Details about Mark Endel Paddrik

Access statistics for papers by Mark Endel Paddrik.

Last updated 2019-05-04. Update your information in the RePEc Author Service.

Short-id: ppa1158

Working Papers

2021

1. Intraday Timing of General Collateral Repo Markets
   Liberty Street Economics, Federal Reserve Bank of New York
2. The Dynamics of the U.S. Overnight Triparty Repo Market
   FEDS Notes, Board of Governors of the Federal Reserve System (U.S.) View citations (1)

2019

3. Market-Making Costs and Liquidity: Evidence from CDS Markets
   Working Papers, Office of Financial Research, US Department of the Treasury View citations (1)

2018

4. How Safe are Central Counterparties in Derivatives Markets?
   2018 Meeting Papers, Society for Economic Dynamics View citations (2)
   Also in Economics Series Working Papers, University of Oxford, Department of Economics (2017) View citations (11)
   Working Papers, Office of Financial Research, US Department of the Treasury (2017) View citations (11)

2017

5. Contagion in Derivatives Markets
   Economics Series Working Papers, University of Oxford, Department of Economics View citations (11)
6. Contagion in the CDS Market
   Economics Series Working Papers, University of Oxford, Department of Economics View citations (12)
   Also in Working Papers, Office of Financial Research, US Department of the Treasury (2016) View citations (9)

2016

7. Bank Networks and Systemic Risk: Evidence from the National Banking Acts
   Working Papers, Office of Financial Research, US Department of the Treasury View citations (20)
8. Interbank Contagion: An Agent-based Model Approach to Endogenously Formed Networks
   Working Papers, Office of Financial Research, US Department of the Treasury View citations (6)
9. Stressed to the Core: Counterparty Concentrations and Systemic Losses in CDS Markets
   Working Papers, Office of Financial Research, US Department of the Treasury View citations (5)
   See also Journal Article in Journal of Financial Stability (2018)

2015

10. An Agent-Based Model of Liquidity
    Working Papers, Office of Financial Research, US Department of the Treasury View citations (13)

2014

11. An Agent-based Model for Financial Vulnerability
    Working Papers, Office of Financial Research, US Department of the Treasury View citations (26)
    See also Journal Article in Journal of Economic Interaction and Coordination (2018)
12. Effects of Limit Order Book Information Level on Market Stability Metrics
    Working Papers, Office of Financial Research, US Department of the Treasury View citations (5)
    See also Journal Article in Journal of Economic Interaction and Coordination (2017)
13. The Role of Visual Analysis in the Regulation of Electronic Order Book Markets
    Staff Discussion Papers, Office of Financial Research, US Department of the Treasury View citations (1)

Journal Articles

2018

1. An agent-based model for financial vulnerability
   Journal of Economic Interaction and Coordination, 2018, 13, (2), 433-466 View citations (7)
   See also Working Paper (2014)
2. Stressed to the core: Counterparty concentrations and systemic losses in CDS markets
   Journal of Financial Stability, 2018, 35, (C), 38-52 View citations (8)
   See also Working Paper (2016)

2017

3. Effects of limit order book information level on market stability metrics
   Journal of Economic Interaction and Coordination, 2017, 12, (2), 221-247 View citations (6)
   See also Working Paper (2014)