Mark Endel Paddrik : Citation Profile

Are you Mark Endel Paddrik?

Government of the United States

6

H index

2

i10 index

69

Citations

RESEARCH PRODUCTION:

3

Articles

14

Papers

RESEARCH ACTIVITY:

   5 years (2014 - 2019). See details.
   Cites by year: 13
   Journals where Mark Endel Paddrik has often published
   Relations with other researchers
   Recent citing documents: 28.    Total self citations: 7 (9.21 %)

MORE DETAILS IN:
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   Permalink: http://citec.repec.org/ppa1158
   Updated: 2020-10-17    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:

Chang, Jin-Wook (4)

Halaj, Grzegorz (3)

Roventini, Andrea (3)

Napoletano, Mauro (3)

Richiardi, Matteo (3)

Jaremski, Matthew (3)

Ferrara, Gerardo (2)

Ordonez, Guillermo (2)

Copeland, Adam (2)

Rousseau, Peter (2)

Reinhardt, Dennis (2)

Cites to:

FREIXAS, XAVIER (9)

Rochet, Jean (9)

Kapadia, Sujit (7)

Shachar, Or (6)

Boyarchenko, Nina (5)

Upper, Christian (5)

Morris, Stephen (5)

Noe, Thomas (5)

Jackson, Matthew (5)

Brunnermeier, Markus (5)

Eisenberg, Larry (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 (2020 and 2019)

YearTitle of citing document
2019On the Importance of Opponent Modeling in Auction Markets. (2019). Veloso, Manuela ; Assefa, Samuel ; Lockhart, Joshua ; Chtourou, Cyrine ; Filos, Angelos ; Mahfouz, Mahmoud ; Balch, Tucker ; Mandic, Danilo . In: Papers. RePEc:arx:papers:1911.12816.

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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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2019Systemic Risk and Collateral Adequacy. (2019). Raykov, Radoslav. In: Staff Working Papers. RePEc:bca:bocawp:19-23.

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2019Simulating stress in the UK corporate bond market: investor behaviour and asset fire-sales. (2019). Silvestri, Laura ; Douglas, Graeme ; Baranova, Yuliya. In: Bank of England working papers. RePEc:boe:boeewp:0803.

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2019Simulating liquidity stress in the derivatives market. (2019). Ferrara, Gerardo ; Vause, Nicholas ; Bardoscia, Marco ; Yoganayagam, Michael. In: Bank of England working papers. RePEc:boe:boeewp:0838.

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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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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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2019Network-based estimation of systematic and idiosyncratic contagion: The case of Chinese financial institutions. (2019). Zhu, Xiaoqian ; Li, Jianping ; Yao, Yanzhen. In: Emerging Markets Review. RePEc:eee:ememar:v:40:y:2019:i:c:2.

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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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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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2019Winter is possibly not coming : mitigating financial instability in an agent-based model with interbank market. (2019). Roventini, Andrea ; Napoletano, Mauro ; Popoyan, Lilit. In: Documents de Travail de l'OFCE. RePEc:fce:doctra:1914.

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2019Collateralized Debt Networks with Lender Default. (2019). Chang, Jin-Wook. In: Finance and Economics Discussion Series. RePEc:fip:fedgfe:2019-83.

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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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2019The Founding of the Federal Reserve, the Great Depression and the Evolution of the U.S. Interbank Network. (2019). Wheelock, David ; Jaremski, Matthew. In: Working Papers. RePEc:fip:fedlwp:2019-002.

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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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2019Measuring and Allocating Systemic Risk. (2019). Brunnermeier, Markus ; Cheridito, Patrick. In: Risks. RePEc:gam:jrisks:v:7:y:2019:i:2:p:46-:d:226193.

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2019Nonlinear Dynamics Characteristic of Risk Contagion in Financial Market Based on Agent Modeling and Complex Network. (2019). Duan, Tingting ; Wu, Binghui. In: Complexity. RePEc:hin:complx:2946018.

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2019Interconnectedness and Contagion Analysis: A Practical Framework. (2019). Xu, TengTeng ; Bricco, Jana. In: IMF Working Papers. RePEc:imf:imfwpa:19/220.

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2019The Founding of the Federal Reserve, the Great Depression and the Evolution of the U.S. Interbank Network. (2019). Wheelock, David ; Jaremski, Matthew. In: NBER Working Papers. RePEc:nbr:nberwo:26034.

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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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2019How Safe are Central Counterparties in Credit Default Swap Markets?. (2019). Paddrik, Mark ; Young, Peyton H. In: Economics Series Working Papers. RePEc:oxf:wpaper:885.

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2019Winter is possibly not coming : mitigating financial instability in an agent-based model with interbank market. (2019). Roventini, Andrea ; Napoletano, Mauro ; Popoyan, Lilit. In: Sciences Po publications. RePEc:spo:wpmain:info:hdl:2441/1j4v8sl4fc9a49ankmnhv6bb6a.

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2019Winter is possibly not coming: Mitigating financial instability in an agent-based model with interbank market. (2019). Roventini, Andrea ; Napoletano, Mauro ; Popoyan, Lilit. In: LEM Papers Series. RePEc:ssa:lemwps:2019/11.

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2019AbSRiM: An Agent‐Based Security Risk Management Approach for Airport Operations. (2019). Curran, Richard ; Sharpanskykh, Alexei ; Janssen, Stef. In: Risk Analysis. RePEc:wly:riskan:v:39:y:2019:i:7:p:1582-1596.

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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]		article3
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: 3		paper
2014The Role of Visual Analysis in the Regulation of Electronic Order Book Markets In: Staff Discussion Papers.
[Full Text][Citation analysis]		paper0
2014An Agent-based Model for Financial Vulnerability In: Working Papers.
[Full Text][Citation analysis]		paper20
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: 20		article
2014Effects of Limit Order Book Information Level on Market Stability Metrics In: Working Papers.
[Full Text][Citation analysis]		paper6
2017Effects of limit order book information level on market stability metrics.(2017) In: Journal of Economic Interaction and Coordination.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 6		article
2015An Agent-Based Model of Liquidity In: Working Papers.
[Full Text][Citation analysis]		paper0
2016Contagion in the CDS Market In: Working Papers.
[Full Text][Citation analysis]		paper9
2017Contagion in the CDS Market.(2017) In: Economics Series Working Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 9		paper
2016Bank Networks and Systemic Risk: Evidence from the National Banking Acts In: Working Papers.
[Full Text][Citation analysis]		paper15
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]		paper7
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: 7		paper
2018How Safe are Central Counterparties in Derivatives Markets?.(2018) In: 2018 Meeting Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 7		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]		paper2

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