Citation Impact
Citing Papers
Research Challenges in Financial Data Modeling and Analysis
2017
The Nature of Theory in Information Systems1
2006 Standout
A Cross-Sectional Retrospective Analysis of the Racial and Geographic Variations in Cataract Surgery
2015
Systemic risk in European sovereign debt markets: A CoVaR-copula approach
2014
Microeconomic Origins of Macroeconomic Tail Risks
2016 StandoutNobel
Systemic Risk and Stability in Financial Networks
2013 StandoutNobel
Deciphering the Liquidity and Credit Crunch 2007–2008
2009 Standout
Networks and the Macroeconomy: An Empirical Exploration
2015 StandoutNobel
Microeconomic Origins of Macroeconomic Tail Risks
2014 StandoutNobel
Networks and the Macroeconomy: An Empirical Exploration
2016 StandoutNobel
Banks’ Non-Interest Income and Systemic Risk
2012
On the network topology of variance decompositions: Measuring the connectedness of financial firms
2014 Standout
From the bird's eye to the microscope: A survey of new stylized facts of the intra-daily foreign exchange markets
1997
A review of energy systems models in the UK: Prevalent usage and categorisation
2016 Standout
Empirical properties of asset returns: stylized facts and statistical issues
2001 Standout
Information Architecture and Electronic Market Performance
2002
Tests of microstructural hypotheses in the foreign exchange market
1995
Networks and the Macroeconomy: An Empirical Exploration
2015 StandoutNobel
Big Data Opportunities for Accounting and Finance Practice and Research
2018
DebtRank and the Network of Leverage
2016
An analysis of UK policies for domestic energy reduction using an agent based tool
2013
CoVaR
2016 Standout
The Algorithmic Foundations of Differential Privacy
2013 Standout
Volatility, Correlation and Tails for Systemic Risk Measurement
2011 Nobel
Privacy and mechanism design
2013
Systemic credit freezes in financial lending networks
2020 StandoutNobel
Challenges in Identifying and Measuring Systemic Risk
2012 StandoutNobel
In Search of Attention
2011 Standout
Variational Mode Decomposition
2014 Standout
Market transparency, liquidity externalities, and institutional trading costs in corporate bonds☆
2006
A simultaneous trade model of the foreign exchange hot potato
1997
A climate stress-test of the financial system
2017 Standout
Dynamic Networks in Large Financial and Economic Systems
2020
The Economist as Engineer: Game Theory, Experimentation, and Computation as Tools for Design Economics
2002 StandoutNobel
Measuring Systemic Risk
2016 Standout
Networks, Shocks, and Systemic Risk
2015 StandoutNobel
Cataracts
2017 Standout
Systemic Risk and Stability in Financial Networks
2013 StandoutNobel
The Network Origins of Aggregate Fluctuations
2012 StandoutNobel
Bid-Ask Spreads, Trading Networks, and the Pricing of Securitizations
2017 Standout
Privacy-constrained network formation
2017 StandoutNobel
Systemic Risk in Endogenous Financial Networks
2015 StandoutNobel
The impact of the Russia-Ukraine conflict on the connectedness of financial markets
2022 Standout
Informational content of prices set using excess demand: The natural experiment of Czech voucher privatization
2001
Big data techniques in auditing research and practice: Current trends and future opportunities
2018
The Impact of Artificial Intelligence and Blockchain on the Accounting Profession
2020 Standout
Network security and contagion
2016 StandoutNobel
Assessing contagion risk from energy and non-energy commodity markets
2017
Impacts of digitization on auditing: A Delphi study for Germany
2019 Standout
Geopolitical risk and dynamic connectedness between commodity markets
2022 Standout
VAR for VaR: Measuring tail dependence using multivariate regression quantiles
2015
Order Flow and Exchange Rate Dynamics
2002 Standout
The internationalisation of financial crises: Banking and currency crises 1883–2008
2015
Systemic Risk and Stability in Financial Networks
2015 StandoutNobel
Works of Mark D. Flood being referenced
The application of visual analytics to financial stability monitoring
2016
Market structure and inefficiency in the foreign exchange market
1994
A Survey of Systemic Risk Analytics
2012
Systemwide Commonalities in Market Liquidity
2015
Systematic Scenario Selection: A Methodology for Selecting a Representative Grid of Shock Scenarios from a Multivariate Elliptical Distribution
2010
Cryptography and the Economics of Supervisory Information: Balancing Transparency and Confidentiality
2013
A Survey of Systemic Risk Analytics
2012
Embracing change: financial informatics and risk analytics
2009
Quote Disclosure and Price Discovery in Multiple-Dealer Financial Markets
1999
The Application of Visual Analytics to Financial Stability Monitoring
2014