Details about Daniel Fricke

Access statistics for papers by Daniel Fricke.

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

Short-id: pfr242

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 View citations (1)

2021

2. Synthetic Leverage and Fund Risk-Taking
   ESRB Working Paper Series, European Systemic Risk Board View citations (3)
   Also in Discussion Papers, Deutsche Bundesbank (2021) View citations (3)

2020

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

2018

6. Are specialist funds “special”?
   LSE Research Online Documents on Economics, London School of Economics and Political Science, LSE Library View citations (1)
   See also Journal Article Are specialist funds “special”?, Financial Management, Financial Management Association International (2019) View citations (5) (2019)
7. Reconstructing and stress testing credit networks
   ESRB Working Paper Series, European Systemic Risk Board View citations (2)
   See also Journal Article Reconstructing and stress testing credit networks, Journal of Economic Dynamics and Control, Elsevier (2020) View citations (16) (2020)

2017

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

2013

9. 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) View citations (19)
10. 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) View citations (15)
    See also Journal Article On the distribution of links in the interbank network: evidence from the e-MID overnight money market, Empirical Economics, Springer (2015) View citations (21) (2015)
11. The effects of a financial transaction tax in an artificial financial market
    Kiel Working Papers, Kiel Institute for the World Economy (IfW Kiel) View citations (4)
    See also Journal Article The effects of a financial transaction tax in an artificial financial market, Journal of Economic Interaction and Coordination, Springer (2015) View citations (17) (2015)

2012

12. 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) View citations (153)
13. 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) View citations (11)
    See also Journal Article Network analysis of the e-MID overnight money market: the informational value of different aggregation levels for intrinsic dynamic processes, Computational Management Science, Springer (2013) View citations (61) (2013)
14. 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) View citations (15)
    See also Journal Article Trading strategies in the overnight money market: Correlations and clustering on the e-MID trading platform, Physica A: Statistical Mechanics and its Applications, Elsevier (2012) View citations (14) (2012)

2010

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

Journal Articles

2022

1. Backtesting macroprudential stress tests
   Journal of Economic Dynamics and Control, 2022, 137, (C) View citations (2)
   See also Working Paper Backtesting macroprudential stress tests, Discussion Papers (2020) View citations (1) (2020)

2021

2. Vulnerable asset management? The case of mutual funds
   Journal of Financial Stability, 2021, 52, (C) View citations (18)
   See also Working Paper Vulnerable asset management? The case of mutual funds, Discussion Papers (2017) View citations (18) (2017)

2020

3. Generalists and specialists in the credit market
   Journal of Banking & Finance, 2020, 112, (C) View citations (4)
   See also Working Paper Generalists and specialists in the credit market, LSE Research Online Documents on Economics (2020) View citations (4) (2020)
4. Reconstructing and stress testing credit networks
   Journal of Economic Dynamics and Control, 2020, 111, (C) View citations (16)
   See also Working Paper Reconstructing and stress testing credit networks, ESRB Working Paper Series (2018) View citations (2) (2018)

2019

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

2018

6. Too fast or too slow? Determining the optimal speed of financial markets
   Quantitative Finance, 2018, 18, (4), 519-532 View citations (8)

2016

7. Has the banking system become more homogeneous? Evidence from banks’ loan portfolios
   Economics Letters, 2016, 142, (C), 45-48 View citations (9)
8. Network Approaches to Interbank Markets: Foreword
   Computational Economics, 2016, 47, (1), 1-2

2015

9. On the distribution of links in the interbank network: evidence from the e-MID overnight money market
   Empirical Economics, 2015, 49, (4), 1463-1495 View citations (21)
   See also Working Paper On the distribution of links in the interbank network: Evidence from the e-mid overnight money market, Kiel Working Papers (2013) View citations (15) (2013)
10. The effects of a financial transaction tax in an artificial financial market
    Journal of Economic Interaction and Coordination, 2015, 10, (1), 119-150 View citations (17)
    See also Working Paper The effects of a financial transaction tax in an artificial financial market, Kiel Working Papers (2013) View citations (4) (2013)

2013

11. 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 View citations (61)
    See also Working Paper Network analysis of the e-MID overnight money market: The informational value of different aggregation levels for intrinsic dynamic processes, Kiel Working Papers (2012) View citations (11) (2012)

2012

12. 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 View citations (14)
    See also Working Paper Trading strategies in the overnight money market: Correlations and clustering on the e-MID trading platform, Kiel Working Papers (2012) View citations (15) (2012)

Books

2018

1. Shadow Banking: Financial Intermediation beyond Banks
   SUERF Studies, SUERF - The European Money and Finance Forum View citations (2)