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Items where Author is "Markose, Sheri"

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Number of items: 13.

Article

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. ISSN 1351-847X

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. ISSN 0167-2681

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. ISSN 0254-5330

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. ISSN 1572-3089

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. ISSN 0167-2681

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. ISSN 1074-1240

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. ISSN 0165-1889

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. ISSN 0165-1889

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. ISSN 0165-1889

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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]]

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 Wed Aug 17 15:21:42 2022 BST.