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Sheri Marina Markose

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This is information that was supplied by Sheri Markose in registering through RePEc. If you are Sheri Marina Markose , you may change this information at the RePEc Author Service. Or if you are not registered and would like to be listed as well, register at the RePEc Author Service. When you register or update your RePEc registration, you may identify the papers and articles you have authored.

Personal Details

First Name: Sheri
Middle Name: Marina
Last Name: Markose
Suffix:

RePEc Short-ID: pma296

Email: [This author has chosen not to make the email address public]
Homepage: http://privatewww.essex.ac.uk/~scher/
Postal Address:
Phone:

Affiliation

(90%) Economics Department
University of Essex
Location: Colchester, United Kingdom
Homepage: http://www.essex.ac.uk/economics/
Email:
Phone: +44-1206-872728
Fax: +44-1206-872724
Postal: Wivenhoe Park, COLCHESTER. CO4 3SQ
Handle: RePEc:edi:edessuk (more details at EDIRC)
(10%) Centre For Computational Finance and Economic Agents (CCFEA)
University of Essex
Location: Colchester, United Kingdom
Homepage: http://www.essex.ac.uk/ccfea/
Email:
Phone:
Fax:
Postal: Wivenhoe Park, COLCHESTER. CO4 3SQ
Handle: RePEc:edi:ccessuk (more details at EDIRC)

Works

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Working papers

  1. Sheri M. Markose, 2012. "Systemic Risk from Global Financial Derivatives," IMF Working Papers 12/282, International Monetary Fund.
  2. Sheri M. Markose & Yue Peng & Amadeo Alentorn, 2012. "Forecasting Extreme Volatility of FTSE-100 With Model Free VFTSE, Carr-Wu and Generalized Extreme Value (GEV) Option Implied Volatility Indices," Economics Discussion Papers 713, University of Essex, Department of Economics.
  3. Sheri M. Markose & Bewaji Oluwasegun & Simone Giansante, 2012. "Multi-Agent Financial Network (MAFN) Model of US Collateralized Debt Obligations (CDO): Regulatory Capital Arbitrage, Negative CDS Carry Trade and Systemic Risk Analysis," Economics Discussion Papers 714, University of Essex, Department of Economics.
  4. Sheri Markose & Simone Giansante & Mateusz Gatkowski & Ali Rais Shaghaghi, 2010. "Too Interconnected To Fail: Financial Contagion and Systemic Risk In Network Model of CDS and Other Credit Enhancement Obligations of US Banks," Working Papers 033, COMISEF.
  5. Alan Kirman & Sheri Markose & Simone Giasante & Paolo Pin, 2007. "Marginal contribution, reciprocity and equity in segregated groups: Bounded rationality and self-organization in social networks," Economics Discussion Papers 629, University of Essex, Department of Economics.
  6. Sheri Markose & Amadeo Alentorn & Deddy Koesrindartoto & Peter Allen & Phil Blythe & Sergio Grosso, 2007. "A smart market for passenger road transport (SMPRT) congestion: an application of computational mechanism design," Economics Discussion Papers 630, University of Essex, Department of Economics.
  7. Amadeo Alentorn & Sheri Markose, 2006. "Removing Maturity Effects of Implied Risk Neutral Densities and Related Statistics," Economics Discussion Papers 609, University of Essex, Department of Economics.
  8. Martinez Jaramillo Serafin. & Tsang Edward P. K. & Markose, Sheri., 2006. "Co evolution of Genetic Programming Based Agents in an Artificial Stock Market," Computing in Economics and Finance 2006 398, Society for Computational Economics.
  9. Sheri Markose & Amadeo Alentorn, 2005. "Option Pricing and the Implied Tail Index with the Generalized Extreme Value (GEV) Distribution," Computing in Economics and Finance 2005 397, Society for Computational Economics.
  10. Sheri Markose & Amadeo Alentorn, 2005. "The Generalized Extreme Value (GEV) Distribution, Implied Tail Index and Option Pricing," Economics Discussion Papers 594, University of Essex, Department of Economics.
  11. Jing Yang & Sheri Markose & Amadeo Alentorn, 2005. "Designing large value payment systems: an agent based approach," Computing in Economics and Finance 2005 396, Society for Computational Economics.
  12. Sheri Markose & Amadeo Alentorn & Andreas Krause, 2004. "Dynamic Learning, Herding and Guru Effects in Networks," Economics Discussion Papers 582, University of Essex, Department of Economics.
  13. Sheri M. Markose, 2004. "Novelty And Surprises In Complex Adaptive System (CAS) Dynamics: A Computational Theory of Actor Innovation," Economics Discussion Papers 575, University of Essex, Department of Economics.
  14. Sheri M. Markose, 2004. "Computability and Evolutionary Complexity: Markets As Complex Adaptive Systems (CAS)," Economics Discussion Papers 574, University of Essex, Department of Economics.
  15. Sheri M. Markose & Yiing Jia Loke, 2002. "Can cash hold its own? International comparisons: Theory and evidence," Economics Discussion Papers 536, University of Essex, Department of Economics.
  16. Sheri M. Markose, 2001. "The New Evolutionary Computational Paradigm of Complex Adaptive Systems: Challenges and Prospects for Economics and Finance," Economics Discussion Papers 532, University of Essex, Department of Economics.
  17. Sheri M. Markose & Yiing Jia Loke, 2000. "Network effects on Cash-Card Substitution in Transactions and Low Interest Rate Regimes," Economics Discussion Papers 507, University of Essex, Department of Economics.
  18. Sheri M. Markose & Yiing Jia Loke, 2000. "Changing trends in payment systems for selected G10 and EU countries 1990-1998," Economics Discussion Papers 508, University of Essex, Department of Economics.
  19. Sheri M. Markose & Hakan Er, 2000. "The Black (1976) effect and cross market arbitrage in FTSE-100 index futures and options," Economics Discussion Papers 522, University of Essex, Department of Economics.
  20. Sheri Marina Markose, . "Game Theory for central bankers: have they got it right?," Economics Discussion Papers 484, University of Essex, Department of Economics.

Articles

  1. Markose, Sheri & Giansante, Simone & Shaghaghi, Ali Rais, 2012. "‘Too interconnected to fail’ financial network of US CDS market: Topological fragility and systemic risk," Journal of Economic Behavior & Organization, Elsevier, vol. 83(3), pages 627-646.
  2. Kirman, Alan & Markose, Sheri & Giansante, Simone & 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, Elsevier, vol. 31(6), pages 2085-2107, June.
  3. Markose, Sheri & Arifovic, Jasmina & 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, Elsevier, vol. 31(6), pages 1801-1807, June.
  4. Markose, Sheri & Alentorn, Amadeo & Koesrindartoto, Deddy & Allen, Peter & Blythe, Phil & Grosso, Sergio, 2007. "A smart market for passenger road transport (SMPRT) congestion: An application of computational mechanism design," Journal of Economic Dynamics and Control, Elsevier, vol. 31(6), pages 2001-2032, June.
  5. Sheri Markose, 2006. "Developments in experimental and agent-based computational economics (ACE): overview," Journal of Economic Interaction and Coordination, Springer, vol. 1(2), pages 119-127, November.
  6. Sheri M. Markose, 2005. "Computability and Evolutionary Complexity: Markets as Complex Adaptive Systems (CAS)," Economic Journal, Royal Economic Society, vol. 115(504), pages F159-F192, 06.
  7. Edward Tsang & Sheri Markose & Hakan Er, 2005. "Chance Discovery In Stock Index Option And Futures Arbitrage," New Mathematics and Natural Computation (NMNC), World Scientific Publishing Co. Pte. Ltd., vol. 1(03), pages 435-447.
  8. Markose, Sheri M., 2004. "Novelty in complex adaptive systems (CAS) dynamics: a computational theory of actor innovation," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 344(1), pages 41-49.
  9. Sheri M. Markose & Yiing Jia Loke, 2003. "Network Effects On Cash-Card Substitution In Transactions And Low Interest Rate Regimes," Economic Journal, Royal Economic Society, vol. 113(487), pages 456-476, 04.
  10. Alessandra Guariglia & Sheri Markose, 2000. "Voluntary Contributions to Personal Pension Plans: Evidence from the British Household Panel Survey," Fiscal Studies, Institute for Fiscal Studies, vol. 21(4), pages 469-488, December.
  11. Markose-Cherian, Sheri, 1991. "End-independent legal rules and the political economy of expanding market societies of Europe," European Journal of Political Economy, Elsevier, vol. 7(4), pages 579-601, November.
  12. Markose, S. M., 1986. "A theory of policy-induced structural change An application of the bismut stochastic maximum principle," Journal of Economic Dynamics and Control, Elsevier, vol. 10(1-2), pages 109-114, June.

NEP Fields

16 papers by this author were announced in NEP, and specifically in the following field reports (number of papers):
  1. NEP-BAN: Banking (4) 2010-02-13 2010-05-02 2011-11-21 2012-05-15. Author is listed
  2. NEP-CBA: Central Banking (1) 2011-11-21
  3. NEP-CBE: Cognitive & Behavioural Economics (3) 2004-01-12 2004-09-05 2007-05-04
  4. NEP-CMP: Computational Economics (8) 2002-04-15 2004-01-12 2004-01-12 2005-11-19 2007-05-04 2007-05-04 2011-11-21 2012-05-15. Author is listed
  5. NEP-ENE: Energy Economics (1) 2007-05-04
  6. NEP-EVO: Evolutionary Economics (1) 2004-09-05
  7. NEP-FIN: Finance (2) 2005-11-19 2005-11-19
  8. NEP-FMK: Financial Markets (1) 2005-11-19
  9. NEP-FOR: Forecasting (1) 2012-05-15
  10. NEP-GEO: Economic Geography (1) 2007-05-04
  11. NEP-GTH: Game Theory (1) 2007-05-04
  12. NEP-IFN: International Finance (1) 2002-04-15
  13. NEP-KNM: Knowledge Management & Knowledge Economy (1) 2007-05-04
  14. NEP-MAC: Macroeconomics (1) 2004-01-12
  15. NEP-MIC: Microeconomics (1) 2002-04-15
  16. NEP-NET: Network Economics (2) 2007-05-04 2007-05-04
  17. NEP-PBE: Public Economics (1) 2005-11-19
  18. NEP-PKE: Post Keynesian Economics (1) 2002-04-15
  19. NEP-REG: Regulation (1) 2010-02-13
  20. NEP-RMG: Risk Management (3) 2005-04-30 2010-02-13 2010-05-02
  21. NEP-SOC: Social Norms & Social Capital (1) 2007-05-04
  22. NEP-TID: Technology & Industrial Dynamics (2) 2004-01-12 2004-01-12
  23. NEP-URE: Urban & Real Estate Economics (2) 2007-05-04 2007-05-04

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