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 1 4 56 4 11 27 316
An Agent-based Model for Financial Vulnerability 0 2 2 75 1 12 18 238
Anatomy of the Repo Rate Spikes in September 2019 0 0 1 1 5 19 20 20
Are Zero-Haircut Repos as Common as Advertised? 0 0 2 2 0 12 13 13
Assessing the Safety of Central Counterparties 0 0 0 15 2 6 6 30
Bank Networks and Systemic Risk: Evidence from the National Banking Acts 0 0 0 50 1 4 12 135
Central Counterparty Default Waterfalls and Systemic Loss 0 0 0 10 0 5 7 37
Central Counterparty Default Waterfalls and Systemic Loss 0 0 0 0 2 14 24 170
Contagion in Derivatives Markets 0 0 0 25 10 17 20 90
Contagion in Derivatives Markets 0 0 0 31 2 5 10 83
Contagion in the CDS Market 0 0 0 70 0 2 8 156
Contagion in the CDS Market 0 0 0 9 2 9 13 77
Cross-Asset Market Order Flow, Liquidity, and Price Discovery 0 1 2 25 0 4 8 52
Cyberattacks and Firm Size: The Vulnerability of Mid-Size Firms 0 0 7 7 0 8 13 13
Does Off-Exchange Trading Affect Prices and Liquidity on Exchanges? 0 0 5 5 2 6 17 17
Effects of Limit Order Book Information Level on Market Stability Metrics 0 0 0 8 0 5 11 60
How Safe are Central Counterparties in Credit Default Swap Markets? 0 0 0 25 0 5 12 65
How Safe are Central Counterparties in Derivatives Markets? 0 0 0 19 1 7 11 81
How Safe are Central Counterparties in Derivatives Markets? 0 0 0 7 9 12 13 57
How Safe are Central Counterparties in Derivatives Markets? 0 0 0 16 0 3 4 32
Interbank Contagion: An Agent-based Model Approach to Endogenously Formed Networks 0 0 0 26 2 7 15 117
Intermediation Networks and Derivative Market Liquidity: Evidence from CDS Markets 0 0 3 3 0 6 14 14
Intraday Timing of General Collateral Repo Markets 2 2 3 32 8 18 37 152
Key Findings on Non-centrally Cleared Repo 0 0 1 2 0 8 12 14
Market-Making Costs and Liquidity: Evidence from CDS Markets 0 0 1 20 1 12 15 85
Model Shows Network Density Affects Derivatives Trade Costs 0 0 3 3 1 3 3 3
OFR Identifies Factors That May Have Contributed to the 2019 Spike in Repo Rates 0 0 0 0 1 4 9 9
OFR’s Pilot Provides Unique Window Into the Non-centrally Cleared Bilateral Repo Market 0 0 0 0 0 1 3 4
Repo Market Intermediation 1 1 2 2 1 8 13 15
Stressed to the Core: Counterparty Concentrations and Systemic Losses in CDS Markets 0 0 0 3 0 6 8 33
The Dynamics of the U.S. Overnight Triparty Repo Market 0 0 1 12 0 6 8 34
The Dynamics of the U.S. Overnight Triparty Repo Market 0 0 2 12 2 5 11 60
The Role of Visual Analysis in the Regulation of Electronic Order Book Markets 0 0 0 9 1 10 19 58
Treasury Tri-party Repo Pricing 0 0 6 6 2 8 11 11
Why Is So Much Repo Not Centrally Cleared? 0 0 0 0 3 13 18 19
Total Working Papers 3 7 45 586 63 281 463 2,370

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 1 1 1 22 2 5 8 100
Anatomy of the Repo Rate Spikes in September 2019 0 1 2 4 3 12 20 32
Bank Networks and Systemic Risk: Evidence from the National Banking Acts 0 0 2 57 2 22 31 311
Central Counterparty Default Waterfalls and Systemic Loss 0 0 1 5 1 6 10 17
Contagion in Derivatives Markets 0 0 0 6 2 6 9 41
Cross‐Asset Tandem Trading and Extraordinary Volatility 0 0 1 2 2 8 15 17
Effects of limit order book information level on market stability metrics 0 0 0 4 2 6 9 29
Interbank contagion: An agent-based model approach to endogenously formed networks 0 0 2 28 2 19 34 130
Stressed to the core: Counterparty concentrations and systemic losses in CDS markets 0 1 1 8 0 3 5 62
Visual analysis to support regulators in electronic order book markets 0 1 3 13 0 6 16 35
Total Journal Articles 1 4 13 149 16 93 157 774

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Statistics updated 2026-03-04