Concepedia

Sheri M. Markose

SM

31

Publications

1.1K

Citations

18

H-Index

2000

Active since

Affiliations

University of Essex(Current)

Bank of England

Queen Mary University of London

University of Bath

Sheri M. Markose is an author at University of Essex specializing in business, finance, and engineering.

ORCID

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Publications per year

2000–2022

31

Publications

31

‘Too interconnected to fail’ financial network of US CDS market: Topological fragility and systemic risk

Sheri M. Markose, Simone Giansante, Ali Rais Shaghaghi · Journal of Economic Behavior & Organization · 2012 · 314 citations · Full text

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Too Interconnected To Fail: Financial Contagion and Systemic Risk in Network Model of CDS and Other Credit Enhancement Obligations of US Banks

Sheri M. Markose, Simone Giansante, Mateusz Gątkowski et al. · Open Access at Essex (University of Essex) · 2010 · 80 citations

The Generalized Extreme Value Distribution, Implied Tail Index, and Option Pricing

Sheri M. Markose, Amadeo Alentorn · The Journal of Derivatives · 2011 · 72 citations

Non-performing loans at the dawn of IFRS 9: regulatory and accounting treatment of asset quality

David Bholat, Rosa M. Lastra, Sheri M. Markose et al. · Journal of Banking Regulation · 2017 · 52 citations

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Network Effects On Cash‐Card Substitution in Transactions and Low Interest Rate Regimes

Sheri M. Markose, Yiing Jia Loke · The Economic Journal · 2003 · 50 citations

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