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Mark D. Flood
Mark D. Flood
Office of Financial Research
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Cited by
Cited by
Year
A survey of systemic risk analytics
D Bisias, M Flood, AW Lo, S Valavanis
Annu. Rev. Financ. Econ. 4 (1), 255-296, 2012
10922012
Quote disclosure and price discovery in multiple-dealer financial markets
MD Flood, R Huisman, KG Koedijk, RJ Mahieu
The Review of Financial Studies 12 (1), 37-59, 1999
2721999
The Great Deposit Insurance Debate
M Flood
Federal Reserve Bank of St. Louis Review, 51-77, 1992
103*1992
Microstructure theory and the foreign exchange market
MD Flood
Federal Reserve Bank of St. Louis Review 73 (6), 52-70, 1991
881991
Market structure and inefficiency in the foreign exchange market
MD Flood
Journal of International Money and Finance 13 (2), 131-158, 1994
841994
Stress tests to promote financial stability: Assessing progress and looking to the future
R Bookstaber, J Cetina, G Feldberg, M Flood, P Glasserman
Journal of Risk Management in Financial Institutions 7 (1), 16-25, 2014
732014
The application of visual analytics to financial stability monitoring
MD Flood, VL Lemieux, M Varga, BLW Wong
Journal of financial stability 27, 180-197, 2016
662016
A Survey of Systemic Risk Analytics, Office of Financial Research
D Bisias, M Flood, A Lo, S Valavanis
Working Paper# 0001, 2012
562012
An introduction to complete markets
MD Flood
Federal Reserve Bank of St. Louis Review 73 (March/April 1991), 1991
541991
Big data challenges and opportunities in financial stability monitoring
MD Flood, HV Jagadish, L Raschid
Financial Stability Review, 129-142, 2016
522016
Systematic scenario selection: stress testing and the nature of uncertainty
MD Flood, GG Korenko
Quantitative Finance 15 (1), 43-59, 2015
442015
On the use of option pricing models to analyze deposit insurance
MD Flood
Federal Reserve Bank of St. Louis Review 72 (January/February 1990), 1990
411990
Contract as automaton: the computational representation of financial agreements
MD Flood, OR Goodenough
Office of Financial Research Working Paper, 2015
402015
Clustering techniques and their effect on portfolio formation and risk analysis
V Lemieux, PS Rahmdel, R Walker, BLW Wong, M Flood
Proceedings of the International Workshop on Data Science for Macro-Modeling …, 2014
342014
Cryptography and the economics of supervisory information: Balancing transparency and confidentiality
MD Flood, J Katz, SJ Ong, AD Smith
Office of Financial Research Working Paper, 2013
332013
Monitoring financial stability in a complex world
MD Flood, AI Mendelowitz, W Nichols
Financial Analysis and Risk Management, 15-45, 2013
322013
Using Data for Systemic Financial Risk Management.
MD Flood, HV Jagadish, A Kyle, F Olken, L Raschid
CIDR, 144-147, 2011
262011
Put-call parity revisited: intradaily tests in the foreign currency options market
M El-Mekkaoui, MD Flood
Journal of International Financial Markets, Institutions and Money 8 (3-4 …, 1998
261998
Search costs: the neglected spread component
MD Flood, R Huisman, KCG Koedijk, RK Lyons
Available at SSRN 58693, 1998
251998
The Complexity of Bank Holding Companies: A Topological Approach
MD Flood, DY Kenett, RL Lumsdaine, JK Simon
NBER Working Paper, 2017
24*2017
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