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Items where Author is "Markose, Sheri"

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Number of items: 14.

Giansante, Simone and Manfredi, Sabato and Markose, Sheri (2023) Fair immunization and network topology of complex financial ecosystems. Physica A: Statistical Mechanics and its Applications, 612. p. 128456. DOI https://doi.org/10.1016/j.physa.2023.128456

Markose, Sheri and Arun, Thankom and Ozili, Peterson (2022) Financial inclusion, at what cost? : Quantification of economic viability of a supply side roll out. The European Journal of Finance, Online (1). pp. 1-26. DOI https://doi.org/10.1080/1351847x.2020.1821740

Fatouh, Mahmoud and Markose, Sheri and Giansante, Simone (2021) The impact of quantitative easing on UK bank lending: Why banks do not lend to businesses? Journal of Economic Behavior and Organization, 183. pp. 928-953. DOI https://doi.org/10.1016/j.jebo.2019.02.023

Markose, Sheri and Giansante, Simone and Eterovic, Nicolas A and Gatkowski, Mateusz (2021) Early warning of systemic risk in global banking: eigen-pair R number for financial contagion and market price-based methods. Annals of Operations Research. DOI https://doi.org/10.1007/s10479-021-04120-1

Heath, Alexandra and Kelly, Gerard and Manning, Mark and Markose, Sheri and Shaghaghi, Ali Rais (2016) CCPs and network stability in OTC derivatives markets. Journal of Financial Stability, 27 (C). pp. 217-233. DOI https://doi.org/10.1016/j.jfs.2015.12.004

Markose, Sheri and Giansante, Simone and Shaghaghi, Ali Rais (2012) ‘Too interconnected to fail’ financial network of US CDS market: Topological fragility and systemic risk. Journal of Economic Behavior & Organization, 83 (3). pp. 627-646. DOI https://doi.org/10.1016/j.jebo.2012.05.016

Markose, Sheri and Alentorn, Amadeo (2011) The Generalized Extreme Value Distribution, Implied Tail Index, and Option Pricing. The Journal of Derivatives, 18 (3). pp. 35-60. DOI https://doi.org/10.3905/jod.2011.18.3.035

Markose, Sheri and Giansante, Simone and Gatkowski, Mateusz and Shaghaghi, Ali Rais (2010) Too Interconnected To Fail: Financial Contagion and Systemic Risk In Network Model of CDS and Other Credit Enhancement Obligations of US Banks. [["eprint_typename_scholarly-edition" not defined]]

Markose, Sheri and Arifovic, Jasmina and Sunder, Shyam (2007) Advances in experimental and agent-based modelling: Asset markets, economic networks, computational mechanism design and evolutionary game dynamics. Journal of Economic Dynamics and Control, 31 (6). pp. 1801-1807. DOI https://doi.org/10.1016/j.jedc.2007.03.001

Kirman, Alan and Markose, Sheri and Giansante, Simone and Pin, Paolo (2007) Marginal contribution, reciprocity and equity in segregated groups: Bounded rationality and self-organization in social networks. Journal of Economic Dynamics and Control, 31 (6). pp. 2085-2107. DOI https://doi.org/10.1016/j.jedc.2007.01.003

Markose, Sheri and Alentorn, Amadeo and Koesrindartoto, Deddy and Allen, Peter and Blythe, Phil and Grosso, Sergio (2007) A smart market for passenger road transport (SMPRT) congestion: An application of computational mechanism design. Journal of Economic Dynamics and Control, 31 (6). pp. 2001-2032. DOI https://doi.org/10.1016/j.jedc.2007.01.005

Serafin, Martinez Jaramillo and Tsang, Edward PK and Markose, Sheri Co evolution of Genetic Programming Based Agents in an Artificial Stock Market. [["eprint_typename_scholarly-edition" not defined]]

Yang, Jing and Markose, Sheri and Alentorn, Amadeo Designing large value payment systems: an agent based approach. [["eprint_typename_scholarly-edition" not defined]]

Markose, Sheri and Alentorn, Amadeo Option Pricing and the Implied Tail Index with the Generalized Extreme Value (GEV) Distribution. [["eprint_typename_scholarly-edition" not defined]]

This list was generated on Fri Mar 24 06:05:18 2023 GMT.