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Daniel Fricke
Daniel Fricke
Verified email at bundesbank.de - Homepage
Title
Cited by
Cited by
Year
Core–periphery structure in the overnight money market: evidence from the e-mid trading platform
D Fricke, T Lux
Computational Economics 45, 359-395, 2015
4142015
Network analysis of the e-MID overnight money market: the informational value of different aggregation levels for intrinsic dynamic processes
K Finger, D Fricke, T Lux
Computational Management Science 10, 187-211, 2013
892013
On the distribution of links in the interbank network: evidence from the e-MID overnight money market
D Fricke, T Lux
Empirical Economics 49, 1463-1495, 2015
722015
Vulnerable Asset Management? The Case of Mutual Funds
C Fricke, D Fricke
Journal of Financial Stability, 2019
592019
Reconstructing and Stress Testing Credit Networks
A Ramadiah, F Caccioli, D Fricke
Journal of Economic Dynamics & Control 111, 2020
442020
On assortative and disassortative mixing in scale-free networks: The case of interbank credit networks
D Fricke, K Finger, T Lux
Kiel Working Paper, 2013
312013
Too fast or too slow? Determining the optimal speed of financial markets
D Fricke, A Gerig
Quantitative Finance 18 (4), 519-532, 2018
242018
Trading strategies in the overnight money market: Correlations and clustering on the e-MID trading platform
D Fricke
Physica A: Statistical Mechanics and its Applications 391 (24), 6528-6542, 2012
232012
Generalists and Specialists in the Credit Market
D Fricke, T Roukny
Journal of Banking & Finance 112, 2020
222020
The effects of a financial transaction tax in an artificial financial market
D Fricke, T Lux
Journal of Economic Interaction and Coordination 10 (1), 119-150, 2015
212015
Has the banking system become more homogeneous? Evidence from banks’ loan portfolios
D Fricke
Economics Letters 142, 45-48, 2016
202016
Connected funds
D Fricke, H Wilke
Review of Financial Studies, 2023
162023
Are Specialist Funds 'Special'?
D Fricke
Financial Management 48 (2), 441-472, 2019
132019
Challenges of integrating complexity and evolution into economics
T Hens, R Axtell, A Kirman, ID Couzin, D Fricke, ME Hochberg, ...
Strüngmann Forum Reports, 65-81, 2016
112016
From the financial crisis to sustainability
C Jaeger, G Horn, T Lux, D Fricke, S Frurst, W Lass, L Lin, A Mandel, ...
Study commissioned by the German Federal Ministry for the Environment …, 2009
82009
Backtesting macroprudential stress tests
A Ramadiah, D Fricke, F Caccioli
Journal of Economic Dynamics and Control 137, 104333, 2022
72022
Synthetic leverage and fund risk-taking
D Fricke
Deutsche Bundesbank Discussion Paper, 2021
62021
Excess Reserves and Monetary Policy Tightening
D Fricke, S Greppmair, K Paludkiewicz
Deutsche Bundesbank Discussion Paper, 2024
52024
Who creates and who bears flow externalities in mutual funds?
D Fricke, S Jank, H Wilke
Deutsche Bundesbank, 2022
52022
Financial crisis prediction: A model comparison
D Fricke
Available at SSRN 3059052, 2017
52017
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