Mark D. Flood : Citation Profile

University of Maryland

9

H index

8

i10 index

759

Citations

RESEARCH PRODUCTION:

16

Articles

21

Papers

EDITOR:

2

Books edited

RESEARCH ACTIVITY:

   30 years (1990 - 2020). See details.
   Cites by year: 25
   Journals where Mark D. Flood has often published
   Relations with other researchers
   Recent citing documents: 46.    Total self citations: 13 (1.68 %)

MORE DETAILS IN:
ABOUT THIS REPORT:

   Permalink: http://citec.repec.org/pfl126
   Updated: 2026-01-17    RAS profile: 2025-09-08    
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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)

Brownlees, Christian (6)

Watugala, Sumudu (6)

Buch, Claudia (5)

Danielsson, Jon (5)

Dunne, Peter (5)

Hau, Harald (5)

Cites to:

Lo, Andrew (21)

Shleifer, Andrei (8)

Shin, Hyun Song (8)

Summer, Martin (7)

Rochet, Jean (6)

Rheinberger, Klaus (6)

Schuermann, Til (6)

Stiroh, Kevin (5)

Reinhart, Carmen (5)

merton, robert (5)

Detken, Carsten (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 Treasury12
Staff Discussion Papers / Office of Financial Research, US Department of the Treasury3

Recent works citing Mark D. Flood (2025 and 2024)

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

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2025Global Balance and Systemic Risk in Financial Correlation Networks. (2024). Grassi, Rosanna ; Uberti, Pierpaolo ; Bartesaghi, Paolo ; Diaz-Diaz, Fernando. In: Papers. RePEc:arx:papers:2407.14272.

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2025FinArena: A Human-Agent Collaboration Framework for Financial Market Analysis and Forecasting. (2025). Liu, Zhaobin ; Xu, Congluo. In: Papers. RePEc:arx:papers:2503.02692.

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2025Diffusion Factor Models: Generating High-Dimensional Returns with Factor Structure. (2025). Zhang, Ruixun ; Xu, Yumin ; Chen, Minshuo. In: Papers. RePEc:arx:papers:2504.06566.

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2025Mapping Microscopic and Systemic Risks in TradFi and DeFi: a literature review. (2025). Vivo, Pierpaolo ; Caccioli, Fabio ; Bartolucci, Silvia ; Aufiero, Sabrina. In: Papers. RePEc:arx:papers:2508.12007.

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2025Probability equivalent level for CoVaR and VaR in bivariate Student-\textit{t} copulas with application to foreign exchange risk monitoring. (2025). Flores-Silva, Daniela I ; Su, Alfonso ; Sordo, Miguel A. In: Papers. RePEc:arx:papers:2510.15934.

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2025Noise induced Stability of a Mean-Field model of Systemic Risk with uncertain robustness. (2025). Alecio, Alexander. In: Papers. RePEc:arx:papers:2511.03358.

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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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2024Granular data: new horizons and challenges. (2024). Committee, Irving Fisher. In: IFC Bulletins. RePEc:bis:bisifb:61.

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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: BIS Working Papers. RePEc:bis:biswps:1188.

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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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2025An early prediction model on systemic risk under global risk: Using FinBERT and temporal fusion transformer to multimodal data fusion framework. (2025). Lin, Shu-Ling ; Jin, Xiao. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:76:y:2025:i:c:s1062940825000014.

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2024Works like a Sahm: Recession indicators and the Sahm rule. (2024). Nickelsburg, Jerry ; Ash, Thomas. In: Economics Letters. RePEc:eee:ecolet:v:242:y:2024:i:c:s0165176524003628.

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2025Impact and transmission mechanism of China’s climate policy uncertainty on bank risk-taking. (2025). Huang, Sijia ; Wang, Ying ; Liang, Yinuo ; Fu, Rao ; Chen, Guorong. In: Energy Economics. RePEc:eee:eneeco:v:143:y:2025:i:c:s0140988325000374.

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2025Understanding risk spillover in multi-layer financial networks: The role of bank–firm connections. (2025). Wang, Guanghou ; Zhao, Han ; Shu, Lei ; Song, Lei. In: International Review of Financial Analysis. RePEc:eee:finana:v:105:y:2025:i:c:s1057521925004910.

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

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2025The systemic risk of leveraged and covenant-lite loan syndications. (2025). Dufour, Alfonso ; Billio, Monica ; Rocciolo, F ; Sina, A ; Varotto, S. In: International Review of Financial Analysis. RePEc:eee:finana:v:97:y:2025:i:c:s1057521924006707.

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

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2025Auction-based tests of inventory control and private information in a centralized interdealer FX market. (2025). Villamizar-Villegas, mauricio ; Bonaldi, Jean. In: Journal of Financial Markets. RePEc:eee:finmar:v:74:y:2025:i:c:s1386418125000217.

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2024Too-systemic-to-fail: Empirical comparison of systemic risk measures in the Eurozone financial system. (2024). Armanious, Amir. In: Journal of Financial Stability. RePEc:eee:finsta:v:73:y:2024:i:c:s1572308924000585.

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2025Modeling the procyclical impact of monetary policy on bank leverage: A stochastic macroprudential approach. (2025). Perote, Javier ; Rendn, Juan F ; Corts, Lina M. In: Journal of Financial Stability. RePEc:eee:finsta:v:79:y:2025:i:c:s1572308925000506.

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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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2024Tail risk network analysis of Asian banks. (2024). Powell, Robert ; Bannigidadmath, Deepa ; Pham, Thach N. In: Global Finance Journal. RePEc:eee:glofin:v:62:y:2024:i:c:s1044028324000899.

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

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2025Warp speed price moves: Jumps after earnings announcements. (2025). Veliyev, Bezirgen ; Timmermann, Allan ; Christensen, Kim. In: Journal of Financial Economics. RePEc:eee:jfinec:v:167:y:2025:i:c:s0304405x25000182.

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2025Measuring systemic risk in China: A new hybrid approach incorporating ensemble learning and risk spillover networks. (2025). Huo, DA ; Wang, Chao ; Shi, Yongdong ; Yang, MO ; Xing, Weize ; Zhao, Jingjing. In: Pacific-Basin Finance Journal. RePEc:eee:pacfin:v:91:y:2025:i:c:s0927538x25001015.

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2025Risk contagion network and characteristic measurement among international financial markets. (2025). Jiang, Yuanying ; Zhou, Donghai ; Chen, Binxia. In: Pacific-Basin Finance Journal. RePEc:eee:pacfin:v:92:y:2025:i:c:s0927538x25001039.

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2025Global balance and systemic risk in financial correlation networks. (2025). Uberti, Pierpaolo ; Grassi, Rosanna ; Diaz-Diaz, Fernando ; Bartesaghi, Paolo. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:674:y:2025:i:c:s0378437125003504.

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2025Measuring systemic risk from textual Analysis: Evidence from Chinese Banks. (2025). Fang, YI ; Lu, Liping ; Lin, Hao. In: International Review of Economics & Finance. RePEc:eee:reveco:v:103:y:2025:i:c:s1059056025005180.

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2024Banking on resilience: EU macroprudential policy and systemic risk. (2024). Neill, Ashleigh. In: International Review of Economics & Finance. RePEc:eee:reveco:v:93:y:2024:i:pa:p:678-699.

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2025Risk spillovers and diversification benefits between crude oil and agricultural commodity futures markets. (2025). Mensi, Walid ; Vo, Xuan Vinh ; Gemici, Eray ; Gk, Remzi ; Ur, Mobeen. In: Research in International Business and Finance. RePEc:eee:riibaf:v:73:y:2025:i:pa:s0275531924003726.

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2025The Relationship between Market Depth and Liquidity Fragility in the Treasury Market. (2025). Meldrum, Andrew ; Sokolinskiy, Oleg. In: Finance and Economics Discussion Series. RePEc:fip:fedgfe:2025-14.

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

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2024CHANGING CONTOURS OF POLICY COMMUNICATIONS IN INDIA. (2024). Ranjan, Abhishek ; Nath, Siddhartha. In: Bulletin of Monetary Economics and Banking. RePEc:idn:journl:v:27:y:2024:i:3c:p:435-458.

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2024Asymmetries in risk spillovers between currency and stock markets: Evidence from the CoVaR-copula approach. (2024). Wu, Jyh-Lin ; Lai, Yi-Hao ; Wang, Yi-Chiuan. In: Review of Quantitative Finance and Accounting. RePEc:kap:rqfnac:v:63:y:2024:i:3:d:10.1007_s11156-024-01285-1.

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

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2024Systemic risk spillover between the stock market and banking deposits: Evidence from a sustainability perspective in the South Asian countries. (2024). Siddiqi, Arslan Ahmad ; Ahmad, Muhammad Munir ; Quddoos, Muhammad Umer ; Abbas, Naseem ; Rafique, Amir ; Liu, Linshan. In: PLOS ONE. RePEc:plo:pone00:0288310.

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2024Mean–variance efficient large portfolios: a simple machine learning heuristic technique based on the two-fund separation theorem. (2024). Zhang, Xiang ; Costola, Michele ; Yuan, Zhining ; Maillet, Bertrand. In: Annals of Operations Research. RePEc:spr:annopr:v:334:y:2024:i:1:d:10.1007_s10479-022-04881-3.

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2024Computing the probability of a financial market failure: a new measure of systemic risk. (2024). Jarrow, Robert ; Quintos, Alejandra ; Protter, Philip. In: Annals of Operations Research. RePEc:spr:annopr:v:336:y:2024:i:1:d:10.1007_s10479-022-05146-9.

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2025Toward interpretable machine learning: evaluating models of heterogeneous predictions. (2025). Zhang, Ruixun. In: Annals of Operations Research. RePEc:spr:annopr:v:347:y:2025:i:2:d:10.1007_s10479-024-06033-1.

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2024An innovative machine learning workflow to research China’s systemic financial crisis with SHAP value and Shapley regression. (2024). Zhou, Yingxue ; Wang, DA. In: Financial Innovation. RePEc:spr:fininn:v:10:y:2024:i:1:d:10.1186_s40854-023-00574-3.

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2025Unraveling Systemic Risk Transmission: An Empirical Exploration of Network Dynamics and Market Liquidity in the Financial Sector. (2025). Liu, Xin. In: Journal of the Knowledge Economy. RePEc:spr:jknowl:v:16:y:2025:i:2:d:10.1007_s13132-024-01861-9.

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2024An empirical comparison of correlation-based systemic risk measures. (2024). Uberti, Pierpaolo ; Pastorino, Caterina. In: Quality & Quantity: International Journal of Methodology. RePEc:spr:qualqt:v:58:y:2024:i:3:d:10.1007_s11135-023-01746-0.

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2024Expecting the unexpected: Stressed scenarios for economic growth. (2024). Ruiz, Esther ; Rodriguezcaballero, Vladimir C ; Gonzalezrivera, Gloria. In: Journal of Applied Econometrics. RePEc:wly:japmet:v:39:y:2024:i:5:p:926-942.

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2024Macroeconomic conditions and bank failure. (2024). Cole, Rebel A ; Wu, Qiongbing. In: Journal of Forecasting. RePEc:wly:jforec:v:43:y:2024:i:5:p:1212-1234.

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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]		article472
2012A Survey of Systemic Risk Analytics.(2012) In: Working Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 472		paper
2013Stress tests to promote financial stability: Assessing progress and looking to the future In: Journal of Risk Management in Financial Institutions.
[Full Text][Citation analysis]		article9
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: 9		paper
2016Big data challenges and opportunities in financial stability monitoring In: Financial Stability Review.
[Full Text][Citation analysis]		article5
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]		article20
2015The Application of Visual Analytics to Financial Stability Monitoring.(2015) In: Working Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 20		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]		paper30
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: 30		article
2013Stress Tests to Promote Financial Stability: Assessing Progress and Looking to the Future In: Working Papers.
[Full Text][Citation analysis]		paper8
2017Contract as Automaton: The Computational Representation of Financial Agreements In: Working Papers.
[Full Text][Citation analysis]		paper1
2016Systemwide Commonalities in Market Liquidity In: Working Papers.
[Full Text][Citation analysis]		paper3
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]		paper6
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]		article70
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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