Mark D. Flood : Citation Profile

Are you Mark D. Flood?

University of Maryland

8

H index

8

i10 index

629

Citations

RESEARCH PRODUCTION:

15

Articles

22

Papers

EDITOR:

3

Books edited

RESEARCH ACTIVITY:

   30 years (1990 - 2020). See details.
   Cites by year: 20
   Journals where Mark D. Flood has often published
   Relations with other researchers
   Recent citing documents: 77.    Total self citations: 12 (1.87 %)

MORE DETAILS IN:
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   Permalink: http://citec.repec.org/pfl126
   Updated: 2022-09-24    RAS profile: 2022-02-06    
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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)

Aldasoro, Iñaki (9)

Ugolini, Andrea (7)

Watugala, Sumudu (6)

Brownlees, Christian (6)

Lucas, Andre (6)

Dungey, Mardi (6)

Sarlin, Peter (5)

Reboredo, Juan (5)

Dunne, Peter (5)

Angeloni, Ignazio (4)

Cites to:

Lo, Andrew (22)

Shin, Hyun Song (8)

Shleifer, Andrei (8)

Rochet, Jean (7)

Engle, Robert (7)

Summer, Martin (7)

Tesfatsion, Leigh (6)

Reinhart, Carmen (6)

merton, robert (6)

Rheinberger, Klaus (6)

Schuermann, Til (6)

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 (2022 and 2021)

YearTitle of citing document
2022Correlation scenarios and correlation stress testing. (2021). Woebbeking, F ; Packham, N. In: Papers. RePEc:arx:papers:2107.06839.

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2021Computing the Probability of a Financial Market Failure: A New Measure of Systemic Risk. (2021). Quintos, Alejandra ; Protter, Philip ; Jarrow, Robert. In: Papers. RePEc:arx:papers:2110.10936.

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2021RPS: Portfolio Asset Selection using Graph based Representation Learning. (2021). Loghmani, Erfan ; Owfi, Ali ; Alian, Parsa ; Fazli, Mohammadamin. In: Papers. RePEc:arx:papers:2111.15634.

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2022Vulnerability-CoVaR: Investigating the Crypto-market. (2022). Okhrin, Ostap ; Singh, Abhay Kumar ; Waltz, Martin. In: Papers. RePEc:arx:papers:2203.10777.

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2022$\Delta-$CoES. (2022). Leeuwenkamp, Aleksy. In: Papers. RePEc:arx:papers:2206.02582.

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2021The Role of (non-)Topological Features as Drivers of Systemic Risk: a machine learning approach. (2021). Silva, Thiago ; Rodrigues, Francisco A ; Connaughton, Colm ; Alexandre, Michel. In: Working Papers Series. RePEc:bcb:wpaper:556.

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2021The dawn of a mobile payment scheme: The case of Movii. (2021). León, Carlos ; Leon, Carlos. In: Borradores de Economia. RePEc:bdr:borrec:1157.

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2021Measuring Systemic Risk: Capital Shortfall and CSRISK. (2021). Lee, Joeming ; Hsu, Yuanteng ; Wang, Jyingnan ; Chen, Chihchun. In: International Review of Finance. RePEc:bla:irvfin:v:21:y:2021:i:1:p:358-369.

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2021Fire?Sale Spillovers and Systemic Risk. (2021). Eisenbach, Thomas ; Duarte, Fernando. In: Journal of Finance. RePEc:bla:jfinan:v:76:y:2021:i:3:p:1251-1294.

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2021Financial Network and Systemic Risk—A Dynamic Model. (2021). Yao, David D ; Wang, Tan ; Chen, Hong. In: Production and Operations Management. RePEc:bla:popmgt:v:30:y:2021:i:8:p:2441-2466.

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2021Modeling the dependence structure and systemic risk of all listed insurance companies in the Chinese insurance market. (2021). Cao, Yufei. In: Risk Management and Insurance Review. RePEc:bla:rmgtin:v:24:y:2021:i:4:p:367-399.

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2021On the origin of systemic risk. (2021). Covi, Giovanni ; Montagna, Mattia ; Torri, Gabriele. In: Bank of England working papers. RePEc:boe:boeewp:0906.

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2021Expecting the unexpected: economic growth under stress. (2021). Gonzalezrivera, Gloria ; Rodriguez, Carlos Vladimir ; Ortega, Esther Ruiz. In: DES - Working Papers. Statistics and Econometrics. WS. RePEc:cte:wsrepe:32148.

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2022Credit market concentration and systemic risk in Europe. (2022). Paulus, Alari ; Kukk, Merike ; Reigl, Nicolas. In: Bank of Estonia Working Papers. RePEc:eea:boewps:wp2022-4.

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2021Artificial intelligence and machine learning in finance: Identifying foundations, themes, and research clusters from bibliometric analysis. (2021). Pattnaik, Debidutta ; Lim, Weng Marc ; Kumar, Satish ; Goodell, John W. In: Journal of Behavioral and Experimental Finance. RePEc:eee:beexfi:v:32:y:2021:i:c:s2214635021001210.

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2021The drivers of systemic risk in financial networks: a data-driven machine learning analysis. (2021). Silva, Thiago ; Rodrigues, Francisco A ; Connaughton, Colm ; Alexandre, Michel. In: Chaos, Solitons & Fractals. RePEc:eee:chsofr:v:153:y:2021:i:p1:s0960077921009425.

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2021A model-based index for systemic risk contribution measurement in financial networks. (2021). Zhu, LI ; Zhang, Ziqing ; Deng, Yang. In: Economic Modelling. RePEc:eee:ecmode:v:95:y:2021:i:c:p:35-48.

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2021Systemic financial risk early warning of financial market in China using Attention-LSTM model. (2021). Lai, Yongzeng ; Yang, Xi-Te ; Ouyang, Zi-Sheng. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:56:y:2021:i:c:s106294082100019x.

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2021The effect of structural oil shocks on bank systemic risk in the GCC countries. (2021). Maghyereh, Aktham ; Abdoh, Hussein. In: Energy Economics. RePEc:eee:eneeco:v:103:y:2021:i:c:s0140988321004400.

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2021Tail risk measurement in crypto-asset markets. (2021). Giudici, Paolo ; Ahelegbey, Daniel Felix ; Mojtahedi, Fatemeh. In: International Review of Financial Analysis. RePEc:eee:finana:v:73:y:2021:i:c:s1057521920302477.

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2021Leverage and systemic risk pro-cyclicality in the Chinese financial system. (2021). Urga, Giovanni ; Pellini, Elisabetta ; Cincinelli, Peter. In: International Review of Financial Analysis. RePEc:eee:finana:v:78:y:2021:i:c:s1057521921002210.

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2021Measuring systemic risk via GAS models and extreme value theory: Revisiting the 2007 financial crisis. (2021). Ziegelmann, Flavio A ; Gavronski, Pedro Gerhardt. In: Finance Research Letters. RePEc:eee:finlet:v:38:y:2021:i:c:s1544612320301082.

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2022Measuring systemic risk during the COVID-19 period: A TALIS3 approach. (2022). Jimenez-Martin, Juan ; Caporin, Massimiliano ; Garcia-Jorcano, Laura. In: Finance Research Letters. RePEc:eee:finlet:v:46:y:2022:i:pa:s1544612321003366.

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2021The intrafirm complexity of systemically important financial institutions. (2021). Leibon, G ; Foti, N J ; Rockmore, D N ; Lumsdaine, R L ; Farmer, J D. In: Journal of Financial Stability. RePEc:eee:finsta:v:52:y:2021:i:c:s1572308920301030.

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2021Measuring the systemic importance of banks. (2021). Sakellaris, Plutarchos ; Moratis, Georgios. In: Journal of Financial Stability. RePEc:eee:finsta:v:54:y:2021:i:c:s1572308921000383.

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2022Risk spillovers and interconnectedness between systemically important institutions. (2022). Andrieș, Alin Marius ; Tunaru, Radu ; Sprincean, Nicu ; Ongena, Steven. In: Journal of Financial Stability. RePEc:eee:finsta:v:58:y:2022:i:c:s1572308921001224.

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2022The contribution of (shadow) banks and real estate to systemic risk in China. (2022). Urga, Giovanni ; Meoli, Michele ; Cincinelli, Peter ; Pellegrini, Carlo Bellavite. In: Journal of Financial Stability. RePEc:eee:finsta:v:60:y:2022:i:c:s1572308922000420.

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2021Identifying indicators of systemic risk. (2021). Schüler, Yves ; Meinerding, Christoph ; Schuler, Yves S ; Hartwig, Benny. In: Journal of International Economics. RePEc:eee:inecon:v:132:y:2021:i:c:s0022199621000921.

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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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2021Systemic risk allocation using the asymptotic marginal expected shortfall. (2021). Zhou, Chen ; Qin, Xiao. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:126:y:2021:i:c:s0378426621000571.

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2021Federal reserve intervention and systemic risk during financial crises. (2021). Sedunov, John. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:133:y:2021:i:c:s0378426621001692.

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2022Opacity and risk-taking: Evidence from Norway. (2022). Juelsrud, Ragnar E ; Cao, Jin. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:134:y:2022:i:c:s0378426620302715.

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2022Bank complexity, governance, and risk. (2022). Correa, Ricardo ; Goldberg, Linda S. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:134:y:2022:i:c:s0378426620302740.

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2022The Janus face of bank geographic complexity. (2022). Aldasoro, Iñaki ; Jager, Maximilian ; Hardy, Bryan. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:134:y:2022:i:c:s0378426620303010.

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2022Mapping exposures of EU banks to the global shadow banking system. (2022). Killeen, Neill ; Derrico, Marco ; Abad, Jorge ; Urbano, Teresa ; Portes, Richard ; Peltonen, Tuomas ; Luz, Vera . In: Journal of Banking & Finance. RePEc:eee:jbfina:v:134:y:2022:i:c:s0378426621001278.

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2022Predicting the stressed expected loss of large U.S. banks. (2022). Jondeau, Eric ; Khalilzadeh, Amir. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:134:y:2022:i:c:s0378426621002727.

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2022Machine-Learning-enhanced systemic risk measure: A Two-Step supervised learning approach. (2022). Pun, Chi Seng ; Liu, Ruicheng. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:136:y:2022:i:c:s0378426622000164.

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2022The role of shadow banking in systemic risk in the European financial system. (2022). Urga, Giovanni ; Meoli, Michele ; Cincinelli, Peter ; Pellegrini, Carlo Bellavite. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:138:y:2022:i:c:s037842662200022x.

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2022Market power and bank systemic risk: Role of securitization and bank capital. (2022). Van Leuvensteijn, Michiel ; Marques-Ibanez, David ; Altunbas, Yener ; Zhao, Tianshu. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:138:y:2022:i:c:s0378426622000516.

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2021Complexity, interconnectedness and stability: New perspectives applied to the European banking system. (2021). Bertrand, Jean-Louis ; Chabot, Miia. In: Journal of Business Research. RePEc:eee:jbrese:v:129:y:2021:i:c:p:784-800.

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2021Risk spillovers and diversification between oil and non-ferrous metals during bear and bull market states. (2021). Vo, Xuan Vinh ; Mensi, Walid ; Ur, Mobeen. In: Resources Policy. RePEc:eee:jrpoli:v:72:y:2021:i:c:s030142072100146x.

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2021Crude Oil futures contracts and commodity markets: New evidence from a TVP-VAR extended joint connectedness approach. (2021). Umar, Zaghum ; Gabauer, David ; Balcilar, Mehmet. In: Resources Policy. RePEc:eee:jrpoli:v:73:y:2021:i:c:s0301420721002300.

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2021The adoption of a mobile payment system: the user perspective. (2021). León, Carlos ; Leon, Carlos. In: Latin American Journal of Central Banking (previously Monetaria). RePEc:eee:lajcba:v:2:y:2021:i:4:s2666143821000223.

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2021Systemically important banks in Asian emerging markets: Evidence from four systemic risk measures. (2021). Bannigidadmath, Deepa ; Powell, Robert ; Pham, Thach N. In: Pacific-Basin Finance Journal. RePEc:eee:pacfin:v:70:y:2021:i:c:s0927538x21001773.

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2021Interconnectedness, systemic risk, and the influencing factors: Some evidence from China’s financial institutions. (2021). Zhang, Tianyi ; Yang, Zhongyi ; Tong, MU ; Wu, Shan. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:569:y:2021:i:c:s0378437121000376.

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2021Stock price bubbles, leverage and systemic risk. (2021). Qu, Yuxuan ; Liu, Yanzhen ; Chen, Lingling. In: International Review of Economics & Finance. RePEc:eee:reveco:v:74:y:2021:i:c:p:405-417.

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2021Systemic risk measures and distribution forecasting of macroeconomic shocks. (2021). Zhang, YU ; Liu, Yanzhen ; Chen, Guojin. In: International Review of Economics & Finance. RePEc:eee:reveco:v:75:y:2021:i:c:p:178-196.

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2021Network diffusion of international oil volatility risk in Chinas stock market: Quantile interconnectedness modelling and shock decomposition analysis. (2021). Xia, Xiaohua ; Li, Ziruo ; Huang, Jionghao. In: International Review of Economics & Finance. RePEc:eee:reveco:v:76:y:2021:i:c:p:1-39.

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2022Tail risk and systemic risk of finance and technology (FinTech) firms. (2022). Benjasak, Chonlakan ; Duc, Toan Luu ; Ahmed, Rizwan ; Chaudhry, Sajid M. In: Technological Forecasting and Social Change. RePEc:eee:tefoso:v:174:y:2022:i:c:s0040162521006247.

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2021Complexity and Riskiness of Banking Organizations: Evidence from the International Banking Research Network. (2021). Goldberg, Linda ; Buch, Claudia M. In: Staff Reports. RePEc:fip:fednsr:91625.

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2022Algorithmic Modelling of Financial Conditions for Macro Predictive Purposes: Pilot Application to USA Data. (2022). Moraitis, Thanos ; Wang, Qing Chao ; van Huellen, Sophie ; Qin, Duo. In: Econometrics. RePEc:gam:jecnmx:v:10:y:2022:i:2:p:22-:d:797393.

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2021Order Routing Decisions for a Fragmented Market: A Review. (2021). Zhao, LE ; Mishra, Suchismita. In: JRFM. RePEc:gam:jjrfmx:v:14:y:2021:i:11:p:556-:d:680965.

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2021Modelling Systemically Important Banks vis-à-vis the Basel Prudential Guidelines. (2021). Daly, Kevin ; Salim, Zulkifli M. In: Journal of Risk and Financial Management. RePEc:gam:jjrfmx:v:14:y:2021:i:7:p:295-:d:582813.

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2021An Equilibrium-Based Measure of Systemic Risk. (2021). Tseng, Kevin ; Tian, Weidong ; Schulte, James ; Ivanov, Katerina. In: Journal of Risk and Financial Management. RePEc:gam:jjrfmx:v:14:y:2021:i:9:p:414-:d:627481.

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2022The Great Game Will Never End: Why the Global Financial Crisis Is Bound to Be Repeated. (2022). Blake, David. In: JRFM. RePEc:gam:jjrfmx:v:15:y:2022:i:6:p:245-:d:828773.

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2021Cyclical Patterns of Systemic Risk Metrics: Cross-Country Analysis. (2021). Schmidt, Tomas Dutra ; Iossifov, Plamen K. In: IMF Working Papers. RePEc:imf:imfwpa:2021/028.

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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:a:9.

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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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2021Systemic risk measurement: bucketing global systemically important banks. (2021). Riccetti, Luca ; Lagasio, Valentina ; Brogi, Marina. In: Annals of Finance. RePEc:kap:annfin:v:17:y:2021:i:3:d:10.1007_s10436-021-00391-7.

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2021The $$\alpha$$ ? -Tail Distance with an Application to Portfolio Optimization Under Different Market Conditions. (2021). Yang, Han ; Huang, Nan-Jing ; Wang, Ming-Hui. In: Computational Economics. RePEc:kap:compec:v:58:y:2021:i:4:d:10.1007_s10614-020-09997-x.

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2021Moral Responsibility for Systemic Financial Risk. (2021). Moggia, Jakob. In: Journal of Business Ethics. RePEc:kap:jbuset:v:169:y:2021:i:3:d:10.1007_s10551-019-04288-4.

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2021Bank regulation and systemic risk: cross country evidence. (2021). Zhou, Yue ; Liu, Frank Hong ; Chen, Lei. In: Review of Quantitative Finance and Accounting. RePEc:kap:rqfnac:v:57:y:2021:i:1:d:10.1007_s11156-020-00947-0.

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2021Systemic Risk Spillovers Across the EURO Area. (2021). Skouralis, Alexandros. In: Working Papers. RePEc:lan:wpaper:326919507.

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2022THE IMPACT OF ESG RATINGS ON THE SYSTEMIC RISK OF EUROPEAN BLUE-CHIP FIRMS. (2022). Corts, Ariana Paola ; Eratalay, Mustafa Hakan. In: University of Tartu - Faculty of Economics and Business Administration Working Paper Series. RePEc:mtk:febawb:139.

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2021Dynamic Contract Design for Systemic Cyber Risk Management of Interdependent Enterprise Networks. (2021). Baar, Tamer ; Zhu, Quanyan ; Chen, Juntao. In: Dynamic Games and Applications. RePEc:spr:dyngam:v:11:y:2021:i:2:d:10.1007_s13235-020-00363-y.

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2021Does cross-shareholding lead to Chinas stock returns comovement? Evidence from a GMM-based spatial AR model. (2021). Feng, Yun ; Li, Xin. In: Empirical Economics. RePEc:spr:empeco:v:61:y:2021:i:6:d:10.1007_s00181-020-02002-2.

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2021Critical Risk Indicators (CRIs) for the electric power grid: a survey and discussion of interconnected effects. (2021). , Toryn ; Che-Castaldo, Judy P ; Ren, Wei ; Qu, Tianyi ; Owolabi, Olukunle O ; Matteson, David S ; McGranaghan, Ryan M ; Wang, Lan ; Hong, Dezhi ; Tao, BO ; Gupta, Rajesh K ; Sunter, Deborah A ; Feng, Mei-Ling E ; Sherman, Mila Getmansky ; Deng, Grace ; Shen, Chaopeng ; Daryanto, Stefani ; Sharma, Ashutosh ; Cousin, Remi. In: Environment Systems and Decisions. RePEc:spr:envsyd:v:41:y:2021:i:4:d:10.1007_s10669-021-09822-2.

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The role of systemic risk spillovers in the transmission of Euro Area monetary policy. (2021). Skouralis, Alexandros. In: ESRB Working Paper Series. RePEc:srk:srkwps:2021129.

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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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2021Systemic risk in the Chinese financial system: A copula?based network approach. (2021). Zhang, Dayong ; Ji, Qiang ; Wu, Fei. In: International Journal of Finance & Economics. RePEc:wly:ijfiec:v:26:y:2021:i:2:p:2044-2063.

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2021Measuring systemic risk and dependence structure between real estates and banking sectors in China using a CoVaR?copula method. (2021). Cao, Yufei. In: International Journal of Finance & Economics. RePEc:wly:ijfiec:v:26:y:2021:i:4:p:5930-5947.

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2021Systemic risk and macroeconomic forecasting: A globally applicable copula?based approach. (2021). Ashraf, Dawood ; Rizwan, Muhammad Suhail ; Ahmad, Ghufran. In: Journal of Forecasting. RePEc:wly:jforec:v:40:y:2021:i:8:p:1420-1443.

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2021System-wide and banks internal stress tests: Regulatory requirements and literature review. (2021). Pliszka, Kamil. In: Discussion Papers. RePEc:zbw:bubdps:192021.

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2021Correlation scenarios and correlation stress testing. (2021). Woebbeking, Fabian ; Packham, Natalie. In: IRTG 1792 Discussion Papers. RePEc:zbw:irtgdp:2021012.

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2021.

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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.
[Full Text][Citation analysis]		article383
2012A Survey of Systemic Risk Analytics.(2012) In: Working Papers.
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This paper has another version. Agregated cites: 383		paper
2016Big data challenges and opportunities in financial stability monitoring In: Financial Stability Review.
[Full Text][Citation analysis]		article3
2012Search Costs: The Neglected Spread Component In: Research Program in Finance, Working Paper Series.
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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.
[Full Text][Citation analysis]		article15
2014The Application of Visual Analytics to Financial Stability Monitoring.(2014) In: Working Papers.
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This paper has another version. Agregated cites: 15		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]		article3
2020The Complexity of Bank Holding Companies: A Topological Approach In: Journal of Banking & Finance.
[Full Text][Citation analysis]		article11
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: 11		paper
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.
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This paper has another version. Agregated cites: 38		paper
2002Dividing the Pie In: ERIM Report Series Research in Management.
[Full Text][Citation analysis]		paper3
2013Cryptography and the economics of supervisory information: balancing transparency and confidentiality In: Working Papers (Old Series).
[Full Text][Citation analysis]		paper4
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: 4		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.
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