Mark D. Flood
Names
| first: |
Mark |
| middle: |
D. |
| last: |
Flood |
Identifer
Contact
Affiliations
-
University of Maryland
/ Robert H. Smith School of Business
/ Finance Department
Research profile
author of:
- A Survey of Systemic Risk Analytics (RePEc:anr:refeco:v:4:y:2012:p:255-296)
by Dimitrios Bisias & Mark Flood & Andrew W. Lo & Stavros Valavanis - Stress tests to promote financial stability: Assessing progress and looking to the future (RePEc:aza:rmfi00:y:2013:v:7:i:1:p:16-25)
by Bookstaber, Rick & Cetina, Jill & Feldberg, Greg & Flood, Mark & Glasserman, Paul - Big data challenges and opportunities in financial stability monitoring (RePEc:bfr:fisrev:2016:20:14)
by Flood, M. D. & Jagadish, H. V. & Raschid, L. - Search Costs: The Neglected Spread Component (RePEc:cdl:rpfina:qt5q05g9pt)
by Flood, Mark D. & Huisman, Ronald & Koedijk, Kees G. & Lyons, Richard K. - Handbook of Financial Data and Risk Information I (RePEc:cup:cbooks:9781107012011)
by None - Handbook of Financial Data and Risk Information II (RePEc:cup:cbooks:9781107012028)
by None - The application of visual analytics to financial stability monitoring (RePEc:eee:finsta:v:27:y:2016:i:c:p:180-197)
by Flood, Mark D. & Lemieux, Victoria L. & Varga, Margaret & William Wong, B.L. - Put-call parity revisited: intradaily tests in the foreign currency options market (RePEc:eee:intfin:v:8:y:1998:i:3-4:p:357-376)
by El-Mekkaoui, Mazen & Flood, Mark D. - The Complexity of Bank Holding Companies: A Topological Approach (RePEc:eee:jbfina:v:118:y:2020:i:c:s0378426620300571)
by Flood, Mark D. & Kenett, Dror Y. & Lumsdaine, Robin L. & Simon, Jonathan K. - Market structure and inefficiency in the foreign exchange market (RePEc:eee:jimfin:v:13:y:1994:i:2:p:131-158)
by Flood, Mark D. - Dividing the Pie (RePEc:ems:eureri:248)
by Flood, M.D. & Koedijk, C.G. & van Dijk, M.A. & van Leeuwen, I.W. - Cryptography and the economics of supervisory information: balancing transparency and confidentiality (RePEc:fip:fedcwp:1312)
by Mark D. Flood & Jonathan Katz & Stephen J. Ong & Adam Smith - On the use of option pricing models to analyze deposit insurance (RePEc:fip:fedlrv:y:1990:i:jan:p:19-35)
by Mark D. Flood - An introduction to complete markets (RePEc:fip:fedlrv:y:1991:i:mar:p:32-57)
by Mark D. Flood - Microstructure theory and the foreign exchange market (RePEc:fip:fedlrv:y:1991:i:nov:p:52-70)
by Mark D. Flood - The great deposit insurance debate (RePEc:fip:fedlrv:y:1992:i:jul:p:51-77)
by Mark D. Flood - Two faces of financial innovation (RePEc:fip:fedlrv:y:1992:i:sep:p:3-17)
by Mark D. Flood - Market structure and inefficiency in the foreign exchange market (RePEc:fip:fedlwp:1991-001)
by Mark D. Flood - The Complexity of Bank Holding Companies: A Topological Approach (RePEc:nbr:nberwo:23755)
by Mark D. Flood & Dror Y. Kenett & Robin L. Lumsdaine & Jonathan K. Simon - A Flexible and Extensible Contract Aggregation Framework for Financial Data Stream Analytics (RePEc:ofr:discus:14-03)
by Bryan Ball & Mark D. Flood & H.V. Jagadish & Joe Langsam & Louiqa Raschid & Peratham Wiriyathammabhum - Clustering Techniques and Their Effect on Portfolio Formation and Risk Analysis (RePEc:ofr:discus:15-01)
by Victoria Lemieux & Payam S. Rahmdel & Rick Walker & B.L. William Wong & Mark D. Flood - An Ontology of Ownership and Control Relations of Bank Holding Companies (RePEc:ofr:discus:18-01)
by Liju Fan & Mark D. Flood - A Survey of Systemic Risk Analytics (RePEc:ofr:wpaper:12-01)
by Dimitrios Bisias & Mark Flood & Andrew W. Lo & Stavros Valavanis - Systematic Scenario Selection: Stress Testing and the Nature of Uncertainty (RePEc:ofr:wpaper:13-05)
by Mark D. Flood & George G. Korenko - Stress Scenario Selection by Empirical Likelihood (RePEc:ofr:wpaper:13-07)
by Paul Glasserman & Chulmin Kang & Wanmo Kang - The History of Cyclical Macroprudential Policy in the United States (RePEc:ofr:wpaper:13-08)
by Douglas J. Elliott & Greg Feldberg & Andreas Lehnert - Stress Tests to Promote Financial Stability: Assessing Progress and Looking to the Future (RePEc:ofr:wpaper:13-10)
by Rick Bookstaber & Jill Cetina & Greg Feldberg & Mark Flood & Paul Glasserman - Cryptography and the Economics of Supervisory Information: Balancing Transparency and Confidentiality (RePEc:ofr:wpaper:13-11)
by Mark Flood & Jonathan Katz & Stephen Ong & Adam Smith - The Application of Visual Analytics to Financial Stability Monitoring (RePEc:ofr:wpaper:14-02)
by Mark D. Flood & Victoria L. Lemieux & Margaret Varga & B.L. William Wong - Contract as Automaton: The Computational Representation of Financial Agreements (RePEc:ofr:wpaper:15-04)
by Mark D. Flood & Oliver R. Goodenough - Systemwide Commonalities in Market Liquidity (RePEc:ofr:wpaper:15-11)
by Mark D. Flood & John C. Liechty & Thomas Piontek - Gauging Form PF: Data Tolerances in Regulatory Reporting on Hedge Fund Risk Exposures (RePEc:ofr:wpaper:15-13)
by Mark D. Flood & Phillip Monin & Lina Bandyopadhyay - Measuring the Unmeasurable: An Application of Uncertainty Quantification to Financial Portfolios (RePEc:ofr:wpaper:15-19)
by Jingnan Chen & Mark D. Flood & Richard B. Sowers - Form PF and Hedge Funds: Risk-measurement Precision for Option Portfolios (RePEc:ofr:wpaper:16-02)
by Mark D. Flood & Phillip Monin - The Complexity of Bank Holding Companies: A New Measurement Approach (RePEc:ofr:wpaper:17-03)
by Mark D. Flood & Dror Y. Kenett & Robin L. Lumsdaine & Jonathan J. Simon - Quote Disclosure and Price Discovery in Multiple-Dealer Financial Markets (RePEc:oup:rfinst:v:12:y:1999:i:1:p:37-59)
by Flood, Mark D, et al - Systematic scenario selection: stress testing and the nature of uncertainty (RePEc:taf:quantf:v:15:y:2015:i:1:p:43-59)
by Mark D. Flood & George G. Korenko - Measuring the unmeasurable: an application of uncertainty quantification to Treasury bond portfolios (RePEc:taf:quantf:v:17:y:2017:i:10:p:1491-1507)
by Jingnan Chen & Mark D. Flood & Richard B. Sowers - Embracing change: financial informatics and risk analytics (RePEc:taf:quantf:v:9:y:2009:i:3:p:243-256)
by Mark Flood - Search Costs: The Neglected Spread Component (RePEc:ucb:calbrf:rpf-285)
by Mark D. Flood Ronald Huisman Kees G. Koedijk and Richard Lyons.