Daniel Fricke : Citation Profile


Are you Daniel Fricke?

Deutsche Bundesbank (94% share)
London School of Economics (LSE) (1% share)

8

H index

7

i10 index

333

Citations

RESEARCH PRODUCTION:

12

Articles

17

Papers

1

Books

RESEARCH ACTIVITY:

   12 years (2010 - 2022). See details.
   Cites by year: 27
   Journals where Daniel Fricke has often published
   Relations with other researchers
   Recent citing documents: 38.    Total self citations: 13 (3.76 %)

MORE DETAILS IN:
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   Permalink: http://citec.repec.org/pfr242
   Updated: 2022-11-19    RAS profile: 2022-04-28    
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Relations with other researchers


Works with:

Authors registered in RePEc who have co-authored more than one work in the last five years with Daniel Fricke.

Is cited by:

León, Carlos (20)

Iori, Giulia (12)

Aldasoro, Iñaki (10)

di Iasio, Giovanni (9)

Infante, Luigi (9)

Gaffeo, Edoardo (9)

Bargigli, Leonardo (9)

Bräuning, Falk (9)

Molinari, Massimo (8)

Luu, Duc Thi (8)

Kobayashi, Teruyoshi (7)

Cites to:

Iori, Giulia (21)

Farmer, J. (14)

von Peter, Goetz (11)

Craig, Ben (11)

Shin, Hyun Song (8)

Westerhoff, Frank (7)

Summer, Martin (7)

Elsinger, Helmut (7)

Kirman, Alan (6)

Rochet, Jean (6)

FREIXAS, XAVIER (6)

Main data


Where Daniel Fricke has published?


Journals with more than one article published# docs
Journal of Economic Dynamics and Control2

Working Papers Series with more than one paper published# docs
Kiel Working Papers / Kiel Institute for the World Economy (IfW Kiel)7
Discussion Papers / Deutsche Bundesbank5
ESRB Working Paper Series / European Systemic Risk Board2

Recent works citing Daniel Fricke (2022 and 2021)


YearTitle of citing document
2021Counterparty credit limits: An effective tool for mitigating counterparty risk?. (2017). Hautsch, Nikolaus ; Porter, Mason A ; Howison, Sam D ; Gould, Martin D. In: Papers. RePEc:arx:papers:1709.08238.

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2021Liquidity Stress Testing in Asset Management -- Part 1. Modeling the Liability Liquidity Risk. (2021). Roncalli, Thierry ; Regnault, Margaux ; Pan, Franccois ; Karray-Meziou, Fatma. In: Papers. RePEc:arx:papers:2101.02110.

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2021The Physics of Financial Networks. (2021). Garlaschelli, Diego ; Cimini, Giulio ; Caccioli, Fabio ; Battiston, Stefano ; Barucca, Paolo ; Bardoscia, Marco ; Caldarelli, Guido ; Squartini, Tiziano ; Saracco, Fabio. In: Papers. RePEc:arx:papers:2103.05623.

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2022Systemic risk in interbank networks: disentangling balance sheets and network effects. (2021). Cimini, Giulio ; Ferracci, Alessandro. In: Papers. RePEc:arx:papers:2109.14360.

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2021Liquidity Stress Testing in Asset Management -- Part 3. Managing the Asset-Liability Liquidity Risk. (2021). Roncalli, Thierry. In: Papers. RePEc:arx:papers:2110.01302.

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2022Score Driven Generalized Fitness Model for Sparse and Weighted Temporal Networks. (2022). di Gangi, Domenico ; Lillo, Fabrizio ; Bormetti, Giacomo. In: Papers. RePEc:arx:papers:2202.09854.

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2021Non-bank financial intermediaries and financial stability. (2021). Schrimpf, Andreas ; Shin, Hyun Song ; Aramonte, Sirio. In: BIS Working Papers. RePEc:bis:biswps:972.

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2021Bargaining power and outside options in the interbank lending market. (2021). Bräuning, Falk ; Brauning, Falk ; Abbassi, Puriya ; Schulze, Niels. In: Financial Management. RePEc:bla:finmgt:v:50:y:2021:i:2:p:553-586.

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2021Fire?Sale Spillovers and Systemic Risk. (2021). Eisenbach, Thomas ; Duarte, Fernando. In: Journal of Finance. RePEc:bla:jfinan:v:76:y:2021:i:3:p:1251-1294.

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2021Modelling fire sale contagion across banks and non-banks. (2020). Ferrara, Gerardo ; Ramadiah, Amanah ; Caccioli, Fabio. In: Bank of England working papers. RePEc:boe:boeewp:0878.

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2022Rise of NBFIs and the Global Structural Change in the Transmission of Market Shocks. (2022). Shinozaki, Yuji ; Koide, Yoshiyasu ; Hogen, Yoshihiko. In: Bank of Japan Working Paper Series. RePEc:boj:bojwps:wp22e14.

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2022Increasing Portfolio Overlap of Japanese Regional Banks with Global Investment Funds and Its Financial Stability Implications. (2022). Sudo, Nao ; Hogen, Yoshihiko ; Koide, Yoshiyasu. In: Bank of Japan Working Paper Series. RePEc:boj:bojwps:wp22e15.

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2021Non-bank financial intermediation in the euro area: implications for monetary policy transmission and key vulnerabilities. (2021). Taboga, Marco ; Moura, Alban ; Migiakis, Petros ; Maddaloni, Angela ; Mazelis, Falk ; Mayordomo, Sergio ; Kaufmann, Christoph ; Matilainen, Jani ; Holm-Hadulla, Federic ; Schober-Rhomberg, Alexandra ; Nicoletti, Giulio ; Tavares, Luis Miguel ; Gulan, Adam ; Corradin, Stefano ; Sedillot, Franck ; Cappiello, Lorenzo ; Ratnovski, Lev ; Behrens, Caterina ; Guazzarotti, Giovanni ; Koskinen, Kimmo ; Pierrard, Olivier ; Asimakopoulos, Ioannis ; Stupariu, Patricia ; Meme, Nicolas ; Avakian, Lucia Kazarian ; Golden, Brian ; Arts, Laura ; Soares, Carla ; Petersen, Annelie ; McCarthy, Barra ; Unger, Robert ; Giuzio, Margherita ; Zaghini, Andrea ; Sigmund, Michael ; Niemela, Juha ; van den
2021Shock amplification in an interconnected financial system of banks and investment funds. (2021). Fukker, Gabor ; Sydow, Matthias ; Kaijser, Michiel ; Hilberg, Bjorn ; Grassi, Alberto ; Gourdel, Regis ; Gehrend, Max ; Tente, Natalia ; Fiedor, Pawe ; Salakhova, Dilyara ; del Vecchio, Leonardo ; Piquard, Thibaut ; Deipenbrock, Marija ; Montagna, Mattia ; Covi, Giovanni ; Mingarelli, Luca ; Schilte, Aurore ; Kaoudis, Georgios. In: Working Paper Series. RePEc:ecb:ecbwps:20212581.

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2022Uncovering the network structure of non-centrally cleared derivative markets: evidences from regulatory data. (2022). Zema, Sebastiano Michele. In: Working Paper Series. RePEc:ecb:ecbwps:20222721.

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2022Evaluating market risk from leveraged derivative exposures. (2022). Jukonis, Audrius. In: Working Paper Series. RePEc:ecb:ecbwps:20222722.

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2022Contagion accounting in stress-testing. (2022). Kok, Christoffer ; Huser, Anne-Caroline ; Aldasoro, Iaki. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:137:y:2022:i:c:s0165188922000598.

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2021Systemic risk of portfolio diversification. (2021). Maehashi, Kohei. In: Economics Letters. RePEc:eee:ecolet:v:208:y:2021:i:c:s0165176521003682.

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2021Speed and learning in high-frequency auctions. (2021). Zoican, Marius ; Khapko, Mariana ; Haas, Marlene. In: Journal of Financial Markets. RePEc:eee:finmar:v:54:y:2021:i:c:s1386418120300525.

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2022Sidedness in the interbank market. (2022). Harris, Jeffrey ; Mankad, Shawn ; Brunetti, Celso. In: Journal of Financial Markets. RePEc:eee:finmar:v:59:y:2022:i:pa:s1386418121000446.

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2021Common asset holdings and systemic vulnerability across multiple types of financial institution. (2021). Silvestri, Laura ; Mahmood, Tahir ; Barucca, Paolo. In: Journal of Financial Stability. RePEc:eee:finsta:v:52:y:2021:i:c:s1572308920301133.

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2021Exchange rate shocks in multicurrency interbank markets. (2021). Stefan, Martin ; Siklos, Pierre L. In: Journal of Financial Stability. RePEc:eee:finsta:v:55:y:2021:i:c:s1572308921000486.

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2021How are network centrality metrics related to interest rates in the Mexican secured and unsecured interbank markets?. (2021). Hochreiter, Ronald ; Luis , ; Martinez-Jaramillo, Serafin ; Tellez-Leon, Isela-Elizabeth. In: Journal of Financial Stability. RePEc:eee:finsta:v:55:y:2021:i:c:s157230892100053x.

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2021Macroprudential regulation in the post-crisis era: Has the pendulum swung too far?. (2021). Minford, A. Patrick ; Meenagh, David ; Mai, Vo Phuong ; Lyu, Juyi. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:74:y:2021:i:c:s1042443121001001.

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2021A Density-Based estimator of core/periphery network structures. (2021). Brassil, Anthony ; Nodari, Gabriela. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:125:y:2021:i:c:s0378426621000303.

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2021The contribution of the intra-firm exposures network to systemic risk. (2021). Lluberas, Rodrigo ; Martinez-Jaramillo, Serafin ; Baron, Andrea ; Rodriguez-Martinez, Anahi ; Caccioli, Fabio ; Landaberry, Victoria. In: Latin American Journal of Central Banking (previously Monetaria). RePEc:eee:lajcba:v:2:y:2021:i:2:s2666143821000120.

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2021Markets as networks evolving step by step: Relational Event Models for the interbank market. (2021). Vu, Duy Q ; Zappa, Paola . In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:565:y:2021:i:c:s0378437120308554.

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2022Diversification and manager autonomy in fund families: Implications for investors. (2022). Ortiz, Cristina ; Gimeno, Ruth ; Andreu, Laura. In: Research in International Business and Finance. RePEc:eee:riibaf:v:60:y:2022:i:c:s0275531921002269.

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2021Liquidity Networks, Interconnectedness, and Interbank Information Asymmetry. (2021). Harris, Jeffrey ; Brunetti, Celso ; Mankad, Shawn. In: Finance and Economics Discussion Series. RePEc:fip:fedgfe:2021-17.

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2022Portfolio Correlations in the Bank-Firm Credit Market of Japan. (2022). Luu, Duc Thi. In: Computational Economics. RePEc:kap:compec:v:60:y:2022:i:2:d:10.1007_s10614-021-10157-y.

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2021Achieving financial stability during a liquidity crisis: a multi-objective approach. (2021). Lucio, Gobbi ; Edoardo, Gaffeo . In: Risk Management. RePEc:pal:risman:v:23:y:2021:i:1:d:10.1057_s41283-021-00067-6.

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2021Systemic Instability of the Interbank Credit Market - A Contribution to a Resilient Financial System. (2021). Gries, Thomas ; Mitschke, Alexandra. In: Working Papers Dissertations. RePEc:pdn:dispap:75.

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2022Constructing banking networks under decreasing costs of link formation. (2022). Paterlini, Sandra ; Craig, Ben ; Maringer, Dietmar. In: Computational Management Science. RePEc:spr:comgts:v:19:y:2022:i:1:d:10.1007_s10287-021-00393-w.

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2022Systemic risk: a network approach. (2022). Hasse, Jean-Baptiste. In: Empirical Economics. RePEc:spr:empeco:v:63:y:2022:i:1:d:10.1007_s00181-021-02131-2.

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2021From agent-based modeling to actor-based reactive systems in the analysis of financial networks. (2021). Crafa, Silvia. In: Journal of Economic Interaction and Coordination. RePEc:spr:jeicoo:v:16:y:2021:i:3:d:10.1007_s11403-021-00323-8.

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2022Systemic liquidity contagion in the European interbank market. (2022). Paolotti, Daniela ; di Matteo, Tiziana ; Brandi, Giuseppe ; Macchiati, Valentina ; Cimini, Giulio ; Caldarelli, Guido. In: Journal of Economic Interaction and Coordination. RePEc:spr:jeicoo:v:17:y:2022:i:2:d:10.1007_s11403-021-00338-1.

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2021YOLO trading: Riding with the herd during the GameStop episode. (2021). Výrost, Tomᚠ; Baumohl, Eduard ; Vrost, Toma ; Lyocsa, Tefan. In: EconStor Preprints. RePEc:zbw:esprep:230679.

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2022Frequent batch auctions and informed trading. (2022). Smetak, Fabian ; Eibelshauser, Steffen. In: SAFE Working Paper Series. RePEc:zbw:safewp:344.

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Works by Daniel Fricke:


YearTitleTypeCited
2019Are specialist funds “special”? In: Financial Management.
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article4
2018Are specialist funds “special”?.(2018) In: LSE Research Online Documents on Economics.
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This paper has another version. Agregated cites: 4
paper
2020Reconstructing and stress testing credit networks In: Journal of Economic Dynamics and Control.
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article9
2018Reconstructing and stress testing credit networks.(2018) In: ESRB Working Paper Series.
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This paper has another version. Agregated cites: 9
paper
2022Backtesting macroprudential stress tests In: Journal of Economic Dynamics and Control.
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article1
2020Backtesting macroprudential stress tests.(2020) In: Discussion Papers.
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This paper has another version. Agregated cites: 1
paper
2016Has the banking system become more homogeneous? Evidence from banks’ loan portfolios In: Economics Letters.
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article3
2021Vulnerable asset management? The case of mutual funds In: Journal of Financial Stability.
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article20
2017Vulnerable asset management? The case of mutual funds.(2017) In: Discussion Papers.
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This paper has another version. Agregated cites: 20
paper
2020Generalists and specialists in the credit market In: Journal of Banking & Finance.
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article1
2020Generalists and specialists in the credit market.(2020) In: LSE Research Online Documents on Economics.
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This paper has another version. Agregated cites: 1
paper
2012Trading strategies in the overnight money market: Correlations and clustering on the e-MID trading platform In: Physica A: Statistical Mechanics and its Applications.
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article14
2012Trading strategies in the overnight money market: Correlations and clustering on the e-MID trading platform.(2012) In: Kiel Working Papers.
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This paper has another version. Agregated cites: 14
paper
2018Shadow Banking: Financial Intermediation beyond Banks In: SUERF Studies.
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book1
2016Network Approaches to Interbank Markets: Foreword In: Computational Economics.
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article0
2013Network analysis of the e-MID overnight money market: the informational value of different aggregation levels for intrinsic dynamic processes In: Computational Management Science.
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article56
2012Network analysis of the e-MID overnight money market: The informational value of different aggregation levels for intrinsic dynamic processes.(2012) In: Kiel Working Papers.
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This paper has another version. Agregated cites: 56
paper
2015On the distribution of links in the interbank network: evidence from the e-MID overnight money market In: Empirical Economics.
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article29
2013On the distribution of links in the interbank network: Evidence from the e-mid overnight money market.(2013) In: Kiel Working Papers.
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This paper has another version. Agregated cites: 29
paper
2015The effects of a financial transaction tax in an artificial financial market In: Journal of Economic Interaction and Coordination.
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article18
2013The effects of a financial transaction tax in an artificial financial market.(2013) In: Kiel Working Papers.
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This paper has another version. Agregated cites: 18
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2021Synthetic Leverage and Fund Risk-Taking In: ESRB Working Paper Series.
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paper2
2021Synthetic leverage and fund risk-taking.(2021) In: Discussion Papers.
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This paper has another version. Agregated cites: 2
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2018Too fast or too slow? Determining the optimal speed of financial markets In: Quantitative Finance.
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article7
2022You cant always get what you want (where you want it): Cross-border effects of the US money market fund reform In: Discussion Papers.
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2020Connected funds In: Discussion Papers.
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paper3
2020Connected Funds.(2020) In: VfS Annual Conference 2020 (Virtual Conference): Gender Economics.
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This paper has another version. Agregated cites: 3
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2010Contagion between European and US banks: Evidence from equity prices In: Kiel Working Papers.
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paper0
2012Core-periphery structure in the overnight money market: Evidence from the e-MID trading platform In: Kiel Working Papers.
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paper147
2013On assortative and disassortative mixing in scale-free networks: The case of interbank credit networks In: Kiel Working Papers.
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paper18

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