Mark D. Flood : Citation Profile

Are you Mark D. Flood?

University of Maryland

8

H index

8

i10 index

721

Citations

RESEARCH PRODUCTION:

16

Articles

22

Papers

EDITOR:

2

Books edited

RESEARCH ACTIVITY:

   30 years (1990 - 2020). See details.
   Cites by year: 24
   Journals where Mark D. Flood has often published
   Relations with other researchers
   Recent citing documents: 54.    Total self citations: 12 (1.64 %)

MORE DETAILS IN:
ABOUT THIS REPORT:

   Permalink: http://citec.repec.org/pfl126
   Updated: 2024-11-04    RAS profile: 2024-03-07    
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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 D. Flood.

Is cited by:

Lyons, Richard (11)

Aldasoro, Iñaki (9)

Paddrik, Mark (7)

Ugolini, Andrea (7)

Lucas, Andre (6)

Watugala, Sumudu (6)

Brownlees, Christian (6)

Danielsson, Jon (5)

Hau, Harald (5)

Dunne, Peter (5)

Sarlin, Peter (5)

Cites to:

Lo, Andrew (22)

Shin, Hyun Song (8)

Tesfatsion, Leigh (8)

Shleifer, Andrei (8)

Reinhart, Carmen (6)

Rochet, Jean (6)

Schuermann, Til (6)

merton, robert (6)

Stiroh, Kevin (5)

Billio, Monica (5)

Cetorelli, Nicola (5)

Main data

Where Mark D. Flood has published?

Journals with more than one article published# docs
Review5
Quantitative Finance3

Working Papers Series with more than one paper published# docs
Working Papers / Office of Financial Research, US Department of the Treasury13
Staff Discussion Papers / Office of Financial Research, US Department of the Treasury3

Recent works citing Mark D. Flood (2024 and 2023)

YearTitle of citing document
2023$\Delta-$CoES. (2022). Leeuwenkamp, Aleksy. In: Papers. RePEc:arx:papers:2206.02582.

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2023Should Bank Stress Tests Be Fair?. (2022). Li, Mike ; Glasserman, Paul. In: Papers. RePEc:arx:papers:2207.13319.

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2023Systemic risk indicator based on implied and realized volatility. (2023). Ślepaczuk, Robert ; Sieradzki, Rafal ; Sakowski, Pawel. In: Papers. RePEc:arx:papers:2307.05719.

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2024Dynamic Analyses of Contagion Risk and Module Evolution on the SSE A-Shares Market Based on Minimum Information Entropy. (2024). Huang, Difang ; Wu, Boyao ; Wang, Yuhang ; Chen, Muzi. In: Papers. RePEc:arx:papers:2403.19439.

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2024Finding a Needle in a Haystack: A Machine Learning Framework for Anomaly Detection in Payment Systems. (2024). Kosse, Anneke ; Desai, Ajit ; Sharples, Jacob. In: Staff Working Papers. RePEc:bca:bocawp:24-15.

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2024Decomposing systemic risk measures by bank business model in Luxembourg. (2024). Jin, Xisong. In: BCL working papers. RePEc:bcl:bclwop:bclwp182.

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2024Finding a needle in a haystack: a machine learning framework for anomaly detection in payment systems. (2024). Sharples, Jacob ; Kosse, Anneke ; Desai, Ajit. In: BIS Working Papers. RePEc:bis:biswps:1188.

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2023Understanding and governing global systemic crises in the 21st century: A complexity perspective. (2023). Levrat, Nicolas ; Masood, Maria ; Kaspiarovich, Yuliya ; Vanackere, Flore ; Bottcher, Lucas ; Wernli, Didier. In: Global Policy. RePEc:bla:glopol:v:14:y:2023:i:2:p:207-228.

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2023Reverse stress testing: Scenario design for macroprudential stress tests. (2023). Schaanning, Eric ; Baes, Michel. In: Mathematical Finance. RePEc:bla:mathfi:v:33:y:2023:i:2:p:209-256.

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2023Where does the risk lie? Systemic risk and tail risk networks in the Chinese financial market. (2023). Gao, Chenyin ; Deng, Yang. In: Pacific Economic Review. RePEc:bla:pacecr:v:28:y:2023:i:2:p:167-190.

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2023Monitoring Banking System Connectedness with Big Data. (2023). Lopez, Jose ; Hale, Galina. In: Santa Cruz Department of Economics, Working Paper Series. RePEc:cdl:ucscec:qt17h5v7rj.

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2023Measuring systemic financial stress and its risks for growth. (2023). Kremer, Manfred ; Chavleishvili, Sulkhan. In: Working Paper Series. RePEc:ecb:ecbwps:20232842.

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2023BEAST: A model for the assessment of system-wide risks and macroprudential policies. (2023). Boucherie, Louis ; Janokova, Martina ; Velasco, Sofia ; Panos, Jiri ; Lampe, Max ; Dimitrov, Ivan ; Vagliano, Gianluca ; Gross, Johannes ; Budnik, Katarzyna. In: Working Paper Series. RePEc:ecb:ecbwps:20232855.

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2024Stress testing with multiple scenarios: a tale on tails and reverse stress scenarios. (2024). Budnik, Katarzyna ; Angotti, Romain ; Aikman, David. In: Working Paper Series. RePEc:ecb:ecbwps:20242941.

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2023Tail-event driven NETwork dependence in emerging markets. (2023). Yousaf, Imran ; Ali, Shoaib ; Yarovaya, Larisa ; Karim, Sitara ; Naeem, Muhammad Abubakr. In: Emerging Markets Review. RePEc:eee:ememar:v:55:y:2023:i:c:s1566014122000887.

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2023Can corporate financing through the stock market create systemic risk? Evidence from the BRVM securities market. (2023). Amenounve, Edoh ; Soumare, Issouf ; Kanga, Desire. In: Emerging Markets Review. RePEc:eee:ememar:v:55:y:2023:i:c:s1566014123000365.

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2023Herding behavior and systemic risk in global stock markets. (2023). Vioto, Davide ; Tunaru, Radu ; Hasan, Iftekhar. In: Journal of Empirical Finance. RePEc:eee:empfin:v:73:y:2023:i:c:p:107-133.

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2023Fintech, macroprudential policies and bank risk: Evidence from China. (2023). Abedin, Mohammad Zoynul ; Wang, Yong ; Goodell, John W ; Zhao, Yang. In: International Review of Financial Analysis. RePEc:eee:finana:v:87:y:2023:i:c:s1057521923001643.

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2023Can CoCo-bonds mitigate systemic risk?. (2023). Petras, Matthias ; Kund, Arndt-Gerrit. In: International Review of Financial Analysis. RePEc:eee:finana:v:89:y:2023:i:c:s1057521923002028.

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2023Bitcoin vs. fiat currencies: Insights from extreme dependence and risk spillover analysis with financial markets. (2023). Galariotis, Emilios ; Bouri, Elie ; Abid, Ilyes ; Mzoughi, Hela ; Guesmi, Khaled. In: International Review of Financial Analysis. RePEc:eee:finana:v:90:y:2023:i:c:s1057521923003228.

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2024Measuring the G20 stock market return transmission mechanism: Evidence from the R2 connectedness approach. (2024). Gabauer, David ; Chatziantoniou, Ioannis ; Naeem, Muhammad Abubakr ; Karim, Sitara. In: International Review of Financial Analysis. RePEc:eee:finana:v:91:y:2024:i:c:s1057521923005021.

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2023Systemic risks in the cryptocurrency market: Evidence from the FTX collapse. (2023). Matkovskyy, Roman ; Jalan, Akanksha. In: Finance Research Letters. RePEc:eee:finlet:v:53:y:2023:i:c:s1544612323000442.

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2023Uncertainty in systemic risks rankings: Bayesian and frequentist analysis. (2023). Goldman, Elena. In: Finance Research Letters. RePEc:eee:finlet:v:56:y:2023:i:c:s1544612323004002.

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2023On the information content of implied liquidity measure: Evidence from the S&P 500 index options. (2023). Eksi-Altay, Zehra ; Yerli, Cigdem ; Selcuk-Kestel, Sevtap A. In: Finance Research Letters. RePEc:eee:finlet:v:57:y:2023:i:c:s1544612323005366.

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2024Put–call parity in a crypto option market — Evidence from Binance. (2024). Varadi, Kata ; Kralik, Balazs ; Felfoldi-Szcs, Nora. In: Finance Research Letters. RePEc:eee:finlet:v:61:y:2024:i:c:s1544612323012461.

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2023Options-based systemic risk, financial distress, and macroeconomic downturns. (2023). Vioto, Davide ; Tunaru, Radu ; Bevilacqua, Mattia. In: Journal of Financial Markets. RePEc:eee:finmar:v:65:y:2023:i:c:s1386418123000320.

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2023Regulatory oversight and bank risk. (2023). Yilmaz, Muhammed H ; Chronopoulos, Dimitris K. In: Journal of Financial Stability. RePEc:eee:finsta:v:64:y:2023:i:c:s1572308923000050.

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2023Climate change and financial systemic risk: Evidence from US banks and insurers. (2023). Vioto, Davide ; Gianfrancesco, Igor ; Curcio, Domenico. In: Journal of Financial Stability. RePEc:eee:finsta:v:66:y:2023:i:c:s1572308923000323.

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2023Networks, interconnectedness, and interbank information asymmetry. (2023). Harris, Jeffrey ; Mankad, Shawn ; Brunetti, Celso. In: Journal of Financial Stability. RePEc:eee:finsta:v:67:y:2023:i:c:s1572308923000633.

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2024Macroprudential regulation and bank risk: The role of shareholders and creditors rights. (2024). Matos, Tiago ; Dutra, Tiago M. In: Global Finance Journal. RePEc:eee:glofin:v:59:y:2024:i:c:s1044028323001151.

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2024Probability equivalent level for CoVaR and VaR. (2024). Suarez-Llorens, Alfonso ; Sordo, Miguel A ; Pellerey, Franco ; Ortega-Jimenez, Patricia. In: Insurance: Mathematics and Economics. RePEc:eee:insuma:v:115:y:2024:i:c:p:22-35.

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2023Global systemic risk dynamic network connectedness during the COVID-19: Evidence from nonlinear Granger causality. (2023). Sha, Yezhou ; Yin, Shiqi ; Zhang, Ping. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:85:y:2023:i:c:s1042443123000513.

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2023The impact of COVID-19 related policy interventions on international systemic risk. (2023). Vioto, Davide ; Duygun, Meryem ; Bevilacqua, Mattia. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:89:y:2023:i:c:s1042443123001270.

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2023Correlation scenarios and correlation stress testing. (2023). Woebbeking, F ; Packham, N. In: Journal of Economic Behavior & Organization. RePEc:eee:jeborg:v:205:y:2023:i:c:p:55-67.

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2023The network and own effects of global-systemically-important-bank designations. (2023). Egger, Peter ; Zhu, Jiaqing ; Li, Jie. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:136:y:2023:i:c:s0261560623000803.

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2023Can firms with higher ESG ratings bear higher bank systemic tail risk spillover?—Evidence from Chinese A-share market. (2023). Zhang, Yugui ; Li, Jinlong ; Ling, Aifan. In: Pacific-Basin Finance Journal. RePEc:eee:pacfin:v:80:y:2023:i:c:s0927538x23001683.

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2023Systemically important financial institutions and drivers of systemic risk: Evidence from India. (2023). Bouri, Elie ; Kumar, Dilip ; Narayan, Shivani. In: Pacific-Basin Finance Journal. RePEc:eee:pacfin:v:82:y:2023:i:c:s0927538x23002263.

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2023Options-based systemic risk, financial distress, and macroeconomic downturns. (2023). Tunaru, Radu ; Bevilacqua, Mattia ; Vioto, Davide. In: LSE Research Online Documents on Economics. RePEc:ehl:lserod:119289.

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2023The Impact of the Basel III banking regulation on Moroccan banks. (2023). Mikou, Mohammed. In: IHEID Working Papers. RePEc:gii:giihei:heidwp10-2023.

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2024Mean-Variance Efficient Large Portfolios : A Simple Machine Learning Heuristic Technique based on the Two-Fund Separation Theorem. (2024). Maillet, Bertrand ; Costola, Michele ; Zhang, Xiang ; Yuan, Zhining. In: Post-Print. RePEc:hal:journl:hal-04514343.

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2023Bank Consolidation and Systemic Risk: M&A During the 2008 Financial Crisis. (2023). Senel, Gonca ; Maslak, Gregory D. In: Journal of Financial Services Research. RePEc:kap:jfsres:v:63:y:2023:i:2:d:10.1007_s10693-022-00380-5.

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2023Measuring Systemic Risk Using Multivariate Quantile-Located ES Models*. (2023). Sanchis-Marco, Lidia ; Garcia-Jorcano, Laura. In: The Journal of Financial Econometrics. RePEc:oup:jfinec:v:21:y:2023:i:1:p:1-72..

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2023Cross-Border Bank Flows and Systemic Risk*. (2023). Taboada, Alvaro G ; Sedunov, John ; Karolyi, Andrew G. In: Review of Finance. RePEc:oup:revfin:v:27:y:2023:i:5:p:1563-1614..

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2024Global Liquidity: Drivers, Volatility and Toolkits. (2024). Goldberg, Linda S. In: IMF Economic Review. RePEc:pal:imfecr:v:72:y:2024:i:1:d:10.1057_s41308-023-00208-9.

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2023Credit risk linkages in the international banking network, 2000–2019. (2023). Parfenov, Daniil ; Stolbov, Mikhail. In: Risk Management. RePEc:pal:risman:v:25:y:2023:i:3:d:10.1057_s41283-023-00126-0.

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2023Exploring Systemic Risk Measurement Issues in Shadow Banks: A Case of an Emerging Economy. (2023). Pati, Ambika Prasad ; Bhattacharjee, Nandita. In: South Asian Journal of Macroeconomics and Public Finance. RePEc:sae:smppub:v:12:y:2023:i:2:p:186-217.

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2023Quantifying interconnectedness and centrality ranking among financial institutions with TVP-VAR framework. (2023). Zhou, Wei-Xing ; Jawadi, Fredj ; Xu, Hai-Chuan. In: Empirical Economics. RePEc:spr:empeco:v:65:y:2023:i:1:d:10.1007_s00181-022-02338-x.

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2023The systemic risk approach based on implied and realized volatility. (2023). Lepaczuk, Robert ; Sieradzki, Rafa ; Sakowski, Pawe. In: Working Papers. RePEc:war:wpaper:2023-07.

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2024Network?based early warning system to predict financial crisis. (2021). Dastkhan, Hossein. In: International Journal of Finance & Economics. RePEc:wly:ijfiec:v:26:y:2021:i:1:p:594-616.

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Mark D. Flood has edited the books:

YearTitleTypeCited

Works by Mark D. Flood:

YearTitleTypeCited
2012A Survey of Systemic Risk Analytics In: Annual Review of Financial Economics.
[Full Text][Citation analysis]		article443
2012A Survey of Systemic Risk Analytics.(2012) In: Working Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 443		paper
In: .
[Full Text][Citation analysis]		article7
2013Stress Tests to Promote Financial Stability: Assessing Progress and Looking to the Future.(2013) In: Working Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 7		paper
2016Big data challenges and opportunities in financial stability monitoring In: Financial Stability Review.
[Full Text][Citation analysis]		article4
2012Search Costs: The Neglected Spread Component In: Research Program in Finance, Working Paper Series.
[Full Text][Citation analysis]		paper8
1998Search Costs: The Neglected Spread Component..(1998) In: Research Program in Finance Working Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 8		paper
2016The application of visual analytics to financial stability monitoring In: Journal of Financial Stability.
[Full Text][Citation analysis]		article18
2014The Application of Visual Analytics to Financial Stability Monitoring.(2014) In: Working Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 18		paper
1998Put-call parity revisited: intradaily tests in the foreign currency options market In: Journal of International Financial Markets, Institutions and Money.
[Full Text][Citation analysis]		article4
2020The Complexity of Bank Holding Companies: A Topological Approach In: Journal of Banking & Finance.
[Full Text][Citation analysis]		article13
2017The Complexity of Bank Holding Companies: A Topological Approach.(2017) In: NBER Working Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 13		paper
1994Market structure and inefficiency in the foreign exchange market In: Journal of International Money and Finance.
[Full Text][Citation analysis]		article38
1993Market structure and inefficiency in the foreign exchange market.(1993) In: Working Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 38		paper
2002Dividing the Pie In: ERIM Report Series Research in Management.
[Full Text][Citation analysis]		paper3
2013Cryptography and the economics of supervisory information: balancing transparency and confidentiality In: Working Papers (Old Series).
[Full Text][Citation analysis]		paper4
2013Cryptography and the Economics of Supervisory Information: Balancing Transparency and Confidentiality.(2013) In: Working Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 4		paper
1990On the use of option pricing models to analyze deposit insurance In: Review.
[Full Text][Citation analysis]		article8
1991An introduction to complete markets In: Review.
[Full Text][Citation analysis]		article5
1991Microstructure theory and the foreign exchange market In: Review.
[Full Text][Citation analysis]		article16
1992The great deposit insurance debate In: Review.
[Full Text][Citation analysis]		article12
1992Two faces of financial innovation In: Review.
[Full Text][Citation analysis]		article1
2014A Flexible and Extensible Contract Aggregation Framework for Financial Data Stream Analytics In: Staff Discussion Papers.
[Full Text][Citation analysis]		paper0
2015Clustering Techniques and Their Effect on Portfolio Formation and Risk Analysis In: Staff Discussion Papers.
[Full Text][Citation analysis]		paper6
2018An Ontology of Ownership and Control Relations of Bank Holding Companies In: Staff Discussion Papers.
[Full Text][Citation analysis]		paper1
2013Systematic Scenario Selection: Stress Testing and the Nature of Uncertainty In: Working Papers.
[Full Text][Citation analysis]		paper31
2015Systematic scenario selection: stress testing and the nature of uncertainty.(2015) In: Quantitative Finance.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 31		article
2013Stress Scenario Selection by Empirical Likelihood In: Working Papers.
[Full Text][Citation analysis]		paper6
2013The History of Cyclical Macroprudential Policy in the United States In: Working Papers.
[Full Text][Citation analysis]		paper1
2015Contract as Automaton: The Computational Representation of Financial Agreements In: Working Papers.
[Full Text][Citation analysis]		paper1
2015Systemwide Commonalities in Market Liquidity In: Working Papers.
[Full Text][Citation analysis]		paper2
2015Gauging Form PF: Data Tolerances in Regulatory Reporting on Hedge Fund Risk Exposures In: Working Papers.
[Full Text][Citation analysis]		paper6
2015Measuring the Unmeasurable: An Application of Uncertainty Quantification to Financial Portfolios In: Working Papers.
[Full Text][Citation analysis]		paper0
2016Form PF and Hedge Funds: Risk-measurement Precision for Option Portfolios In: Working Papers.
[Full Text][Citation analysis]		paper5
2017The Complexity of Bank Holding Companies: A New Measurement Approach In: Working Papers.
[Full Text][Citation analysis]		paper4
1999Quote Disclosure and Price Discovery in Multiple-Dealer Financial Markets. In: The Review of Financial Studies.
[Citation analysis]		article68
2017Measuring the unmeasurable: an application of uncertainty quantification to Treasury bond portfolios In: Quantitative Finance.
[Full Text][Citation analysis]		article0
2009Embracing change: financial informatics and risk analytics In: Quantitative Finance.
[Full Text][Citation analysis]		article0

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