Követés
Sheri Marina Markose
Sheri Marina Markose
Professor of Economics, University of Essex
E-mail megerősítve itt: essex.ac.uk
Cím
Hivatkozott rá
Hivatkozott rá
Év
‘Too interconnected to fail’financial network of US CDS market: Topological fragility and systemic risk
S Markose, S Giansante, AR Shaghaghi
Journal of Economic Behavior & Organization 83 (3), 627-646, 2012
3172012
Computability and evolutionary complexity: markets as complex adaptive systems (CAS)
SM Markose
The Economic Journal 115 (504), F159-F192, 2005
2192005
Too interconnected to fail: Financial contagion and systemic risk in network model of cds and other credit enhancement obligations of us banks
SM Markose, S Giansante, M Gatkowski, AR Shaghaghi
1242010
Systemic risk from global financial derivatives: A network analysis of contagion and its mitigation with super-spreader tax
MSM Markose
International Monetary Fund, 2012
1162012
The generalized extreme value distribution, implied tail index, and option pricing
S Markose, A Alentorn
The Journal of Derivatives 18 (3), 35-60, 2011
1062011
Network Effects On Cash‐Card Substitution In Transactions And Low Interest Rate Regimes
SM Markose, YJ Loke
The Economic Journal 113 (487), 456-476, 2003
712003
EDDIE in financial decision making
EPK Tsang, J Li, S Markose, H Er, A Salhi, G Iori
Journal of Management and economics 4 (4), 1-13, 2000
682000
Non-performing loans: regulatory and accounting treatments of assets
D Bholat, RM Lastra, SM Markose, A Miglionico, K Sen
Bank of England Working Paper, 2016
602016
Chance discovery in stock index option and futures arbitrage
E Tsang, S Markose, H Er
New Mathematics and Natural Computation 1 (03), 435-447, 2005
542005
Non-performing loans at the dawn of IFRS 9: regulatory and accounting treatment of asset quality
D Bholat, RM Lastra, SM Markose, A Miglionico, K Sen
Journal of banking regulation 19 (1), 33-54, 2018
472018
CCPs and network stability in OTC derivatives markets
A Heath, G Kelly, M Manning, S Markose, AR Shaghaghi
Journal of financial stability 27, 217-233, 2016
452016
Voluntary contributions to personal pension plans: evidence from the British Household Panel Survey
A Guariglia, S Markose
Fiscal Studies 21 (4), 469-488, 2000
402000
Systemic risk analytics: A data-driven multi-agent financial network (MAFN) approach
SM Markose
Journal of Banking Regulation 14 (3), 285-305, 2013
382013
A smart market for passenger road transport (SMPRT) congestion: An application of computational mechanism design
S Markose, A Alentorn, D Koesrindartoto, P Allen, P Blythe, S Grosso
Journal of Economic Dynamics and Control 31 (6), 2001-2032, 2007
342007
Novelty in complex adaptive systems (CAS) dynamics: a computational theory of actor innovation
SM Markose
Physica A: Statistical Mechanics and Its Applications 344 (1-2), 41-49, 2004
282004
The new evolutionary computational paradigm of complex adaptive systems
SM Markose
Genetic Algorithms and Genetic Programming in Computational Finance, 443-484, 2002
282002
Dynamic learning, herding and guru effects in networks
SM Markose, A Alentorn, A Krause
272004
Marginal contribution, reciprocity and equity in segregated groups: Bounded rationality and self-organization in social networks
A Kirman, S Markose, S Giansante, P Pin
Journal of Economic Dynamics and Control 31 (6), 2085-2107, 2007
262007
The red queen principle and the emergence of efficient financial markets: an agent based approach
S Markose, E Tsang, SM Jaramillo
Nonlinear dynamics and heterogeneous interacting agents, 287-303, 2005
262005
Evolutionary arbitrage for FTSE-100 index options and futures
S Markose, E Tsang, H Er, A Salhi
Proceedings of the 2001 Congress on Evolutionary Computation (IEEE Cat. No …, 2001
262001
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