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Details about Daniel Fricke

E-mail:
Workplace:Deutsche Bundesbank (German Federal Bank), (more information at EDIRC)
University College London, Department of Computer Science
Systemic Risk Centre, London School of Economics (LSE), (more information at EDIRC)

Access statistics for papers by Daniel Fricke.

Last updated 2022-04-28. Update your information in the RePEc Author Service.

Short-id: pfr242


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Working Papers

2022

  1. You can't always get what you want (where you want it): Cross-border effects of the US money market fund reform
    Discussion Papers, Deutsche Bundesbank Downloads

2021

  1. Synthetic Leverage and Fund Risk-Taking
    ESRB Working Paper Series, European Systemic Risk Board Downloads View citations (2)
    Also in Discussion Papers, Deutsche Bundesbank (2021) Downloads View citations (2)

2020

  1. Backtesting macroprudential stress tests
    Discussion Papers, Deutsche Bundesbank Downloads View citations (1)
    See also Journal Article in Journal of Economic Dynamics and Control (2022)
  2. Connected Funds
    VfS Annual Conference 2020 (Virtual Conference): Gender Economics, Verein für Socialpolitik / German Economic Association Downloads
    Also in Discussion Papers, Deutsche Bundesbank (2020) Downloads View citations (4)
  3. Generalists and specialists in the credit market
    LSE Research Online Documents on Economics, London School of Economics and Political Science, LSE Library Downloads View citations (1)
    See also Journal Article in Journal of Banking & Finance (2020)

2018

  1. Are specialist funds “special”?
    LSE Research Online Documents on Economics, London School of Economics and Political Science, LSE Library Downloads View citations (1)
    See also Journal Article in Financial Management (2019)
  2. Reconstructing and stress testing credit networks
    ESRB Working Paper Series, European Systemic Risk Board Downloads View citations (2)
    See also Journal Article in Journal of Economic Dynamics and Control (2020)

2017

  1. Vulnerable asset management? The case of mutual funds
    Discussion Papers, Deutsche Bundesbank Downloads View citations (18)
    See also Journal Article in Journal of Financial Stability (2021)

2013

  1. On assortative and disassortative mixing in scale-free networks: The case of interbank credit networks
    Kiel Working Papers, Kiel Institute for the World Economy (IfW Kiel) Downloads View citations (18)
  2. On the distribution of links in the interbank network: Evidence from the e-mid overnight money market
    Kiel Working Papers, Kiel Institute for the World Economy (IfW Kiel) Downloads View citations (15)
    See also Journal Article in Empirical Economics (2015)
  3. The effects of a financial transaction tax in an artificial financial market
    Kiel Working Papers, Kiel Institute for the World Economy (IfW Kiel) Downloads View citations (4)
    See also Journal Article in Journal of Economic Interaction and Coordination (2015)

2012

  1. Core-periphery structure in the overnight money market: Evidence from the e-MID trading platform
    Kiel Working Papers, Kiel Institute for the World Economy (IfW Kiel) Downloads View citations (153)
  2. Network analysis of the e-MID overnight money market: The informational value of different aggregation levels for intrinsic dynamic processes
    Kiel Working Papers, Kiel Institute for the World Economy (IfW Kiel) Downloads View citations (11)
    See also Journal Article in Computational Management Science (2013)
  3. Trading strategies in the overnight money market: Correlations and clustering on the e-MID trading platform
    Kiel Working Papers, Kiel Institute for the World Economy (IfW Kiel) Downloads View citations (14)
    See also Journal Article in Physica A: Statistical Mechanics and its Applications (2012)

2010

  1. Contagion between European and US banks: Evidence from equity prices
    Kiel Working Papers, Kiel Institute for the World Economy (IfW Kiel) Downloads

Journal Articles

2022

  1. Backtesting macroprudential stress tests
    Journal of Economic Dynamics and Control, 2022, 137, (C) Downloads
    See also Working Paper (2020)

2021

  1. Vulnerable asset management? The case of mutual funds
    Journal of Financial Stability, 2021, 52, (C) Downloads View citations (7)
    See also Working Paper (2017)

2020

  1. Generalists and specialists in the credit market
    Journal of Banking & Finance, 2020, 112, (C) Downloads View citations (1)
    See also Working Paper (2020)
  2. Reconstructing and stress testing credit networks
    Journal of Economic Dynamics and Control, 2020, 111, (C) Downloads View citations (9)
    See also Working Paper (2018)

2019

  1. Are specialist funds “special”?
    Financial Management, 2019, 48, (2), 441-472 Downloads View citations (5)
    See also Working Paper (2018)

2018

  1. Too fast or too slow? Determining the optimal speed of financial markets
    Quantitative Finance, 2018, 18, (4), 519-532 Downloads View citations (7)

2016

  1. Has the banking system become more homogeneous? Evidence from banks’ loan portfolios
    Economics Letters, 2016, 142, (C), 45-48 Downloads View citations (4)
  2. Network Approaches to Interbank Markets: Foreword
    Computational Economics, 2016, 47, (1), 1-2 Downloads

2015

  1. On the distribution of links in the interbank network: evidence from the e-MID overnight money market
    Empirical Economics, 2015, 49, (4), 1463-1495 Downloads View citations (15)
    See also Working Paper (2013)
  2. The effects of a financial transaction tax in an artificial financial market
    Journal of Economic Interaction and Coordination, 2015, 10, (1), 119-150 Downloads View citations (14)
    See also Working Paper (2013)

2013

  1. Network analysis of the e-MID overnight money market: the informational value of different aggregation levels for intrinsic dynamic processes
    Computational Management Science, 2013, 10, (2), 187-211 Downloads View citations (55)
    See also Working Paper (2012)

2012

  1. Trading strategies in the overnight money market: Correlations and clustering on the e-MID trading platform
    Physica A: Statistical Mechanics and its Applications, 2012, 391, (24), 6528-6542 Downloads View citations (14)
    See also Working Paper (2012)

Books

2018

  1. Shadow Banking: Financial Intermediation beyond Banks
    SUERF Studies, SUERF - The European Money and Finance Forum Downloads View citations (1)
 
Page updated 2022-11-28