Mark Endel Paddrik : Citation Profile

Are you Mark Endel Paddrik?

Government of the United States

7

H index

6

i10 index

122

Citations

RESEARCH PRODUCTION:

3

Articles

16

Papers

RESEARCH ACTIVITY:

   7 years (2014 - 2021). See details.
   Cites by year: 17
   Journals where Mark Endel Paddrik has often published
   Relations with other researchers
   Recent citing documents: 42.    Total self citations: 7 (5.43 %)

MORE DETAILS IN:
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   Permalink: http://citec.repec.org/ppa1158
   Updated: 2022-06-22    RAS profile: 2019-05-04    
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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 Endel Paddrik.

Is cited by:

Farmer, J. (11)

Roventini, Andrea (6)

Chang, Jin-Wook (4)

Ferrara, Gerardo (4)

Jaremski, Matthew (4)

Halaj, Grzegorz (4)

Napoletano, Mauro (4)

Richiardi, Matteo (3)

Barnett, William (3)

Bluedorn, John (2)

Kok, Christoffer (2)

Cites to:

Kapadia, Sujit (9)

Rochet, Jean (9)

FREIXAS, XAVIER (9)

Brunnermeier, Markus (8)

Shin, Hyun Song (7)

Adrian, Tobias (6)

Shachar, Or (6)

Markose, Sheri (6)

Bech, Morten (5)

Peltonen, Tuomas (5)

Tahbaz-Salehi, Alireza (5)

Main data

Where Mark Endel Paddrik has published?

Journals with more than one article published# docs
Journal of Economic Interaction and Coordination2

Working Papers Series with more than one paper published# docs
Working Papers / Office of Financial Research, US Department of the Treasury9
Economics Series Working Papers / University of Oxford, Department of Economics3

Recent works citing Mark Endel Paddrik (2021 and 2020)

YearTitle of citing document
2020.

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2020.

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2020Using Network Interbank Contagion in Bank Default Prediction. (2020). Doyle, Riccardo. In: Papers. RePEc:arx:papers:2005.12619.

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2021The Physics of Financial Networks. (2021). Garlaschelli, Diego ; Cimini, Giulio ; Caccioli, Fabio ; Battiston, Stefano ; Barucca, Paolo ; Bardoscia, Marco ; Caldarelli, Guido ; Squartini, Tiziano ; Saracco, Fabio. In: Papers. RePEc:arx:papers:2103.05623.

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2021Hierarchical contagions in the interdependent financial network. (2021). Zhou, Wei-Xing ; Xu, Hai-Chuan ; Wang, Xue ; Barnett, William A. In: Papers. RePEc:arx:papers:2106.14168.

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2021Learning to Classify and Imitate Trading Agents in Continuous Double Auction Markets. (2021). Mahfouz, Mahmoud ; Balch, Tucker ; Veloso, Manuela ; Mandic, Danilo. In: Papers. RePEc:arx:papers:2110.01325.

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2021Configuring Hayek versus Keynes: Decentralisation, regulation, and computational discovery procedures. (2021). Wallace, Ron. In: Economic Affairs. RePEc:bla:ecaffa:v:41:y:2021:i:3:p:465-471.

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2020Foundations of system-wide financial stress testing with heterogeneous institutions. (2020). Wetzer, Thom ; Nahai-Williamson, Paul ; Kleinnijenhuis, Alissa M ; Farmer, Doyne J. In: Bank of England working papers. RePEc:boe:boeewp:0861.

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2020Systemic Risk-Shifting in Financial Networks. (2020). Hazell, J ; Georg, C-P., ; Elliott, M. In: Cambridge Working Papers in Economics. RePEc:cam:camdae:2068.

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2020Cross-border spillover effects of macroprudential policies: a conceptual framework. (2020). Reinhardt, Dennis ; Kok, Christoffer ; On, Task Force . In: Occasional Paper Series. RePEc:ecb:ecbops:2020242.

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2021Simulating liquidity stress in the derivatives market. (2021). Yoganayagam, Michael ; Vause, Nicholas ; Ferrara, Gerardo ; Bardoscia, Marco. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:133:y:2021:i:c:s0165188921001500.

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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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2020Interconnectedness and systemic risk in the US CDS market. (2020). Kanno, Masayasu. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:54:y:2020:i:c:s1062940817304047.

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2021Interbank funding, bank risk exposure and performance in the UK: A three-stage network DEA approach. (2021). Danso, Albert ; James, Gregory A ; Lartey, Theophilus. In: International Review of Financial Analysis. RePEc:eee:finana:v:75:y:2021:i:c:s1057521921000958.

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2020Interbank contagion: An agent-based model approach to endogenously formed networks. (2020). Zhang, Xingjia ; Yang, Steve Y ; Paddrik, Mark ; Liu, Anqi. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:112:y:2020:i:c:s0378426617301942.

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2021Systemic risk shifting in financial networks. (2021). Hazell, Jonathon ; Georg, Co-Pierre ; Elliott, Matthew. In: Journal of Economic Theory. RePEc:eee:jetheo:v:191:y:2021:i:c:s0022053120301502.

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2020.

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2022Contagion in networks: Stability and efficiency. (2022). Bougheas, Spiros. In: Mathematical Social Sciences. RePEc:eee:matsoc:v:115:y:2022:i:c:p:64-77.

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2020Risk contagion in multilayer network of financial markets. (2020). Li, Shouwei ; Wang, HU. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:541:y:2020:i:c:s037843711931862x.

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2021How safe are central counterparties in credit default swap markets?. (2021). Young, Peyton H ; Paddrick, Mark. In: LSE Research Online Documents on Economics. RePEc:ehl:lserod:101170.

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2020The Effect of the Central Bank Liquidity Support during Pandemics: Evidence from the 1918 Spanish Influenza Pandemic. (2020). Copeland, Adam ; Chang, Jin-Wook ; Anderson, Haelim. In: Finance and Economics Discussion Series. RePEc:fip:fedgfe:2020-50.

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2021Liquidity Provision and Co-insurance in Bank Syndicates. (2021). Yankov, Vladimir ; Zikes, Filip ; Kiernan, Kevin F. In: Finance and Economics Discussion Series. RePEc:fip:fedgfe:2021-60.

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2020Money, Banking, and Old-School Historical Economics. (2020). Velde, Francois ; Monnet, Eric. In: Working Paper Series. RePEc:fip:fedhwp:92646.

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2020The Effect of the Central Bank Liquidity Support during Pandemics: Evidence from the 1918 Influenza Pandemic. (2020). Copeland, Adam ; Chang, Jin-Wook ; Anderson, Haelim. In: Staff Reports. RePEc:fip:fednsr:88088.

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2021Risk Mutualization in Central Clearing: An Answer to the Cross-Guarantee Phenomenon from the Financial Stability Viewpoint. (2021). Muratov-Szabo, Kira ; Friesz, Melinda ; Varadi, Kata ; Prepuk, Andrea. In: Risks. RePEc:gam:jrisks:v:9:y:2021:i:8:p:148-:d:617590.

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2021Interorganizational Collaboration in Innovation Networks: An Agent Based Model for Responsible Research and Innovation in Additive Manufacturing. (2021). Rippa, Pierluigi ; Primario, Simonetta ; Ponsiglione, Cristina ; Passavanti, Carmine ; Cozzoni, Enrico. In: Sustainability. RePEc:gam:jsusta:v:13:y:2021:i:13:p:7460-:d:588346.

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2021Hierarchical contagions in the interdependent financial network. (2021). Zhou, Wei-Xing ; Xu, Hai-Chuan ; Wang, Xue ; Barnett, William. In: WORKING PAPERS SERIES IN THEORETICAL AND APPLIED ECONOMICS. RePEc:kan:wpaper:202113.

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2020Interbank Networks in the Shadows of the Federal Reserve Act. (2020). Ordonez, Guillermo ; Ordoez, Guillermo ; Erol, Selman ; Anderson, Haelim. In: NBER Working Papers. RePEc:nbr:nberwo:27721.

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2020Central Counterparty Default Waterfalls and Systemic Loss. (2020). Zhang, Simpson ; Paddrik, Mark. In: Working Papers. RePEc:ofr:wpaper:20-04.

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2021Assessing the Safety of Central Counterparties. (2021). Young, Peyton H ; Paddrik, Mark. In: Working Papers. RePEc:ofr:wpaper:21-02.

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2021Advances in the Agent-Based Modeling of Economic and Social Behavior. (2021). Raddant, Matthias ; Alfarano, Simone ; Lux, Thomas ; Iori, Giulia ; Camacho-Cuena, Eva ; Karimi, Fariba ; Steinbacher, Mitja. In: MPRA Paper. RePEc:pra:mprapa:107317.

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2021Hierarchical contagions in the interdependent financial network. (2021). Zhou, Wei-Xing ; Xu, Hai-Chuan ; Wang, Xue ; Barnett, William A. In: MPRA Paper. RePEc:pra:mprapa:108421.

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2020Electronic Markets on sustainability. (2020). Alt, Rainer. In: Electronic Markets. RePEc:spr:elmark:v:30:y:2020:i:4:d:10.1007_s12525-020-00451-2.

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2021Productivity and unemployment: an ABM approach. (2021). Fuentes, Matias ; Fernandez-Marquez, Carlos M ; Vazquez, Francisco J ; Martinez, Juan Jose. In: Journal of Economic Interaction and Coordination. RePEc:spr:jeicoo:v:16:y:2021:i:1:d:10.1007_s11403-020-00287-1.

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2021Advances in the agent-based modeling of economic and social behavior. (2021). Alfarano, Simone ; Lux, Thomas ; Iori, Giulia ; Cuena, Eva Camacho ; Karimi, Fariba ; Raddant, Matthias ; Steinbacher, Mitja. In: SN Business & Economics. RePEc:spr:snbeco:v:1:y:2021:i:7:d:10.1007_s43546-021-00103-3.

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2020Five Fundamental Questions on Central Counterparties. (2020). Berndsen, Ron. In: Discussion Paper. RePEc:tiu:tiucen:1f3bd844-92ab-4104-8f57-9e18c384bd2b.

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2020Five Fundamental Questions on Central Counterparties. (2020). Berndsen, Ron. In: Other publications TiSEM. RePEc:tiu:tiutis:1f3bd844-92ab-4104-8f57-9e18c384bd2b.

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2022Yield curve data choice and potential moral hazard: An empirical exercise on pricing callable bonds. (2022). Navarro, Eliseo ; Jareo, Francisco ; Diaz, Antonio. In: International Journal of Finance & Economics. RePEc:wly:ijfiec:v:27:y:2022:i:2:p:2124-2145.

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2021Fundamental questions on central counterparties: A review of the literature. (2021). Berndsen, Ron. In: Journal of Futures Markets. RePEc:wly:jfutmk:v:41:y:2021:i:12:p:2009-2022.

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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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2020How government regulation of interbank financing impacts risk for Chinese commercial banks. (2020). Fu, Jingyuan ; Liu, Bai ; Wang, Shuyao ; Zhang, Ailian. In: Journal of Asian Economics. RePEc:eee:asieco:v:66:y:2020:i:c:s1049007819300983.

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Works by Mark Endel Paddrik:

YearTitleTypeCited
2018Stressed to the core: Counterparty concentrations and systemic losses in CDS markets In: Journal of Financial Stability.
[Full Text][Citation analysis]		article6
2016Stressed to the Core: Counterparty Concentrations and Systemic Losses in CDS Markets.(2016) In: Working Papers.
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This paper has another version. Agregated cites: 6		paper
2021The Dynamics of the U.S. Overnight Triparty Repo Market In: FEDS Notes.
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2021Intraday Timing of General Collateral Repo Markets In: Liberty Street Economics.
[Full Text][Citation analysis]		paper0
2014The Role of Visual Analysis in the Regulation of Electronic Order Book Markets In: Staff Discussion Papers.
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2014An Agent-based Model for Financial Vulnerability In: Working Papers.
[Full Text][Citation analysis]		paper29
2018An agent-based model for financial vulnerability.(2018) In: Journal of Economic Interaction and Coordination.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 29		article
2014Effects of Limit Order Book Information Level on Market Stability Metrics In: Working Papers.
[Full Text][Citation analysis]		paper9
2017Effects of limit order book information level on market stability metrics.(2017) In: Journal of Economic Interaction and Coordination.
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This paper has another version. Agregated cites: 9		article
2015An Agent-Based Model of Liquidity In: Working Papers.
[Full Text][Citation analysis]		paper13
2016Contagion in the CDS Market In: Working Papers.
[Full Text][Citation analysis]		paper11
2017Contagion in the CDS Market.(2017) In: Economics Series Working Papers.
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This paper has another version. Agregated cites: 11		paper
2016Bank Networks and Systemic Risk: Evidence from the National Banking Acts In: Working Papers.
[Full Text][Citation analysis]		paper24
2016Interbank Contagion: An Agent-based Model Approach to Endogenously Formed Networks In: Working Papers.
[Full Text][Citation analysis]		paper7
2017How Safe are Central Counterparties in Derivatives Markets? In: Working Papers.
[Full Text][Citation analysis]		paper11
2017How Safe are Central Counterparties in Derivatives Markets?.(2017) In: Economics Series Working Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 11		paper
2018How Safe are Central Counterparties in Derivatives Markets?.(2018) In: 2018 Meeting Papers.
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This paper has another version. Agregated cites: 11		paper
2019Market-Making Costs and Liquidity: Evidence from CDS Markets In: Working Papers.
[Full Text][Citation analysis]		paper0
2017Contagion in Derivatives Markets In: Economics Series Working Papers.
[Full Text][Citation analysis]		paper12

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