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 2 3 55 4 12 32 305
An Agent-based Model for Financial Vulnerability 0 0 0 73 4 6 8 226
Anatomy of the Repo Rate Spikes in September 2019 0 0 1 1 0 0 1 1
Are Zero-Haircut Repos as Common as Advertised? 0 2 2 2 0 1 1 1
Assessing the Safety of Central Counterparties 0 0 0 15 0 0 2 24
Bank Networks and Systemic Risk: Evidence from the National Banking Acts 0 0 0 50 1 4 10 131
Central Counterparty Default Waterfalls and Systemic Loss 0 0 0 10 0 1 2 32
Central Counterparty Default Waterfalls and Systemic Loss 0 0 0 0 6 8 11 156
Contagion in Derivatives Markets 0 0 0 25 1 2 5 73
Contagion in Derivatives Markets 0 0 0 31 3 3 5 78
Contagion in the CDS Market 0 0 0 70 1 2 9 154
Contagion in the CDS Market 0 0 0 9 1 3 4 68
Cross-Asset Market Order Flow, Liquidity, and Price Discovery 0 1 1 24 1 2 6 48
Cyberattacks and Firm Size: The Vulnerability of Mid-Size Firms 0 7 7 7 0 5 5 5
Does Off-Exchange Trading Affect Prices and Liquidity on Exchanges? 1 2 5 5 2 5 11 11
Effects of Limit Order Book Information Level on Market Stability Metrics 0 0 0 8 0 3 7 55
How Safe are Central Counterparties in Credit Default Swap Markets? 0 0 0 25 2 3 8 60
How Safe are Central Counterparties in Derivatives Markets? 0 0 0 19 2 3 4 74
How Safe are Central Counterparties in Derivatives Markets? 0 0 0 7 0 1 2 45
How Safe are Central Counterparties in Derivatives Markets? 0 0 0 16 0 1 1 29
Interbank Contagion: An Agent-based Model Approach to Endogenously Formed Networks 0 0 1 26 2 5 11 110
Intermediation Networks and Derivative Market Liquidity: Evidence from CDS Markets 0 1 3 3 1 4 8 8
Intraday Timing of General Collateral Repo Markets 0 0 2 30 5 8 27 134
Key Findings on Non-centrally Cleared Repo 0 1 2 2 0 2 6 6
Market-Making Costs and Liquidity: Evidence from CDS Markets 1 1 2 20 1 1 5 73
Model Shows Network Density Affects Derivatives Trade Costs 0 0 3 3 0 0 0 0
OFR Identifies Factors That May Have Contributed to the 2019 Spike in Repo Rates 0 0 0 0 1 2 5 5
OFR’s Pilot Provides Unique Window Into the Non-centrally Cleared Bilateral Repo Market 0 0 0 0 0 0 3 3
Repo Market Intermediation 0 0 1 1 1 3 7 7
Stressed to the Core: Counterparty Concentrations and Systemic Losses in CDS Markets 0 0 0 3 1 1 3 27
The Dynamics of the U.S. Overnight Triparty Repo Market 0 1 2 12 1 2 4 28
The Dynamics of the U.S. Overnight Triparty Repo Market 0 0 2 12 2 4 8 55
The Role of Visual Analysis in the Regulation of Electronic Order Book Markets 0 0 0 9 1 3 9 48
Treasury Tri-party Repo Pricing 0 6 6 6 0 3 3 3
Why Is So Much Repo Not Centrally Cleared? 0 0 0 0 1 1 6 6
Total Working Papers 2 24 43 579 45 104 239 2,089

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 1 1 5 95
Anatomy of the Repo Rate Spikes in September 2019 0 1 3 3 3 7 14 20
Bank Networks and Systemic Risk: Evidence from the National Banking Acts 0 0 2 57 2 3 14 289
Central Counterparty Default Waterfalls and Systemic Loss 1 1 1 5 2 3 6 11
Contagion in Derivatives Markets 0 0 0 6 1 1 4 35
Cross‐Asset Tandem Trading and Extraordinary Volatility 0 1 2 2 1 6 9 9
Effects of limit order book information level on market stability metrics 0 0 0 4 0 1 4 23
Interbank contagion: An agent-based model approach to endogenously formed networks 1 1 2 28 5 10 17 111
Stressed to the core: Counterparty concentrations and systemic losses in CDS markets 0 0 0 7 1 1 3 59
Visual analysis to support regulators in electronic order book markets 1 1 2 12 3 6 10 29
Total Journal Articles 3 5 12 145 19 39 86 681

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Statistics updated 2025-12-06