7
H index
6
i10 index
122
Citations
Government of the United States | 7 H index 6 i10 index 122 Citations RESEARCH PRODUCTION: 3 Articles 16 Papers 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 Endel Paddrik. | Is cited by: | Cites to: |
Journals with more than one article published | # docs |
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Journal of Economic Interaction and Coordination | 2 |
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 | 9 |
Economics Series Working Papers / University of Oxford, Department of Economics | 3 |
Year | Title of citing document |
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2020 | . Full description at Econpapers || Download paper |
2020 | . Full description at Econpapers || Download paper |
2020 | Using Network Interbank Contagion in Bank Default Prediction. (2020). Doyle, Riccardo. In: Papers. RePEc:arx:papers:2005.12619. Full description at Econpapers || Download paper |
2021 | The 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. Full description at Econpapers || Download paper |
2021 | Hierarchical 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. Full description at Econpapers || Download paper |
2021 | Learning 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. Full description at Econpapers || Download paper |
2021 | Configuring 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. Full description at Econpapers || Download paper |
2020 | Foundations 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. Full description at Econpapers || Download paper |
2020 | Systemic Risk-Shifting in Financial Networks. (2020). Hazell, J ; Georg, C-P., ; Elliott, M. In: Cambridge Working Papers in Economics. RePEc:cam:camdae:2068. Full description at Econpapers || Download paper |
2020 | Cross-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. Full description at Econpapers || Download paper |
2021 | Simulating 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. Full description at Econpapers || Download paper |
2021 | A 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. Full description at Econpapers || Download paper |
2020 | Interconnectedness 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. Full description at Econpapers || Download paper |
2021 | Interbank 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. Full description at Econpapers || Download paper |
2020 | Interbank 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. Full description at Econpapers || Download paper |
2021 | Systemic 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. Full description at Econpapers || Download paper |
2020 | . Full description at Econpapers || Download paper |
2022 | Contagion in networks: Stability and efficiency. (2022). Bougheas, Spiros. In: Mathematical Social Sciences. RePEc:eee:matsoc:v:115:y:2022:i:c:p:64-77. Full description at Econpapers || Download paper |
2020 | Risk 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. Full description at Econpapers || Download paper |
2021 | How 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. Full description at Econpapers || Download paper |
2020 | The 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. Full description at Econpapers || Download paper |
2021 | Liquidity 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. Full description at Econpapers || Download paper |
2020 | Money, Banking, and Old-School Historical Economics. (2020). Velde, Francois ; Monnet, Eric. In: Working Paper Series. RePEc:fip:fedhwp:92646. Full description at Econpapers || Download paper |
2020 | The 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. Full description at Econpapers || Download paper |
2021 | Risk 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. Full description at Econpapers || Download paper |
2021 | Interorganizational 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. Full description at Econpapers || Download paper |
2021 | Hierarchical 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. Full description at Econpapers || Download paper |
2020 | Interbank 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. Full description at Econpapers || Download paper |
2020 | Central Counterparty Default Waterfalls and Systemic Loss. (2020). Zhang, Simpson ; Paddrik, Mark. In: Working Papers. RePEc:ofr:wpaper:20-04. Full description at Econpapers || Download paper |
2021 | Assessing the Safety of Central Counterparties. (2021). Young, Peyton H ; Paddrik, Mark. In: Working Papers. RePEc:ofr:wpaper:21-02. Full description at Econpapers || Download paper |
2021 | Advances 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. Full description at Econpapers || Download paper |
2021 | Hierarchical 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. Full description at Econpapers || Download paper |
2020 | Electronic 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. Full description at Econpapers || Download paper |
2021 | Productivity 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. Full description at Econpapers || Download paper |
2021 | Advances 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. Full description at Econpapers || Download paper |
2020 | Five Fundamental Questions on Central Counterparties. (2020). Berndsen, Ron. In: Discussion Paper. RePEc:tiu:tiucen:1f3bd844-92ab-4104-8f57-9e18c384bd2b. Full description at Econpapers || Download paper |
2020 | Five Fundamental Questions on Central Counterparties. (2020). Berndsen, Ron. In: Other publications TiSEM. RePEc:tiu:tiutis:1f3bd844-92ab-4104-8f57-9e18c384bd2b. Full description at Econpapers || Download paper |
2022 | Yield 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. Full description at Econpapers || Download paper |
2021 | Fundamental 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. Full description at Econpapers || Download paper |
2021 | System-wide and banks internal stress tests: Regulatory requirements and literature review. (2021). Pliszka, Kamil. In: Discussion Papers. RePEc:zbw:bubdps:192021. Full description at Econpapers || Download paper |
2020 | How 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. Full description at Econpapers || Download paper |
Year | Title | Type | Cited |
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2018 | Stressed to the core: Counterparty concentrations and systemic losses in CDS markets In: Journal of Financial Stability. [Full Text][Citation analysis] | article | 6 |
2016 | Stressed to the Core: Counterparty Concentrations and Systemic Losses in CDS Markets.(2016) In: Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 6 | paper | |
2021 | The Dynamics of the U.S. Overnight Triparty Repo Market In: FEDS Notes. [Full Text][Citation analysis] | paper | 0 |
2021 | Intraday Timing of General Collateral Repo Markets In: Liberty Street Economics. [Full Text][Citation analysis] | paper | 0 |
2014 | The Role of Visual Analysis in the Regulation of Electronic Order Book Markets In: Staff Discussion Papers. [Full Text][Citation analysis] | paper | 0 |
2014 | An Agent-based Model for Financial Vulnerability In: Working Papers. [Full Text][Citation analysis] | paper | 29 |
2018 | An 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 | |
2014 | Effects of Limit Order Book Information Level on Market Stability Metrics In: Working Papers. [Full Text][Citation analysis] | paper | 9 |
2017 | Effects 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: 9 | article | |
2015 | An Agent-Based Model of Liquidity In: Working Papers. [Full Text][Citation analysis] | paper | 13 |
2016 | Contagion in the CDS Market In: Working Papers. [Full Text][Citation analysis] | paper | 11 |
2017 | Contagion in the CDS Market.(2017) In: Economics Series Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 11 | paper | |
2016 | Bank Networks and Systemic Risk: Evidence from the National Banking Acts In: Working Papers. [Full Text][Citation analysis] | paper | 24 |
2016 | Interbank Contagion: An Agent-based Model Approach to Endogenously Formed Networks In: Working Papers. [Full Text][Citation analysis] | paper | 7 |
2017 | How Safe are Central Counterparties in Derivatives Markets? In: Working Papers. [Full Text][Citation analysis] | paper | 11 |
2017 | How 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 | |
2018 | How Safe are Central Counterparties in Derivatives Markets?.(2018) In: 2018 Meeting Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 11 | paper | |
2019 | Market-Making Costs and Liquidity: Evidence from CDS Markets In: Working Papers. [Full Text][Citation analysis] | paper | 0 |
2017 | Contagion in Derivatives Markets In: Economics Series Working Papers. [Full Text][Citation analysis] | paper | 12 |
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