Daniel Fricke : Citation Profile


Are you Daniel Fricke?

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

8

H index

8

i10 index

366

Citations

RESEARCH PRODUCTION:

12

Articles

17

Papers

1

Books

RESEARCH ACTIVITY:

   12 years (2010 - 2022). See details.
   Cites by year: 30
   Journals where Daniel Fricke has often published
   Relations with other researchers
   Recent citing documents: 20.    Total self citations: 13 (3.43 %)

MORE DETAILS IN:
ABOUT THIS REPORT:

   Permalink: http://citec.repec.org/pfr242
   Updated: 2024-01-16    RAS profile: 2022-04-28    
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Relations with other researchers


Works with:

Wilke, Hannes (2)

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 (11)

Gaffeo, Edoardo (10)

Infante, Luigi (9)

di Iasio, Giovanni (9)

Bargigli, Leonardo (9)

Luu, Duc Thi (8)

Bräuning, Falk (8)

Molinari, Massimo (8)

Napoletano, Mauro (7)

Cites to:

Iori, Giulia (21)

Farmer, J. (14)

Craig, Ben (11)

von Peter, Goetz (11)

Shin, Hyun Song (8)

Westerhoff, Frank (7)

Thurner, Stefan (7)

Elsinger, Helmut (7)

Summer, Martin (7)

Bech, Morten (6)

Kirman, Alan (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 (2024 and 2023)


YearTitle of citing document
2023Reconstructing firm-level input-output networks from partial information. (2023). Austudillo-Estevez, Pablo ; Bacilieri, Andrea. In: Papers. RePEc:arx:papers:2304.00081.

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2023Interbank money market concerns and actors’ strategies—A systematic review of 21st century literature. (2023). Dugdale, Julie ; Reaidy, Paul J ; Madies, Philippe ; Alaeddini, Morteza. In: Journal of Economic Surveys. RePEc:bla:jecsur:v:37:y:2023:i:2:p:573-654.

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2023.

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2023Cyclical Investment Behavior of Investment Funds: Its Heterogeneity and Drivers. (2023). Szabo, Milan. In: Working Papers. RePEc:cnb:wpaper:2023/5.

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2023Interbank asset-liability networks with fire sale management. (2023). Haaj, Grzegorz ; Feinstein, Zachary. In: Working Paper Series. RePEc:ecb:ecbwps:20232806.

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2023Liquidity bu?ers and open-end investment funds: containing out?ows and reducing ?re sales. (2023). Wedow, Michael ; Weistroffer, Christian ; Vivar, Luis Molestina ; Dekker, Lennart. In: Working Paper Series. RePEc:ecb:ecbwps:20232825.

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2023Intermediaries’ substitutability and financial network resilience: A hyperstructure approach. (2023). Ugolini, Stefano ; Lucena-Piquero, Delio ; Accominotti, Olivier. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:153:y:2023:i:c:s0165188923001069.

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2023Topological properties of reconstructed credit networks and banking systemic risk. (2023). Li, Menyu ; Chen, Boyi ; Liu, Xiaoxing ; Wang, Chao. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:66:y:2023:i:c:s1062940823000360.

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2023Burned by leverage? Flows and fragility in bond mutual funds. (2023). Wedow, Michael ; Weistroffer, Christian ; Vivar, Luis Molestina. In: Journal of Empirical Finance. RePEc:eee:empfin:v:72:y:2023:i:c:p:354-380.

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2023Fund ESG performance and downside risk: Evidence from China. (2023). Zong, Zhe ; Zhang, Yue. In: International Review of Financial Analysis. RePEc:eee:finana:v:86:y:2023:i:c:s105752192300042x.

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2023Networks, interconnectedness, and interbank information asymmetry. (2023). Harris, Jeffrey ; Mankad, Shawn ; Brunetti, Celso. In: Journal of Financial Stability. RePEc:eee:finsta:v:67:y:2023:i:c:s1572308923000633.

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2023Industry Specialization and Small Business Lending. (2023). Pattison, Nathaniel ; Di, Wenhua. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:149:y:2023:i:c:s0378426623000249.

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2023Bank specialization, mortgage lending and house prices. (2023). Dursun-De, Ozlem H. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:151:y:2023:i:c:s0378426623000614.

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2023Assessing and mitigating fire sales risk under partial information. (2023). Maria, Luitgard Anna ; Pang, Raymond Ka-Kay. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:155:y:2023:i:c:s0378426623001875.

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2023Assessing and mitigating fire sales risk under partial information. (2023). , Luitgard ; Pang, Raymond Ka-Kay. In: LSE Research Online Documents on Economics. RePEc:ehl:lserod:120171.

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2023Connectivity, centralisation and ‘robustness-yet-fragility’ of interbank networks. (2023). Toto, Andrea ; Teglio, Andrea ; Ozel, Bulent ; Eboli, Mario. In: Annals of Finance. RePEc:kap:annfin:v:19:y:2023:i:2:d:10.1007_s10436-022-00416-9.

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2023Uncovering the network structure of non-centrally cleared derivative markets: evidence from large regulatory data. (2023). Zema, Sebastiano Michele. In: Empirical Economics. RePEc:spr:empeco:v:65:y:2023:i:4:d:10.1007_s00181-023-02396-9.

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2023The financial network channel of monetary policy transmission: an agent-based model. (2023). Lima, Gilberto ; Russo, Alberto ; Riccetti, Luca ; Alexandre, Michel. In: Journal of Economic Interaction and Coordination. RePEc:spr:jeicoo:v:18:y:2023:i:3:d:10.1007_s11403-023-00377-w.

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2023Regulation with Externalities and Misallocation in General Equilibrium. (2023). Schaab, Andreas ; Clayton, Christopher. In: TSE Working Papers. RePEc:tse:wpaper:128146.

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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 nother version. Agregated cites: 4
paper
2020Reconstructing and stress testing credit networks In: Journal of Economic Dynamics and Control.
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article14
2018Reconstructing and stress testing credit networks.(2018) In: ESRB Working Paper Series.
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This paper has nother version. Agregated cites: 14
paper
2022Backtesting macroprudential stress tests In: Journal of Economic Dynamics and Control.
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article2
2020Backtesting macroprudential stress tests.(2020) In: Discussion Papers.
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This paper has nother version. Agregated cites: 2
paper
2016Has the banking system become more homogeneous? Evidence from banks’ loan portfolios In: Economics Letters.
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article5
2021Vulnerable asset management? The case of mutual funds In: Journal of Financial Stability.
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article26
2017Vulnerable asset management? The case of mutual funds.(2017) In: Discussion Papers.
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This paper has nother version. Agregated cites: 26
paper
2020Generalists and specialists in the credit market In: Journal of Banking & Finance.
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article4
2020Generalists 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
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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article15
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 nother version. Agregated cites: 15
paper
2018Shadow Banking: Financial Intermediation beyond Banks In: SUERF Studies.
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book2
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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article60
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 nother version. Agregated cites: 60
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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article34
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 nother version. Agregated cites: 34
paper
2015The effects of a financial transaction tax in an artificial financial market In: Journal of Economic Interaction and Coordination.
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article20
2013The effects of a financial transaction tax in an artificial financial market.(2013) In: Kiel Working Papers.
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This paper has nother version. Agregated cites: 20
paper
2021Synthetic Leverage and Fund Risk-Taking In: ESRB Working Paper Series.
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paper3
2021Synthetic leverage and fund risk-taking.(2021) In: Discussion Papers.
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This paper has nother version. Agregated cites: 3
paper
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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paper1
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 nother version. Agregated cites: 3
paper
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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paper19

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