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 52 6 16 106 289
An Agent-based Model for Financial Vulnerability 0 0 0 73 1 2 2 220
Assessing the Safety of Central Counterparties 0 0 0 15 1 2 3 24
Bank Networks and Systemic Risk: Evidence from the National Banking Acts 0 0 0 50 2 2 4 123
Central Counterparty Default Waterfalls and Systemic Loss 0 0 1 10 0 0 2 30
Central Counterparty Default Waterfalls and Systemic Loss 0 0 0 0 1 1 3 146
Contagion in Derivatives Markets 0 0 0 31 0 0 2 73
Contagion in Derivatives Markets 0 0 0 25 1 2 6 70
Contagion in the CDS Market 0 0 0 9 0 0 0 64
Contagion in the CDS Market 0 0 0 70 3 3 3 148
Cross-Asset Market Order Flow, Liquidity, and Price Discovery 0 0 0 23 0 2 8 44
Effects of Limit Order Book Information Level on Market Stability Metrics 0 0 0 8 0 1 2 49
How Safe are Central Counterparties in Credit Default Swap Markets? 0 0 2 25 0 1 7 53
How Safe are Central Counterparties in Derivatives Markets? 0 0 0 19 0 0 1 70
How Safe are Central Counterparties in Derivatives Markets? 0 0 0 7 0 1 2 44
How Safe are Central Counterparties in Derivatives Markets? 0 0 0 16 0 0 3 28
Interbank Contagion: An Agent-based Model Approach to Endogenously Formed Networks 0 1 1 26 2 3 5 102
Intraday Timing of General Collateral Repo Markets 0 1 4 29 3 8 26 115
Market-Making Costs and Liquidity: Evidence from CDS Markets 0 1 1 19 0 2 4 70
Stressed to the Core: Counterparty Concentrations and Systemic Losses in CDS Markets 0 0 1 3 1 1 2 25
The Dynamics of the U.S. Overnight Triparty Repo Market 0 0 0 10 1 2 2 49
The Dynamics of the U.S. Overnight Triparty Repo Market 0 1 2 11 0 2 8 26
The Role of Visual Analysis in the Regulation of Electronic Order Book Markets 0 0 0 9 0 0 0 39
Total Working Papers 0 4 15 540 22 51 201 1,901

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 1 21 2 2 4 92
Anatomy of the Repo Rate Spikes in September 2019 1 2 2 2 4 6 12 12
Bank Networks and Systemic Risk: Evidence from the National Banking Acts 0 0 0 55 4 5 10 280
Central Counterparty Default Waterfalls and Systemic Loss 0 0 3 4 0 2 6 7
Contagion in Derivatives Markets 0 0 0 6 0 1 1 32
Cross‐Asset Tandem Trading and Extraordinary Volatility 1 1 1 1 2 2 2 2
Effects of limit order book information level on market stability metrics 0 0 0 4 0 1 3 20
Interbank contagion: An agent-based model approach to endogenously formed networks 0 0 2 26 0 2 10 96
Stressed to the core: Counterparty concentrations and systemic losses in CDS markets 0 0 1 7 0 1 3 57
Visual analysis to support regulators in electronic order book markets 0 0 3 10 0 0 4 19
Total Journal Articles 2 3 13 136 12 22 55 617

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Statistics updated 2025-03-03