IDEAS home Printed from https://ideas.repec.org/
MyIDEAS: Log in (now much improved!) to follow this author

Sheri Marina Markose

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
[This author has chosen not to make the email address public]
http://privatewww.essex.ac.uk/~scher/
Colchester, United Kingdom
http://www.essex.ac.uk/economics/

: +44-1206-872728
+44-1206-872724
Wivenhoe Park, COLCHESTER. CO4 3SQ
RePEc:edi:edessuk (more details at EDIRC)
in new window
  1. Bholat, David & Lastra, Rosa & Markose, Sheri & Miglionico, Andrea & Sen, Kallol, 2016. "Non-performing loans: regulatory and accounting treatments of assets," Bank of England working papers 594, Bank of England.
  2. Markose, Sheri M & Peng, Yue & Alentorn, Amadeo, 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 3713, University of Essex, Department of Economics.
  3. Markose, Sheri M & Oluwasegun, Bewaji & Giansante, Simone, 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 3712, University of Essex, Department of Economics.
  4. Sheri M. Markose, 2012. "Systemic Risk from Global Financial Derivatives; A Network Analysis of Contagion and Its Mitigation with Super-Spreader Tax," IMF Working Papers 12/282, International Monetary Fund.
  5. 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.
  6. Kirman, Alan & Markose, Sheri M & Giasante, Simone & Pin, Paolo, 2007. "Marginal contribution, reciprocity and equity in segregated groups: Bounded rationality and self-organization in social networks," Economics Discussion Papers 3718, University of Essex, Department of Economics.
  7. Markose, Sheri M & 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," Economics Discussion Papers 3720, 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. Alentorn, Amadeo & Markose, Sheri M, 2006. "Removing Maturity Effects of Implied Risk Neutral Densities and Related Statistics," Economics Discussion Papers 3722, University of Essex, Department of Economics.
  10. Markose, Sheri M & Alentorn, Amadeo, 2005. "The Generalized Extreme Value (GEV) Distribution, Implied Tail Index and Option Pricing," Economics Discussion Papers 3726, University of Essex, Department of Economics.
  11. 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.
  12. 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.
  13. Markose, Sheri M & Alentorn, Amadeo & Krause, Andreas, 2004. "Dynamic Learning, Herding and Guru Effects in Networks," Economics Discussion Papers 3732, University of Essex, Department of Economics.
  14. Markose, Sheri M, 2004. "Computability and Evolutionary Complexity: Markets As Complex Adaptive Systems (CAS)," Economics Discussion Papers 3730, University of Essex, Department of Economics.
  15. Markose, Sheri M, 2004. "Novelty And Surprises In Complex Adaptive System (CAS) Dynamics: A Computational Theory of Actor Innovation," Economics Discussion Papers 3731, University of Essex, Department of Economics.
  16. Markose, Sheri M & Loke, Yiing Jia, 2002. "Can cash hold its own? International comparisons: Theory and evidence," Economics Discussion Papers 3734, University of Essex, Department of Economics.
  17. Markose, Sheri M, 2001. "The New Evolutionary Computational Paradigm of Complex Adaptive Systems: Challenges and Prospects for Economics and Finance," Economics Discussion Papers 3735, University of Essex, Department of Economics.
  18. Markose, Sheri M & Loke, Yiing Jia, 2000. "Changing trends in payment systems for selected G10 and EU countries 1990-1998," Economics Discussion Papers 3738, University of Essex, Department of Economics.
  19. Markose, Sheri M & Er, Hakan, 2000. "The Black (1976) effect and cross market arbitrage in FTSE-100 index futures and options," Economics Discussion Papers 3737, University of Essex, Department of Economics.
  20. Markose, Sheri M & Loke, Yiing Jia, 2000. "Network effects on Cash-Card Substitution in Transactions and Low Interest Rate Regimes," Economics Discussion Papers 3739, University of Essex, Department of Economics.
  21. Markose, Sheri M, 1999. "The liar strategy and surprises: Computability and indeterminacy in Nash equilibria games," Economics Discussion Papers 10002, University of Essex, Department of Economics.
  22. Markose, Sheri M, 1998. "Game Theory for central bankers: have they got it right?," Economics Discussion Papers 3740, University of Essex, Department of Economics.
  1. 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.
  2. 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.
  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. 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.
  6. Sheri Markose, 2006. "Developments in experimental and agent-based computational economics (ACE): overview," Journal of Economic Interaction and Coordination, Springer;Society for Economic Science with Heterogeneous Interacting Agents, vol. 1(2), pages 119-127, November.
  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. 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.
  9. 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.
  10. 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.
  11. 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.
  12. 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.
  13. 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 is an announcement service for new working papers, with a weekly report in each of many fields. This author has had 4 papers announced in NEP. These are the fields, ordered by number of announcements, along with their dates. If the author is listed in the directory of specialists for this field, a link is also provided.
  1. NEP-BAN: Banking (2) 2010-05-02 2016-05-28. Author is listed
  2. NEP-FIN: Finance (2) 2005-11-19 2005-11-19. Author is listed
  3. NEP-ACC: Accounting & Auditing (1) 2016-05-28. Author is listed
  4. NEP-CMP: Computational Economics (1) 2005-11-19. Author is listed
  5. NEP-EUR: Microeconomic European Issues (1) 2016-05-28. Author is listed
  6. NEP-FMK: Financial Markets (1) 2005-11-19. Author is listed
  7. NEP-PBE: Public Economics (1) 2005-11-19. Author is listed
  8. NEP-RMG: Risk Management (1) 2010-05-02. Author is listed

Most cited item

Most downloaded item (past 12 months)

Access and download statistics for all items

Co-authorship network on CollEc

For general information on how to correct material on RePEc, see these instructions.

To update listings or check citations waiting for approval, Sheri Markose should log into the RePEc Author Service

To make corrections to the bibliographic information of a particular item, find the technical contact on the abstract page of that item. There, details are also given on how to add or correct references and citations.

To link different versions of the same work, where versions have a different title, use this form. Note that if the versions have a very similar title and are in the author's profile, the links will usually be created automatically.

Please note that most corrections can take a couple of weeks to filter through the various RePEc services.

This information is provided to you by IDEAS at the Research Division of the Federal Reserve Bank of St. Louis using RePEc data.