Working Papers / Office of Financial Research, US Department of the Treasury
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| IF | AIF | CIF | IF5 | DOC | CDO | CIT | NCI | CCU | D2Y | C2Y | D5Y | C5Y | SC | %SC | CiY | II | AII | |
| 2012 | 0 | 0.65 | 5 | 0 | 3 | 3 | 410 | 15 | 15 | 0 | 0 | 0 | 15 | 5 | 0.34 | |||
| 2013 | 11 | 0.64 | 3.27 | 11 | 12 | 15 | 69 | 49 | 64 | 3 | 33 | 3 | 33 | 6 | 12.2 | 14 | 1.17 | 0.34 |
| 2014 | 3.33 | 0.65 | 2.29 | 3.33 | 9 | 24 | 87 | 55 | 119 | 15 | 50 | 15 | 50 | 4 | 7.3 | 4 | 0.44 | 0.34 |
| 2015 | 1.24 | 0.63 | 2.15 | 3.21 | 24 | 48 | 182 | 103 | 222 | 21 | 26 | 24 | 77 | 11 | 10.7 | 13 | 0.54 | 0.35 |
| 2016 | 1.21 | 0.63 | 1.82 | 1.94 | 14 | 62 | 100 | 113 | 335 | 33 | 40 | 48 | 93 | 13 | 11.5 | 12 | 0.86 | 0.34 |
| 2017 | 1.26 | 0.62 | 1.77 | 1.6 | 7 | 69 | 25 | 122 | 457 | 38 | 48 | 62 | 99 | 3 | 2.5 | 0 | 0.34 | |
| 2018 | 1.24 | 0.62 | 1.64 | 1 | 6 | 75 | 8 | 123 | 580 | 21 | 26 | 66 | 66 | 0 | 0 | 0.35 | ||
| 2019 | 0.69 | 0.62 | 1.13 | 0.82 | 4 | 79 | 5 | 88 | 669 | 13 | 9 | 60 | 49 | 2 | 2.3 | 0 | 0.37 | |
| 2020 | 0.4 | 0.7 | 1.33 | 0.93 | 5 | 84 | 11 | 112 | 781 | 10 | 4 | 55 | 51 | 7 | 6.3 | 3 | 0.6 | 0.72 |
| 2021 | 0.78 | 1.01 | 1.25 | 0.78 | 3 | 87 | 10 | 109 | 890 | 9 | 7 | 36 | 28 | 1 | 0.9 | 4 | 1.33 | 0.42 |
| IF: | Two years Impact Factor: C2Y / D2Y |
| AIF: | Average Impact Factor for all series in RePEc in year y |
| CIF: | Cumulative impact factor |
| IF5: | Five years Impact Factor: C5Y / D5Y |
| DOC: | Number of documents published in year y |
| CDO: | Cumulative number of documents published until year y |
| CIT: | Number of citations to papers published in year y |
| NCI: | Number of citations in year y |
| CCU: | Cumulative number of citations to papers published until year y |
| D2Y: | Number of articles published in y-1 plus y-2 |
| C2Y: | Cites in y to articles published in y-1 plus y-2 |
| D5Y: | Number of articles published in y-1 until y-5 |
| C5Y: | Cites in y to articles published in y-1 until y-5 |
| SC: | selft citations in y to articles published in y-1 plus y-2 |
| %SC: | Percentage of selft citations in y to articles published in y-1 plus y-2 |
| CiY: | Cites in year y to documents published in year y |
| II: | Immediacy Index: CiY / Documents. |
| AII: | Average Immediacy Index for series in RePEc in year y |
| # | Year | Title | Cited |
|---|---|---|---|
| 1 | 2012 | A Survey of Systemic Risk Analytics. (2012). Flood, Mark ; Bisias, Dimitrios ; Valavanis, Stavros . In: Working Papers. RePEc:ofr:wpaper:12-01. Full description at Econpapers || Download paper | 389 |
| 2 | 2014 | Shadow Banking: The Money View. (2014). Pozsar, Zoltan. In: Working Papers. RePEc:ofr:wpaper:14-04. Full description at Econpapers || Download paper | 36 |
| 3 | 2015 | Dynamical Macroprudential Stress Testing Using Network Theory. (2015). Havlin, Shlomo ; Stanley, Eugene H ; Avakian, Adam ; Levy-Carciente, Sary ; Kenett, Dror Y. In: Working Papers. RePEc:ofr:wpaper:15-12. Full description at Econpapers || Download paper | 34 |
| 4 | 2015 | Are the Borrowing Costs of Large Financial Firms Unusual?. (2015). Ahmed, Javed ; Zarutskie, Rebecca ; Anderson, Christopher. In: Working Papers. RePEc:ofr:wpaper:15-10. Full description at Econpapers || Download paper | 28 |
| 5 | 2015 | Reference Guide to U.S. Repo and Securities Lending Markets. (2015). Copeland, Adam ; Baklanova, Viktoria ; McCaughrin, Rebecca . In: Working Papers. RePEc:ofr:wpaper:15-17. Full description at Econpapers || Download paper | 28 |
| 6 | 2014 | An Agent-based Model for Financial Vulnerability. (2014). Paddrik, Mark ; Bookstaber, Rick ; Tivnan, Brian . In: Working Papers. RePEc:ofr:wpaper:14-05. Full description at Econpapers || Download paper | 26 |
| 7 | 2012 | Using Agent-Based Models for Analyzing Threats to Financial Stability. (2012). Bookstaber, Richard. In: Working Papers. RePEc:ofr:wpaper:12-03. Full description at Econpapers || Download paper | 24 |
| 8 | 2016 | Bank Networks and Systemic Risk: Evidence from the National Banking Acts. (2016). Wang, Jessie ; Paddrik, Mark. In: Working Papers. RePEc:ofr:wpaper:16-13. Full description at Econpapers || Download paper | 22 |
| 9 | 2013 | Hedge Fund Contagion and Risk-adjusted Returns: A Markov-switching Dynamic Factor Approach. (2013). Akay, Ozgur ; Yoldas, Emre ; Senyuz, Zeynep. In: Working Papers. RePEc:ofr:wpaper:13-03. Full description at Econpapers || Download paper | 18 |
| 10 | 2015 | Regulatory Arbitrage in the Repo Market. (2015). Munyan, Benjamin. In: Working Papers. RePEc:ofr:wpaper:15-22. Full description at Econpapers || Download paper | 17 |
| 11 | 2013 | CoCos, Bail-In, and Tail Risk. (2013). Glasserman, Paul ; Kang, Wanmo. In: Working Papers. RePEc:ofr:wpaper:13-04. Full description at Econpapers || Download paper | 17 |
| 12 | 2013 | Hedge Fund Contagion and Risk-adjusted Returns: A Markov-switching Dynamic Factor Approach. (2013). Glasserman, Paul ; Young, Peyton. In: Working Papers. RePEc:ofr:wpaper:13-06. Full description at Econpapers || Download paper | 15 |
| 13 | 2016 | Does OTC Derivatives Reform Incentivize Central Clearing?. (2016). Glasserman, Paul ; Ghamami, Samim. In: Working Papers. RePEc:ofr:wpaper:16-07. Full description at Econpapers || Download paper | 15 |
| 14 | 2015 | An Agent-Based Model of Liquidity. (2015). Paddrik, Mark ; Bookstaber, Richard. In: Working Papers. RePEc:ofr:wpaper:15-18. Full description at Econpapers || Download paper | 13 |
| 15 | 2015 | Are the Federal Reserves Stress Test Results Predictable?. (2015). Glasserman, Paul ; Tangirala, Gowtham . In: Working Papers. RePEc:ofr:wpaper:15-02. Full description at Econpapers || Download paper | 12 |
| 16 | 2013 | CoCos, Bail-In, and Tail Risk. (2013). Chen, Nan ; Pelger, Markus ; Nouri, Behzad ; Glasserman, Paul. In: Working Papers. RePEc:ofr:wpaper:13-01. Full description at Econpapers || Download paper | 12 |
| 17 | 2015 | Hidden Illiquidity with Multiple Central Counterparties. (2015). Yuan, Kai ; Moallemi, Ciamac C ; Glasserman, Paul. In: Working Papers. RePEc:ofr:wpaper:15-07. Full description at Econpapers || Download paper | 12 |
| 18 | 2016 | Do Higher Capital Standards Always Reduce Bank Risk? The Impact of the Basel Leverage Ratio on the U.S. Triparty Repo Market. (2016). Allahrakha, M. ; Munyan, Benjamin. In: Working Papers. RePEc:ofr:wpaper:16-11. Full description at Econpapers || Download paper | 11 |
| 19 | 2017 | How Safe are Central Counterparties in Derivatives Markets?. (2017). Paddrik, Mark ; Young, Peyton H. In: Working Papers. RePEc:ofr:wpaper:17-06. Full description at Econpapers || Download paper | 11 |
| 20 | 2021 | Hedge Funds and the Treasury Cash-Futures Disconnect. (2021). Kahn, Robert ; Barth, Daniel. In: Working Papers. RePEc:ofr:wpaper:21-01. Full description at Econpapers || Download paper | 10 |
| 21 | 2016 | A Map of Collateral Uses and Flows. (2016). Wipf, Thomas ; Bookstaber, Richard ; Kenett, Dror Y ; Aguiar, Andrea . In: Working Papers. RePEc:ofr:wpaper:16-06. Full description at Econpapers || Download paper | 10 |
| 22 | 2016 | The Real Consequences of Bank Mortgage Lending Standards. (2016). Driscoll, John ; Kay, Benjamin S ; Vojtech, Cindy M. In: Working Papers. RePEc:ofr:wpaper:16-05. Full description at Econpapers || Download paper | 9 |
| 23 | 2016 | Interconnectedness in the Global Financial Market. (2016). Raddant, Matthias ; Kenett, Dror Y. In: Working Papers. RePEc:ofr:wpaper:16-09. Full description at Econpapers || Download paper | 9 |
| 24 | 2016 | Contagion in the CDS Market. (2016). Paddrik, Mark ; Young, Peyton H. In: Working Papers. RePEc:ofr:wpaper:16-12. Full description at Econpapers || Download paper | 9 |
| 25 | 2015 | Systemic Risk: The Dynamics under Central Clearing. (2015). Rajan, Sriram ; Cheng, Allen W ; Capponi, Agostino. In: Working Papers. RePEc:ofr:wpaper:15-08. Full description at Econpapers || Download paper | 9 |
| 26 | 2013 | Systematic Scenario Selection: Stress Testing and the Nature of Uncertainty. (2013). Elliott, Douglas J. ; Lehnert, Andreas ; Feldberg, Greg . In: Working Papers. RePEc:ofr:wpaper:13-05. Full description at Econpapers || Download paper | 9 |
| 27 | 2014 | The Application of Visual Analytics to Financial Stability Monitoring. (2014). Lemieux, Victoria ; Flood, Mark ; B. L. William Wong, ; Varga, Margaret . In: Working Papers. RePEc:ofr:wpaper:14-02. Full description at Econpapers || Download paper | 8 |
| 28 | 2013 | Stress Scenario Selection by Empirical Likelihood. (2013). Flood, Mark ; Bookstaber, Rick ; Glasserman, Paul ; Feldberg, Greg ; Cetina, Jill. In: Working Papers. RePEc:ofr:wpaper:13-07. Full description at Econpapers || Download paper | 8 |
| 29 | 2013 | Systematic Scenario Selection. (2013). Flood, Mark ; Korenko, George . In: Working Papers. RePEc:ofr:wpaper:13-02. Full description at Econpapers || Download paper | 8 |
| 30 | 2015 | Economic Uncertainty and Commodity Futures Volatility. (2015). Watugala, Sumudu W. In: Working Papers. RePEc:ofr:wpaper:15-14. Full description at Econpapers || Download paper | 8 |
| 31 | 2016 | Interbank Contagion: An Agent-based Model Approach to Endogenously Formed Networks. (2016). Paddrik, Mark ; Zhang, Xingjia ; Yang, Steve ; Liu, Anqi. In: Working Papers. RePEc:ofr:wpaper:16-14. Full description at Econpapers || Download paper | 7 |
| 32 | 2014 | Design of Risk Weights. (2014). Glasserman, Paul ; Kang, Wanmo. In: Working Papers. RePEc:ofr:wpaper:14-06. Full description at Econpapers || Download paper | 7 |
| 33 | 2017 | The OFR Financial Stress Index. (2017). Monin, Phillip. In: Working Papers. RePEc:ofr:wpaper:17-04. Full description at Econpapers || Download paper | 7 |
| 34 | 2014 | A Map of Funding Durability and Risk. (2014). Aguiar, Andrea ; Wipf, Thomas ; Bookstaber, Rick . In: Working Papers. RePEc:ofr:wpaper:14-03. Full description at Econpapers || Download paper | 7 |
| 35 | 2015 | Gauging Form PF: Data Tolerances in Regulatory Reporting on Hedge Fund Risk Exposures. (2015). Bandyopadhyay, Lina ; Monin, Phillip ; Flood, Mark D. In: Working Papers. RePEc:ofr:wpaper:15-13. Full description at Econpapers || Download paper | 7 |
| 36 | 2018 | Swing Pricing for Mutual Funds: Breaking the Feedback Loop Between Fire Sales and Fund Runs. (2018). Weber, Marko ; Glasserman, Paul ; Capponi, Agostino. In: Working Papers. RePEc:ofr:wpaper:18-04. Full description at Econpapers || Download paper | 6 |
| 37 | 2020 | Illiquidity in Intermediate Portfolios: Evidence from Large Hedge Funds. (2020). Monin, Phillip ; Barth, Daniel. In: Working Papers. RePEc:ofr:wpaper:20-03. Full description at Econpapers || Download paper | 5 |
| 38 | 2016 | Form PF and Hedge Funds: Risk-measurement Precision for Option Portfolios. (2016). Monin, Phillip ; Flood, Mark D. In: Working Papers. RePEc:ofr:wpaper:16-02. Full description at Econpapers || Download paper | 5 |
| 39 | 2014 | Effects of Limit Order Book Information Level on Market Stability Metrics. (2014). Paddrik, Mark ; Beling, Peter ; Scherer, William ; Hayes, Roy . In: Working Papers. RePEc:ofr:wpaper:14-09. Full description at Econpapers || Download paper | 5 |
| 40 | 2013 | Stress Tests to Promote Financial Stability: Assessing Progress and Looking to the Future. (2013). Glasserman, Paul ; Flood, Mark ; Feldberg, Greg ; Cetina, Jill ; Bookstaber, Rick . In: Working Papers. RePEc:ofr:wpaper:13-10. Full description at Econpapers || Download paper | 5 |
| 41 | 2016 | Stressed to the Core: Counterparty Concentrations and Systemic Losses in CDS Markets. (2016). Paddrik, Mark ; Rajan, Sriram ; Cetina, Jill. In: Working Papers. RePEc:ofr:wpaper:16-01. Full description at Econpapers || Download paper | 5 |
| 42 | 2015 | The Effect of Negative Equity on Mortgage Default: Evidence from HAMP PRA. (2015). Shore, Stephen H ; Scharlemann, Therese C. In: Working Papers. RePEc:ofr:wpaper:15-06. Full description at Econpapers || Download paper | 4 |
| 43 | 2015 | Bounding Wrong-Way Risk in Measuring Counterparty Risk. (2015). Yang, Linan ; Glasserman, Paul. In: Working Papers. RePEc:ofr:wpaper:15-16. Full description at Econpapers || Download paper | 4 |
| 44 | 2017 | The Complexity of Bank Holding Companies: A New Measurement Approach. (2017). Simon, Jonathan J ; Lumsdaine, Robin L ; Kenett, Dror Y ; Flood, Mark D. In: Working Papers. RePEc:ofr:wpaper:17-03. Full description at Econpapers || Download paper | 4 |
| 45 | 2013 | Cryptography and the Economics of Supervisory Information: Balancing Transparency and Confidentiality. (2013). Smith, Adam ; Ong, Stephen ; Katz, Jonathan ; Flood, Mark. In: Working Papers. RePEc:ofr:wpaper:13-11. Full description at Econpapers || Download paper | 4 |
| 46 | 2019 | The Effects of the Volcker Rule on Corporate Bond Trading: Evidence from the Underwriting Exemption. (2019). Watugala, Sumudu ; Munyan, Benjamin ; Cetina, Jill ; Allahrakha, Meraj. In: Working Papers. RePEc:ofr:wpaper:19-02. Full description at Econpapers || Download paper | 4 |
| 47 | 2018 | Reducing Moral Hazard at the Expense of Market Discipline: The Effectiveness of Double Liability Before and During the Great Depression. (2018). Choi, Dong Beom ; Barth, Daniel ; Anderson, Haelim. In: Working Papers. RePEc:ofr:wpaper:18-06. Full description at Econpapers || Download paper | 3 |
| 48 | 2015 | Contagion in Financial Markets. (2015). Young, Peyton H ; Glasserman, Paul. In: Working Papers. RePEc:ofr:wpaper:15-21. Full description at Econpapers || Download paper | 3 |
| 49 | 2016 | A Pilot Survey of Agent Securities Lending Activity. (2016). Baklanova, Viktoria ; Porter, Burt ; Keane, Frank ; Caglio, Cecilia. In: Working Papers. RePEc:ofr:wpaper:16-08. Full description at Econpapers || Download paper | 3 |
| 50 | 2020 | The Hedge Fund Industry is Bigger (and has Performed Better) Than You Think. (2020). Joenvaara, Juha ; Barth, Daniel ; Wermers, Russ ; Kauppila, Mikko. In: Working Papers. RePEc:ofr:wpaper:20-01. Full description at Econpapers || Download paper | 3 |
| # | Year | Title | Cited |
|---|---|---|---|
| 1 | 2012 | A Survey of Systemic Risk Analytics. (2012). Flood, Mark ; Bisias, Dimitrios ; Valavanis, Stavros . In: Working Papers. RePEc:ofr:wpaper:12-01. Full description at Econpapers || Download paper | 101 |
| 2 | 2015 | Dynamical Macroprudential Stress Testing Using Network Theory. (2015). Havlin, Shlomo ; Stanley, Eugene H ; Avakian, Adam ; Levy-Carciente, Sary ; Kenett, Dror Y. In: Working Papers. RePEc:ofr:wpaper:15-12. Full description at Econpapers || Download paper | 19 |
| 3 | 2015 | Reference Guide to U.S. Repo and Securities Lending Markets. (2015). Copeland, Adam ; Baklanova, Viktoria ; McCaughrin, Rebecca . In: Working Papers. RePEc:ofr:wpaper:15-17. Full description at Econpapers || Download paper | 10 |
| 4 | 2021 | Hedge Funds and the Treasury Cash-Futures Disconnect. (2021). Kahn, Robert ; Barth, Daniel. In: Working Papers. RePEc:ofr:wpaper:21-01. Full description at Econpapers || Download paper | 10 |
| 5 | 2014 | Shadow Banking: The Money View. (2014). Pozsar, Zoltan. In: Working Papers. RePEc:ofr:wpaper:14-04. Full description at Econpapers || Download paper | 9 |
| 6 | 2015 | Regulatory Arbitrage in the Repo Market. (2015). Munyan, Benjamin. In: Working Papers. RePEc:ofr:wpaper:15-22. Full description at Econpapers || Download paper | 8 |
| 7 | 2016 | Bank Networks and Systemic Risk: Evidence from the National Banking Acts. (2016). Wang, Jessie ; Paddrik, Mark. In: Working Papers. RePEc:ofr:wpaper:16-13. Full description at Econpapers || Download paper | 8 |
| 8 | 2013 | Hedge Fund Contagion and Risk-adjusted Returns: A Markov-switching Dynamic Factor Approach. (2013). Akay, Ozgur ; Yoldas, Emre ; Senyuz, Zeynep. In: Working Papers. RePEc:ofr:wpaper:13-03. Full description at Econpapers || Download paper | 7 |
| 9 | 2014 | An Agent-based Model for Financial Vulnerability. (2014). Paddrik, Mark ; Bookstaber, Rick ; Tivnan, Brian . In: Working Papers. RePEc:ofr:wpaper:14-05. Full description at Econpapers || Download paper | 6 |
| 10 | 2017 | How Safe are Central Counterparties in Derivatives Markets?. (2017). Paddrik, Mark ; Young, Peyton H. In: Working Papers. RePEc:ofr:wpaper:17-06. Full description at Econpapers || Download paper | 5 |
| 11 | 2013 | Hedge Fund Contagion and Risk-adjusted Returns: A Markov-switching Dynamic Factor Approach. (2013). Glasserman, Paul ; Young, Peyton. In: Working Papers. RePEc:ofr:wpaper:13-06. Full description at Econpapers || Download paper | 5 |
| 12 | 2017 | The OFR Financial Stress Index. (2017). Monin, Phillip. In: Working Papers. RePEc:ofr:wpaper:17-04. Full description at Econpapers || Download paper | 4 |
| 13 | 2020 | Illiquidity in Intermediate Portfolios: Evidence from Large Hedge Funds. (2020). Monin, Phillip ; Barth, Daniel. In: Working Papers. RePEc:ofr:wpaper:20-03. Full description at Econpapers || Download paper | 4 |
| 14 | 2019 | The Effects of the Volcker Rule on Corporate Bond Trading: Evidence from the Underwriting Exemption. (2019). Watugala, Sumudu ; Munyan, Benjamin ; Cetina, Jill ; Allahrakha, Meraj. In: Working Papers. RePEc:ofr:wpaper:19-02. Full description at Econpapers || Download paper | 4 |
| 15 | 2015 | Hidden Illiquidity with Multiple Central Counterparties. (2015). Yuan, Kai ; Moallemi, Ciamac C ; Glasserman, Paul. In: Working Papers. RePEc:ofr:wpaper:15-07. Full description at Econpapers || Download paper | 4 |
| 16 | 2016 | Do Higher Capital Standards Always Reduce Bank Risk? The Impact of the Basel Leverage Ratio on the U.S. Triparty Repo Market. (2016). Allahrakha, M. ; Munyan, Benjamin. In: Working Papers. RePEc:ofr:wpaper:16-11. Full description at Econpapers || Download paper | 4 |
| 17 | 2015 | Are the Borrowing Costs of Large Financial Firms Unusual?. (2015). Ahmed, Javed ; Zarutskie, Rebecca ; Anderson, Christopher. In: Working Papers. RePEc:ofr:wpaper:15-10. Full description at Econpapers || Download paper | 4 |
| 18 | 2016 | A Map of Collateral Uses and Flows. (2016). Wipf, Thomas ; Bookstaber, Richard ; Kenett, Dror Y ; Aguiar, Andrea . In: Working Papers. RePEc:ofr:wpaper:16-06. Full description at Econpapers || Download paper | 4 |
| 19 | 2012 | Using Agent-Based Models for Analyzing Threats to Financial Stability. (2012). Bookstaber, Richard. In: Working Papers. RePEc:ofr:wpaper:12-03. Full description at Econpapers || Download paper | 4 |
| 20 | 2013 | CoCos, Bail-In, and Tail Risk. (2013). Glasserman, Paul ; Kang, Wanmo. In: Working Papers. RePEc:ofr:wpaper:13-04. Full description at Econpapers || Download paper | 3 |
| 21 | 2018 | Swing Pricing for Mutual Funds: Breaking the Feedback Loop Between Fire Sales and Fund Runs. (2018). Weber, Marko ; Glasserman, Paul ; Capponi, Agostino. In: Working Papers. RePEc:ofr:wpaper:18-04. Full description at Econpapers || Download paper | 3 |
| 22 | 2017 | The Complexity of Bank Holding Companies: A New Measurement Approach. (2017). Simon, Jonathan J ; Lumsdaine, Robin L ; Kenett, Dror Y ; Flood, Mark D. In: Working Papers. RePEc:ofr:wpaper:17-03. Full description at Econpapers || Download paper | 3 |
| 23 | 2018 | Reducing Moral Hazard at the Expense of Market Discipline: The Effectiveness of Double Liability Before and During the Great Depression. (2018). Choi, Dong Beom ; Barth, Daniel ; Anderson, Haelim. In: Working Papers. RePEc:ofr:wpaper:18-06. Full description at Econpapers || Download paper | 3 |
| 24 | 2020 | The Hedge Fund Industry is Bigger (and has Performed Better) Than You Think. (2020). Joenvaara, Juha ; Barth, Daniel ; Wermers, Russ ; Kauppila, Mikko. In: Working Papers. RePEc:ofr:wpaper:20-01. Full description at Econpapers || Download paper | 3 |
| 25 | 2015 | Gauging Form PF: Data Tolerances in Regulatory Reporting on Hedge Fund Risk Exposures. (2015). Bandyopadhyay, Lina ; Monin, Phillip ; Flood, Mark D. In: Working Papers. RePEc:ofr:wpaper:15-13. Full description at Econpapers || Download paper | 3 |
| 26 | 2016 | The Real Consequences of Bank Mortgage Lending Standards. (2016). Driscoll, John ; Kay, Benjamin S ; Vojtech, Cindy M. In: Working Papers. RePEc:ofr:wpaper:16-05. Full description at Econpapers || Download paper | 3 |
| 27 | 2016 | Does OTC Derivatives Reform Incentivize Central Clearing?. (2016). Glasserman, Paul ; Ghamami, Samim. In: Working Papers. RePEc:ofr:wpaper:16-07. Full description at Econpapers || Download paper | 3 |
| 28 | 2016 | A Pilot Survey of Agent Securities Lending Activity. (2016). Baklanova, Viktoria ; Porter, Burt ; Keane, Frank ; Caglio, Cecilia. In: Working Papers. RePEc:ofr:wpaper:16-08. Full description at Econpapers || Download paper | 3 |
| 29 | 2016 | Interbank Contagion: An Agent-based Model Approach to Endogenously Formed Networks. (2016). Paddrik, Mark ; Zhang, Xingjia ; Yang, Steve ; Liu, Anqi. In: Working Papers. RePEc:ofr:wpaper:16-14. Full description at Econpapers || Download paper | 3 |
| 30 | 2020 | Central Counterparty Default Waterfalls and Systemic Loss. (2020). Zhang, Simpson ; Paddrik, Mark. In: Working Papers. RePEc:ofr:wpaper:20-04. Full description at Econpapers || Download paper | 2 |
| 31 | 2015 | Bounding Wrong-Way Risk in Measuring Counterparty Risk. (2015). Yang, Linan ; Glasserman, Paul. In: Working Papers. RePEc:ofr:wpaper:15-16. Full description at Econpapers || Download paper | 2 |
| 32 | 2015 | How Lead-Lag Correlations Affect the Intraday Pattern of Collective Stock Dynamics. (2015). Mantegna, Rosario ; Kenett, Dror Y ; Stanley, Eugene H ; Tumminello, Michele ; Curme, Chester. In: Working Papers. RePEc:ofr:wpaper:15-15. Full description at Econpapers || Download paper | 2 |
| 33 | 2015 | Economic Uncertainty and Commodity Futures Volatility. (2015). Watugala, Sumudu W. In: Working Papers. RePEc:ofr:wpaper:15-14. Full description at Econpapers || Download paper | 2 |
| 34 | 2015 | Are the Federal Reserves Stress Test Results Predictable?. (2015). Glasserman, Paul ; Tangirala, Gowtham . In: Working Papers. RePEc:ofr:wpaper:15-02. Full description at Econpapers || Download paper | 2 |
| 35 | 2015 | Systemic Risk: The Dynamics under Central Clearing. (2015). Rajan, Sriram ; Cheng, Allen W ; Capponi, Agostino. In: Working Papers. RePEc:ofr:wpaper:15-08. Full description at Econpapers || Download paper | 2 |
| 36 | 2020 | Credit Risk and the Transmission of Interest Rate Shocks. (2020). Yamarthy, Ram ; Palazzo, Berardino. In: Working Papers. RePEc:ofr:wpaper:20-05. Full description at Econpapers || Download paper | 2 |
| 37 | 2014 | Design of Risk Weights. (2014). Glasserman, Paul ; Kang, Wanmo. In: Working Papers. RePEc:ofr:wpaper:14-06. Full description at Econpapers || Download paper | 2 |
| 38 | 2016 | Interconnectedness in the Global Financial Market. (2016). Raddant, Matthias ; Kenett, Dror Y. In: Working Papers. RePEc:ofr:wpaper:16-09. Full description at Econpapers || Download paper | 2 |
| Year | Title | |
|---|---|---|
| 2021 | Assessing the Safety of Central Counterparties. (2021). Young, Peyton H ; Paddrik, Mark. In: Working Papers. RePEc:ofr:wpaper:21-02. Full description at Econpapers || Download paper | |
| 2021 | Hedge fund portfolio selection with fund characteristics. (2021). Kahra, Hannu ; Kauppila, Mikko ; Joenvaara, Juha. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:132:y:2021:i:c:s0378426621001916. Full description at Econpapers || Download paper | |
| 2021 | Non-bank financial intermediaries and financial stability. (2021). Schrimpf, Andreas ; Shin, Hyun Song ; Aramonte, Sirio. In: BIS Working Papers. RePEc:bis:biswps:972. Full description at Econpapers || Download paper | |
| 2021 | Banks as Regulated Traders. (2019). Falato, Antonio ; Zikes, Filip ; Iercosan, Diana A. In: Finance and Economics Discussion Series. RePEc:fip:fedgfe:2019-05. Full description at Econpapers || Download paper | |
| 2021 | Hedge Fund Treasury Trading and Funding Fragility: Evidence from the COVID-19 Crisis. (2021). Watugala, Sumudu ; Petrasek, Lubomir ; Monin, Phillip J ; Kruttli, Mathias S. In: Finance and Economics Discussion Series. RePEc:fip:fedgfe:2021-38. Full description at Econpapers || Download paper | |
| 2021 | Debt Maturity Heterogeneity and Investment Responses to Monetary Policy. (2021). Fang, Min ; Deng, Minjie. In: Discussion Papers. RePEc:sfu:sfudps:dp21-17. Full description at Econpapers || Download paper | |
| 2021 | Whatâs wrong with Pittsburgh? Delegated investors and liquidity concentration. (2021). Ghent, Andra. In: Journal of Financial Economics. RePEc:eee:jfinec:v:139:y:2021:i:2:p:337-358. Full description at Econpapers || Download paper |
Recent citations received in 2021
| Year | Citing document | |
|---|---|---|
| 2021 | Strategic Trading, Welfare and Prices with Futures Contracts. (2021). Dastarac, Hugues. In: Working papers. RePEc:bfr:banfra:841. Full description at Econpapers || Download paper | |
| 2021 | Non-bank financial institutions and the functioning of government bond markets. (2021). Wooldridge, Philip ; Eren, Egemen. In: BIS Papers. RePEc:bis:bisbps:119. Full description at Econpapers || Download paper | |
| 2021 | Hedge Fund Treasury Trading and Funding Fragility: Evidence from the COVID-19 Crisis. (2021). Watugala, Sumudu ; Petrasek, Lubomir ; Monin, Phillip J ; Kruttli, Mathias S. In: Finance and Economics Discussion Series. RePEc:fip:fedgfe:2021-38. Full description at Econpapers || Download paper | |
| 2021 | The Federal Reserveâs Market Functioning Purchases. (2021). Fleming, Michael ; Schurmeier, Jake ; Podjasek, Rich ; Liu, Haoyang. In: Staff Reports. RePEc:fip:fednsr:93540. Full description at Econpapers || Download paper |
Recent citations received in 2020
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| 2020 | Risk-Sharing and the Creation of Systemic Risk. (2020). Acharya, Viral ; Iyer, Aaditya M ; Sundaram, Rangarajan K. In: JRFM. RePEc:gam:jjrfmx:v:13:y:2020:i:8:p:183-:d:399900. Full description at Econpapers || Download paper | |
| 2020 | The Hedge Fund Industry is Bigger (and has Performed Better) Than You Think. (2020). Joenvaara, Juha ; Barth, Daniel ; Wermers, Russ ; Kauppila, Mikko. In: Working Papers. RePEc:ofr:wpaper:20-01. Full description at Econpapers || Download paper | |
| 2020 | Leverage and Risk in Hedge Funds. (2020). Hammond, Laurel ; Barth, Daniel ; Monin, Phillip. In: Working Papers. RePEc:ofr:wpaper:20-02. Full description at Econpapers || Download paper |
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Recent citations received in 2018
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