Mark Endel Paddrik : Citation Profile

Government of the United States

9

H index

9

i10 index

224

Citations

RESEARCH PRODUCTION:

10

Articles

35

Papers

RESEARCH ACTIVITY:

   11 years (2014 - 2025). See details.
   Cites by year: 20
   Journals where Mark Endel Paddrik has often published
   Relations with other researchers
   Recent citing documents: 45.    Total self citations: 14 (5.88 %)

MORE DETAILS IN:
ABOUT THIS REPORT:

   Permalink: http://citec.repec.org/ppa1158
   Updated: 2025-11-08    RAS profile: 2025-10-10    
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Relations with other researchers

Works with:

Kahn, Robert (8)

McCormick, Matthew (5)

Tompaidis, Stathis (2)

Authors registered in RePEc who have co-authored more than one work in the last five years with Mark Endel Paddrik.

Is cited by:

Roventini, Andrea (12)

Farmer, J. (11)

Napoletano, Mauro (6)

Rousseau, Peter (6)

Chang, Jin-Wook (6)

Ferrara, Gerardo (5)

Jaremski, Matthew (5)

Zhou, Wei-Xing (5)

Ladley, Daniel (4)

Raykov, Radoslav (4)

Barnett, William (4)

Cites to:

Duffie, Darrell (10)

Shachar, Or (8)

Adrian, Tobias (8)

Brunnermeier, Markus (8)

Peltonen, Tuomas (7)

Shin, Hyun Song (7)

Markose, Sheri (7)

Kapadia, Sujit (7)

Menkveld, Albert (7)

Copeland, Adam (6)

Boyarchenko, Nina (6)

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 Treasury15
The OFR Blog / Office of Financial Research, US Department of the Treasury7
Economics Series Working Papers / University of Oxford, Department of Economics5
Briefs / Office of Financial Research, US Department of the Treasury3

Recent works citing Mark Endel Paddrik (2025 and 2024)

YearTitle of citing document
2025Endogenous distress contagion in a dynamic interbank model: how possible future losses may spell doom today. (2025). Feinstein, Zachary ; Sojmark, Andreas. In: Papers. RePEc:arx:papers:2211.15431.

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2024Deep Limit Order Book Forecasting. (2024). Bartolucci, Silvia ; Aste, Tomaso ; Briola, Antonio. In: Papers. RePEc:arx:papers:2403.09267.

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2024A Network Simulation of OTC Markets with Multiple Agents. (2024). Wilensky, Uri ; Chen, John ; Wilkinson, James T ; Kelter, Jacob. In: Papers. RePEc:arx:papers:2405.02480.

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2025Agent-based Liquidity Risk Modelling for Financial Markets. (2025). Stillman, Namid ; Baggott, Rory ; Vytelingum, Perukrishnen ; Zhang, Jianfei ; Chen, Tao ; Zhu, Dingqiu ; Lyon, Justin. In: Papers. RePEc:arx:papers:2505.15296.

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2024Is This Normal? The Cost of Assuming that Derivatives Have Normal Returns. (2024). Raykov, Radoslav. In: Staff Working Papers. RePEc:bca:bocawp:24-46.

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2024Decomposing Large Banks’ Systemic Trading Losses. (2024). Raykov, Radoslav. In: Staff Working Papers. RePEc:bca:bocawp:24-6.

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2024The fundamental role of the repo market and central clearing. (2024). di Luigi, Cristina ; Perrella, Antonio ; Ruggieri, Alessio. In: Mercati, infrastrutture, sistemi di pagamento (Markets, Infrastructures, Payment Systems). RePEc:bdi:wpmisp:mip_048_24.

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2024The impact of prudential regulations on the UK housing market and economy: insights from an agent-based model. (2024). Uluc, Arzu ; Roventini, Andrea ; Hinterschweiger, Marc ; Bardoscia, Marco ; Popoyan, Lilit ; Carro, Adrian ; Napoletano, Mauro. In: Bank of England working papers. RePEc:boe:boeewp:1066.

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2025Agent-based modeling at central banks: recent developments and new challenges. (2025). Hinterschweiger, Marc ; Glielmo, Aldo ; Carro, Adrian ; Uluc, Arzu ; Kaszowska-Mojsa, Jagoda ; Borsos, Andrs. In: Bank of England working papers. RePEc:boe:boeewp:1122.

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2024The impact of prudential regulations on the UK housing market and economy: Insights from an agent-based model. (2024). Uluc, Arzu ; Roventini, Andrea ; Napoletano, Mauro ; Hinterschweiger, Marc ; Bardoscia, Marco ; Popoyan, Lilit ; Carro, Adrian. In: Working Papers. RePEc:cgs:wpaper:118.

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2025The international dimension of repo: five new facts. (2025). Schrimpf, Andreas ; Schmeling, Maik ; Hermes, Felix. In: Working Paper Series. RePEc:ecb:ecbwps:20253065.

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2024Contagion mechanism of liquidity risk in the interbank network. (2024). Chen, Naixi ; Fan, Hong ; Pang, Congyuan. In: Economic Modelling. RePEc:eee:ecmode:v:140:y:2024:i:c:s026499932400230x.

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2024Procyclical variation margins in central clearing. (2024). Suh, Sangwon ; Jin, Yangkyu. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:70:y:2024:i:c:s1062940823001626.

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2025Strategic cooperation in fintech field and efficiency of commercial banks. (2025). Ji, Xinru ; Ao, Zhiming. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:76:y:2025:i:c:s1062940825000178.

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2024What drives businesses to transact with complementary currencies?. (2024). Reyns, Ariane. In: Ecological Economics. RePEc:eee:ecolec:v:220:y:2024:i:c:s0921800924000788.

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2024Assessing resilience to systemic risks across interbank credit networks using linkage-leverage analysis: Evidence from Japan. (2024). Wang, Haibo. In: International Review of Financial Analysis. RePEc:eee:finana:v:94:y:2024:i:c:s1057521924002722.

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2024Bank liability structure and corporate employment: Evidence from a quasi-natural experiment in China. (2024). Liu, Yuanyuan ; Chen, Xiaoxiong ; Mu, Jinghao. In: International Review of Financial Analysis. RePEc:eee:finana:v:95:y:2024:i:pa:s1057521924002989.

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2024Interbank deposits and bank systemic risk. (2024). Cao, Zhiling ; Wen, Fenghua ; Sadiq, Muhammad ; Liu, Yulin. In: International Review of Financial Analysis. RePEc:eee:finana:v:96:y:2024:i:pb:s1057521924006501.

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2024Dynamic margin optimization. (2024). Dömötör, Barbara ; Berlinger, Edina ; Dmtr, Barbara ; Bihary, Zsolt. In: Finance Research Letters. RePEc:eee:finlet:v:68:y:2024:i:c:s1544612324010298.

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2024How does the repo market behave under stress? Evidence from the COVID-19 crisis. (2024). Maria, Luitgard Anna ; Lepore, Caterina ; Huser, Anne-Caroline. In: Journal of Financial Stability. RePEc:eee:finsta:v:70:y:2024:i:c:s1572308923000931.

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2025Robust-less-fragile: Tackling systemic risk and financial contagion in a macro agent-based model. (2025). Roventini, Andrea ; Pallante, Gianluca ; Guerini, Mattia ; Napoletano, Mauro. In: Journal of Financial Stability. RePEc:eee:finsta:v:76:y:2025:i:c:s1572308924001372.

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2025A network approach to interbank contagion risk in South Africa. (2025). Zhang, Hairui ; Lin, Shiqiang ; Mananga, Pierre Nkou. In: Journal of Financial Stability. RePEc:eee:finsta:v:77:y:2025:i:c:s1572308925000154.

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2025Stress testing OTC derivatives: Clearing reforms and market frictions. (2025). Casu, Barbara ; Katsoulis, Petros ; Kalotychou, Elena. In: Journal of Financial Stability. RePEc:eee:finsta:v:77:y:2025:i:c:s1572308925000178.

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2024Frictions in scaling up central bank balance sheet policies: How Eurosystem asset purchases impact the repo market. (2024). Hudepohl, Tom ; de Souza, Tomas Carrera. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:158:y:2024:i:c:s0378426623002285.

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2024Information spillover and cross-predictability of currency returns: An analysis via Machine Learning. (2024). Yan, Shu ; Wu, Yangru ; Liu, Yuzheng ; Jia, Yuecheng. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:169:y:2024:i:c:s0378426624002279.

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2025The impact of prudential regulation on the UK housing market and economy: Insights from an agent-based model. (2025). Roventini, Andrea ; Hinterschweiger, Marc ; Bardoscia, Marco ; Uluc, Arzu ; Popoyan, Lilit ; Napoletano, Mauro ; Carro, Adrian. In: Journal of Economic Behavior & Organization. RePEc:eee:jeborg:v:229:y:2025:i:c:s0167268124004530.

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2025LTCM Redux? Hedge fund Treasury trading, funding fragility, and risk constraints. (2025). Watugala, Sumudu W ; Petrasek, Lubomir ; Monin, Phillip J ; Kruttli, Mathias S. In: Journal of Financial Economics. RePEc:eee:jfinec:v:169:y:2025:i:c:s0304405x2500025x.

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2024Stress testing climate risk: A network-based analysis of the Chinese banking system. (2024). Zhou, Wei-Xing ; Nguyen, Duc Khuong ; Dai, Peng-Fei ; Li, Tai-Min ; Xu, Hai-Chuan. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:149:y:2024:i:c:s0261560624001943.

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2025Sectoral similarity of banks’ business loans and its negative externality in China. (2025). Yan, Guan ; Liu, Zhidong ; Trck, Stefan ; Gao, Hongwei. In: Pacific-Basin Finance Journal. RePEc:eee:pacfin:v:91:y:2025:i:c:s0927538x25000423.

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2025Market reactions to the Basel reforms: Implications for shareholders, creditors, and taxpayers. (2025). Krettek, Jonas. In: The Quarterly Review of Economics and Finance. RePEc:eee:quaeco:v:101:y:2025:i:c:s1062976925000316.

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2024Systemic risk and financial networks. (2024). Zhang, Xiaoyuan ; Li, Bingqing. In: The Quarterly Review of Economics and Finance. RePEc:eee:quaeco:v:94:y:2024:i:c:p:25-36.

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2024How does the repo market behave under stress? Evidence from the COVID-19 crisis. (2024). , Luitgard ; Lepore, Caterina ; Huser, Anne-Caroline. In: LSE Research Online Documents on Economics. RePEc:ehl:lserod:121347.

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2025Rewiring repo. (2025). Yankov, Vladimir ; Klee, Elizabeth ; Chang, Jin-Wook. In: Finance and Economics Discussion Series. RePEc:fip:fedgfe:2025-13.

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2024Systemic Risk and Bank Networks: A Use of Knowledge Graph with ChatGPT. (2024). Zhou, Yilu ; Chung, San-Lin ; Lyu, Ren-Yuan ; Chen, Ren-Raw. In: FinTech. RePEc:gam:jfinte:v:3:y:2024:i:2:p:16-301:d:1395458.

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2024Modeling Risk Sharing and Impact on Systemic Risk. (2024). Farkas, Walter ; Lucescu, Patrick. In: Mathematics. RePEc:gam:jmathe:v:12:y:2024:i:13:p:2083-:d:1427851.

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2025Monetary Policy and Systemic Risk in a Financial Network System Based on Multi-Agent Modeling. (2025). Pang, Congyuan ; Gao, Qianqian ; Fan, Hong. In: Mathematics. RePEc:gam:jmathe:v:13:y:2025:i:3:p:378-:d:1576180.

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2024Robust-less-fragile: Tackling Systemic Risk and Financial Contagion in a Macro Agent-Based Model. (2024). Roventini, Andrea ; Pallante, Gianluca ; Napoletano, Mauro ; Guerini, Mattia. In: GREDEG Working Papers. RePEc:gre:wpaper:2024-10.

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2024High-Frequency Financial Market Simulation and Flash Crash Scenarios Analysis: An Agent-Based Modelling Approach. (2024). Weston, Stephen ; Vytelingum, Perukrishnen ; Gao, Kang ; Guo, CE ; Luk, Wayne. In: Journal of Artificial Societies and Social Simulation. RePEc:jas:jasssj:2022-169-3.

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2025Dynamic Multilayer Network for Systemic Risk and Bank Regulation Based on CDS. (2025). Tang, Miao ; Fan, Hong. In: Computational Economics. RePEc:kap:compec:v:65:y:2025:i:2:d:10.1007_s10614-023-10508-x.

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2025Evolutionary and agent-based computational finance: The new paradigms for asset pricing. (2025). Pastushkov, A. In: Journal of the New Economic Association. RePEc:nea:journl:y:2025:i:66:p:196-222.

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2024The Risk Spillover Effects and Network Connectedness Between Real Estate and Other Sectors in China. (2024). Hu, Wenhua ; Li, Wei ; Pang, Jing. In: SAGE Open. RePEc:sae:sagope:v:14:y:2024:i:2:p:21582440241240866.

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2024Salience theory value spillovers between China’s systemically important banks: evidence from quantile connectedness. (2024). Jin, Xiaoye. In: Financial Innovation. RePEc:spr:fininn:v:10:y:2024:i:1:d:10.1186_s40854-023-00582-3.

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2024Robust-less-fragile: Tackling Systemic Risk and Financial Contagion in a Macro Agent-Based Model. (2024). Roventini, Andrea ; Pallante, Gianluca ; Napoletano, Mauro ; Guerini, Mattia. In: LEM Papers Series. RePEc:ssa:lemwps:2024/08.

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2024The Life Cycle of Systemic Risk and Crises. (2024). Berger, Allen N ; Sedunov, John. In: Journal of Money, Credit and Banking. RePEc:wly:jmoncb:v:56:y:2024:i:8:p:1923-1961.

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2025Correspondent Banking, Systemic Risk, and the Panic of 1893. (2025). Rousseau, Peter ; Cotter, Christopher. In: Journal of Money, Credit and Banking. RePEc:wly:jmoncb:v:57:y:2025:i:4:p:1023-1044.

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Works by Mark Endel Paddrik:

YearTitleTypeCited
2019Bank Networks and Systemic Risk: Evidence from the National Banking Acts In: American Economic Review.
[Full Text][Citation analysis]		article43
2016Bank Networks and Systemic Risk: Evidence from the National Banking Acts.(2016) In: Working Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 43		paper
2023Central Counterparty Default Waterfalls and Systemic Loss In: Journal of Financial and Quantitative Analysis.
[Full Text][Citation analysis]		article4
2020Central Counterparty Default Waterfalls and Systemic Loss.(2020) In: Working Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 4		paper
2019Central Counterparty Default Waterfalls and Systemic Loss.(2019) In: 2019 Meeting Papers.
[Citation analysis]
This paper has nother version. Agregated cites: 4		paper
2018Stressed to the core: Counterparty concentrations and systemic losses in CDS markets In: Journal of Financial Stability.
[Full Text][Citation analysis]		article13
2016Stressed to the Core: Counterparty Concentrations and Systemic Losses in CDS Markets.(2016) In: Working Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 13		paper
2020Interbank contagion: An agent-based model approach to endogenously formed networks In: Journal of Banking & Finance.
[Full Text][Citation analysis]		article35
2016Interbank Contagion: An Agent-based Model Approach to Endogenously Formed Networks.(2016) In: Working Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 35		paper
2021The Dynamics of the U.S. Overnight Triparty Repo Market In: FEDS Notes.
[Full Text][Citation analysis]		paper4
2021The Dynamics of the U.S. Overnight Triparty Repo Market.(2021) In: Briefs.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 4		paper
2021Intraday Timing of General Collateral Repo Markets In: Liberty Street Economics.
[Full Text][Citation analysis]		paper1
2020Contagion in Derivatives Markets In: Management Science.
[Full Text][Citation analysis]		article26
2017Contagion in Derivatives Markets.(2017) In: Economics Series Working Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 26		paper
2019Contagion in Derivatives Markets.(2019) In: Economics Series Working Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 26		paper
2023Why Is So Much Repo Not Centrally Cleared? In: Briefs.
[Full Text][Citation analysis]		paper0
2024Repo Market Intermediation In: Briefs.
[Full Text][Citation analysis]		paper0
2014The Role of Visual Analysis in the Regulation of Electronic Order Book Markets In: Staff Discussion Papers.
[Full Text][Citation analysis]		paper0
2022OFR’s Pilot Provides Unique Window Into the Non-centrally Cleared Bilateral Repo Market In: The OFR Blog.
[Full Text][Citation analysis]		paper0
2023OFR Identifies Factors That May Have Contributed to the 2019 Spike in Repo Rates In: The OFR Blog.
[Full Text][Citation analysis]		paper0
2023Key Findings on Non-centrally Cleared Repo In: The OFR Blog.
[Full Text][Citation analysis]		paper2
2024Model Shows Network Density Affects Derivatives Trade Costs In: The OFR Blog.
[Full Text][Citation analysis]		paper0
2025Does Off-Exchange Trading Affect Prices and Liquidity on Exchanges? In: The OFR Blog.
[Full Text][Citation analysis]		paper0
2025Are Zero-Haircut Repos as Common as Advertised? In: The OFR Blog.
[Full Text][Citation analysis]		paper0
2025Cyberattacks and Firm Size: The Vulnerability of Mid-Size Firms In: The OFR Blog.
[Full Text][Citation analysis]		paper0
2014An Agent-based Model for Financial Vulnerability In: Working Papers.
[Full Text][Citation analysis]		paper38
2018An agent-based model for financial vulnerability.(2018) In: Journal of Economic Interaction and Coordination.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 38		article
2014Effects of Limit Order Book Information Level on Market Stability Metrics In: Working Papers.
[Full Text][Citation analysis]		paper14
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 nother version. Agregated cites: 14		article
2015An Agent-based Model for Crisis Liquidity Dynamics 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.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 11		paper
2017How Safe are Central Counterparties in Derivatives Markets? In: Working Papers.
[Full Text][Citation analysis]		paper13
2017How Safe are Central Counterparties in Derivatives Markets?.(2017) In: Economics Series Working Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 13		paper
2018How Safe are Central Counterparties in Derivatives Markets?.(2018) In: 2018 Meeting Papers.
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This paper has nother version. Agregated cites: 13		paper
2019Market-Making Costs and Liquidity: Evidence from CDS Markets In: Working Papers.
[Full Text][Citation analysis]		paper2
2019Cross-Asset Market Order Flow, Liquidity, and Price Discovery In: Working Papers.
[Full Text][Citation analysis]		paper0
2021Assessing the Safety of Central Counterparties In: Working Papers.
[Full Text][Citation analysis]		paper2
2023Anatomy of the Repo Rate Spikes in September 2019 In: Working Papers.
[Full Text][Citation analysis]		paper1
2023Anatomy of the Repo Rate Spikes in September 2019.(2023) In: Journal of Financial Crises.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 1		article
2024Intermediation Networks and Derivative Market Liquidity: Evidence from CDS Markets In: Working Papers.
[Full Text][Citation analysis]		paper0
2025Treasury Tri-party Repo Pricing In: Working Papers.
[Full Text][Citation analysis]		paper0
2019How Safe are Central Counterparties in Credit Default Swap Markets? In: Economics Series Working Papers.
[Full Text][Citation analysis]		paper0
2016Visual analysis to support regulators in electronic order book markets In: Environment Systems and Decisions.
[Full Text][Citation analysis]		article2
2024Cross‐Asset Tandem Trading and Extraordinary Volatility In: Journal of Futures Markets.
[Full Text][Citation analysis]		article0

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