Mark D. Flood : Citation Profile


Are you Mark D. Flood?

University of Maryland

8

H index

7

i10 index

418

Citations

RESEARCH PRODUCTION:

15

Articles

22

Papers

EDITOR:

3

Books edited

RESEARCH ACTIVITY:

   30 years (1990 - 2020). See details.
   Cites by year: 13
   Journals where Mark D. Flood has often published
   Relations with other researchers
   Recent citing documents: 38.    Total self citations: 8 (1.88 %)

MORE DETAILS IN:
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   Permalink: http://citec.repec.org/pfl126
   Updated: 2021-03-01    RAS profile: 2020-09-07    
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Relations with other researchers


Works with:

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)

Reboredo, Juan (5)

Sarlin, Peter (5)

Lucas, Andre (4)

Buch, Claudia (4)

Luciani, Matteo (4)

Danielsson, Jon (4)

Payne, Richard (4)

Paddrik, Mark (4)

Cites to:

Lo, Andrew (15)

Shin, Hyun Song (7)

Engle, Robert (7)

Shleifer, Andrei (6)

Summer, Martin (6)

Reinhart, Carmen (5)

Cetorelli, Nicola (5)

Schuermann, Til (5)

Stiroh, Kevin (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 (2021 and 2020)


YearTitle of citing document
2020iConVis: Interactive Visual Exploration of the Default Contagion Risk of Networked-Guarantee Loans. (2020). Zhang, Jiawan ; Cheng, Dawei ; Wu, Junqi ; LI, Runlin ; Niu, Zhibin . In: Papers. RePEc:arx:papers:2006.09542.

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2020Algorithms for Learning Graphs in Financial Markets. (2020). Palomar, Daniel Perez ; Ying, Jiaxi ; Jos'e Vin'icius de Miranda Cardoso, . In: Papers. RePEc:arx:papers:2012.15410.

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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.

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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.

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2020Central bank independence and systemic risk. (2020). AndrieÈ™, Alin Marius ; Sprincean, Nicu ; Podpiera, Anca Maria. In: BOFIT Discussion Papers. RePEc:bof:bofitp:2020_013.

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2020Firm-specific shocks and contagion: are banks special?. (2020). Stracca, Livio ; Engljahringer, Hannah Katharina. In: Working Paper Series. RePEc:ecb:ecbwps:20202481.

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2020Can systemic risk measures predict economic shocks? Evidence from China. (2020). Zhang, YU ; Liu, Yanzhen ; Chen, Guojin. In: China Economic Review. RePEc:eee:chieco:v:64:y:2020:i:c:s1043951x20301541.

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2020Banks and the real economy: An assessment of the research. (2020). Wilson, John ; Molyneux, Philip ; John , ; Berger, Allen N. In: Journal of Corporate Finance. RePEc:eee:corfin:v:62:y:2020:i:c:s0929119919307813.

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2020Policy uncertainty and the capital shortfall of global financial firms. (2020). Papachristopoulou, Andromachi ; Panopoulou, Ekaterini ; Matousek, Roman. In: Journal of Corporate Finance. RePEc:eee:corfin:v:62:y:2020:i:c:s092911992030002x.

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2020Risk spillover between the US and the remaining G7 stock markets using time-varying copulas with Markov switching: Evidence from over a century of data. (2020). Ji, Qiang ; GUPTA, RANGAN ; Cunado, Juncal ; Liu, Bing-Yue. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:51:y:2020:i:c:s106294081830319x.

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2020Connectedness and systemic risk spillovers analysis of Chinese sectors based on tail risk network. (2020). Lu, Yang ; Wang, Jian ; Zhuang, Xintian ; Zhang, Weiping. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:54:y:2020:i:c:s1062940820301455.

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2020The market rank indicator to detect financial distress. (2020). Uberti, Pierpaolo ; Maggi, Mario ; Figini, Silvia. In: Econometrics and Statistics. RePEc:eee:ecosta:v:14:y:2020:i:c:p:63-73.

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2020A dynamic network analysis of spot electricity prices in the Australian national electricity market. (2020). Truck, Stefan ; Yan, Guan. In: Energy Economics. RePEc:eee:eneeco:v:92:y:2020:i:c:s0140988320303121.

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2020Do measures of systemic risk predict U.S. corporate bond default rates?. (2020). Kanas, Angelos ; Molyneux, Philip. In: International Review of Financial Analysis. RePEc:eee:finana:v:71:y:2020:i:c:s1057521920301976.

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2020Systemic risk: The impact of COVID-19. (2020). Ashraf, Dawood ; Ahmad, Ghufran ; Rizwan, Muhammad Suhail. In: Finance Research Letters. RePEc:eee:finlet:v:36:y:2020:i:c:s154461232030684x.

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2020Macroprudential policy and bank systemic risk. (2020). Vander Vennet, Rudi ; Meuleman, Elien. In: Journal of Financial Stability. RePEc:eee:finsta:v:47:y:2020:i:c:s1572308920300024.

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2020Assessing the contribution of China’s financial sectors to systemic risk. (2020). Vioto, Davide ; Morelli, David. In: Journal of Financial Stability. RePEc:eee:finsta:v:50:y:2020:i:c:s1572308920300760.

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2020Market in Financial Instruments Directive (MiFID), stock price informativeness and liquidity. (2020). Poshakwale, Sunil ; Agarwal, Vineet ; Aghanya, Daniel. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:113:y:2020:i:c:s0378426619303036.

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2020Systematic stress tests on public data. (2020). Summer, Martin ; Breuer, Thomas. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:118:y:2020:i:c:s0378426620301527.

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2021Bank liquidity creation and systemic risk. (2021). Vähämaa, Sami ; Yasar, Sara ; Vahamaa, Sami ; Davydov, Denis. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:123:y:2021:i:c:s0378426620302922.

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2020Did TARP reduce or increase systemic risk? The effects of government aid on financial system stability. (2020). Sedunov, John ; Roman, Raluca A ; Berger, Allen N. In: Journal of Financial Intermediation. RePEc:eee:jfinin:v:43:y:2020:i:c:s1042957319300129.

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

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

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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.

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2020Contagion in derivatives markets. (2020). Young, Peyton H ; Rajan, Sriram ; Paddrick, Mark. In: LSE Research Online Documents on Economics. RePEc:ehl:lserod:100868.

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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.

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2020Stochastic Optimization System for Bank Reverse Stress Testing. (2020). Ronga, Alessandro ; Fazzini, Massimiliano ; Papiro, Giovanni ; Montesi, Giuseppe. In: Journal of Risk and Financial Management. RePEc:gam:jjrfmx:v:13:y:2020:i:8:p:174-:d:395561.

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2021Estimación del Riesgo de Mercado utilizando el VaR y la Beta del CAPM. (2021). David, Alberto Gallegos ; Trejo, Barbara Ruth . In: Remef - Revista Mexicana de Economía y Finanzas Nueva Época REMEF (The Mexican Journal of Economics and Finance). RePEc:imx:journl:v:16:y:2021:i:2:p:1-26.

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2020The triple (T3) dimension of systemic risk: identifying systemically important banks in Eurozone Abstract: The systemic importance of a financial institution is generally assessed by the effect on the. (2020). Lamouchi, Ali ; Derbali, Abdelkader. In: Eastern Journal of European Studies. RePEc:jes:journl:y:2020:v:11:p:87-122.

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2020Proper measures of connectedness. (2020). Uberti, Pierpaolo ; Torrente, Maria-Laura ; Maggi, Mario. In: Annals of Finance. RePEc:kap:annfin:v:16:y:2020:i:4:d:10.1007_s10436-020-00363-3.

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2020Miary ryzyka systemowego dla Polski. Jak ryzyko systemowe wpływa na akcję kredytową banków?. (2020). Kostrzewa, Konrad ; Borsuk, Marcin. In: Bank i Kredyt. RePEc:nbp:nbpbik:v:51:y:2020:i:3:p:211-238.

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2020Measuring the contribution of Chinese financial institutions to systemic risk: an extended asymmetric CoVaR approach. (2020). Zhou, Wei-Xing ; Weng, Kaiyan. In: Risk Management. RePEc:pal:risman:v:22:y:2020:i:4:d:10.1057_s41283-020-00064-1.

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2021Network?based early warning system to predict financial crisis. (2021). Dastkhan, Hossein. In: International Journal of Finance & Economics. RePEc:wly:ijfiec:v:26:y:2021:i:1:p:594-616.

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2021The triple (T3) dimension of systemic risk: Identifying systemically important banks. (2021). Angelini, Eliana ; Foglia, Matteo. In: International Journal of Finance & Economics. RePEc:wly:ijfiec:v:26:y:2021:i:1:p:7-26.

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2021Are crises sentimental?. (2021). Chen, Tao. In: International Journal of Finance & Economics. RePEc:wly:ijfiec:v:26:y:2021:i:1:p:962-985.

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2020Banking on the Boom, Tripped by the Bust: Banks and the World War I Agricultural Price Shock. (2020). Wheelock, David ; Jaremski, Matthew. In: Journal of Money, Credit and Banking. RePEc:wly:jmoncb:v:52:y:2020:i:7:p:1719-1754.

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2020Identifying indicators of systemic risk. (2020). Schüler, Yves ; Schuler, Yves ; Meinerding, Christoph ; Hartwig, Benny. In: Discussion Papers. RePEc:zbw:bubdps:332020.

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2020Increasing systemic risk during the Covid-19 pandemic: A cross-quantilogram analysis of the banking sector. (2020). Výrost, Tomᚠ; Baumohl, Eduard ; Vrost, Toma ; Hussain, Syed Jawad ; Hoang, Thi-Hong-Van, ; Bouri, Elie. In: EconStor Preprints. RePEc:zbw:esprep:222580.

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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.
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article239
2012A Survey of Systemic Risk Analytics.(2012) In: Working Papers.
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This paper has another version. Agregated cites: 239
paper
2016Big data challenges and opportunities in financial stability monitoring In: Financial Stability Review.
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article1
2012Search Costs: The Neglected Spread Component In: Research Program in Finance, Working Paper Series.
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paper8
1998Search Costs: The Neglected Spread Component..(1998) In: Research Program in Finance Working Papers.
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This paper has another version. Agregated cites: 8
paper
2016The application of visual analytics to financial stability monitoring In: Journal of Financial Stability.
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article13
2014The Application of Visual Analytics to Financial Stability Monitoring.(2014) In: Working Papers.
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This paper has another version. Agregated cites: 13
paper
1998Put-call parity revisited: intradaily tests in the foreign currency options market In: Journal of International Financial Markets, Institutions and Money.
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article2
2020The Complexity of Bank Holding Companies: A Topological Approach In: Journal of Banking & Finance.
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article1
2017The Complexity of Bank Holding Companies: A Topological Approach.(2017) In: NBER Working Papers.
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This paper has another version. Agregated cites: 1
paper
1994Market structure and inefficiency in the foreign exchange market In: Journal of International Money and Finance.
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article38
1993Market structure and inefficiency in the foreign exchange market.(1993) In: Working Papers.
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This paper has another version. Agregated cites: 38
paper
2002Dividing the Pie In: ERIM Report Series Research in Management.
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paper1
2013Cryptography and the economics of supervisory information: balancing transparency and confidentiality In: Working Papers (Old Series).
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paper3
2013Cryptography and the Economics of Supervisory Information: Balancing Transparency and Confidentiality.(2013) In: Working Papers.
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This paper has another version. Agregated cites: 3
paper
1990On the use of option pricing models to analyze deposit insurance In: Review.
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article8
1991An introduction to complete markets In: Review.
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article3
1991Microstructure theory and the foreign exchange market In: Review.
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article15
1992The great deposit insurance debate In: Review.
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article12
1992Two faces of financial innovation In: Review.
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article1
2014A Flexible and Extensible Contract Aggregation Framework for Financial Data Stream Analytics In: Staff Discussion Papers.
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paper0
2015Clustering Techniques and Their Effect on Portfolio Formation and Risk Analysis In: Staff Discussion Papers.
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paper4
2018An Ontology of Ownership and Control Relations of Bank Holding Companies In: Staff Discussion Papers.
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paper0
2013Systematic Scenario Selection: Stress Testing and the Nature of Uncertainty In: Working Papers.
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paper19
2015Systematic scenario selection: stress testing and the nature of uncertainty.(2015) In: Quantitative Finance.
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This paper has another version. Agregated cites: 19
article
2013Stress Scenario Selection by Empirical Likelihood In: Working Papers.
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paper4
2013The History of Cyclical Macroprudential Policy in the United States In: Working Papers.
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paper1
2013Stress Tests to Promote Financial Stability: Assessing Progress and Looking to the Future In: Working Papers.
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paper1
2015Contract as Automaton: The Computational Representation of Financial Agreements In: Working Papers.
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paper0
2015Systemwide Commonalities in Market Liquidity In: Working Papers.
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paper1
2015Gauging Form PF: Data Tolerances in Regulatory Reporting on Hedge Fund Risk Exposures In: Working Papers.
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paper2
2015Measuring the Unmeasurable: An Application of Uncertainty Quantification to Financial Portfolios In: Working Papers.
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2016Form PF and Hedge Funds: Risk-measurement Precision for Option Portfolios In: Working Papers.
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paper2
2017The Complexity of Bank Holding Companies: A New Measurement Approach In: Working Papers.
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paper1
1999Quote Disclosure and Price Discovery in Multiple-Dealer Financial Markets. In: Review of Financial Studies.
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article38
2017Measuring the unmeasurable: an application of uncertainty quantification to Treasury bond portfolios In: Quantitative Finance.
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article0
2009Embracing change: financial informatics and risk analytics In: Quantitative Finance.
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article0

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