Mark D. Flood : Citation Profile

Are you Mark D. Flood?

University of Maryland

8

H index

7

i10 index

373

Citations

RESEARCH PRODUCTION:

14

Articles

22

Papers

EDITOR:

3

Books edited

RESEARCH ACTIVITY:

   28 years (1990 - 2018). See details.
   Cites by year: 13
   Journals where Mark D. Flood has often published
   Relations with other researchers
   Recent citing documents: 113.    Total self citations: 8 (2.1 %)

MORE DETAILS IN:
ABOUT THIS REPORT:

   Permalink: http://citec.repec.org/pfl126
   Updated: 2020-05-16    RAS profile: 2020-03-04    
   Missing citations? Add them    Incorrect content? Let us know

Relations with other researchers

Works with:

Lemieux, Victoria (3)

Authors registered in RePEc who have co-authored more than one work in the last five years with Mark D. Flood.

Is cited by:

Lyons, Richard (11)

Ugolini, Andrea (7)

Dungey, Mardi (6)

Sarlin, Peter (5)

Reboredo, Juan (5)

Lucas, Andre (4)

Paddrik, Mark (4)

Evans, Martin (4)

Payne, Richard (4)

Luciani, Matteo (4)

Cheung, Yin-Wong (3)

Cites to:

Lo, Andrew (15)

Shin, Hyun Song (7)

Summer, Martin (7)

Engle, Robert (7)

Shleifer, Andrei (6)

Stiroh, Kevin (5)

Morris, Stephen (5)

Reinhart, Carmen (5)

Rheinberger, Klaus (5)

Hirtle, Beverly (5)

Brunnermeier, Markus (5)

Main data

Where Mark D. Flood has published?

Journals with more than one article published# docs
Review5
Quantitative Finance3

Working Papers Series with more than one paper published# docs
Working Papers / Office of Financial Research, US Department of the Treasury13
Staff Discussion Papers / Office of Financial Research, US Department of the Treasury3

Recent works citing Mark D. Flood (2018 and 2017)

YearTitle of citing document
2018Macroprudential stability indicators of financial systems: Analysis of Bosnia and Herzegovina and Croatia. (2018). Mei, Mirna ; Kasumovi, Merim. In: Theoretical and Applied Economics. RePEc:agr:journl:v:1(614):y:2018:i:1(614):p:41-54.

Full description at Econpapers || Download paper

2017Wave after Wave: Contagion Risk from Commodity Markets. (2017). Leccadito, Arturo ; Algieri, Bernardina. In: Discussion Papers. RePEc:ags:ubzefd:257801.

Full description at Econpapers || Download paper

2018Assessing systemic risk due to fire sales spillover through maximum entropy network reconstruction. (2018). Pirino, Davide ; di Gangi, Domenico ; Lillo, Fabrizio. In: Papers. RePEc:arx:papers:1509.00607.

Full description at Econpapers || Download paper

2017Reverse stress testing interbank networks. (2017). Caccioli, Fabio ; Grigat, Daniel . In: Papers. RePEc:arx:papers:1702.08744.

Full description at Econpapers || Download paper

2019Compressing Over-the-Counter Markets. (2019). Roukny, Tarik ; D'Errico, Marco. In: Papers. RePEc:arx:papers:1705.07155.

Full description at Econpapers || Download paper

2018Understanding Flash Crash Contagion and Systemic Risk: A Micro-Macro Agent-Based Approach. (2018). Wooldridge, Michael ; Calinescu, Anisoara ; Paulin, James. In: Papers. RePEc:arx:papers:1805.08454.

Full description at Econpapers || Download paper

2018Financial asset bubbles in banking networks. (2018). Meyer-Brandis, Thilo ; Mazzon, Andrea ; Biagini, Francesca. In: Papers. RePEc:arx:papers:1806.01728.

Full description at Econpapers || Download paper

2019A factor-model approach for correlation scenarios and correlation stress-testing. (2019). Woebbeking, Fabian ; Packham, Natalie. In: Papers. RePEc:arx:papers:1807.11381.

Full description at Econpapers || Download paper

2018Systemic Risk and the Dependence Structures. (2018). Chang, Yu-Sin. In: Papers. RePEc:arx:papers:1809.03425.

Full description at Econpapers || Download paper

2018Systemic risk governance in a dynamical model of a banking system. (2018). Mariani, Francesca ; Fatone, Lorella. In: Papers. RePEc:arx:papers:1812.06973.

Full description at Econpapers || Download paper

2019A Triptych Approach for Reverse Stress Testing of Complex Portfolios. (2019). Jacot, Benjamin ; Garchery, Guillaume ; Dumontier, Luc ; Traccucci, Pascal. In: Papers. RePEc:arx:papers:1906.11186.

Full description at Econpapers || Download paper

2019Optimal, Truthful, and Private Securities Lending. (2019). Roth, Aaron ; Neel, Seth ; Kearns, Michael ; Diana, Emily. In: Papers. RePEc:arx:papers:1912.06202.

Full description at Econpapers || Download paper

2020Moderating Factors and Customer Loyalty of Selected Hotels in Lagos State, Nigeria. (2020). Ighomereho, Salome O ; Agada, Solomon A ; Patrick, . In: Journal of Asian Business Strategy. RePEc:asi:joabsj:2020:p:1-12.

Full description at Econpapers || Download paper

2018How much does book value data tell us about systemic risk and its interactions with the macroeconomy? A Luxembourg empirical evaluation. (2018). Jin, Xisong. In: BCL working papers. RePEc:bcl:bclwop:bclwp118.

Full description at Econpapers || Download paper

2018A Survey of Systemic Risk Indicators. (2018). Rogantini Picco, Anna ; Di Cesare, Antonio. In: Questioni di Economia e Finanza (Occasional Papers). RePEc:bdi:opques:qef_458_18.

Full description at Econpapers || Download paper

2020Social media and price discovery: the case of cross-listed firms. (2020). Talavera, Oleksandr ; Tran, VU ; Fan, Rui. In: Discussion Papers. RePEc:bir:birmec:20-05.

Full description at Econpapers || Download paper

2018Systemic Risk and Financial Fragility in the Chinese Economy: A Dynamic Factor Model Approach. (2018). Vasilenko, Alexey. In: Bank of Russia Working Paper Series. RePEc:bkr:wpaper:wps30.

Full description at Econpapers || Download paper

2018Big Data Opportunities for Accounting and Finance Practice and Research. (2018). Cockcroft, Sophie ; Russell, Mark. In: Australian Accounting Review. RePEc:bla:ausact:v:28:y:2018:i:3:p:323-333.

Full description at Econpapers || Download paper

2017The Rising Systemic Importance of Chinese Banks: Should the World Be Concerned?. (2017). Avkiran, Necmi Kemal ; Mi, Lin. In: Australian Economic Review. RePEc:bla:ausecr:v:50:y:2017:i:4:p:427-440.

Full description at Econpapers || Download paper

2017How Useful Is Basel IIIs Liquidity Coverage Ratio? Evidence From US Bank Holding Companies. (2017). Du, Brian. In: European Financial Management. RePEc:bla:eufman:v:23:y:2017:i:5:p:902-919.

Full description at Econpapers || Download paper

2018Testing the systemic risk differences in banks. (2018). Jokivuolle, Esa ; Vioto, Davide ; Tunaru, Radu. In: Research Discussion Papers. RePEc:bof:bofrdp:2018_013.

Full description at Econpapers || Download paper

2017Measuring the systemic importance of banks. (2017). Sakellaris, Plutarchos ; Moratis, George. In: Working Papers. RePEc:bog:wpaper:240.

Full description at Econpapers || Download paper

2017Systemic Aspects of Pension Funds and the Role of Supervision. (2017). Beetsma, Roel ; Wanningen, Christiaan ; Vos, Siert . In: CESifo Forum. RePEc:ces:ifofor:v:17:y:2017:i:04:p:54-67.

Full description at Econpapers || Download paper

2017Discriminatory Pricing of Over-The-Counter Derivatives. (2017). Timmer, Yannick ; Langfield, Sam ; Hoffmann, Peter ; Hau, Harald. In: CEPR Discussion Papers. RePEc:cpr:ceprdp:12525.

Full description at Econpapers || Download paper

2017Systemic risk and individual risk: A trade-off?. (2017). Yongoua Tchikanda, Gaelle Tatiana. In: EconomiX Working Papers. RePEc:drm:wpaper:2017-16.

Full description at Econpapers || Download paper

2019Macroprudential policy at the ECB: Institutional framework, strategy, analytical tools and policies. (2019). Fell, John ; Altimar, Sergio Nicoletti ; Constancio, Vitor ; Salleo, Carmelo ; Pires, Fatima ; Kapadia, Sujit ; Hiebert, Paul ; Henry, Jerome ; Detken, Carsten ; Cabral, Ines. In: Occasional Paper Series. RePEc:ecb:ecbops:2019227.

Full description at Econpapers || Download paper

2019The ECB after the crisis: existing synergies among monetary policy, macroprudential policies and banking supervision. (2019). Mongelli, Francesco ; Paolomongelli, Francesco ; Kok, Christoffer ; Cassola, Nuno. In: Occasional Paper Series. RePEc:ecb:ecbops:2019237.

Full description at Econpapers || Download paper

2018A framework for early-warning modeling with an application to banks. (2018). Lang, Jan Hannes ; Sarlin, Peter ; Peltonen, Tuomas A. In: Working Paper Series. RePEc:ecb:ecbwps:20182182.

Full description at Econpapers || Download paper

2019Visualising economic crises using accounting models. (2019). Kinsella, Stephen. In: Accounting, Organizations and Society. RePEc:eee:aosoci:v:75:y:2019:i:c:p:1-16.

Full description at Econpapers || Download paper

2019Understanding flash crash contagion and systemic risk: A micro–macro agent-based approach. (2019). Wooldridge, Michael ; Calinescu, Anisoara ; Paulin, James. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:100:y:2019:i:c:p:200-229.

Full description at Econpapers || Download paper

2019Measuring network systemic risk contributions: A leave-one-out approach. (2019). Tokpavi, Sessi ; Lucotte, Yannick ; Hue, Sullivan. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:100:y:2019:i:c:p:86-114.

Full description at Econpapers || Download paper

2018Measuring sovereign risk spillovers and assessing the role of transmission channels: A spatial econometrics approach. (2018). Gnabo, Jean-Yves ; Dossougoin, Cyrille ; Debarsy, Nicolas ; Ertur, Cem. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:87:y:2018:i:c:p:21-45.

Full description at Econpapers || Download paper

2017Measuring systemic risk with regime switching in tails. (2017). Liu, Xiaochun. In: Economic Modelling. RePEc:eee:ecmode:v:67:y:2017:i:c:p:55-72.

Full description at Econpapers || Download paper

2018Systemic risk in the US: Interconnectedness as a circuit breaker. (2018). Dungey, Mardi ; Veredas, David ; Luciani, Matteo. In: Economic Modelling. RePEc:eee:ecmode:v:71:y:2018:i:c:p:305-315.

Full description at Econpapers || Download paper

2019International trade, foreign direct investments, and firms’ systemic risk : Evidence from the Netherlands. (2019). Braekers, Roel ; Vancauteren, Mark ; van Cauwenberge, Annelies ; Vandemaele, Sigrid . In: Economic Modelling. RePEc:eee:ecmode:v:81:y:2019:i:c:p:361-386.

Full description at Econpapers || Download paper

2017Measuring systemic risk of the US banking sector in time-frequency domain. (2017). Teply, Petr ; Kvapilikova, Ivana. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:42:y:2017:i:c:p:461-472.

Full description at Econpapers || Download paper

2018Effect of banking and macroeconomic variables on systemic risk: An application of ΔCOVAR for an emerging economy. (2018). de Mendonça, Helder ; da Silva, Rafael Bernardo ; de Mendona, Helder Ferreira ; deMendona, Helder Ferreira . In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:43:y:2018:i:c:p:141-157.

Full description at Econpapers || Download paper

2019Monitoring banking system connectedness with big data. (2019). Lopez, Jose A ; Hale, Galina. In: Journal of Econometrics. RePEc:eee:econom:v:212:y:2019:i:1:p:203-220.

Full description at Econpapers || Download paper

2019Connectedness and risk spillovers in China’s stock market: A sectoral analysis. (2019). Zhang, Dayong ; Wu, Fei. In: Economic Systems. RePEc:eee:ecosys:v:43:y:2019:i:3:s0939362518302590.

Full description at Econpapers || Download paper

2018Local currency systemic risk. (2018). Borri, Nicola. In: Emerging Markets Review. RePEc:eee:ememar:v:34:y:2018:i:c:p:111-123.

Full description at Econpapers || Download paper

2018Interconnectedness and systemic risk of Chinas financial institutions. (2018). Wang, Gang-Jin ; Stanley, Eugene H ; Xie, Chi ; Lin, Min ; Jiang, Zhi-Qiang. In: Emerging Markets Review. RePEc:eee:ememar:v:35:y:2018:i:c:p:1-18.

Full description at Econpapers || Download paper

2018Tail systemic risk and contagion: Evidence from the Brazilian and Latin America banking network. (2018). Ugolini, Andrea ; Arismendi Zambrano, Juan ; Rivera-Castro, Miguel A. In: Emerging Markets Review. RePEc:eee:ememar:v:35:y:2018:i:c:p:164-189.

Full description at Econpapers || Download paper

2017Multiple risk measures for multivariate dynamic heavy–tailed models. (2017). Bernardi, Mauro ; Petrella, Lea ; Maruotti, Antonello. In: Journal of Empirical Finance. RePEc:eee:empfin:v:43:y:2017:i:c:p:1-32.

Full description at Econpapers || Download paper

2017Systemic risk with endogenous loss given default. (2017). Ijtsma, Pieter ; Spierdijk, Laura. In: Journal of Empirical Finance. RePEc:eee:empfin:v:44:y:2017:i:c:p:145-157.

Full description at Econpapers || Download paper

2017Assessing contagion risk from energy and non-energy commodity markets. (2017). Algieri, Bernardina ; Leccadito, Arturo. In: Energy Economics. RePEc:eee:eneeco:v:62:y:2017:i:c:p:312-322.

Full description at Econpapers || Download paper

2017Measuring systemic risk: A comparison of alternative market-based approaches. (2017). Kleinow, Jacob ; Vahamaa, Sami ; Strobl, Sascha ; Moreira, Fernando. In: Finance Research Letters. RePEc:eee:finlet:v:21:y:2017:i:c:p:40-46.

Full description at Econpapers || Download paper

2017An analysis of the literature on systemic financial risk: A survey. (2017). Silva, Walmir ; Sobreiro, Vinicius Amorim ; Kimura, Herbert. In: Journal of Financial Stability. RePEc:eee:finsta:v:28:y:2017:i:c:p:91-114.

Full description at Econpapers || Download paper

2017Assessing targeted macroprudential financial regulation: The case of the 2006 commercial real estate guidance for banks. (2017). Bassett, William F ; Marsh, Blake W. In: Journal of Financial Stability. RePEc:eee:finsta:v:30:y:2017:i:c:p:209-228.

Full description at Econpapers || Download paper

2017Collateralization, leverage, and stressed expected loss. (2017). Jondeau, Eric ; Khalilzadeh, Amir. In: Journal of Financial Stability. RePEc:eee:finsta:v:33:y:2017:i:c:p:226-243.

Full description at Econpapers || Download paper

2018How does risk flow in the credit default swap market?. (2018). Derrico, Marco ; Scheicher, Martin ; Peltonen, Tuomas ; Battiston, Stefano. In: Journal of Financial Stability. RePEc:eee:finsta:v:35:y:2018:i:c:p:53-74.

Full description at Econpapers || Download paper

2018Measuring systemic vulnerability in European banking systems. (2018). Tavlas, George ; Hall, Stephen ; Gibson, Heather. In: Journal of Financial Stability. RePEc:eee:finsta:v:36:y:2018:i:c:p:279-292.

Full description at Econpapers || Download paper

2018Measuring the propagation of financial distress with Granger-causality tail risk networks. (2018). Trapin, Luca ; Pirino, Davide ; Lillo, Fabrizio ; Corsi, Fulvio. In: Journal of Financial Stability. RePEc:eee:finsta:v:38:y:2018:i:c:p:18-36.

Full description at Econpapers || Download paper

2018Systemic risk in a structural model of bank default linkages. (2018). Kreis, Yvonne. In: Journal of Financial Stability. RePEc:eee:finsta:v:39:y:2018:i:c:p:221-236.

Full description at Econpapers || Download paper

2019An overview of regulatory stress-testing and steps to improve it. (2019). Pritsker, Matt. In: Global Finance Journal. RePEc:eee:glofin:v:39:y:2019:i:c:p:39-43.

Full description at Econpapers || Download paper

2019Foreign expansion, competition and bank risk. (2019). Laffitte, Sébastien ; Faia, Ester. In: Journal of International Economics. RePEc:eee:inecon:v:118:y:2019:i:c:p:179-199.

Full description at Econpapers || Download paper

2018Volatility connectedness in the Chinese banking system: Do state-owned commercial banks contribute more?. (2018). Wang, Gang-Jin ; Jiang, Zhi-Qiang ; Zhao, Longfeng ; Xie, Chi. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:57:y:2018:i:c:p:205-230.

Full description at Econpapers || Download paper

2019A factor-model approach for correlation scenarios and correlation stress testing. (2019). Woebbeking, C F ; Packham, N. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:101:y:2019:i:c:p:92-103.

Full description at Econpapers || Download paper

2017Network, market, and book-based systemic risk rankings. (2017). van de Leur, Michiel ; Lucas, Andre ; Seeger, Norman J. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:78:y:2017:i:c:p:84-90.

Full description at Econpapers || Download paper

2017Credit cycles and capital flows: Effectiveness of the macroprudential policy framework in emerging market economies. (2017). Fendoglu, Salih ; Fendolu, Salih. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:79:y:2017:i:c:p:110-128.

Full description at Econpapers || Download paper

2017Mapping heat in the U.S. financial system. (2017). Warusawitharana, Missaka ; Lee, Seung Jung ; Kiley, Michael ; Aikman, David ; Palumbo, Michael G. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:81:y:2017:i:c:p:36-64.

Full description at Econpapers || Download paper

2019“Too central to fail” systemic risk measure using PageRank algorithm. (2019). Jeong, Deokjong ; Yun, Tae-Sub ; Park, Sunyoung. In: Journal of Economic Behavior & Organization. RePEc:eee:jeborg:v:162:y:2019:i:c:p:251-272.

Full description at Econpapers || Download paper

2018Systemic risk and bank size. (2018). Varotto, Simone ; Zhao, Lei. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:82:y:2018:i:c:p:45-70.

Full description at Econpapers || Download paper

2019Drivers of systemic risk: Do national and European perspectives differ?. (2019). Buch, Claudia M ; Tonzer, Lena ; Krause, Thomas. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:91:y:2019:i:c:p:160-176.

Full description at Econpapers || Download paper

2019Enhancing central bank communications using simple and relatable information. (2019). Walczak, Eryk ; Meer, Janna Ter ; Broughton, Nida ; Bholat, David. In: Journal of Monetary Economics. RePEc:eee:moneco:v:108:y:2019:i:c:p:1-15.

Full description at Econpapers || Download paper

2017Pre-trade transparency in over-the-counter bond markets. (2017). Chen, Fan ; Zhong, Zhuo . In: Pacific-Basin Finance Journal. RePEc:eee:pacfin:v:45:y:2017:i:c:p:14-33.

Full description at Econpapers || Download paper

2019Interconnectedness and systemic risk: A comparative study based on systemically important regions. (2019). Su, Fang ; Cheng, Jiang ; Fang, Lei. In: Pacific-Basin Finance Journal. RePEc:eee:pacfin:v:54:y:2019:i:c:p:147-158.

Full description at Econpapers || Download paper

2018Systemic risk, interconnectedness, and non-core activities in Taiwan insurance industry. (2018). Chang, Carolyn W ; Yu, Min-Teh ; Li, Xiaodan. In: International Review of Economics & Finance. RePEc:eee:reveco:v:55:y:2018:i:c:p:273-284.

Full description at Econpapers || Download paper

2019Financial systemic risk measurement based on causal network connectedness analysis. (2019). Zhang, Wei ; Xiong, Xiong ; Liu, Xi-Hua ; Gong, Xiao-Li. In: International Review of Economics & Finance. RePEc:eee:reveco:v:64:y:2019:i:c:p:290-307.

Full description at Econpapers || Download paper

2020Correlation between the 2014 EU-wide stress tests and the market-based measures of systemic risk. (2020). Lobez, Frederic ; Dissem, Sonia. In: Research in International Business and Finance. RePEc:eee:riibaf:v:51:y:2020:i:c:s0275531918300965.

Full description at Econpapers || Download paper

2020Measuring the multi-faceted dimension of liquidity in financial markets: A literature review. (2020). Escribano, Ana ; Diaz, Antonio. In: Research in International Business and Finance. RePEc:eee:riibaf:v:51:y:2020:i:c:s0275531918311024.

Full description at Econpapers || Download paper

2020Bank risk, competition and bank connectedness with firms: A literature review. (2020). Lapteacru, Ion ; Badarau, Cristina. In: Research in International Business and Finance. RePEc:eee:riibaf:v:51:y:2020:i:c:s0275531919301291.

Full description at Econpapers || Download paper

2020Government-Cheerleading Bias in Money and Banking Textbooks. (2020). Thrasher, Benjamin R ; Watts, Tyler ; Curott, Nicholas A. In: Econ Journal Watch. RePEc:ejw:journl:v:17:y:2020:i:1:p:98-151.

Full description at Econpapers || Download paper

2017.

Full description at Econpapers || Download paper

2017Calibrating Macroprudential Policy to Forecasts of Financial Stability. (2017). Lopez, Jose ; Brave, Scott. In: Working Paper Series. RePEc:fip:fedfwp:2017-17.

Full description at Econpapers || Download paper

2017Investor Concentration, Flows, and Cash Holdings : Evidence from Hedge Funds. (2017). Watugala, Sumudu W ; Monin, Phillip J ; Kruttli, Mathias S. In: Finance and Economics Discussion Series. RePEc:fip:fedgfe:2017-121.

Full description at Econpapers || Download paper

2018Bank Holdings and Systemic Risk. (2018). Harris, Jeffrey ; Mankad, Shawn ; Brunetti, Celso. In: Finance and Economics Discussion Series. RePEc:fip:fedgfe:2018-63.

Full description at Econpapers || Download paper

2017Macroprudential policy and the revolving door of risk: lessons from leveraged lending guidance. (2017). santos, joao ; Plosser, Matthew ; Kim, Sooji. In: Staff Reports. RePEc:fip:fednsr:815.

Full description at Econpapers || Download paper

2018Measuring sovereign risk spillovers and assessing the role of transmission channels: A spatial econometrics approach. (2018). Gnabo, Jean-Yves ; Debarsy, Nicolas ; Ertur, Cem ; Dossougoin, Cyrille. In: Post-Print. RePEc:hal:journl:hal-01744629.

Full description at Econpapers || Download paper

2018Macroprudential Stress Tests: A Reduced-Form Approach to Quantifying Systemic Risk Losses. (2018). Segoviano, Miguel A ; Li, Qiaoluan H ; Espinoza, Raphael A ; Alla, Zineddine. In: IMF Working Papers. RePEc:imf:imfwpa:18/49.

Full description at Econpapers || Download paper

2017Systemic risk measures and macroprudential stress tests: an assessment over the 2014 EBA exercise. (2017). Torricelli, Costanza ; Pederzoli, Chiara . In: Annals of Finance. RePEc:kap:annfin:v:13:y:2017:i:3:d:10.1007_s10436-017-0294-z.

Full description at Econpapers || Download paper

2018Systemic risk in Europe: deciphering leading measures, common patterns and real effects. (2018). Stolbov, Mikhail ; Shchepeleva, Maria. In: Annals of Finance. RePEc:kap:annfin:v:14:y:2018:i:1:d:10.1007_s10436-017-0310-3.

Full description at Econpapers || Download paper

2018Systemic Risk on Trade Credit Systems: with the Tangible Interconnectedness. (2018). Lee, Jisang ; Yun, Sung-Guan. In: Computational Economics. RePEc:kap:compec:v:51:y:2018:i:2:d:10.1007_s10614-016-9632-x.

Full description at Econpapers || Download paper

2018The Impact of the Tobin Tax in a Heterogeneous Agent Model of the Foreign Exchange Market. (2018). Stanek, Filip ; Kukacka, Jiri. In: Computational Economics. RePEc:kap:compec:v:51:y:2018:i:4:d:10.1007_s10614-017-9649-9.

Full description at Econpapers || Download paper

2017Assessing systemic risk and its determinants for advanced and major emerging economies: the case of ΔCoVaR. (2017). Stolbov, Mikhail. In: International Economics and Economic Policy. RePEc:kap:iecepo:v:14:y:2017:i:1:d:10.1007_s10368-015-0330-2.

Full description at Econpapers || Download paper

2018A macroeconomic reverse stress test. (2018). Grundke, Peter ; Pliszka, Kamil. In: Review of Quantitative Finance and Accounting. RePEc:kap:rqfnac:v:50:y:2018:i:4:d:10.1007_s11156-017-0655-8.

Full description at Econpapers || Download paper

2019Ranking consistency of systemic risk measures: a simulation-based analysis in a banking network model. (2019). Grundke, Peter. In: Review of Quantitative Finance and Accounting. RePEc:kap:rqfnac:v:52:y:2019:i:4:d:10.1007_s11156-018-0732-7.

Full description at Econpapers || Download paper

2018Measuring Network Systemic Risk Contributions: A Leave-one-out Approach. (2018). Tokpavi, Sessi ; Hue, Sullivan. In: LEO Working Papers / DR LEO. RePEc:leo:wpaper:2608.

Full description at Econpapers || Download paper

2018Measuring network systemic risk contributions: A leave-one-out approach. (2018). Lucotte, Yannick ; Tokpavi, Sessi ; Hue, Sullivan. In: LEO Working Papers / DR LEO. RePEc:leo:wpaper:2708.

Full description at Econpapers || Download paper

2017Investor Concentration, Flows, and Cash Holdings: Evidence from Hedge Funds. (2017). Watugala, Sumudu W ; Monin, Phillip J ; Kruttli, Mathias S. In: Working Papers. RePEc:ofr:wpaper:17-07.

Full description at Econpapers || Download paper

2019The Life of the Counterparty: Shock Propagation in Hedge Fund-Prime Broker Credit Networks. (2019). Watugala, Sumudu ; Monin, Phillip ; Kruttli, Mathias . In: Working Papers. RePEc:ofr:wpaper:19-03.

Full description at Econpapers || Download paper

2018Systematic Systemic Stress Tests. (2018). Summer, Martin ; Breuer, Thomas. In: Working Papers. RePEc:onb:oenbwp:225.

Full description at Econpapers || Download paper

2018Modeling Systemic Risk: Time-Varying Tail Dependence When Forecasting Marginal Expected Shortfall. (2018). Eckernkemper, Tobias. In: Journal of Financial Econometrics. RePEc:oup:jfinec:v:16:y:2018:i:1:p:63-117..

Full description at Econpapers || Download paper

2017Measuring Systemic Risk. (2017). PHILIPPON, Thomas ; Richardson, Matthew ; Pedersen, Lasse H ; Acharya, Viral V. In: Review of Financial Studies. RePEc:oup:rfinst:v:30:y:2017:i:1:p:2-47..

Full description at Econpapers || Download paper

2017Contagion in the CDS Market. (2017). Paddrik, Mark ; Young, Peyton H. In: Economics Series Working Papers. RePEc:oxf:wpaper:821.

Full description at Econpapers || Download paper

2017Contagion in Derivatives Markets. (2017). Paddrik, Mark ; Rajan, Sriram ; Young, Peyton H. In: Economics Series Working Papers. RePEc:oxf:wpaper:839.

Full description at Econpapers || Download paper

2019Contagion in Derivatives Markets. (2019). Rajan, Sriram ; Paddrik, Mark ; Young, Peyton H. In: Economics Series Working Papers. RePEc:oxf:wpaper:886.

Full description at Econpapers || Download paper

2018Does Economic Policy Uncertainty Lead Systemic Risk? A Comparative Analysis of Selected European Countries. (2018). Karminsky, Alexandr ; Shchepeleva, Maria ; Stolbov, Mikhail. In: Comparative Economic Studies. RePEc:pal:compes:v:60:y:2018:i:3:d:10.1057_s41294-018-0065-5.

Full description at Econpapers || Download paper

2017Macroprudential Policy, Central Banks and Financial Stability: Evidence from China. (2017). Sun, Rongrong ; Klingelhöfer, Jan ; Klingelhofer, Jan. In: MPRA Paper. RePEc:pra:mprapa:79033.

Full description at Econpapers || Download paper

2018The Changing Network of Financial Market Linkages: The Asian Experience. (2018). Dungey, Mardi ; Volkov, Vladimir ; Sayeed, Mohammad Abu ; Kangogo, Moses ; Chowdhury, Biplob. In: ADB Economics Working Paper Series. RePEc:ris:adbewp:0558.

Full description at Econpapers || Download paper

2019Correlations and Turbulence of the European Markets. (2019). Brezeanu, Petre ; Diaconescu, Tiberiu ; Dinu, Sorin-Marius ; Andrei, Laurentiu Dumitru ; Anghelache, Constantin. In: Journal for Economic Forecasting. RePEc:rjr:romjef:v::y:2019:i:1:p:88-100.

Full description at Econpapers || Download paper

2017ИЗМЕРЕНИЕ ФИНАНСОВОГО ЗАРАЖЕНИЯ НА ПРИМЕРЕ МОДЕЛИРОВАНИЯ РИСКА БАНКОВСКОГО ДЕФОЛТА // THE METHODOLOGY FOR MEASURING FINANCIAL . (2017). Rasskazov, V ; В. Рассказов Е., . In: Финансы: теория и практика/Finance: Theory and Practice // Finance: Theory and Practice. RePEc:scn:financ:y:2016:i:3:p:54-61.

Full description at Econpapers || Download paper

More than 100 citations found, this list is not complete...

Mark D. Flood has edited the books:

YearTitleTypeCited

Works by Mark D. Flood:

YearTitleTypeCited
2012A Survey of Systemic Risk Analytics In: Annual Review of Financial Economics.
[Full Text][Citation analysis]		article207
2012A Survey of Systemic Risk Analytics.(2012) In: Working Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 207		paper
2016Big data challenges and opportunities in financial stability monitoring In: Financial Stability Review.
[Full Text][Citation analysis]		article1
2012Search Costs: The Neglected Spread Component In: Research Program in Finance, Working Paper Series.
[Full Text][Citation analysis]		paper8
1998Search Costs: The Neglected Spread Component..(1998) In: Research Program in Finance Working Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 8		paper
2016The application of visual analytics to financial stability monitoring In: Journal of Financial Stability.
[Full Text][Citation analysis]		article10
2014The Application of Visual Analytics to Financial Stability Monitoring.(2014) In: Working Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 10		paper
1998Put-call parity revisited: intradaily tests in the foreign currency options market In: Journal of International Financial Markets, Institutions and Money.
[Full Text][Citation analysis]		article2
1994Market structure and inefficiency in the foreign exchange market In: Journal of International Money and Finance.
[Full Text][Citation analysis]		article37
1993Market structure and inefficiency in the foreign exchange market.(1993) In: Working Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 37		paper
2002Dividing the Pie In: ERIM Report Series Research in Management.
[Full Text][Citation analysis]		paper1
2013Cryptography and the economics of supervisory information: balancing transparency and confidentiality In: Working Papers (Old Series).
[Full Text][Citation analysis]		paper3
2013Cryptography and the Economics of Supervisory Information: Balancing Transparency and Confidentiality.(2013) In: Working Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 3		paper
1990On the use of option pricing models to analyze deposit insurance In: Review.
[Full Text][Citation analysis]		article8
1991An introduction to complete markets In: Review.
[Full Text][Citation analysis]		article3
1991Microstructure theory and the foreign exchange market In: Review.
[Full Text][Citation analysis]		article15
1992The great deposit insurance debate In: Review.
[Full Text][Citation analysis]		article11
1992Two faces of financial innovation In: Review.
[Full Text][Citation analysis]		article1
2017The Complexity of Bank Holding Companies: A Topological Approach In: NBER Working Papers.
[Full Text][Citation analysis]		paper1
2014A Flexible and Extensible Contract Aggregation Framework for Financial Data Stream Analytics In: Staff Discussion Papers.
[Full Text][Citation analysis]		paper0
2015Clustering Techniques and Their Effect on Portfolio Formation and Risk Analysis In: Staff Discussion Papers.
[Full Text][Citation analysis]		paper3
2018An Ontology of Ownership and Control Relations of Bank Holding Companies In: Staff Discussion Papers.
[Full Text][Citation analysis]		paper0
2013Systematic Scenario Selection: Stress Testing and the Nature of Uncertainty In: Working Papers.
[Full Text][Citation analysis]		paper17
2015Systematic scenario selection: stress testing and the nature of uncertainty.(2015) In: Quantitative Finance.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 17		article
2013Stress Scenario Selection by Empirical Likelihood In: Working Papers.
[Full Text][Citation analysis]		paper4
2013The History of Cyclical Macroprudential Policy in the United States In: Working Papers.
[Full Text][Citation analysis]		paper1
2013Stress Tests to Promote Financial Stability: Assessing Progress and Looking to the Future In: Working Papers.
[Full Text][Citation analysis]		paper1
2015Contract as Automaton: The Computational Representation of Financial Agreements In: Working Papers.
[Full Text][Citation analysis]		paper0
2015Systemwide Commonalities in Market Liquidity In: Working Papers.
[Full Text][Citation analysis]		paper1
2015Gauging Form PF: Data Tolerances in Regulatory Reporting on Hedge Fund Risk Exposures In: Working Papers.
[Full Text][Citation analysis]		paper2
2015Measuring the Unmeasurable: An Application of Uncertainty Quantification to Financial Portfolios In: Working Papers.
[Full Text][Citation analysis]		paper0
2016Form PF and Hedge Funds: Risk-measurement Precision for Option Portfolios In: Working Papers.
[Full Text][Citation analysis]		paper2
2017The Complexity of Bank Holding Companies: A New Measurement Approach In: Working Papers.
[Full Text][Citation analysis]		paper1
1999Quote Disclosure and Price Discovery in Multiple-Dealer Financial Markets. In: Review of Financial Studies.
[Citation analysis]		article33
2017Measuring the unmeasurable: an application of uncertainty quantification to Treasury bond portfolios In: Quantitative Finance.
[Full Text][Citation analysis]		article0
2009Embracing change: financial informatics and risk analytics In: Quantitative Finance.
[Full Text][Citation analysis]		article0

CitEc is a RePEc service, providing citation data for Economics since 2001. Sponsored by INOMICS. Last updated May, 3 2020. Contact: CitEc Team