Oluwasegun Bewaji
Personal Details
First Name: | Oluwasegun |
Middle Name: | |
Last Name: | Bewaji |
Suffix: | |
RePEc Short-ID: | pbe745 |
[This author has chosen not to make the email address public] | |
http://www.cognitivemacroeconomics.co/ | |
Affiliation
(50%) Payments Canada
Ottawa, Canadahttp://www.payments.ca/
RePEc:edi:cpayaca (more details at EDIRC)
(50%) Centre For Computational Finance and Economic Agents (CCFEA)
University of Essex
Colchester, United Kingdomhttp://www.essex.ac.uk/ccfea/
RePEc:edi:ccessuk (more details at EDIRC)
Research output
Jump to: ArticlesArticles
- Sheri M Markose, 2013. "Systemic risk analytics: A data-driven multi-agent financial network (MAFN) approach," Journal of Banking Regulation, Palgrave Macmillan, vol. 14(3-4), pages 285-305, July.
Citations
Many of the citations below have been collected in an experimental project, CitEc, where a more detailed citation analysis can be found. These are citations from works listed in RePEc that could be analyzed mechanically. So far, only a minority of all works could be analyzed. See under "Corrections" how you can help improve the citation analysis.Articles
- Sheri M Markose, 2013.
"Systemic risk analytics: A data-driven multi-agent financial network (MAFN) approach,"
Journal of Banking Regulation, Palgrave Macmillan, vol. 14(3-4), pages 285-305, July.
Cited by:
- Heath, Alexandra & Kelly, Gerard & Manning, Mark & Markose, Sheri & Shaghaghi, Ali Rais, 2016. "CCPs and network stability in OTC derivatives markets," Journal of Financial Stability, Elsevier, vol. 27(C), pages 217-233.
- Green, Christopher & Bai, Ye & Murinde, Victor & Ngoka, Kethi & Maana, Isaya & Tiriongo, Samuel, 2016. "Overnight interbank markets and the determination of the interbank rate: A selective survey," International Review of Financial Analysis, Elsevier, vol. 44(C), pages 149-161.
- Fatouh, Mahmoud & Giansante, Simone, 2023. "The cyclicality of bank credit losses and capital ratios under expected loss model," Bank of England working papers 1013, Bank of England.
- Huynh, Toan Luu Duc & Nasir, Muhammad Ali & Nguyen, Sang Phu & Duong, Duy, 2020. "An assessment of contagion risks in the banking system using non-parametric and Copula approaches," Economic Analysis and Policy, Elsevier, vol. 65(C), pages 105-116.
- Mark D. Flood & Victoria L. Lemieux & Margaret Varga & B.L. William Wong, 2014.
"The Application of Visual Analytics to Financial Stability Monitoring,"
Working Papers
14-02, Office of Financial Research, US Department of the Treasury, revised 07 Oct 2014.
- Flood, Mark D. & Lemieux, Victoria L. & Varga, Margaret & William Wong, B.L., 2016. "The application of visual analytics to financial stability monitoring," Journal of Financial Stability, Elsevier, vol. 27(C), pages 180-197.
- Fatouh, Mahmoud & Markose, Sheri & Giansante, Simone, 2021. "The impact of quantitative easing on UK bank lending: Why banks do not lend to businesses?," Journal of Economic Behavior & Organization, Elsevier, vol. 183(C), pages 928-953.
- Michel Alexandre & Krzystof Michalak & Thiago Christiano Silva & Francisco A. Rodrigues, 2022.
"Efficiency-stability Trade-off in Financial Systems: a multi-objective optimization approach,"
Working Papers Series
568, Central Bank of Brazil, Research Department.
- Alexandre, Michel & Michalak, Krzysztof & Silva, Thiago Christiano & Rodrigues, Francisco A., 2023. "Efficiency-stability trade-off in financial systems: A multi-objective optimization approach," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 629(C).
- Fang, Yinhai & Xu, Haiyan & Perc, Matjaž & Tan, Qingmei, 2019. "Dynamic evolution of economic networks under the influence of mergers and divestitures," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 524(C), pages 89-99.
- Antoaneta Sergueiva, 2013. "Systemic Risk Identification, Modelling, Analysis, and Monitoring: An Integrated Approach," Papers 1310.6486, arXiv.org.
- Fathin Faizah Said, 2017. "Global Banking on the Financial Network Modelling: Sectorial Analysis," Computational Economics, Springer;Society for Computational Economics, vol. 49(2), pages 227-253, February.
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Corrections
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