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Items where Author is "Markose, SM"

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Number of items: 8.


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. DOI https://doi.org/10.1057/s41261-017-0058-8

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. DOI https://doi.org/10.3934/jdg.2017015

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. DOI https://doi.org/10.1111/j.1468-0297.2005.01000.x

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. DOI https://doi.org/10.1016/0165-1889(86)90026-6

Book Section

Markose, SM and Oluwasegun, B and Giansante, S (2012) Multi-Agent Financial Network (MAFN) Model of US Collateralized Debt Obligations (CDO). In: Simulation in Computational Finance and Economics. Advances in Finance, Accounting, and Economics (AFAE) . IGI Global, pp. 225-254. ISBN 9781466620117.

Alentorn, A and Markose, SM (2008) Generalized Extreme Value Distribution and Extreme Economic Value at Risk (EE-VaR). In: Computational Methods in Financial Engineering: Essays in Honour of Manfred Gilli. Springer, pp. 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 (Unpublished)

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