Mark D. Flood : Citation Profile

Are you Mark D. Flood?

Government of the United States

8

H index

6

i10 index

347

Citations

RESEARCH PRODUCTION:

12

Articles

12

Papers

RESEARCH ACTIVITY:

   26 years (1990 - 2016). See details.
   Cites by year: 13
   Journals where Mark D. Flood has often published
   Relations with other researchers
   Recent citing documents: 87.    Total self citations: 4 (1.14 %)

MORE DETAILS IN:
ABOUT THIS REPORT:

   Permalink: http://citec.repec.org/pfl126
   Updated: 2019-11-10    RAS profile: 2016-09-17    
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Relations with other researchers

Works with:

Lemieux, Victoria (2)

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 (10)

Ugolini, Andrea (7)

Dungey, Mardi (6)

Reboredo, Juan (5)

Sarlin, Peter (5)

Gnabo, Jean-Yves (4)

Lucas, Andre (4)

Lemieux, Victoria (4)

Evans, Martin (4)

Payne, Richard (4)

Billio, Monica (3)

Cites to:

Lo, Andrew (10)

Reinhart, Carmen (5)

Drehmann, Mathias (4)

Rochet, Jean (4)

Dacorogna, Michel (3)

Summer, Martin (3)

Stiglitz, Joseph (3)

BORIO, Claudio (3)

FREIXAS, XAVIER (3)

Rheinberger, Klaus (3)

Rogoff, Kenneth (3)

Main data

Where Mark D. Flood has published?

Journals with more than one article published# docs
Review5
Quantitative Finance2

Working Papers Series with more than one paper published# docs
Working Papers / Office of Financial Research, US Department of the Treasury5
Staff Discussion Papers / Office of Financial Research, US Department of the Treasury2

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

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

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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.

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

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

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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.

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

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

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

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

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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.

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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.

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

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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.

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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.

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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.

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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.

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

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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.

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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:4:p:54-67.

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

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

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

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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.

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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.

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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.

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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.

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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.

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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.

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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.

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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.

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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.

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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.

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

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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.

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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.

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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.

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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.

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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.

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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.

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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.

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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.

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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.

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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.

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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.

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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.

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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.

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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.

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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.

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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.

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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.

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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.

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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.

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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.

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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.

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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.

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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.

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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.

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2017.

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

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

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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.

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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.

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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.

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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.

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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.

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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.

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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.

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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.

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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.

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

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

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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..

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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..

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

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

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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.

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

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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.

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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.

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2018Systemic risk, financial markets, and performance of financial institutions. (2018). Sun, Edward ; Yu, Min-Teh. In: Annals of Operations Research. RePEc:spr:annopr:v:262:y:2018:i:2:d:10.1007_s10479-016-2113-8.

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2018Financial decision support: an overview of developments and recent trends. (2018). Zopounidis, Constantin ; Niklis, Dimitrios ; Doumpos, Michalis. In: EURO Journal on Decision Processes. RePEc:spr:eurjdp:v:6:y:2018:i:1:d:10.1007_s40070-018-0078-3.

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2018Can we have a general theory of financial innovation processes? A conceptual review. (2018). Khraisha, Tamer ; Arthur, Keren. In: Financial Innovation. RePEc:spr:fininn:v:4:y:2018:i:1:d:10.1186_s40854-018-0088-y.

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2018An Algorithm Exploiting Episodes of Inefficient Asset Pricing to Derive a Macro-Foundation Scaled Metric for Systemic Risk: A Time-Series Martingale Representation. (2018). Booser, Richard W. In: Journal of Applied Finance & Banking. RePEc:spt:apfiba:v:8:y:2018:i:1:f:8_1_3.

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2017Compressing over-the-counter markets. (2017). Roukny, Tarik ; Derrico, Marco. In: ESRB Working Paper Series. RePEc:srk:srkwps:201744.

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2017Discriminatory pricing of over-the-counter derivatives. (2017). Timmer, Yannick ; Langfield, Sam ; Hoffmann, Peter ; Hau, Harald. In: ESRB Working Paper Series. RePEc:srk:srkwps:201761.

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2018Evaluating macroprudential policies. (2018). Weigert, Benjamin ; Vogel, Edgar ; Buch, Claudia M. In: ESRB Working Paper Series. RePEc:srk:srkwps:201876.

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2017Drivers of systemic risk: Do national and European perspectives differ?. (2017). Tonzer, Lena ; Krause, Thomas ; Buch, Claudia M. In: Discussion Papers. RePEc:zbw:bubdps:092017.

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Works by Mark D. Flood:

YearTitleTypeCited
2012A Survey of Systemic Risk Analytics In: Annual Review of Financial Economics.
[Full Text][Citation analysis]		article196
2012A Survey of Systemic Risk Analytics.(2012) In: Working Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 196		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
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]		article38
1993Market structure and inefficiency in the foreign exchange market.(1993) In: Working Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 38		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
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.
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1992The great deposit insurance debate In: Review.
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1992Two faces of financial innovation In: Review.
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2014A Flexible and Extensible Contract Aggregation Framework for Financial Data Stream Analytics In: Staff Discussion Papers.
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2013The History of Cyclical Macroprudential Policy in the United States In: Working Papers.
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