8
H index
8
i10 index
388
Citations
Daniel Fricke : Citation Profile
Deutsche Bundesbank (94% share) | RESEARCH PRODUCTION: 12 Articles 17 Papers 1 Books RESEARCH ACTIVITY:
MORE DETAILS IN: ABOUT THIS REPORT:
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12 years (2010 - 2022). 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:
| Cites to:
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Main data
Where Daniel Fricke has published?
| Journals with more than one article published | # docs |
|---|---|
| Journal of Economic Dynamics and Control | 2 |
| 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 Bundesbank | 5 |
| ESRB Working Paper Series / European Systemic Risk Board | 2 |
Recent works citing Daniel Fricke (2025 and 2024)
Year  | Title of citing document | |
|---|---|---|
| 2024 | Clearing time randomization and transaction fees for auction market design. (2024). Xu, Tianrui ; Mastrolia, Thibaut. In: Papers. RePEc:arx:papers:2405.09764. Full description at Econpapers || Download paper | |
| 2024 | Reciprocity in Interbank Markets. (2024). Honvehlmann, Lutz. In: Papers. RePEc:arx:papers:2412.10329. Full description at Econpapers || Download paper | |
| 2025 | Mitigating fragility in open-ended investment funds: the role of redemption restrictions. (2025). Vivar, Luis Molestina. In: Working Paper Series. RePEc:ecb:ecbwps:20253025. Full description at Econpapers || Download paper | |
| 2024 | Interbank network reconstruction enforcing density and reciprocity. (2024). Macchiati, Valentina ; Mazzarisi, Piero ; Garlaschelli, Diego. In: Chaos, Solitons & Fractals. RePEc:eee:chsofr:v:186:y:2024:i:c:s0960077924008312. Full description at Econpapers || Download paper | |
| 2024 | Modelling fire sale contagion across banks and non-banks. (2024). Ramadiah, Amanah ; Ferrara, Gerardo ; Caccioli, Fabio. In: Journal of Financial Stability. RePEc:eee:finsta:v:71:y:2024:i:c:s1572308924000160. Full description at Econpapers || Download paper | |
| 2024 | Shock amplification in an interconnected financial system of banks and investment funds. (2024). Del Vecchio, Leonardo ; Covi, Giovanni ; Kaoudis, Georgios ; Schilte, Aurore ; Kaijser, Michiel ; Sydow, Matthias ; Hilberg, Bjorn ; Grassi, Alberto ; Gourdel, Regis ; Gehrend, Max ; Tente, Natalia ; Fukker, Gabor ; Salakhova, Dilyara ; Fiedor, Pawel ; Piquard, Thibaut ; Montagna, Mattia ; Deipenbrock, Marija ; Mingarelli, Luca. In: Journal of Financial Stability. RePEc:eee:finsta:v:71:y:2024:i:c:s1572308924000196. Full description at Econpapers || Download 2024 | Liquidity buffers and open-end investment funds: Containing outflows or reducing fire sales?. (2024). Wedow, Michael ; Weistroffer, Christian ; Vivar, Luis Molestina ; Dekker, Lennart. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:91:y:2024:i:c:s1042443123001774. Full description at Econpapers || Download paper |
| 2025 | Mitigating fragility in open-ended investment funds: the role of redemption restrictions. (2025). Vivar, Luis Molestina. In: ESRB Working Paper Series. RePEc:srk:srkwps:2025150. Full description at Econpapers || Download paper | |
| 2024 | Essays on asset liquidity and investment funds. (2024). Dekker, Lennart. In: Other publications TiSEM. RePEc:tiu:tiutis:5fc9bf77-84e7-4a36-9e3a-1798e435d435. Full description at Econpapers || Download paper |
Works by Daniel Fricke:
| Year | Title | Type | Cited |
|---|---|---|---|
| 2019 | Are specialist funds “special”? In: Financial Management. [Full Text][Citation analysis] | article | 4 |
| 2018 | Are specialist funds €œspecial€ ?.(2018) In: LSE Research Online Documents on Economics. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 4 | paper | |
| 2020 | Reconstructing and stress testing credit networks In: Journal of Economic Dynamics and Control. [Full Text][Citation analysis] | article | 16 |
| 2018 | Reconstructing and stress testing credit networks.(2018) In: ESRB Working Paper Series. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 16 | paper | |
| 2022 | Backtesting macroprudential stress tests In: Journal of Economic Dynamics and Control. [Full Text][Citation analysis] | article | 3 |
| 2020 | Backtesting macroprudential stress tests.(2020) In: Discussion Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 3 | paper | |
| 2016 | Has the banking system become more homogeneous? Evidence from banks’ loan portfolios In: Economics Letters. [Full Text][Citation analysis] | article | 8 |
| 2021 | Vulnerable asset management? The case of mutual funds In: Journal of Financial Stability. [Full Text][Citation analysis] | article | 34 |
| 2017 | Vulnerable asset management? The case of mutual funds.(2017) In: Discussion Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 34 | paper | |
| 2020 | Generalists and specialists in the credit market In: Journal of Banking & Finance. [Full Text][Citation analysis] | article | 4 |
| 2020 | Generalists and specialists in the credit market.(2020) In: LSE Research Online Documents on Economics. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 4 | paper | |
| 2012 | Trading strategies in the overnight money market: Correlations and clustering on the e-MID trading platform In: Physica A: Statistical Mechanics and its Applications. [Full Text][Citation analysis] | article | 15 |
| 2012 | Trading strategies in the overnight money market: Correlations and clustering on the e-MID trading platform.(2012) In: Kiel Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 15 | paper | |
| 2018 | Shadow Banking: Financial Intermediation beyond Banks In: SUERF Studies. [Full Text][Citation analysis] | book | 2 |
| 2016 | Network Approaches to Interbank Markets: Foreword In: Computational Economics. [Full Text][Citation analysis] | article | 0 |
| 2013 | Network analysis of the e-MID overnight money market: the informational value of different aggregation levels for intrinsic dynamic processes In: Computational Management Science. [Full Text][Citation analysis] | article | 64 |
| 2012 | Network analysis of the e-MID overnight money market: The informational value of different aggregation levels for intrinsic dynamic processes.(2012) In: Kiel Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 64 | paper | |
| 2015 | On the distribution of links in the interbank network: evidence from the e-MID overnight money market In: Empirical Economics. [Full Text][Citation analysis] | article | 36 |
| 2013 | On the distribution of links in the interbank network: Evidence from the e-mid overnight money market.(2013) In: Kiel Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 36 | paper | |
| 2015 | The effects of a financial transaction tax in an artificial financial market In: Journal of Economic Interaction and Coordination. [Full Text][Citation analysis] | article | 20 |
| 2013 | The effects of a financial transaction tax in an artificial financial market.(2013) In: Kiel Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 20 | paper | |
| 2021 | Synthetic Leverage and Fund Risk-Taking In: ESRB Working Paper Series. [Full Text][Citation analysis] | paper | 3 |
| 2021 | Synthetic leverage and fund risk-taking.(2021) In: Discussion Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 3 | paper | |
| 2018 | Too fast or too slow? Determining the optimal speed of financial markets In: Quantitative Finance. [Full Text][Citation analysis] | article | 8 |
| 2022 | You cant always get what you want (where you want it): Cross-border effects of the US money market fund reform In: Discussion Papers. [Full Text][Citation analysis] | paper | 1 |
| 2020 | Connected funds In: Discussion Papers. [Full Text][Citation analysis] | paper | 3 |
| 2020 | Connected Funds.(2020) In: VfS Annual Conference 2020 (Virtual Conference): Gender Economics. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 3 | paper | |
| 2010 | Contagion between European and US banks: Evidence from equity prices In: Kiel Working Papers. [Full Text][Citation analysis] | paper | 0 |
| 2012 | Core-periphery structure in the overnight money market: Evidence from the e-MID trading platform In: Kiel Working Papers. [Full Text][Citation analysis] | paper | 147 |
| 2013 | On assortative and disassortative mixing in scale-free networks: The case of interbank credit networks In: Kiel Working Papers. [Full Text][Citation analysis] | paper | 20 |
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