10
H index
10
i10 index
467
Citations
Sheri Marina Markose : Citation Profile
University of Essex (10% share) | RESEARCH PRODUCTION: 19 Articles 7 Papers 3 Chapters RESEARCH ACTIVITY:
MORE DETAILS IN: ABOUT THIS REPORT:
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37 years (1986 - 2023). Relations with other researchers
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:
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Main data
Where Sheri Marina Markose has published?
| Journals with more than one article published | # docs |
|---|---|
| Journal of Economic Dynamics and Control | 4 |
| Journal of Banking Regulation | 2 |
| Physica A: Statistical Mechanics and its Applications | 2 |
| Journal of Economic Behavior & Organization | 2 |
| Economic Journal | 2 |
| Working Papers Series with more than one paper published | # docs |
|---|---|
| Computing in Economics and Finance 2005 / Society for Computational Economics | 2 |
Recent works citing Sheri Marina Markose (2024 and 2023)
| Year | Title of citing document |
|---|---|
| 2023 | The effects of two-way lending between financial conglomerates in bilateral repo markets. (2023). Florez-Acosta, Jorge ; Caon, Carlos ; Gomez, Karoll. In: Borradores de Economia. RePEc:bdr:borrec:1246. Full description at Econpapers || Download paper |
| 2023 | On the relationship between financial inclusion and bank performance. (2023). Girardone, Claudia ; Sha, Mais ; Arun, Thankom ; Sarkisyan, Anna. In: Economic Notes. RePEc:bla:ecnote:v:52:y:2023:i:3:n:e12225. Full description at Econpapers || Download paper |
| 2023 | The cyclicality of bank credit losses and capital ratios under expected loss model. (2023). Giansante, Simone ; Fatouh, Mahmoud. In: Bank of England working papers. RePEc:boe:boeewp:1013. Full description at Econpapers || Download paper |
| 2023 | . Full description at Econpapers || Download paper |
| 2023 | Your skin or mine: Ensuring the viability of a central counterparty. (2023). Varadi, Kata ; Friesz, Melinda. In: Emerging Markets Review. RePEc:eee:ememar:v:57:y:2023:i:c:s1566014123000791. 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 | 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 |
| 2023 | Inner composition alignment networks reveal financial impacts of COVID-19. (2023). Panigrahi, Prasanta K ; Mukherjee, Indranil ; Upadhyay, Shashankaditya. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:609:y:2023:i:c:s0378437122008998. Full description at Econpapers || Download paper |
| 2023 | Efficiency-stability trade-off in financial systems: A multi-objective optimization approach. (2023). Silva, Thiago ; Alexandre, Michel ; Michalak, Krzysztof ; Rodrigues, Francisco A. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:629:y:2023:i:c:s0378437123007689. Full description at Econpapers || Download paper |
| 2023 | The network origins of aggregate fluctuations: A demand-side approach. (2023). Citera, Emanuele ; Setterfield, Mark ; Suresh, Shyam Gouri. In: Structural Change and Economic Dynamics. RePEc:eee:streco:v:64:y:2023:i:c:p:111-123. Full description at Econpapers || Download paper |
| 2023 | . Full description at Econpapers || Download paper |
| 2023 | A Hybrid Approach for the Assessment of Risk Spillover to ESG Investment in Financial Networks. (2023). Wu, Desheng ; Qin, Kun ; Li, Lei. In: Sustainability. RePEc:gam:jsusta:v:15:y:2023:i:7:p:6123-:d:1114244. Full description at Econpapers || Download paper |
| 2023 | Impact of Non-Performing Loans on the Growth of the Banking Sector in Bangladesh. (2023). Vdovenko, Larysa ; Islam, Merajul ; Parvin, Momtaj. In: Oblik i finansi. RePEc:iaf:journl:y:2023:i:1:p:79-90. Full description at Econpapers || Download paper |
| 2023 | Central Clearing and Systemic Liquidity Risk. (2023). Prono, Todd ; Paulson, Anna ; Nesmith, Travis D ; King, Thomas B. In: International Journal of Central Banking. RePEc:ijc:ijcjou:y:2023:q:4:a:3. Full description at Econpapers || Download paper |
| 2023 | The Harvard-MIT complexity approach to development and Austrian economics: Similarities and policy implications. (2023). Moreno-Casas, Vicente. In: The Review of Austrian Economics. RePEc:kap:revaec:v:36:y:2023:i:4:d:10.1007_s11138-021-00565-6. Full description at Econpapers || Download paper |
| 2023 | Is There a Portfolio Rebalancing Channel of QE in Latvia?. (2023). Zlobins, Andrejs. In: Working Papers. RePEc:ltv:wpaper:202305. Full description at Econpapers || Download paper |
| 2023 | Uncovering the network structure of non-centrally cleared derivative markets: evidence from large regulatory data. (2023). Zema, Sebastiano Michele. In: Empirical Economics. RePEc:spr:empeco:v:65:y:2023:i:4:d:10.1007_s00181-023-02396-9. Full description at Econpapers || Download paper |
| 2023 | Open banking and inclusive finance in the European Union: perspectives from the Dutch stakeholder ecosystem. (2023). Ehrenhard, Michel ; Koefer, Franziska ; Preziuso, Massimo. In: Financial Innovation. RePEc:spr:fininn:v:9:y:2023:i:1:d:10.1186_s40854-023-00522-1. Full description at Econpapers || Download paper |
| 2023 | The weighted cross-shareholding complex network: a copula approach to concentration and control in financial markets. (2023). Rotundo, Giulia ; Cerqueti, Roy. In: Journal of Economic Interaction and Coordination. RePEc:spr:jeicoo:v:18:y:2023:i:2:d:10.1007_s11403-022-00364-7. Full description at Econpapers || Download paper |
| 2023 | Structural VAR and financial networks: A minimum distance approach to spatial modeling. (2023). Scida, Daniela. In: Journal of Applied Econometrics. RePEc:wly:japmet:v:38:y:2023:i:1:p:49-68. Full description at Econpapers || Download paper |
Works by Sheri Marina Markose:
| 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 | 17 |
| 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 | 45 |
| 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 | 59 |
| 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 | 12 |
| 2016 | CCPs and network stability in OTC derivatives markets In: Journal of Financial Stability. [Full Text][Citation analysis] | article | 22 |
| 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 | 3 |
| 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 | 143 |
| 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 | 1 |
| 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 | 13 |
| 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 | 66 |
| 2013 | Systemic risk analytics: A data-driven multi-agent financial network (MAFN) approach In: Journal of Banking Regulation. [Full Text][Citation analysis] | article | 10 |
| 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 | 4 |
| 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 |
| 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 | 5 |
| 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, 3 2024. Contact: CitEc Team