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 2 3 48 293
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 3 7 127
Central Counterparty Default Waterfalls and Systemic Loss 0 0 0 0 0 0 3 148
Central Counterparty Default Waterfalls and Systemic Loss 0 0 0 10 0 0 2 31
Contagion in Derivatives Markets 0 0 0 31 0 1 2 75
Contagion in Derivatives Markets 0 0 0 25 1 1 6 71
Contagion in the CDS Market 0 0 0 70 2 3 7 152
Contagion in the CDS Market 0 0 0 9 0 0 1 65
Cross-Asset Market Order Flow, Liquidity, and Price Discovery 0 0 0 23 0 1 5 46
Effects of Limit Order Book Information Level on Market Stability Metrics 0 0 0 8 2 2 4 52
How Safe are Central Counterparties in Credit Default Swap Markets? 0 0 2 25 2 2 9 57
How Safe are Central Counterparties in Derivatives Markets? 0 0 0 19 0 0 1 71
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 7 0 0 1 44
Interbank Contagion: An Agent-based Model Approach to Endogenously Formed Networks 0 0 1 26 3 3 6 105
Intraday Timing of General Collateral Repo Markets 0 0 3 30 1 5 22 126
Market-Making Costs and Liquidity: Evidence from CDS Markets 0 0 1 19 0 1 4 72
Stressed to the Core: Counterparty Concentrations and Systemic Losses in CDS Markets 0 0 0 3 0 1 2 26
The Dynamics of the U.S. Overnight Triparty Repo Market 1 1 2 12 1 1 4 51
The Dynamics of the U.S. Overnight Triparty Repo Market 0 0 2 11 0 0 6 26
The Role of Visual Analysis in the Regulation of Electronic Order Book Markets 0 0 0 9 5 5 6 45
Total Working Papers 1 1 13 544 20 32 154 1,955

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 0 21 0 2 5 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 0 1 2 57 2 5 13 286
Central Counterparty Default Waterfalls and Systemic Loss 0 0 0 4 0 1 3 8
Contagion in Derivatives Markets 0 0 0 6 0 0 3 34
Cross‐Asset Tandem Trading and Extraordinary Volatility 0 0 1 1 1 1 3 3
Effects of limit order book information level on market stability metrics 0 0 0 4 1 1 3 22
Interbank contagion: An agent-based model approach to endogenously formed networks 0 1 2 27 0 2 9 101
Stressed to the core: Counterparty concentrations and systemic losses in CDS markets 0 0 0 7 1 1 3 58
Visual analysis to support regulators in electronic order book markets 0 0 2 11 3 3 5 23
Total Journal Articles 0 2 9 140 8 17 55 642

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Statistics updated 2025-09-05