Sheri Marina Markose : Citation Profile


Are you Sheri Marina Markose?

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

10

H index

10

i10 index

466

Citations

RESEARCH PRODUCTION:

19

Articles

7

Papers

3

Chapters

RESEARCH ACTIVITY:

   37 years (1986 - 2023). See details.
   Cites by year: 12
   Journals where Sheri Marina Markose has often published
   Relations with other researchers
   Recent citing documents: 29.    Total self citations: 11 (2.31 %)

MORE DETAILS IN:
ABOUT THIS REPORT:

   Permalink: http://citec.repec.org/pma296
   Updated: 2024-11-04    RAS profile: 2024-02-06    
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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:

Berndsen, Ron (26)

León, Carlos (24)

Renneboog, Luc (17)

Paddrik, Mark (13)

Sarmiento, Miguel (12)

Thurner, Stefan (12)

Tabak, Benjamin (10)

von Peter, Goetz (9)

Craig, Ben (8)

Stix, Helmut (7)

Fontana, Magda (6)

Cites to:

Kirman, Alan (18)

Giansante, Simone (15)

von Peter, Goetz (9)

Craig, Ben (9)

Thurner, Stefan (8)

BORIO, Claudio (8)

Duffie, Darrell (7)

Rais Shaghaghi, Ali (7)

Upper, Christian (7)

Bech, Morten (6)

Gambacorta, Leonardo (6)

Main data


Where Sheri Marina Markose has published?


Journals with more than one article published# docs
Journal of Economic Dynamics and Control4
Economic Journal2
Physica A: Statistical Mechanics and its Applications2
Journal of Economic Behavior & Organization2
Journal of Banking Regulation2

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 (2024 and 2023)


YearTitle of citing document
2023The 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.

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2023On 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.

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2023The 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.

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2023.

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2023Your 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.

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2024Assessing 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.

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2024A 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.

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2023Inner 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.

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2023Efficiency-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.

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2023The 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.

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2023.

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2023A 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.

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2023Impact 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.

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2023Central 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.

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2023The 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.

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2023Is There a Portfolio Rebalancing Channel of QE in Latvia?. (2023). Zlobins, Andrejs. In: Working Papers. RePEc:ltv:wpaper:202305.

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2023Uncovering 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.

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2023Open 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.

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2023The 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.

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2023Structural 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.

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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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paper16
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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paper45
2003Network Effects On Cash-Card Substitution In Transactions And Low Interest Rate Regimes In: Economic Journal.
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article28
2005Computability and Evolutionary Complexity: Markets as Complex Adaptive Systems (CAS) In: Economic Journal.
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article59
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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article6
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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article12
2016CCPs and network stability in OTC derivatives markets In: Journal of Financial Stability.
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article22
2021The impact of quantitative easing on UK bank lending: Why banks do not lend to businesses? In: Journal of Economic Behavior & Organization.
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article3
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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article143
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
2023Fair immunization and network topology of complex financial ecosystems In: Physica A: Statistical Mechanics and its Applications.
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article1
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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paper9
2000Voluntary Contributions to Personal Pension Plans: Evidence from the British Household Panel Survey In: Fiscal Studies.
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article13
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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paper66
2013Systemic risk analytics: A data-driven multi-agent financial network (MAFN) approach In: Journal of Banking Regulation.
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article10
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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article4
2005Designing large value payment systems: an agent based approach In: Computing in Economics and Finance 2005.
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paper4
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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paper5
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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article2
2005The Red Queen Principle and the Emergence of Efficient Financial Markets: An Agent Based Approach In: Lecture Notes in Economics and Mathematical Systems.
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chapter0
2007The 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.
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chapter0
2008Generalized Extreme Value Distribution and Extreme Economic Value at Risk (EE-VaR) In: Springer Books.
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chapter5
2022Financial inclusion, at what cost? : Quantification of economic viability of a supply side roll out In: The European Journal of Finance.
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article5
2005CHANCE DISCOVERY IN STOCK INDEX OPTION AND FUTURES ARBITRAGE In: New Mathematics and Natural Computation (NMNC).
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article0

CitEc is a RePEc service, providing citation data for Economics since 2001. Last updated November, 3 2024. Contact: CitEc Team