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 3 4 59 1 4 28 326
An Agent-based Model for Financial Vulnerability 0 0 2 75 2 4 24 244
Anatomy of the Repo Rate Spikes in September 2019 0 1 1 2 1 2 40 41
Are Zero-Haircut Repos as Common as Advertised? 0 0 1 2 0 2 17 18
Assessing the Safety of Central Counterparties 0 0 0 15 1 1 8 32
Bank Networks and Systemic Risk: Evidence from the National Banking Acts 0 0 0 50 0 1 17 145
Central Counterparty Default Waterfalls and Systemic Loss 0 0 0 0 0 2 27 176
Central Counterparty Default Waterfalls and Systemic Loss 0 0 1 11 1 1 16 47
Clearing Markets and Client Clearing Services 0 0 0 0 1 1 3 3
Contagion in Derivatives Markets 0 0 0 25 1 4 28 100
Contagion in Derivatives Markets 0 0 0 31 0 0 9 84
Contagion in the CDS Market 0 0 0 9 1 1 18 84
Contagion in the CDS Market 0 0 0 70 0 0 10 162
Cross-Asset Market Order Flow, Liquidity, and Price Discovery 0 0 1 25 2 6 21 68
Cyberattacks and Firm Size: The Vulnerability of Mid-Size Firms 1 1 5 8 1 1 14 15
Does Off-Exchange Trading Affect Prices and Liquidity on Exchanges? 0 0 2 5 0 0 15 22
Effects of Limit Order Book Information Level on Market Stability Metrics 0 0 0 8 0 0 17 69
How Lending Relationships Affect Treasury Short-Term Funding 0 0 1 1 0 0 7 7
How Resilient is the U.S. Repo Market to Cyber-Induced Outages? 0 0 0 0 0 0 2 2
How Safe are Central Counterparties in Credit Default Swap Markets? 0 0 0 25 0 0 14 71
How Safe are Central Counterparties in Derivatives Markets? 0 0 0 7 0 1 20 65
How Safe are Central Counterparties in Derivatives Markets? 0 0 0 16 0 0 12 41
How Safe are Central Counterparties in Derivatives Markets? 0 0 0 19 1 1 16 88
How Will Central Clearing Impact the Repo Market? 0 1 4 4 0 2 18 18
Interbank Contagion: An Agent-based Model Approach to Endogenously Formed Networks 0 0 0 26 1 4 27 132
Intermediation Networks and Derivative Market Liquidity: Evidence from CDS Markets 0 0 0 3 0 0 11 16
Intraday Timing of General Collateral Repo Markets 1 2 6 36 2 6 46 174
Key Findings on Non-centrally Cleared Repo 0 0 0 2 0 1 11 17
Market-Making Costs and Liquidity: Evidence from CDS Markets 0 0 1 20 0 2 23 95
Model Shows Network Density Affects Derivatives Trade Costs 0 0 0 3 0 1 5 5
OFR Identifies Factors That May Have Contributed to the 2019 Spike in Repo Rates 0 0 0 0 0 1 12 15
OFR’s Pilot Provides Unique Window Into the Non-centrally Cleared Bilateral Repo Market 0 0 0 0 0 1 6 9
Repo Market Intermediation 0 0 1 2 0 2 13 19
Short Circuiting Short-Term Funding 0 0 1 1 1 2 5 5
Stressed to the Core: Counterparty Concentrations and Systemic Losses in CDS Markets 0 0 0 3 0 0 9 35
The Dynamics of the U.S. Overnight Triparty Repo Market 0 0 1 13 1 3 18 45
The Dynamics of the U.S. Overnight Triparty Repo Market 0 0 0 12 0 0 15 66
The Economic Drivers and Consequences of Client Clearing 0 0 1 1 0 1 4 4
The Role of Visual Analysis in the Regulation of Electronic Order Book Markets 0 0 0 9 1 2 15 62
Treasury Tri-party Repo Pricing 0 0 8 8 0 1 16 16
Why Is So Much Repo Not Centrally Cleared? 0 0 0 0 2 2 29 34
Total Working Papers 2 8 41 606 21 63 666 2,677

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 0 2 23 0 4 21 115
Anatomy of the Repo Rate Spikes in September 2019 0 1 3 6 0 5 59 74
Bank Networks and Systemic Risk: Evidence from the National Banking Acts 0 0 0 57 0 1 29 315
Central Counterparty Default Waterfalls and Systemic Loss 0 0 2 6 0 0 19 27
Contagion in Derivatives Markets 0 0 0 6 1 2 10 44
Cross‐Asset Tandem Trading and Extraordinary Volatility 0 0 1 2 2 4 19 23
Effects of limit order book information level on market stability metrics 0 0 0 4 0 0 13 35
Interbank contagion: An agent-based model approach to endogenously formed networks 1 1 3 30 3 5 41 143
Stressed to the core: Counterparty concentrations and systemic losses in CDS markets 0 0 1 8 0 0 5 63
Visual analysis to support regulators in electronic order book markets 0 0 2 13 0 0 12 38
Total Journal Articles 1 2 14 155 6 21 228 877

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Statistics updated 2026-10-11