Alan (11)

FREIXAS, XAVIER (9)

Rochet, Jean (9)

Rais Shaghaghi, Ali (7)

Duffie, Darrell (7)

von Peter, Goetz (6)

Craig, Ben (6)

Bech, Morten (6)

Upper, Christian (5)

Alentorn, Amadeo (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 (2021 and 2020)


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

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2020Systemic 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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2021The 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.

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2020The 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.

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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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2020Does regulatory and supervisory independence affect financial stability?. (2020). Sowerbutts, Rhiannon ; Fraccaroli, Nicolo ; Whitworth, Andrew . In: Bank of England working papers. RePEc:boe:boeewp:0893.

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2020What 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.

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2020How 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.

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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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2021Counterparty 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.

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2020Network 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.

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2021Quantification 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.

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2021Systemic 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.

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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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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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2020Causal 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.

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2020Contagion in derivatives markets. (2020). Young, Peyton H ; Rajan, Sriram ; Paddrick, Mark. In: LSE Research Online Documents on Economics. RePEc:ehl:lserod:100868.

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2021How 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.

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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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2021Robust 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.

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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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2020INVESTIGATING 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.

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2020Contagion 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.

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2020Performance 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.

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2021Price 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.

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2020Ecology, Economics, and Network Dynamics. (2020). Tsen, Chih-Jui ; Young-Taft, Tai ; Hastings, Harold M. In: Economics Working Paper Archive. RePEc:lev:wrkpap:wp_971.

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2020Applying a Bayesian Network to VaR Calculations. (2020). Apps, Emma. In: Working Papers. RePEc:liv:livedp:202024.

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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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2020Five Fundamental Questions on Central Counterparties. (2020). Berndsen, Ron. In: Discussion Paper. RePEc:tiu:tiucen:1f3bd844-92ab-4104-8f57-9e18c384bd2b.

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2020Five Fundamental Questions on Central Counterparties. (2020). Berndsen, Ron. In: Other publications TiSEM. RePEc:tiu:tiutis:1f3bd844-92ab-4104-8f57-9e18c384bd2b.

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Works by Sheri Marina Markose:


YearTitleTypeCited
2017Central clearing: reaping the benefits, controlling the risks In: Financial Stability Review.
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article0
2016Non-performing loans: regulatory and accounting treatments of assets In: Bank of England working papers.
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paper11
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.
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paper40
2003Network Effects On Cash-Card Substitution In Transactions And Low Interest Rate Regimes In: Economic Journal.
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article25
2005Computability and Evolutionary Complexity: Markets as Complex Adaptive Systems (CAS) In: Economic Journal.
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article48
1986A theory of policy-induced structural change An application of the bismut stochastic maximum principle In: Journal of Economic Dynamics and Control.
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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.
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article5
2007A smart market for passenger road transport (SMPRT) congestion: An application of computational mechanism design In: Journal of Economic Dynamics and Control.
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article3
2007Marginal contribution, reciprocity and equity in segregated groups: Bounded rationality and self-organization in social networks In: Journal of Economic Dynamics and Control.
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article9
2016CCPs and network stability in OTC derivatives markets In: Journal of Financial Stability.
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article15
2012‘Too interconnected to fail’ financial network of US CDS market: Topological fragility and systemic risk In: Journal of Economic Behavior & Organization.
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article120
2004Novelty in complex adaptive systems (CAS) dynamics: a computational theory of actor innovation In: Physica A: Statistical Mechanics and its Applications.
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article3
1991End-independent legal rules and the political economy of expanding market societies of Europe In: European Journal of Political Economy.
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article0
2005The Generalized Extreme Value (GEV) Distribution, Implied Tail Index and Option Pricing In: Economics Discussion Papers.
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paper8
2000Voluntary Contributions to Personal Pension Plans: Evidence from the British Household Panel Survey In: Fiscal Studies.
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article10
2012Systemic Risk from Global Financial Derivatives; A Network Analysis of Contagion and Its Mitigation with Super-Spreader Tax In: IMF Working Papers.
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paper46
2013Systemic risk analytics: A data-driven multi-agent financial network (MAFN) approach In: Journal of Banking Regulation.
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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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article1
2005Designing large value payment systems: an agent based approach In: Computing in Economics and Finance 2005.
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paper3
2005Option Pricing and the Implied Tail Index with the Generalized Extreme Value (GEV) Distribution In: Computing in Economics and Finance 2005.
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paper0
2006Co evolution of Genetic Programming Based Agents in an Artificial Stock Market In: Computing in Economics and Finance 2006.
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paper0
2006Developments in experimental and agent-based computational economics (ACE): overview In: Journal of Economic Interaction and Coordination.
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article1
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2005CHANCE DISCOVERY IN STOCK INDEX OPTION AND FUTURES ARBITRAGE In: New Mathematics and Natural Computation (NMNC).
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