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 1 1 4 56 4 11 29 312
An Agent-based Model for Financial Vulnerability 1 2 2 75 8 15 18 237
Anatomy of the Repo Rate Spikes in September 2019 0 0 1 1 6 14 15 15
Are Zero-Haircut Repos as Common as Advertised? 0 0 2 2 5 12 13 13
Assessing the Safety of Central Counterparties 0 0 0 15 3 4 5 28
Bank Networks and Systemic Risk: Evidence from the National Banking Acts 0 0 0 50 3 4 13 134
Central Counterparty Default Waterfalls and Systemic Loss 0 0 0 0 5 18 23 168
Central Counterparty Default Waterfalls and Systemic Loss 0 0 0 10 4 5 7 37
Contagion in Derivatives Markets 0 0 0 25 4 8 11 80
Contagion in Derivatives Markets 0 0 0 31 3 6 8 81
Contagion in the CDS Market 0 0 0 70 2 3 11 156
Contagion in the CDS Market 0 0 0 9 7 8 11 75
Cross-Asset Market Order Flow, Liquidity, and Price Discovery 1 1 2 25 3 5 8 52
Cyberattacks and Firm Size: The Vulnerability of Mid-Size Firms 0 0 7 7 6 8 13 13
Does Off-Exchange Trading Affect Prices and Liquidity on Exchanges? 0 1 5 5 1 6 15 15
Effects of Limit Order Book Information Level on Market Stability Metrics 0 0 0 8 3 5 11 60
How Safe are Central Counterparties in Credit Default Swap Markets? 0 0 0 25 3 7 12 65
How Safe are Central Counterparties in Derivatives Markets? 0 0 0 19 3 8 10 80
How Safe are Central Counterparties in Derivatives Markets? 0 0 0 7 2 3 4 48
How Safe are Central Counterparties in Derivatives Markets? 0 0 0 16 3 3 4 32
Interbank Contagion: An Agent-based Model Approach to Endogenously Formed Networks 0 0 0 26 4 7 15 115
Intermediation Networks and Derivative Market Liquidity: Evidence from CDS Markets 0 0 3 3 5 7 14 14
Intraday Timing of General Collateral Repo Markets 0 0 1 30 8 15 32 144
Key Findings on Non-centrally Cleared Repo 0 0 2 2 3 8 14 14
Market-Making Costs and Liquidity: Evidence from CDS Markets 0 1 1 20 7 12 14 84
Model Shows Network Density Affects Derivatives Trade Costs 0 0 3 3 2 2 2 2
OFR Identifies Factors That May Have Contributed to the 2019 Spike in Repo Rates 0 0 0 0 2 4 8 8
OFR’s Pilot Provides Unique Window Into the Non-centrally Cleared Bilateral Repo Market 0 0 0 0 1 1 4 4
Repo Market Intermediation 0 0 1 1 3 8 14 14
Stressed to the Core: Counterparty Concentrations and Systemic Losses in CDS Markets 0 0 0 3 4 7 9 33
The Dynamics of the U.S. Overnight Triparty Repo Market 0 0 1 12 4 7 8 34
The Dynamics of the U.S. Overnight Triparty Repo Market 0 0 2 12 3 5 10 58
The Role of Visual Analysis in the Regulation of Electronic Order Book Markets 0 0 0 9 6 10 18 57
Treasury Tri-party Repo Pricing 0 0 6 6 4 6 9 9
Why Is So Much Repo Not Centrally Cleared? 0 0 0 0 6 11 16 16
Total Working Papers 3 6 43 583 140 263 428 2,307

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 2 4 8 98
Anatomy of the Repo Rate Spikes in September 2019 0 1 3 4 6 12 21 29
Bank Networks and Systemic Risk: Evidence from the National Banking Acts 0 0 2 57 18 22 33 309
Central Counterparty Default Waterfalls and Systemic Loss 0 1 1 5 4 7 9 16
Contagion in Derivatives Markets 0 0 0 6 2 5 7 39
Cross‐Asset Tandem Trading and Extraordinary Volatility 0 0 2 2 6 7 15 15
Effects of limit order book information level on market stability metrics 0 0 0 4 2 4 7 27
Interbank contagion: An agent-based model approach to endogenously formed networks 0 1 2 28 7 22 32 128
Stressed to the core: Counterparty concentrations and systemic losses in CDS markets 0 1 1 8 1 4 5 62
Visual analysis to support regulators in electronic order book markets 0 2 3 13 5 9 16 35
Total Journal Articles 0 6 14 148 53 96 153 758

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Statistics updated 2026-02-12