Daniel Fricke : Citation Profile


Are you Daniel Fricke?

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

6

H index

5

i10 index

250

Citations

RESEARCH PRODUCTION:

10

Articles

10

Papers

2

Books

RESEARCH ACTIVITY:

   10 years (2010 - 2020). See details.
   Cites by year: 25
   Journals where Daniel Fricke has often published
   Relations with other researchers
   Recent citing documents: 24.    Total self citations: 8 (3.1 %)

MORE DETAILS IN:
ABOUT THIS REPORT:

   Permalink: http://citec.repec.org/pfr242
   Updated: 2020-07-04    RAS profile: 2020-05-27    
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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 (22)

di Iasio, Giovanni (9)

Infante, Luigi (9)

Bargigli, Leonardo (9)

Aldasoro, Iñaki (8)

Molinari, Massimo (8)

van der Leij, Marco (7)

Bräuning, Falk (7)

Gaffeo, Edoardo (7)

Kobayashi, Teruyoshi (7)

Ortega, Fabio (6)

Cites to:

Iori, Giulia (20)

Farmer, J. (9)

FREIXAS, XAVIER (6)

Westerhoff, Frank (6)

Rochet, Jean (6)

von Peter, Goetz (5)

Elsinger, Helmut (5)

Summer, Martin (5)

Shin, Hyun Song (5)

Bech, Morten (5)

Rajan, Raghuram (4)

Main data


Where Daniel Fricke has published?


Working Papers Series with more than one paper published# docs
Kiel Working Papers / Kiel Institute for the World Economy (IfW)7

Recent works citing Daniel Fricke (2020 and 2019)


YearTitle of citing document
2019Compressing Over-the-Counter Markets. (2019). Roukny, Tarik ; D'Errico, Marco. In: Papers. RePEc:arx:papers:1705.07155.

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2020Counterparty 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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2018Reconstruction methods for networks: the case of economic and financial systems. (2018). Garlaschelli, Diego ; Gabrielli, Andrea ; Cimini, Giulio ; Caldarelli, Guido ; Squartini, Tiziano. In: Papers. RePEc:arx:papers:1806.06941.

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2020SHIFT: A Highly Realistic Financial Market Simulation Platform. (2020). BOZDOG, DRAGOS ; Calhoun, George ; Florescu, Ionut ; Alves, Thiago W. In: Papers. RePEc:arx:papers:2002.11158.

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2019Bond Funds and Fixed-Income Market Liquidity: A Stress-Testing Approach. (2019). Ouellet Leblanc, Guillaume ; Arora, Rohan ; Shotlander, Ryan ; Bedard-Page, Guillaume. In: Technical Reports. RePEc:bca:bocatr:115.

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2020Macroprudential stress testing: A proposal for the Luxembourg investment fund sector. (2020). Lee, Kang-Soek. In: BCL working papers. RePEc:bcl:bclwop:bclwp141.

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2019Simulating stress in the UK corporate bond market: investor behaviour and asset fire-sales. (2019). Silvestri, Laura ; Douglas, Graeme ; Baranova, Yuliya. In: Bank of England working papers. RePEc:boe:boeewp:0803.

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2020Dynamic interbank network analysis using latent space models. (2020). van der Leij, Marco ; Lazier, Iuri ; Diks, Cees ; Linardi, Fernando. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:112:y:2020:i:c:s0165188919301897.

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2018Assessing systemic risk due to fire sales spillover through maximum entropy network reconstruction. (2018). di Gangi, Domenico ; Pirino, Davide ; Lillo, Fabrizio. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:94:y:2018:i:c:p:117-141.

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2019Leverage and evolving heterogeneous beliefs in a simple agent-based financial market. (2019). Gaffeo, Edoardo. In: Finance Research Letters. RePEc:eee:finlet:v:29:y:2019:i:c:p:272-279.

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2019Market stability vs. market resilience: Regulatory policies experiments in an agent-based model with low- and high-frequency trading. (2019). Napoletano, Mauro ; Leal, Sandrine Jacob. In: Journal of Economic Behavior & Organization. RePEc:eee:jeborg:v:157:y:2019:i:c:p:15-41.

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2020Expropriations, property confiscations and new offshore entities: Evidence from the Panama Papers. (2020). Strittmatter, Anthony ; Raschky, Paul ; Hodler, Roland ; Bayer, Ralph-C ; Bayer, Ralph-C., . In: Journal of Economic Behavior & Organization. RePEc:eee:jeborg:v:171:y:2020:i:c:p:132-152.

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2019Interconnectedness in the interbank market. (2019). Harris, Jeffrey ; Mankad, Shawn ; Brunetti, Celso ; Michailidis, George. In: Journal of Financial Economics. RePEc:eee:jfinec:v:133:y:2019:i:2:p:520-538.

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2020Market microstructure, banks behaviour and interbank spreads: evidence after the crisis. (2020). Germano, Guido ; Gabbi, Giampaolo ; Iori, Giulia ; Kapar, Burcu. In: LSE Research Online Documents on Economics. RePEc:ehl:lserod:100467.

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2019Recreating Banking Networks under Decreasing Fixed Costs. (2019). Craig, Ben ; Paterlini, Sandra ; Maringer, Dietmar. In: Working Papers. RePEc:fip:fedcwq:192100.

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2019Systemic risk from investment similarities. (2019). battiston, stefano ; Riccaboni, Massimo ; Caldarelli, Guido ; Delpini, Danilo. In: PLOS ONE. RePEc:plo:pone00:0217141.

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2019LOAN MATURITY AGGREGATION IN INTERBANK LENDING NETWORKS OBSCURES MESOSCALE STRUCTURE AND ECONOMIC FUNCTIONS. (2019). Schoors, Koen ; Ryckebusch, Jan ; van den Heuvel, Milan ; van Soom, Marnix. In: Working Papers of Faculty of Economics and Business Administration, Ghent University, Belgium. RePEc:rug:rugwps:19/952.

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2020On the distribution of links in financial networks: structural heterogeneity and functional form. (2020). Lux, Thomas. In: Empirical Economics. RePEc:spr:empeco:v:58:y:2020:i:3:d:10.1007_s00181-018-1569-6.

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2019The role of the world’s major steel markets in price spillover networks: an analysis based on complex network motifs. (2019). Guan, Jianhe ; Li, Huajiao ; Liu, Yanxin ; Qi, Yajie. In: Journal of Economic Interaction and Coordination. RePEc:spr:jeicoo:v:14:y:2019:i:4:d:10.1007_s11403-019-00261-6.

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2020Market microstructure, banks’ behaviour and interbank spreads: evidence after the crisis. (2020). Gabbi, Giampaolo ; Germano, Guido ; Iori, Giulia ; Kapar, Burcu. In: Journal of Economic Interaction and Coordination. RePEc:spr:jeicoo:v:15:y:2020:i:1:d:10.1007_s11403-019-00248-3.

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2019The Formation of a Core Periphery Structure in Heterogeneous Financial Networks. (2016). van der Leij, Marco ; Hommes, Cars. In: Tinbergen Institute Discussion Papers. RePEc:tin:wpaper:20140098.

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2019Trading stocks on blocks: The quality of decentralized markets. (2019). Weinhardt, Christof ; Englert, Daniel ; Marino, Vincenzo ; Notheisen, Benedikt. In: Working Paper Series in Economics. RePEc:zbw:kitwps:129.

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2019Systemic Risk from Interbank Credit Markets?. (2019). Gries, Thomas ; Mitschke, Alexandra. In: Annual Conference 2019 (Leipzig): 30 Years after the Fall of the Berlin Wall - Democracy and Market Economy. RePEc:zbw:vfsc19:203582.

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Works by Daniel Fricke:


YearTitleTypeCited
2019Are specialist funds “special”? In: Financial Management.
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article1
2018Are specialist funds “special”?.(2018) In: LSE Research Online Documents on Economics.
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This paper has another version. Agregated cites: 1
paper
2020Reconstructing and stress testing credit networks In: Journal of Economic Dynamics and Control.
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article2
2018Reconstructing and stress testing credit networks.(2018) In: ESRB Working Paper Series.
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This paper has another version. Agregated cites: 2
paper
2016Has the banking system become more homogeneous? Evidence from banks’ loan portfolios In: Economics Letters.
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article1
2020Generalists and specialists in the credit market In: Journal of Banking & Finance.
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article0
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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article7
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: 7
paper
2017New Challenges in Central Banking:Monetary Policy Governance and Macroprudential Issues In: SUERF Studies.
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book0
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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article41
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: 41
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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article24
2013On 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 another version. Agregated cites: 24
paper
2015The effects of a financial transaction tax in an artificial financial market In: Journal of Economic Interaction and Coordination.
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article16
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: 16
paper
2018Too fast or too slow? Determining the optimal speed of financial markets In: Quantitative Finance.
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article4
2017Vulnerable asset management? The case of mutual funds In: Discussion Papers.
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paper4
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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paper134
2013On assortative and disassortative mixing in scale-free networks: The case of interbank credit networks In: Kiel Working Papers.
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paper15

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