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 3 3 6 59 3 4 34 325
An Agent-based Model for Financial Vulnerability 0 0 2 75 0 1 20 240
Anatomy of the Repo Rate Spikes in September 2019 0 0 0 1 0 9 38 39
Are Zero-Haircut Repos as Common as Advertised? 0 0 2 2 0 1 16 16
Assessing the Safety of Central Counterparties 0 0 0 15 0 0 7 31
Bank Networks and Systemic Risk: Evidence from the National Banking Acts 0 0 0 50 0 5 18 144
Central Counterparty Default Waterfalls and Systemic Loss 0 1 1 11 0 6 15 46
Central Counterparty Default Waterfalls and Systemic Loss 0 0 0 0 1 3 27 175
Clearing Markets and Client Clearing Services 0 0 0 0 0 0 2 2
Contagion in Derivatives Markets 0 0 0 25 2 4 28 98
Contagion in Derivatives Markets 0 0 0 31 0 1 9 84
Contagion in the CDS Market 0 0 0 70 0 2 12 162
Contagion in the CDS Market 0 0 0 9 0 3 18 83
Cross-Asset Market Order Flow, Liquidity, and Price Discovery 0 0 2 25 2 6 18 64
Cyberattacks and Firm Size: The Vulnerability of Mid-Size Firms 0 0 7 7 0 0 14 14
Does Off-Exchange Trading Affect Prices and Liquidity on Exchanges? 0 0 2 5 0 1 19 22
Effects of Limit Order Book Information Level on Market Stability Metrics 0 0 0 8 0 3 19 69
How Lending Relationships Affect Treasury Short-Term Funding 0 0 1 1 0 1 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 1 16 71
How Safe are Central Counterparties in Derivatives Markets? 0 0 0 16 0 0 13 41
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 Will Central Clearing Impact the Repo Market? 1 1 4 4 2 5 18 18
Interbank Contagion: An Agent-based Model Approach to Endogenously Formed Networks 0 0 0 26 1 4 27 129
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 3 5 35 2 7 45 170
Key Findings on Non-centrally Cleared Repo 0 0 1 2 0 0 12 16
Market-Making Costs and Liquidity: Evidence from CDS Markets 0 0 1 20 0 2 21 93
Model Shows Network Density Affects Derivatives Trade Costs 0 0 0 3 1 2 5 5
OFR Identifies Factors That May Have Contributed to the 2019 Spike in Repo Rates 0 0 0 0 0 2 11 14
OFR’s Pilot Provides Unique Window Into the Non-centrally Cleared Bilateral Repo Market 0 0 0 0 0 0 5 8
Repo Market Intermediation 0 0 1 2 2 3 15 19
Short Circuiting Short-Term Funding 0 1 1 1 0 1 3 3
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 12 0 1 16 66
The Dynamics of the U.S. Overnight Triparty Repo Market 0 0 2 13 0 3 16 42
The Economic Drivers and Consequences of Client Clearing 0 1 1 1 1 3 4 4
The Role of Visual Analysis in the Regulation of Electronic Order Book Markets 0 0 0 9 0 0 20 60
Treasury Tri-party Repo Pricing 0 2 8 8 0 3 15 15
Why Is So Much Repo Not Centrally Cleared? 0 0 0 0 0 2 27 32
Total Working Papers 5 12 49 603 17 89 669 2,631

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 4 9 21 115
Anatomy of the Repo Rate Spikes in September 2019 0 0 3 5 1 15 57 70
Bank Networks and Systemic Risk: Evidence from the National Banking Acts 0 0 0 57 0 1 30 314
Central Counterparty Default Waterfalls and Systemic Loss 0 1 2 6 0 3 19 27
Contagion in Derivatives Markets 0 0 0 6 1 1 9 43
Cross‐Asset Tandem Trading and Extraordinary Volatility 0 0 1 2 0 1 17 19
Effects of limit order book information level on market stability metrics 0 0 0 4 0 1 14 35
Interbank contagion: An agent-based model approach to endogenously formed networks 0 1 2 29 1 4 38 139
Stressed to the core: Counterparty concentrations and systemic losses in CDS markets 0 0 1 8 0 0 6 63
Visual analysis to support regulators in electronic order book markets 0 0 2 13 0 1 18 38
Total Journal Articles 0 2 13 153 7 36 229 863

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Statistics updated 2026-08-07