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Items where Author is "Markose, SM"

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Bholat, D and Lastra, RM and Markose, SM and Miglionico, A and Sen, K (2018) 'Non-performing loans at the dawn of IFRS 9: regulatory and accounting treatment of asset quality.' Journal of Banking Regulation, 19 (1). pp. 33-54. ISSN 1465-4830

Markose, SM (2017) 'Complex type 4 structure changing dynamics of digital agents: Nash equilibria of a game with arms race in innovations.' Journal of Dynamics and Games, 4 (3). pp. 255-284. ISSN 2164-6066

Markose, SM and Giansante, S and Rais Shaghaghi, A (2017) 'A systemic risk assessment of OTC derivatives reforms and skin-in-the-game for CCPs.' Financial Stability Review, 21. pp. 111-126.

Markose, SM (2005) 'Computability and Evolutionary Complexity: Markets as Complex Adaptive Systems (CAS).' The Economic Journal, 115 (504). F159-F192. ISSN 0013-0133

Markose, SM (1986) 'A theory of policy-induced structural change An application of the bismut stochastic maximum principle.' Journal of Economic Dynamics and Control, 10 (1-2). pp. 109-114. ISSN 0165-1889

Book Section

Markose, SM and Oluwasegun, B and Giansante, S (2015) 'Multi-agent financial network (MAFN) model of US collateralized debt obligations (CDO): Regulatory capital arbitrage, negative CDS carry trade, and systemic risk analysis.' In: UNSPECIFIED, (ed.) Banking, Finance, and Accounting: Concepts, Methodologies, Tools, and Applications. UNSPECIFIED, 561 - 590. ISBN 9781466662681, 1466662689

Markose, SM and Oluwasegun, B and Giansante, S (2012) 'Multi-Agent Financial Network (MAFN) Model of US Collateralized Debt Obligations (CDO).' In: Alexandrova-Kabadjova, B and Martinez-Jaramillo, S and Garcia-Almanza, AL and Tsang, E, (eds.) Simulation in Computational Finance and Economics. Advances in Finance, Accounting, and Economics (AFAE) . IGI Global, 225 - 254. ISBN 9781466620117

Alentorn, A and Markose, SM (2008) 'Generalized Extreme Value Distribution and Extreme Economic Value at Risk (EE-VaR).' In: Kontoghiorghes, EJ and Rustem, B and Winker, P, (eds.) Computational Methods in Financial Engineering: Essays in Honour of Manfred Gilli. Springer, 47 - 71. ISBN 9783540779582


Markose, SM and Mahmoud, Fatouh and Simone, Giansante (2018) The Impact of Quantitative Easing on UK Bank Lending: Why Banks Do Not Lend to Businesses? Working Paper. SSRN. (Unpublished)

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