Access Statistics for Mark Endel Paddrik

Author contact details at EconPapers.

Working Paper File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
An Agent-based Model for Crisis Liquidity Dynamics 0 0 3 56 0 5 31 321
An Agent-based Model for Financial Vulnerability 0 0 2 75 1 2 20 240
Anatomy of the Repo Rate Spikes in September 2019 0 0 1 1 8 18 38 38
Are Zero-Haircut Repos as Common as Advertised? 0 0 2 2 1 3 16 16
Assessing the Safety of Central Counterparties 0 0 0 15 0 1 7 31
Bank Networks and Systemic Risk: Evidence from the National Banking Acts 0 0 0 50 2 6 17 141
Central Counterparty Default Waterfalls and Systemic Loss 1 1 1 11 3 6 12 43
Central Counterparty Default Waterfalls and Systemic Loss 0 0 0 0 2 4 26 174
Clearing Markets and Client Clearing Services 0 0 0 0 0 2 2 2
Contagion in Derivatives Markets 0 0 0 25 1 5 25 95
Contagion in Derivatives Markets 0 0 0 31 1 1 10 84
Contagion in the CDS Market 0 0 0 9 1 4 16 81
Contagion in the CDS Market 0 0 0 70 2 6 13 162
Cross-Asset Market Order Flow, Liquidity, and Price Discovery 0 0 2 25 0 6 13 58
Cyberattacks and Firm Size: The Vulnerability of Mid-Size Firms 0 0 7 7 0 1 14 14
Does Off-Exchange Trading Affect Prices and Liquidity on Exchanges? 0 0 5 5 1 5 22 22
Effects of Limit Order Book Information Level on Market Stability Metrics 0 0 0 8 1 7 17 67
How Lending Relationships Affect Treasury Short-Term Funding 0 0 1 1 1 2 7 7
How Resilient is the U.S. Repo Market to Cyber-Induced Outages? 0 0 0 0 0 1 2 2
How Safe are Central Counterparties in Credit Default Swap Markets? 0 0 0 25 0 5 15 70
How Safe are Central Counterparties in Derivatives Markets? 0 0 0 19 0 6 16 87
How Safe are Central Counterparties in Derivatives Markets? 0 0 0 7 0 7 20 64
How Safe are Central Counterparties in Derivatives Markets? 0 0 0 16 0 9 13 41
How Will Central Clearing Impact the Repo Market? 0 0 3 3 2 11 15 15
Interbank Contagion: An Agent-based Model Approach to Endogenously Formed Networks 0 0 0 26 1 9 24 126
Intermediation Networks and Derivative Market Liquidity: Evidence from CDS Markets 0 0 1 3 0 2 12 16
Intraday Timing of General Collateral Repo Markets 1 1 3 33 1 12 43 164
Key Findings on Non-centrally Cleared Repo 0 0 1 2 0 2 12 16
Market-Making Costs and Liquidity: Evidence from CDS Markets 0 0 1 20 0 6 20 91
Model Shows Network Density Affects Derivatives Trade Costs 0 0 0 3 1 1 4 4
OFR Identifies Factors That May Have Contributed to the 2019 Spike in Repo Rates 0 0 0 0 2 5 13 14
OFR’s Pilot Provides Unique Window Into the Non-centrally Cleared Bilateral Repo Market 0 0 0 0 0 4 7 8
Repo Market Intermediation 0 0 1 2 0 1 12 16
Short Circuiting Short-Term Funding 1 1 1 1 1 3 3 3
Stressed to the Core: Counterparty Concentrations and Systemic Losses in CDS Markets 0 0 0 3 0 2 10 35
The Dynamics of the U.S. Overnight Triparty Repo Market 0 1 2 13 1 6 14 40
The Dynamics of the U.S. Overnight Triparty Repo Market 0 0 1 12 1 6 16 66
The Economic Drivers and Consequences of Client Clearing 0 0 0 0 0 1 1 1
The Role of Visual Analysis in the Regulation of Electronic Order Book Markets 0 0 0 9 0 2 20 60
Treasury Tri-party Repo Pricing 0 0 6 6 0 1 12 12
Why Is So Much Repo Not Centrally Cleared? 0 0 0 0 2 13 27 32
Total Working Papers 3 4 44 594 37 199 637 2,579

Journal Article File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
An agent-based model for financial vulnerability 0 1 2 23 3 9 17 109
Anatomy of the Repo Rate Spikes in September 2019 0 1 3 5 4 27 47 59
Bank Networks and Systemic Risk: Evidence from the National Banking Acts 0 0 1 57 1 3 33 314
Central Counterparty Default Waterfalls and Systemic Loss 1 1 2 6 2 9 19 26
Contagion in Derivatives Markets 0 0 0 6 0 1 8 42
Cross‐Asset Tandem Trading and Extraordinary Volatility 0 0 1 2 0 1 16 18
Effects of limit order book information level on market stability metrics 0 0 0 4 0 5 13 34
Interbank contagion: An agent-based model approach to endogenously formed networks 1 1 3 29 2 7 38 137
Stressed to the core: Counterparty concentrations and systemic losses in CDS markets 0 0 1 8 0 1 6 63
Visual analysis to support regulators in electronic order book markets 0 0 2 13 1 3 18 38
Total Journal Articles 2 4 15 153 13 66 215 840

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Statistics updated 2026-06-04