Mark Endel Paddrik : Citation Profile

Are you Mark Endel Paddrik?

Government of the United States

4

H index

1

i10 index

37

Citations

RESEARCH PRODUCTION:

3

Articles

14

Papers

RESEARCH ACTIVITY:

   4 years (2014 - 2018). See details.
   Cites by year: 9
   Journals where Mark Endel Paddrik has often published
   Relations with other researchers
   Recent citing documents: 24.    Total self citations: 7 (15.91 %)

MORE DETAILS IN:
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   Permalink: http://citec.repec.org/ppa1158
   Updated: 2019-10-06    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:

Halaj, Grzegorz (3)

Richiardi, Matteo (3)

Jaremski, Matthew (2)

Wheelock, David (1)

Farmer, J. (1)

Brunnermeier, Markus (1)

Bluedorn, John (1)

Ordonez, Guillermo (1)

Ferrara, Gerardo (1)

Vasios, Michalis (1)

Raykov, Radoslav (1)

Cites to:

Rochet, Jean (9)

FREIXAS, XAVIER (9)

Kapadia, Sujit (7)

Shachar, Or (5)

Morris, Stephen (5)

Upper, Christian (5)

Noe, Thomas (5)

Shin, Hyun Song (5)

Brunnermeier, Markus (5)

Eisenberg, Larry (5)

Jackson, Matthew (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 (2019 and 2018)

YearTitle of citing document
2017Bank Panics and Fire Sales, Insolvency and Illiquidity. (2017). Hurd, T R. In: Papers. RePEc:arx:papers:1711.05289.

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2018A Dynamic Model of Central Counterparty Risk. (2018). Bielecki, Tomasz R ; Feng, Shibi ; Cialenco, Igor. In: Papers. RePEc:arx:papers:1803.02012.

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2018Understanding Flash Crash Contagion and Systemic Risk: A Micro-Macro Agent-Based Approach. (2018). Paulin, James ; Wooldridge, Michael ; Calinescu, Anisoara . In: Papers. RePEc:arx:papers:1805.08454.

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2018Impact of Contingent Payments on Systemic Risk in Financial Networks. (2018). Banerjee, Tathagata ; Feinstein, Zachary. In: Papers. RePEc:arx:papers:1805.08544.

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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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2017The use of derivatives trade repository data: possibilities and challenges. (2017). van Lelyveld, Iman. In: IFC Bulletins chapters. RePEc:bis:bisifc:46-29.

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2017Central counterparty auction design. (2017). Ferrara, Gerardo ; Li, Xin. In: Bank of England working papers. RePEc:boe:boeewp:0669.

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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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2018Systemic Risk and the Great Depression. (2018). Das, Sanjiv R ; Vossmeyer, Angela ; Mitchener, Kris James. In: CESifo Working Paper Series. RePEc:ces:ceswps:_7425.

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2018Agent-based model of system-wide implications of funding risk. (2018). Halaj, Grzegorz ; Haaj, Grzegorz. In: Working Paper Series. RePEc:ecb:ecbwps:20182121.

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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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2018System-wide implications of funding risk. (2018). Haaj, Grzegorz. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:503:y:2018:i:c:p:1151-1181.

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2017Identifying Contagion in a Banking Network. (2017). Vasios, Michalis ; Zikes, Filip ; Wilson, Mungo ; Morrison, Alan. In: Finance and Economics Discussion Series. RePEc:fip:fedgfe:2017-82.

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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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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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2017Sovereign default contagion: an agent-based model approach. (2017). Silvestre, Joo . In: Working Papers Department of Economics. RePEc:ise:isegwp:wp082017.

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20172017 Financial Stability Report. (2017). . In: Reports. RePEc:ofr:report:17-2.

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2017New Public Disclosures Shed Light on Central Counterparties. (2017). . In: Viewpoint Papers. RePEc:ofr:vpaper:17-02.

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2017The Future of Agent-Based Modeling. (2017). Richiardi, Matteo. In: Eastern Economic Journal. RePEc:pal:easeco:v:43:y:2017:i:2:d:10.1057_s41302-016-0075-9.

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2017Network Reactions to Banking Regulations. (2017). Ordonez, Guillermo ; Erol, Selman. In: 2017 Meeting Papers. RePEc:red:sed017:1125.

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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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2017Models of Financial Stability and their Application in Stress Tests. (2017). Farmer, J. ; Wetzer, Thom ; Keinniejenhuis, Alissa M ; Aymanns, Christoph . In: Working Papers on Finance. RePEc:usg:sfwpfi:2018:05.

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2018BANK PANICS AND FIRE SALES, INSOLVENCY AND ILLIQUIDITY. (2018). Hurd, T R. In: International Journal of Theoretical and Applied Finance (IJTAF). RePEc:wsi:ijtafx:v:21:y:2018:i:06:n:s0219024918500401.

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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]		article2
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: 2		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]		paper13
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: 13		article
2014Effects of Limit Order Book Information Level on Market Stability Metrics In: Working Papers.
[Full Text][Citation analysis]		paper5
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: 5		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]		paper5
2017Contagion in the CDS Market.(2017) In: Economics Series Working Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 5		paper
2016Bank Networks and Systemic Risk: Evidence from the National Banking Acts In: Working Papers.
[Full Text][Citation analysis]		paper7
2016Interbank Contagion: An Agent-based Model Approach to Endogenously Formed Networks In: Working Papers.
[Full Text][Citation analysis]		paper3
2017How Safe are Central Counterparties in Derivatives Markets? In: Working Papers.
[Full Text][Citation analysis]		paper2
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: 2		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: 2		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]		paper0

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