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 3 9 31 321
An Agent-based Model for Financial Vulnerability 0 0 2 75 1 2 19 239
Anatomy of the Repo Rate Spikes in September 2019 0 0 1 1 6 15 30 30
Are Zero-Haircut Repos as Common as Advertised? 0 0 2 2 2 2 15 15
Assessing the Safety of Central Counterparties 0 0 0 15 1 3 7 31
Bank Networks and Systemic Risk: Evidence from the National Banking Acts 0 0 0 50 2 5 15 139
Central Counterparty Default Waterfalls and Systemic Loss 0 0 0 0 1 4 24 172
Central Counterparty Default Waterfalls and Systemic Loss 0 0 0 10 2 3 9 40
Clearing Markets and Client Clearing Services 0 0 0 0 2 2 2 2
Contagion in Derivatives Markets 0 0 0 25 4 14 24 94
Contagion in Derivatives Markets 0 0 0 31 0 2 10 83
Contagion in the CDS Market 0 0 0 9 3 5 16 80
Contagion in the CDS Market 0 0 0 70 2 4 11 160
Cross-Asset Market Order Flow, Liquidity, and Price Discovery 0 0 2 25 4 6 13 58
Cyberattacks and Firm Size: The Vulnerability of Mid-Size Firms 0 0 7 7 1 1 14 14
Does Off-Exchange Trading Affect Prices and Liquidity on Exchanges? 0 0 5 5 3 6 21 21
Effects of Limit Order Book Information Level on Market Stability Metrics 0 0 0 8 5 6 17 66
How Lending Relationships Affect Treasury Short-Term Funding 0 0 1 1 1 1 6 6
How Resilient is the U.S. Repo Market to Cyber-Induced Outages? 0 0 0 0 1 2 2 2
How Safe are Central Counterparties in Credit Default Swap Markets? 0 0 0 25 4 5 16 70
How Safe are Central Counterparties in Derivatives Markets? 0 0 0 7 0 16 20 64
How Safe are Central Counterparties in Derivatives Markets? 0 0 0 19 0 7 16 87
How Safe are Central Counterparties in Derivatives Markets? 0 0 0 16 2 9 13 41
How Will Central Clearing Impact the Repo Market? 0 3 3 3 8 13 13 13
Interbank Contagion: An Agent-based Model Approach to Endogenously Formed Networks 0 0 0 26 5 10 23 125
Intermediation Networks and Derivative Market Liquidity: Evidence from CDS Markets 0 0 1 3 0 2 12 16
Intraday Timing of General Collateral Repo Markets 0 2 2 32 7 19 44 163
Key Findings on Non-centrally Cleared Repo 0 0 1 2 2 2 13 16
Market-Making Costs and Liquidity: Evidence from CDS Markets 0 0 1 20 4 7 21 91
Model Shows Network Density Affects Derivatives Trade Costs 0 0 0 3 0 1 3 3
OFR Identifies Factors That May Have Contributed to the 2019 Spike in Repo Rates 0 0 0 0 3 4 11 12
OFR’s Pilot Provides Unique Window Into the Non-centrally Cleared Bilateral Repo Market 0 0 0 0 4 4 7 8
Repo Market Intermediation 0 1 1 2 1 2 12 16
Short Circuiting Short-Term Funding 0 0 0 0 2 2 2 2
Stressed to the Core: Counterparty Concentrations and Systemic Losses in CDS Markets 0 0 0 3 2 2 10 35
The Dynamics of the U.S. Overnight Triparty Repo Market 0 0 2 12 5 7 16 65
The Dynamics of the U.S. Overnight Triparty Repo Market 0 1 2 13 2 5 13 39
The Economic Drivers and Consequences of Client Clearing 0 0 0 0 0 1 1 1
The Role of Visual Analysis in the Regulation of Electronic Order Book Markets 0 0 0 9 2 3 21 60
Treasury Tri-party Repo Pricing 0 0 6 6 1 3 12 12
Why Is So Much Repo Not Centrally Cleared? 0 0 0 0 11 14 25 30
Total Working Papers 0 7 42 591 109 230 610 2,542

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 2 2 23 5 8 14 106
Anatomy of the Repo Rate Spikes in September 2019 1 1 3 5 13 26 43 55
Bank Networks and Systemic Risk: Evidence from the National Banking Acts 0 0 1 57 1 4 32 313
Central Counterparty Default Waterfalls and Systemic Loss 0 0 1 5 5 8 17 24
Contagion in Derivatives Markets 0 0 0 6 0 3 8 42
Cross‐Asset Tandem Trading and Extraordinary Volatility 0 0 1 2 1 3 16 18
Effects of limit order book information level on market stability metrics 0 0 0 4 4 7 13 34
Interbank contagion: An agent-based model approach to endogenously formed networks 0 0 2 28 3 7 37 135
Stressed to the core: Counterparty concentrations and systemic losses in CDS markets 0 0 1 8 1 1 6 63
Visual analysis to support regulators in electronic order book markets 0 0 2 13 1 2 17 37
Total Journal Articles 1 3 13 151 34 69 203 827

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Statistics updated 2026-05-06