Details about Mark Endel Paddrik

Access statistics for papers by Mark Endel Paddrik.

Last updated 2023-09-09. Update your information in the RePEc Author Service.

Short-id: ppa1158

Working Papers

2021

1. Assessing the Safety of Central Counterparties
   Working Papers, Office of Financial Research, US Department of the Treasury View citations (2)
2. Intraday Timing of General Collateral Repo Markets
   Liberty Street Economics, Federal Reserve Bank of New York View citations (2)
3. The Dynamics of the U.S. Overnight Triparty Repo Market
   Briefs, Office of Financial Research, US Department of the Treasury View citations (4)
   Also in FEDS Notes, Board of Governors of the Federal Reserve System (U.S.) (2021) View citations (2)

2020

4. Central Counterparty Default Waterfalls and Systemic Loss
   Working Papers, Office of Financial Research, US Department of the Treasury View citations (2)
   Also in 2019 Meeting Papers, Society for Economic Dynamics (2019) View citations (2)

2019

5. Contagion in Derivatives Markets
   Economics Series Working Papers, University of Oxford, Department of Economics View citations (6)
   Also in Economics Series Working Papers, University of Oxford, Department of Economics (2017) View citations (11)
   See also Journal Article Contagion in Derivatives Markets, Management Science, INFORMS (2020) View citations (23) (2020)
6. Cross-Asset Market Order Flow, Liquidity, and Price Discovery
   Working Papers, Office of Financial Research, US Department of the Treasury
7. How Safe are Central Counterparties in Credit Default Swap Markets?
   Economics Series Working Papers, University of Oxford, Department of Economics
8. Market-Making Costs and Liquidity: Evidence from CDS Markets
   Working Papers, Office of Financial Research, US Department of the Treasury View citations (1)

2018

9. How Safe are Central Counterparties in Derivatives Markets?
   2018 Meeting Papers, Society for Economic Dynamics View citations (3)
   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

10. 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

11. 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)
    See also Journal Article Bank Networks and Systemic Risk: Evidence from the National Banking Acts, American Economic Review, American Economic Association (2019) View citations (24) (2019)
12. 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)
    See also Journal Article Interbank contagion: An agent-based model approach to endogenously formed networks, Journal of Banking & Finance, Elsevier (2020) View citations (19) (2020)
13. 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 Stressed to the core: Counterparty concentrations and systemic losses in CDS markets, Journal of Financial Stability, Elsevier (2018) View citations (9) (2018)

2015

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

2014

15. An Agent-based Model for Financial Vulnerability
    Working Papers, Office of Financial Research, US Department of the Treasury View citations (27)
    See also Journal Article An agent-based model for financial vulnerability, Journal of Economic Interaction and Coordination, Springer (2018) View citations (11) (2018)
16. 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 Effects of limit order book information level on market stability metrics, Journal of Economic Interaction and Coordination, Springer (2017) View citations (9) (2017)
17. 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

2020

1. Contagion in Derivatives Markets
   Management Science, 2020, 66, (8), 3603-3616 View citations (23)
   See also Working Paper Contagion in Derivatives Markets, Economics Series Working Papers (2019) View citations (6) (2019)
2. Interbank contagion: An agent-based model approach to endogenously formed networks
   Journal of Banking & Finance, 2020, 112, (C) View citations (19)
   See also Working Paper Interbank Contagion: An Agent-based Model Approach to Endogenously Formed Networks, Working Papers (2016) View citations (6) (2016)

2019

3. Bank Networks and Systemic Risk: Evidence from the National Banking Acts
   American Economic Review, 2019, 109, (9), 3125-61 View citations (24)
   See also Working Paper Bank Networks and Systemic Risk: Evidence from the National Banking Acts, Working Papers (2016) View citations (20) (2016)

2018

4. An agent-based model for financial vulnerability
   Journal of Economic Interaction and Coordination, 2018, 13, (2), 433-466 View citations (11)
   See also Working Paper An Agent-based Model for Financial Vulnerability, Working Papers (2014) View citations (27) (2014)
5. Stressed to the core: Counterparty concentrations and systemic losses in CDS markets
   Journal of Financial Stability, 2018, 35, (C), 38-52 View citations (9)
   See also Working Paper Stressed to the Core: Counterparty Concentrations and Systemic Losses in CDS Markets, Working Papers (2016) View citations (5) (2016)

2017

6. Effects of limit order book information level on market stability metrics
   Journal of Economic Interaction and Coordination, 2017, 12, (2), 221-247 View citations (9)
   See also Working Paper Effects of Limit Order Book Information Level on Market Stability Metrics, Working Papers (2014) View citations (5) (2014)

2016

7. Visual analysis to support regulators in electronic order book markets
   Environment Systems and Decisions, 2016, 36, (2), 167-182 View citations (2)