Mark Endel Paddrik : Citation Profile

Are you Mark Endel Paddrik?

Government of the United States

9

H index

9

i10 index

194

Citations

RESEARCH PRODUCTION:

7

Articles

23

Papers

RESEARCH ACTIVITY:

   7 years (2014 - 2021). See details.
   Cites by year: 27
   Journals where Mark Endel Paddrik has often published
   Relations with other researchers
   Recent citing documents: 40.    Total self citations: 12 (5.83 %)

MORE DETAILS IN:
ABOUT THIS REPORT:

   Permalink: http://citec.repec.org/ppa1158
   Updated: 2024-12-03    RAS profile: 2023-09-09    
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Relations with other researchers

Works with:

McCormick, Matthew (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:

Farmer, J. (11)

Roventini, Andrea (10)

Rousseau, Peter (5)

Ferrara, Gerardo (5)

Napoletano, Mauro (5)

Jaremski, Matthew (5)

Chang, Jin-Wook (5)

Barnett, William (4)

Zhou, Wei-Xing (4)

Halaj, Grzegorz (4)

Berndsen, Ron (3)

Cites to:

Shin, Hyun Song (9)

Brunnermeier, Markus (8)

Shachar, Or (7)

Adrian, Tobias (7)

Markose, Sheri (7)

Kapadia, Sujit (7)

HALDANE, ANDREW (6)

FREIXAS, XAVIER (6)

Noe, Thomas (6)

Peltonen, Tuomas (6)

Eisenberg, Larry (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 Treasury12
Economics Series Working Papers / University of Oxford, Department of Economics5

Recent works citing Mark Endel Paddrik (2024 and 2023)

YearTitle of citing document
2024Endogenous Network Valuation Adjustment and the Systemic Term Structure in a Dynamic Interbank Model. (2022). Sojmark, Andreas ; Feinstein, Zachary. In: Papers. RePEc:arx:papers:2211.15431.

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2023Combining search strategies to improve performance in the calibration of economic ABMs. (2023). Delli Gatti, Domenico ; Chanda, Debmallya ; Favorito, Marco ; Glielmo, Aldo. In: Papers. RePEc:arx:papers:2302.11835.

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2023Agent-based Modelling of Credit Card Promotions. (2023). Khraishi, Raad ; Hamill, Conor B ; Cowan, Greig A ; Okhrati, Ramin ; Mercuri, Salvatore ; Lawrence, Jerrard ; Gherghel, Simona. In: Papers. RePEc:arx:papers:2311.01901.

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2023Adaptive Agents and Data Quality in Agent-Based Financial Markets. (2023). Ratliff-Crain, Ethan ; van Oort, Colin M ; Wshah, Safwan ; Tivnan, Brian F. In: Papers. RePEc:arx:papers:2311.15974.

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2024Deep Limit Order Book Forecasting. (2024). Aste, Tomaso ; Bartolucci, Silvia ; 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 ; Kelter, Jacob ; Wilkinson, James T. In: Papers. RePEc:arx:papers:2405.02480.

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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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2023.

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

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

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2023Derivative margin calls: a new driver of MMF flows. (2023). Rousová, Linda ; Bauer, German Villegas ; Salakhova, Dilyara ; Rousova, Linda ; Ghio, Maddalena. In: Working Paper Series. RePEc:ecb:ecbwps:20232800.

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2023Multivariate stress scenario selection in interbank networks. (2023). Kwon, Eunji ; Kim, Kyoung-Kuk ; Ahn, Dohyun. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:154:y:2023:i:c:s0165188923001185.

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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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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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2023Operational research and artificial intelligence methods in banking. (2023). Zhang, Wenke ; Platanakis, Emmanouil ; Gounopoulos, Dimitrios ; Zopounidis, Constantin ; Doumpos, Michalis. In: European Journal of Operational Research. RePEc:eee:ejores:v:306:y:2023:i:1:p:1-16.

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2023Determinants of connectedness in financial institutions: Evidence from Taiwan. (2023). Mo, Wan-Shin ; Chiang, Shu-Hen ; Chen, Yu-Lun. In: Emerging Markets Review. RePEc:eee:ememar:v:55:y:2023:i:c:s1566014122000681.

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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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2023On the choice of central counterparties in the EU. (2023). Demange, Gabrielle ; Piquard, Thibaut. In: Journal of Financial Markets. RePEc:eee:finmar:v:64:y:2023:i:c:s1386418123000174.

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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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2023Political connections and short sellers. (2023). Feng, Hongrui ; Simkins, Betty ; Jia, Yuecheng. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:146:y:2023:i:c:s0378426622002837.

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2023Panic and propagation in 1873: A network analytic approach. (2023). Rousseau, Peter ; Ladley, Daniel. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:151:y:2023:i:c:s0378426623000699.

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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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2023Collateral competition: Evidence from central counterparties. (2023). Tompaidis, Stathis ; Pancost, Aaron N ; Grothe, Magdalena. In: Journal of Financial Economics. RePEc:eee:jfinec:v:149:y:2023:i:3:p:536-556.

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2023Multilayer interbank networks and systemic risk propagation: Evidence from China. (2023). Liu, Jiahui ; Ding, YI ; Yan, Chun. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:628:y:2023:i:c:s0378437123006994.

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2023The effect of the disposal of non-performing loans on interbank liquidity risk in China: A cash flow network-based analysis. (2023). Shouyang, Wang ; Yahan, Wang ; Fangcheng, Tang ; Kun, Guo ; Jiajia, Liu. In: The Quarterly Review of Economics and Finance. RePEc:eee:quaeco:v:89:y:2023:i:c:p:105-119.

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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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2023Financial networks and systemic risk vulnerabilities: A tale of Indian banks. (2023). Bekiros, Stelios ; Khan, Mohammad Azeem ; Wadhwani, Akshay ; Tiwari, Shiv Ratan ; Ahmad, Wasim. In: Research in International Business and Finance. RePEc:eee:riibaf:v:65:y:2023:i:c:s0275531923000880.

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2024.

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2023Counterparty Risk Contagion Model of Carbon Quota Based on Asset Price Reduction. (2023). Li, Zeyu ; Wang, Lei ; Hou, Yuejuan ; Chen, Tingqiang. In: Sustainability. RePEc:gam:jsusta:v:15:y:2023:i:14:p:11377-:d:1199644.

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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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2023Research on the Effects of Liquidation Strategies in the Multi-asset Artificial Market. (2023). Song, Shijia ; Luo, Qixuan ; Li, Handong. In: Computational Economics. RePEc:kap:compec:v:62:y:2023:i:4:d:10.1007_s10614-022-10316-9.

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2023anetworkapproachtointerbankcontagionriskinsouthafrica. (2023). Zhang, Hairui ; Lin, Shiqiang ; Mananga, Pierre Nkou. In: Working Papers. RePEc:rbz:wpaper:11052.

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2023Uncovering the network structure of non-centrally cleared derivative markets: evidence from large regulatory data. (2023). Zema, Sebastiano Michele. In: Empirical Economics. RePEc:spr:empeco:v:65:y:2023:i:4:d:10.1007_s00181-023-02396-9.

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2023.

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

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2023.

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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]		article37
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: 37		paper
2018Stressed to the core: Counterparty concentrations and systemic losses in CDS markets In: Journal of Financial Stability.
[Full Text][Citation analysis]		article10
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: 10		paper
2020Interbank contagion: An agent-based model approach to endogenously formed networks In: Journal of Banking & Finance.
[Full Text][Citation analysis]		article25
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: 25		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]		paper2
2020Contagion in Derivatives Markets In: Management Science.
[Full Text][Citation analysis]		article24
2017Contagion in Derivatives Markets.(2017) In: Economics Series Working Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 24		paper
2019Contagion in Derivatives Markets.(2019) In: Economics Series Working Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 24		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]		paper35
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: 35		article
2014Effects of Limit Order Book Information Level on Market Stability Metrics In: Working Papers.
[Full Text][Citation analysis]		paper12
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: 12		article
2015An Agent-Based Model of Liquidity 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.
[Full Text][Citation analysis]
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]		paper1
2019Cross-Asset Market Order Flow, Liquidity, and Price Discovery In: Working Papers.
[Full Text][Citation analysis]		paper0
2020Central Counterparty Default Waterfalls and Systemic Loss In: Working Papers.
[Full Text][Citation analysis]		paper3
2019Central Counterparty Default Waterfalls and Systemic Loss.(2019) In: 2019 Meeting Papers.
[Citation analysis]
This paper has nother version. Agregated cites: 3		paper
2021Assessing the Safety of Central Counterparties In: Working Papers.
[Full Text][Citation analysis]		paper2
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

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