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 2 53 0 1 57 291
An Agent-based Model for Financial Vulnerability 0 0 0 73 0 0 2 220
Assessing the Safety of Central Counterparties 0 0 0 15 0 0 3 24
Bank Networks and Systemic Risk: Evidence from the National Banking Acts 0 0 0 50 1 2 6 126
Central Counterparty Default Waterfalls and Systemic Loss 0 0 1 10 0 0 3 31
Central Counterparty Default Waterfalls and Systemic Loss 0 0 0 0 0 0 4 148
Contagion in Derivatives Markets 0 0 0 25 0 0 5 70
Contagion in Derivatives Markets 0 0 0 31 0 2 2 75
Contagion in the CDS Market 0 0 0 9 0 1 1 65
Contagion in the CDS Market 0 0 0 70 0 1 5 150
Cross-Asset Market Order Flow, Liquidity, and Price Discovery 0 0 0 23 1 1 6 46
Effects of Limit Order Book Information Level on Market Stability Metrics 0 0 0 8 0 1 3 50
How Safe are Central Counterparties in Credit Default Swap Markets? 0 0 2 25 0 1 7 55
How Safe are Central Counterparties in Derivatives Markets? 0 0 0 7 0 0 1 44
How Safe are Central Counterparties in Derivatives Markets? 0 0 0 16 0 0 3 28
How Safe are Central Counterparties in Derivatives Markets? 0 0 0 19 0 0 2 71
Interbank Contagion: An Agent-based Model Approach to Endogenously Formed Networks 0 0 1 26 0 0 3 102
Intraday Timing of General Collateral Repo Markets 0 0 3 30 0 6 22 125
Market-Making Costs and Liquidity: Evidence from CDS Markets 0 0 1 19 0 2 4 72
Stressed to the Core: Counterparty Concentrations and Systemic Losses in CDS Markets 0 0 0 3 1 1 2 26
The Dynamics of the U.S. Overnight Triparty Repo Market 0 0 2 11 0 0 6 26
The Dynamics of the U.S. Overnight Triparty Repo Market 0 1 1 11 0 1 3 50
The Role of Visual Analysis in the Regulation of Electronic Order Book Markets 0 0 0 9 0 1 1 40
Total Working Papers 0 1 13 543 3 21 151 1,935

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 6 94
Anatomy of the Repo Rate Spikes in September 2019 0 0 2 2 0 1 8 13
Bank Networks and Systemic Risk: Evidence from the National Banking Acts 1 1 2 57 2 3 11 284
Central Counterparty Default Waterfalls and Systemic Loss 0 0 1 4 0 1 4 8
Contagion in Derivatives Markets 0 0 0 6 0 0 3 34
Cross‐Asset Tandem Trading and Extraordinary Volatility 0 0 1 1 0 0 2 2
Effects of limit order book information level on market stability metrics 0 0 0 4 0 0 2 21
Interbank contagion: An agent-based model approach to endogenously formed networks 0 1 2 27 0 3 10 101
Stressed to the core: Counterparty concentrations and systemic losses in CDS markets 0 0 0 7 0 0 2 57
Visual analysis to support regulators in electronic order book markets 0 0 2 11 0 0 3 20
Total Journal Articles 1 2 11 140 4 10 51 634

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Statistics updated 2025-08-05