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 1 4 31 322
An Agent-based Model for Financial Vulnerability 0 0 2 75 0 2 20 240
Anatomy of the Repo Rate Spikes in September 2019 0 0 1 1 1 15 39 39
Are Zero-Haircut Repos as Common as Advertised? 0 0 2 2 0 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 3 7 19 144
Central Counterparty Default Waterfalls and Systemic Loss 0 1 1 11 3 8 15 46
Central Counterparty Default Waterfalls and Systemic Loss 0 0 0 0 0 3 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 6 26 96
Contagion in Derivatives Markets 0 0 0 31 0 1 9 84
Contagion in the CDS Market 0 0 0 70 0 4 12 162
Contagion in the CDS Market 0 0 0 9 2 6 18 83
Cross-Asset Market Order Flow, Liquidity, and Price Discovery 0 0 2 25 4 8 17 62
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 2 5 0 4 19 22
Effects of Limit Order Book Information Level on Market Stability Metrics 0 0 0 8 2 8 19 69
How Lending Relationships Affect Treasury Short-Term Funding 0 0 1 1 0 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 1 5 16 71
How Safe are Central Counterparties in Derivatives Markets? 0 0 0 7 0 0 20 64
How Safe are Central Counterparties in Derivatives Markets? 0 0 0 19 0 0 16 87
How Safe are Central Counterparties in Derivatives Markets? 0 0 0 16 0 2 13 41
How Will Central Clearing Impact the Repo Market? 0 0 3 3 1 11 16 16
Interbank Contagion: An Agent-based Model Approach to Endogenously Formed Networks 0 0 0 26 2 8 26 128
Intermediation Networks and Derivative Market Liquidity: Evidence from CDS Markets 0 0 1 3 0 0 12 16
Intraday Timing of General Collateral Repo Markets 1 2 4 34 4 12 43 168
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 2 6 21 93
Model Shows Network Density Affects Derivatives Trade Costs 0 0 0 3 0 1 4 4
OFR Identifies Factors That May Have Contributed to the 2019 Spike in Repo Rates 0 0 0 0 0 5 13 14
OFR’s Pilot Provides Unique Window Into the Non-centrally Cleared Bilateral Repo Market 0 0 0 0 0 4 6 8
Repo Market Intermediation 0 0 1 2 1 2 13 17
Short Circuiting Short-Term Funding 0 1 1 1 0 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 0 1 12 0 6 16 66
The Dynamics of the U.S. Overnight Triparty Repo Market 0 0 2 13 2 5 16 42
The Economic Drivers and Consequences of Client Clearing 1 1 1 1 2 2 3 3
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 2 2 8 8 3 4 15 15
Why Is So Much Repo Not Centrally Cleared? 0 0 0 0 0 13 27 32
Total Working Papers 4 7 45 598 35 181 659 2,614

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 2 10 19 111
Anatomy of the Repo Rate Spikes in September 2019 0 1 3 5 10 27 56 69
Bank Networks and Systemic Risk: Evidence from the National Banking Acts 0 0 1 57 0 2 32 314
Central Counterparty Default Waterfalls and Systemic Loss 0 1 2 6 1 8 19 27
Contagion in Derivatives Markets 0 0 0 6 0 0 8 42
Cross‐Asset Tandem Trading and Extraordinary Volatility 0 0 1 2 1 2 17 19
Effects of limit order book information level on market stability metrics 0 0 0 4 1 5 14 35
Interbank contagion: An agent-based model approach to endogenously formed networks 0 1 2 29 1 6 37 138
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 0 2 18 38
Total Journal Articles 0 3 14 153 16 63 226 856

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Statistics updated 2026-07-10