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 3 6 59 0 4 32 325
An Agent-based Model for Financial Vulnerability 0 0 2 75 2 2 22 242
Anatomy of the Repo Rate Spikes in September 2019 1 1 1 2 1 2 39 40
Are Zero-Haircut Repos as Common as Advertised? 0 0 2 2 2 2 18 18
Assessing the Safety of Central Counterparties 0 0 0 15 0 0 7 31
Bank Networks and Systemic Risk: Evidence from the National Banking Acts 0 0 0 50 1 4 18 145
Central Counterparty Default Waterfalls and Systemic Loss 0 0 0 0 1 2 28 176
Central Counterparty Default Waterfalls and Systemic Loss 0 0 1 11 0 3 15 46
Clearing Markets and Client Clearing Services 0 0 0 0 0 0 2 2
Contagion in Derivatives Markets 0 0 0 25 1 4 28 99
Contagion in Derivatives Markets 0 0 0 31 0 0 9 84
Contagion in the CDS Market 0 0 0 70 0 0 10 162
Contagion in the CDS Market 0 0 0 9 0 2 18 83
Cross-Asset Market Order Flow, Liquidity, and Price Discovery 0 0 2 25 2 8 20 66
Cyberattacks and Firm Size: The Vulnerability of Mid-Size Firms 0 0 7 7 0 0 14 14
Does Off-Exchange Trading Affect Prices and Liquidity on Exchanges? 0 0 2 5 0 0 16 22
Effects of Limit Order Book Information Level on Market Stability Metrics 0 0 0 8 0 2 17 69
How Lending Relationships Affect Treasury Short-Term Funding 0 0 1 1 0 0 7 7
How Resilient is the U.S. Repo Market to Cyber-Induced Outages? 0 0 0 0 0 0 2 2
How Safe are Central Counterparties in Credit Default Swap Markets? 0 0 0 25 0 1 14 71
How Safe are Central Counterparties in Derivatives Markets? 0 0 0 7 1 1 21 65
How Safe are Central Counterparties in Derivatives Markets? 0 0 0 16 0 0 13 41
How Safe are Central Counterparties in Derivatives Markets? 0 0 0 19 0 0 16 87
How Will Central Clearing Impact the Repo Market? 0 1 4 4 0 3 18 18
Interbank Contagion: An Agent-based Model Approach to Endogenously Formed Networks 0 0 0 26 2 5 26 131
Intermediation Networks and Derivative Market Liquidity: Evidence from CDS Markets 0 0 1 3 0 0 12 16
Intraday Timing of General Collateral Repo Markets 0 2 5 35 2 8 46 172
Key Findings on Non-centrally Cleared Repo 0 0 1 2 1 1 13 17
Market-Making Costs and Liquidity: Evidence from CDS Markets 0 0 1 20 2 4 23 95
Model Shows Network Density Affects Derivatives Trade Costs 0 0 0 3 0 1 5 5
OFR Identifies Factors That May Have Contributed to the 2019 Spike in Repo Rates 0 0 0 0 1 1 12 15
OFR’s Pilot Provides Unique Window Into the Non-centrally Cleared Bilateral Repo Market 0 0 0 0 1 1 6 9
Repo Market Intermediation 0 0 1 2 0 3 15 19
Short Circuiting Short-Term Funding 0 0 1 1 1 1 4 4
Stressed to the Core: Counterparty Concentrations and Systemic Losses in CDS Markets 0 0 0 3 0 0 9 35
The Dynamics of the U.S. Overnight Triparty Repo Market 0 0 2 13 2 4 18 44
The Dynamics of the U.S. Overnight Triparty Repo Market 0 0 0 12 0 0 15 66
The Economic Drivers and Consequences of Client Clearing 0 1 1 1 0 3 4 4
The Role of Visual Analysis in the Regulation of Electronic Order Book Markets 0 0 0 9 1 1 16 61
Treasury Tri-party Repo Pricing 0 2 8 8 1 4 16 16
Why Is So Much Repo Not Centrally Cleared? 0 0 0 0 0 0 27 32
Total Working Papers 1 10 49 604 25 77 671 2,656

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 2 23 0 6 21 115
Anatomy of the Repo Rate Spikes in September 2019 1 1 4 6 4 15 61 74
Bank Networks and Systemic Risk: Evidence from the National Banking Acts 0 0 0 57 1 1 29 315
Central Counterparty Default Waterfalls and Systemic Loss 0 0 2 6 0 1 19 27
Contagion in Derivatives Markets 0 0 0 6 0 1 9 43
Cross‐Asset Tandem Trading and Extraordinary Volatility 0 0 1 2 2 3 18 21
Effects of limit order book information level on market stability metrics 0 0 0 4 0 1 13 35
Interbank contagion: An agent-based model approach to endogenously formed networks 0 0 2 29 1 3 39 140
Stressed to the core: Counterparty concentrations and systemic losses in CDS markets 0 0 1 8 0 0 5 63
Visual analysis to support regulators in electronic order book markets 0 0 2 13 0 0 15 38
Total Journal Articles 1 1 14 154 8 31 229 871

logo

LogEc Home

Top Working Papers
Top Journal Articles
Top Books
Top Chapters
Top Software Items

Top Authors

Top Working Paper series and Journals

About LogEc

Authors with papers registered in the RePEc Author Service.

Register yourself as an author or register more papers in the RePEc Author Service.

Authors with no registered papers

RePEc
LogEc provides access and usage statistics for services based on the RePEc data set.

Örebro UniversityLogEc is hosted by the Örebro University School of Business.

Questions or comments? Please see our explanation of how the statistics are collected or e-mail

Since October 2025, abstract view statistics are potentially heavily influenced by traffic from AI bots and tools that we could not eliminate despite our best efforts.

Statistics updated 2026-09-10