Details about Christoph Fricke

Access statistics for papers by Christoph Fricke.

Last updated 2019-05-07. Update your information in the RePEc Author Service.

Short-id: pfr320

Working Papers

2017

1. Vulnerable Funds?
   VfS Annual Conference 2017 (Vienna): Alternative Structures for Money and Banking, Verein für Socialpolitik / German Economic Association
2. Vulnerable asset management? The case of mutual funds
   Discussion Papers, Deutsche Bundesbank View citations (18)

2014

3. Financial conditions, macroeconomic factors and (un)expected bond excess returns
   Discussion Papers, Deutsche Bundesbank View citations (2)

2012

4. Expected and unexpected bond excess returns: Macroeconomic and market microstructure effects
   Hannover Economic Papers (HEP), Leibniz Universität Hannover, Wirtschaftswissenschaftliche Fakultät

2010

5. Does the "Bund" dominate price discovery in Euro bond futures? Examining information shares
   Hannover Economic Papers (HEP), Leibniz Universität Hannover, Wirtschaftswissenschaftliche Fakultät View citations (4)
   See also Journal Article Does the "Bund" dominate price discovery in Euro bond futures? Examining information shares, Journal of Banking & Finance, Elsevier (2011) View citations (42) (2011)

Journal Articles

2015

1. Financial conditions, macroeconomic factors and disaggregated bond excess returns
   Journal of Banking & Finance, 2015, 58, (C), 80-94 View citations (7)

2011

2. Does the "Bund" dominate price discovery in Euro bond futures? Examining information shares
   Journal of Banking & Finance, 2011, 35, (5), 1057-1072 View citations (42)
   See also Working Paper Does the "Bund" dominate price discovery in Euro bond futures? Examining information shares, Hannover Economic Papers (HEP) (2010) View citations (4) (2010)