8
H index
7
i10 index
418
Citations
University of Maryland | 8 H index 7 i10 index 418 Citations RESEARCH PRODUCTION: 15 Articles 22 Papers EDITOR: Books edited RESEARCH ACTIVITY:
MORE DETAILS IN: ABOUT THIS REPORT:
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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: | Cites to: |
Journals with more than one article published | # docs |
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Review | 5 |
Quantitative Finance | 3 |
Working Papers Series with more than one paper published | # docs |
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Working Papers / Office of Financial Research, US Department of the Treasury | 13 |
Staff Discussion Papers / Office of Financial Research, US Department of the Treasury | 3 |
Year | Title of citing document |
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2020 | iConVis: 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. Full description at Econpapers || Download paper |
2020 | Algorithms 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. Full description at Econpapers || Download paper |
2020 | Moderating 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 |
2020 | Social 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 |
2020 | Central bank independence and systemic risk. (2020). AndrieÈ™, Alin Marius ; Sprincean, Nicu ; Podpiera, Anca Maria. In: BOFIT Discussion Papers. RePEc:bof:bofitp:2020_013. Full description at Econpapers || Download paper |
2020 | Firm-specific shocks and contagion: are banks special?. (2020). Stracca, Livio ; Engljahringer, Hannah Katharina. In: Working Paper Series. RePEc:ecb:ecbwps:20202481. Full description at Econpapers || Download paper |
2020 | Can 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. Full description at Econpapers || Download paper |
2020 | Banks 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. Full description at Econpapers || Download paper |
2020 | Policy 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. Full description at Econpapers || Download paper |
2020 | Risk 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. Full description at Econpapers || Download paper |
2020 | Connectedness 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. Full description at Econpapers || Download paper |
2020 | The 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. Full description at Econpapers || Download paper |
2020 | A 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. Full description at Econpapers || Download paper |
2020 | Do 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. Full description at Econpapers || Download paper |
2020 | Systemic 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. Full description at Econpapers || Download paper |
2020 | Macroprudential 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. Full description at Econpapers || Download paper |
2020 | Assessing 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. Full description at Econpapers || Download paper |
2020 | Market 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. Full description at Econpapers || Download paper |
2020 | Systematic 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. Full description at Econpapers || Download paper |
2021 | Bank 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. Full description at Econpapers || Download paper |
2020 | Did 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. Full description at Econpapers || Download paper |
2020 | Correlation 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. Full description at Econpapers || Download paper |
2020 | Measuring 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. Full description at Econpapers || Download paper |
2020 | Bank 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 |
2020 | Contagion in derivatives markets. (2020). Young, Peyton H ; Rajan, Sriram ; Paddrick, Mark. In: LSE Research Online Documents on Economics. RePEc:ehl:lserod:100868. Full description at Econpapers || Download paper |
2020 | Government-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 |
2020 | Stochastic 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. Full description at Econpapers || Download paper |
2021 | Estimación 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. Full description at Econpapers || Download paper |
2020 | The 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. Full description at Econpapers || Download paper |
2020 | Proper 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. Full description at Econpapers || Download paper |
2020 | Miary 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. Full description at Econpapers || Download paper |
2020 | Measuring 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. Full description at Econpapers || Download paper |
2021 | Network?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. Full description at Econpapers || Download paper |
2021 | The 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. Full description at Econpapers || Download paper |
2021 | Are crises sentimental?. (2021). Chen, Tao. In: International Journal of Finance & Economics. RePEc:wly:ijfiec:v:26:y:2021:i:1:p:962-985. Full description at Econpapers || Download paper |
2020 | Banking 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. Full description at Econpapers || Download paper |
2020 | Identifying indicators of systemic risk. (2020). Schüler, Yves ; Schuler, Yves ; Meinerding, Christoph ; Hartwig, Benny. In: Discussion Papers. RePEc:zbw:bubdps:332020. Full description at Econpapers || Download paper |
2020 | Increasing 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. Full description at Econpapers || Download paper |
Year | Title | Type | Cited |
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Year | Title | Type | Cited |
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2012 | A Survey of Systemic Risk Analytics In: Annual Review of Financial Economics. [Full Text][Citation analysis] | article | 239 |
2012 | A Survey of Systemic Risk Analytics.(2012) In: Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 239 | paper | |
2016 | Big data challenges and opportunities in financial stability monitoring In: Financial Stability Review. [Full Text][Citation analysis] | article | 1 |
2012 | Search Costs: The Neglected Spread Component In: Research Program in Finance, Working Paper Series. [Full Text][Citation analysis] | paper | 8 |
1998 | Search 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 | |
2016 | The application of visual analytics to financial stability monitoring In: Journal of Financial Stability. [Full Text][Citation analysis] | article | 13 |
2014 | The Application of Visual Analytics to Financial Stability Monitoring.(2014) In: Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 13 | paper | |
1998 | Put-call parity revisited: intradaily tests in the foreign currency options market In: Journal of International Financial Markets, Institutions and Money. [Full Text][Citation analysis] | article | 2 |
2020 | The Complexity of Bank Holding Companies: A Topological Approach In: Journal of Banking & Finance. [Full Text][Citation analysis] | article | 1 |
2017 | The Complexity of Bank Holding Companies: A Topological Approach.(2017) In: NBER Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 1 | paper | |
1994 | Market structure and inefficiency in the foreign exchange market In: Journal of International Money and Finance. [Full Text][Citation analysis] | article | 38 |
1993 | Market 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 | |
2002 | Dividing the Pie In: ERIM Report Series Research in Management. [Full Text][Citation analysis] | paper | 1 |
2013 | Cryptography and the economics of supervisory information: balancing transparency and confidentiality In: Working Papers (Old Series). [Full Text][Citation analysis] | paper | 3 |
2013 | Cryptography 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 | |
1990 | On the use of option pricing models to analyze deposit insurance In: Review. [Full Text][Citation analysis] | article | 8 |
1991 | An introduction to complete markets In: Review. [Full Text][Citation analysis] | article | 3 |
1991 | Microstructure theory and the foreign exchange market In: Review. [Full Text][Citation analysis] | article | 15 |
1992 | The great deposit insurance debate In: Review. [Full Text][Citation analysis] | article | 12 |
1992 | Two faces of financial innovation In: Review. [Full Text][Citation analysis] | article | 1 |
2014 | A Flexible and Extensible Contract Aggregation Framework for Financial Data Stream Analytics In: Staff Discussion Papers. [Full Text][Citation analysis] | paper | 0 |
2015 | Clustering Techniques and Their Effect on Portfolio Formation and Risk Analysis In: Staff Discussion Papers. [Full Text][Citation analysis] | paper | 4 |
2018 | An Ontology of Ownership and Control Relations of Bank Holding Companies In: Staff Discussion Papers. [Full Text][Citation analysis] | paper | 0 |
2013 | Systematic Scenario Selection: Stress Testing and the Nature of Uncertainty In: Working Papers. [Full Text][Citation analysis] | paper | 19 |
2015 | Systematic scenario selection: stress testing and the nature of uncertainty.(2015) In: Quantitative Finance. [Full Text][Citation analysis] This paper has another version. Agregated cites: 19 | article | |
2013 | Stress Scenario Selection by Empirical Likelihood In: Working Papers. [Full Text][Citation analysis] | paper | 4 |
2013 | The History of Cyclical Macroprudential Policy in the United States In: Working Papers. [Full Text][Citation analysis] | paper | 1 |
2013 | Stress Tests to Promote Financial Stability: Assessing Progress and Looking to the Future In: Working Papers. [Full Text][Citation analysis] | paper | 1 |
2015 | Contract as Automaton: The Computational Representation of Financial Agreements In: Working Papers. [Full Text][Citation analysis] | paper | 0 |
2015 | Systemwide Commonalities in Market Liquidity In: Working Papers. [Full Text][Citation analysis] | paper | 1 |
2015 | Gauging Form PF: Data Tolerances in Regulatory Reporting on Hedge Fund Risk Exposures In: Working Papers. [Full Text][Citation analysis] | paper | 2 |
2015 | Measuring the Unmeasurable: An Application of Uncertainty Quantification to Financial Portfolios In: Working Papers. [Full Text][Citation analysis] | paper | 0 |
2016 | Form PF and Hedge Funds: Risk-measurement Precision for Option Portfolios In: Working Papers. [Full Text][Citation analysis] | paper | 2 |
2017 | The Complexity of Bank Holding Companies: A New Measurement Approach In: Working Papers. [Full Text][Citation analysis] | paper | 1 |
1999 | Quote Disclosure and Price Discovery in Multiple-Dealer Financial Markets. In: Review of Financial Studies. [Citation analysis] | article | 38 |
2017 | Measuring the unmeasurable: an application of uncertainty quantification to Treasury bond portfolios In: Quantitative Finance. [Full Text][Citation analysis] | article | 0 |
2009 | Embracing change: financial informatics and risk analytics In: Quantitative Finance. [Full Text][Citation analysis] | article | 0 |
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