Daniel Fricke : Citation Profile


Are you Daniel Fricke?

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

5

H index

5

i10 index

143

Citations

RESEARCH PRODUCTION:

8

Articles

11

Papers

1

Books

RESEARCH ACTIVITY:

   8 years (2010 - 2018). See details.
   Cites by year: 17
   Journals where Daniel Fricke has often published
   Relations with other researchers
   Recent citing documents: 35.    Total self citations: 4 (2.72 %)

MORE DETAILS IN:
ABOUT THIS REPORT:

   Permalink: http://citec.repec.org/pfr242
   Updated: 2019-03-16    RAS profile: 2019-02-06    
   Missing citations? Add them    Incorrect content? Let us know

Relations with other researchers


Works with:

Raddant, Matthias (2)

Fricke, Christoph (2)

Alfarano, Simone (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 (14)

Raddant, Matthias (6)

Lelyveld, Iman (5)

Molinari, Massimo (5)

Kobayashi, Teruyoshi (4)

Bargigli, Leonardo (4)

Bräuning, Falk (4)

di Iasio, Giovanni (4)

Berndsen, Ron (4)

Infante, Luigi (4)

Aldasoro, Iñaki (4)

Cites to:

Iori, Giulia (17)

Farmer, J. (8)

Shin, Hyun Song (7)

FREIXAS, XAVIER (6)

thesmar, david (6)

Westerhoff, Frank (6)

Rochet, Jean (6)

Bech, Morten (5)

Elsinger, Helmut (5)

Summer, Martin (5)

Stoll, Hans (4)

Main data


Where Daniel Fricke has published?


Journals with more than one article published# docs
Computational Economics2

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 (2018 and 2017)


YearTitle of citing document
2017The organization of the interbank network and how ECB unconventional measures affected the e-MID overnight market. (2017). Barucca, Paolo ; Lillo, Fabrizio. In: Papers. RePEc:arx:papers:1511.08068.

Full description at Econpapers || Download paper

2017Reverse stress testing interbank networks. (2017). Grigat, Daniel ; Caccioli, Fabio. In: Papers. RePEc:arx:papers:1702.08744.

Full description at Econpapers || Download paper

2017Counterparty 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.

Full description at Econpapers || Download paper

2017Network models of financial systemic risk: A review. (2017). Kobayashi, Teruyoshi ; Barucca, Paolo ; Caccioli, Fabio. In: Papers. RePEc:arx:papers:1710.11512.

Full description at Econpapers || Download paper

2017A dynamic network model with persistent links and node-specific latent variables, with an application to the interbank market. (2017). Mazzarisi, Piero ; Tantari, Daniele ; Lillo, Fabrizio ; Barucca, Paolo. In: Papers. RePEc:arx:papers:1801.00185.

Full description at Econpapers || Download paper

2018Structural changes in the interbank market across the financial crisis from multiple core-periphery analysis. (2018). Kojaku, Sadamori ; Masuda, Naoki ; Caldarelli, Guido ; Cimini, Giulio. In: Papers. RePEc:arx:papers:1802.05139.

Full description at Econpapers || Download paper

2018Dynamic Interbank Network Analysis Using Latent Space Models. (2018). Linardi, Fernando ; Lazier, Iuri ; van der Leij, Marco ; Diks, Cees. In: Working Papers Series. RePEc:bcb:wpaper:487.

Full description at Econpapers || Download paper

2017Las transferencias compensadas por ACH Colombia: Un análisis desde la perspectiva de topología de redes. (2017). Ortega, Fabio ; León, Carlos ; Leon, Carlos. In: Borradores de Economia. RePEc:bdr:borrec:990.

Full description at Econpapers || Download paper

2018Las transferencias procesadas por ACH Colombia: un análisis desde la perspectiva de topología de redes. (2018). Ortega, Fabio ; León, Carlos ; Leon, Carlos. In: REVISTA LECTURAS DE ECONOMÍA. RePEc:col:000174:016024.

Full description at Econpapers || Download paper

2018Call auction frequency and market quality: Evidence from the Taiwan Stock Exchange. (2018). Wang, Jianxin ; Twu, Mia. In: Journal of Asian Economics. RePEc:eee:asieco:v:57:y:2018:i:c:p:53-62.

Full description at Econpapers || Download paper

2018A dynamic network model of the unsecured interbank lending market. (2018). Lelyveld, Iman ; Bräuning, Falk ; Blasques, Francisco ; van Lelyveld, Iman ; Brauning, Falk. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:90:y:2018:i:c:p:310-342.

Full description at Econpapers || Download paper

2017Taxing financial transactions in fundamentally heterogeneous markets. (2017). Molinari, Massimo ; Gaffeo, Edoardo. In: Economic Modelling. RePEc:eee:ecmode:v:64:y:2017:i:c:p:322-333.

Full description at Econpapers || Download paper

2017Network centrality and funding rates in the e-MID interbank market. (2017). Montes-Rojas, Gabriel ; Iori, Giulia ; Temizsoy, Asena . In: Journal of Financial Stability. RePEc:eee:finsta:v:33:y:2017:i:c:p:346-365.

Full description at Econpapers || Download paper

2018Financial stability in networks of financial institutions and market infrastructures. (2018). Renneboog, Luc ; León, Carlos ; Leon, Carlos ; Berndsen, Ron J. In: Journal of Financial Stability. RePEc:eee:finsta:v:35:y:2018:i:c:p:120-135.

Full description at Econpapers || Download paper

2018Multiplex interbank networks and systemic importance: An application to European data. (2018). Aldasoro, Iñaki ; Alves, Ivan . In: Journal of Financial Stability. RePEc:eee:finsta:v:35:y:2018:i:c:p:17-37.

Full description at Econpapers || Download paper

2017The interbank network across the global financial crisis: Evidence from Italy. (2017). Pozzolo, Alberto ; Affinito, Massimiliano. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:80:y:2017:i:c:p:90-107.

Full description at Econpapers || Download paper

2018Identifying relationship lending in the interbank market: A network approach. (2018). Kobayashi, Teruyoshi ; Takaguchi, Taro . In: Journal of Banking & Finance. RePEc:eee:jbfina:v:97:y:2018:i:c:p:20-36.

Full description at Econpapers || Download paper

2018Epidemics of liquidity shortages in interbank markets. (2018). Di Clemente, Riccardo ; Cimini, Giulio ; Brandi, Giuseppe . In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:507:y:2018:i:c:p:255-267.

Full description at Econpapers || Download paper

2018Competition and transmission evolution of global food trade: A case study of wheat. (2018). Dong, Chao ; Bell, Michelle L ; Liu, Yan ; Shi, Tianyu ; Yan, Zhijun ; Lane, Kevin J ; Yin, Qiuju . In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:509:y:2018:i:c:p:998-1008.

Full description at Econpapers || Download paper

2017Market Stability vs. Market Resilience: Regulatory Policies Experiments in an Agent-Based Model with Low- and High-Frequency Trading. (2017). Leal, Sandrine Jacob ; Napoletano, Mauro. In: Post-Print. RePEc:hal:journl:hal-01768876.

Full description at Econpapers || Download paper

2017Network models of financial systemic risk: A review. (2017). Kobayashi, Teruyoshi ; Barucca, Paolo ; Caccioli, Fabio. In: Discussion Papers. RePEc:koe:wpaper:1719.

Full description at Econpapers || Download paper

2018Transfers processed by ACH Colombia: a network topology analysis. (2018). Ortega, Fabio ; León, Carlos ; Leon, Carlos. In: Lecturas de Economía. RePEc:lde:journl:y:2018:i:88:p:109-153.

Full description at Econpapers || Download paper

2018Swing Pricing for Mutual Funds: Breaking the Feedback Loop Between Fire Sales and Fund Runs. (2018). Capponi, Agostino ; Weber, Marko ; Glasserman, Paul. In: Working Papers. RePEc:ofr:wpaper:18-04.

Full description at Econpapers || Download paper

2017Global Banking and the Conduct of Macroprudential Policy in a Monetary Union. (2017). Vermandel, Gauthier ; Poutineau, Jean-Christophe. In: MPRA Paper. RePEc:pra:mprapa:81367.

Full description at Econpapers || Download paper

2018Does a bank levy increase frictions on the interbank market?. (2018). Hryckiewicz, Aneta ; Snarska, Malgorzata ; Skorulska, Karolina ; Mielus, Piotr . In: Working Papers. RePEc:sgh:kaewps:2018033.

Full description at Econpapers || Download paper

2018The organization of the interbank network and how ECB unconventional measures affected the e-MID overnight market. (2018). Barucca, Paolo ; Lillo, Fabrizio. In: Computational Management Science. RePEc:spr:comgts:v:15:y:2018:i:1:d:10.1007_s10287-017-0293-6.

Full description at Econpapers || Download paper

2018Network models of financial systemic risk: a review. (2018). Kobayashi, Teruyoshi ; Barucca, Paolo ; Caccioli, Fabio. In: Journal of Computational Social Science. RePEc:spr:jcsosc:v:1:y:2018:i:1:d:10.1007_s42001-017-0008-3.

Full description at Econpapers || Download paper

2018A functional perspective on financial networks. (2018). Molinari, Massimo ; Gaffeo, Edoardo. In: Journal of Economic Interaction and Coordination. RePEc:spr:jeicoo:v:13:y:2018:i:1:d:10.1007_s11403-017-0210-7.

Full description at Econpapers || Download paper

2017Dynamic Interbank Network Analysis Using Latent Space Models. (2017). van der Leij, Marco ; Lazier, Iuri ; Diks, Cees ; Linardi, Fernando. In: Tinbergen Institute Discussion Papers. RePEc:tin:wpaper:20170101.

Full description at Econpapers || Download paper

2017Bargaining power and outside options in the interbank lending market. (2017). Bräuning, Falk ; Abbassi, Puriya ; Schulze, Niels ; Brauning, Falk. In: Discussion Papers. RePEc:zbw:bubdps:312017.

Full description at Econpapers || Download paper

2017Structural correlations in the Italian overnight money market: An analysis based on network configuration models. (2017). Luu, Duc Thi ; Yanovski, Boyan ; Lux, Thomas. In: Economics Working Papers. RePEc:zbw:cauewp:201702.

Full description at Econpapers || Download paper

2017On the distribution of links in financial networks: Structural heterogeneity and functional form. (2017). Lux, Thomas. In: Economics Working Papers. RePEc:zbw:cauewp:201705.

Full description at Econpapers || Download paper

2017Counterparty credit limits: An effective tool for mitigating counterparty risk?. (2017). Hautsch, Nikolaus ; Porter, Mason A ; Howison, Sam D ; Gould, Martin D. In: CFS Working Paper Series. RePEc:zbw:cfswop:581.

Full description at Econpapers || Download paper

Works by Daniel Fricke:


YearTitleTypeCited
2016Has the banking system become more homogeneous? Evidence from banks’ loan portfolios In: Economics Letters.
[Full Text][Citation analysis]
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.
[Full Text][Citation analysis]
article3
2012Trading 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 another version. Agregated cites: 3
paper
2018Shadow Banking: Financial Intermediation beyond Banks In: SUERF Studies.
[Full Text][Citation analysis]
book0
2016Network Approaches to Interbank Markets: Foreword In: Computational Economics.
[Full Text][Citation analysis]
article0
2016Network Approaches to Interbank Markets: Foreword.(2016) In: Computational Economics.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 0
article
2013Network 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]
article32
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.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 32
paper
2015On the distribution of links in the interbank network: evidence from the e-MID overnight money market In: Empirical Economics.
[Full Text][Citation analysis]
article20
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: 20
paper
2015The effects of a financial transaction tax in an artificial financial market In: Journal of Economic Interaction and Coordination.
[Full Text][Citation analysis]
article10
2013The effects of a financial transaction tax in an artificial financial market.(2013) In: Kiel Working Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 10
paper
2018Reconstructing and stress testing credit networks In: ESRB Working Paper Series.
[Full Text][Citation analysis]
paper0
2018Too fast or too slow? Determining the optimal speed of financial markets In: Quantitative Finance.
[Full Text][Citation analysis]
article1
2017Vulnerable asset management? The case of mutual funds In: Discussion Papers.
[Full Text][Citation analysis]
paper1
2010Contagion between European and US banks: Evidence from equity prices In: Kiel Working Papers.
[Full Text][Citation analysis]
paper0
2012Core-periphery structure in the overnight money market: Evidence from the e-MID trading platform In: Kiel Working Papers.
[Full Text][Citation analysis]
paper65
2013On assortative and disassortative mixing in scale-free networks: The case of interbank credit networks In: Kiel Working Papers.
[Full Text][Citation analysis]
paper10
2014Liquidity Risk, Speculative Trade, and the Optimal Latency of Financial Markets In: Annual Conference 2014 (Hamburg): Evidence-based Economic Policy.
[Full Text][Citation analysis]
paper1
2017Vulnerable Funds? In: Annual Conference 2017 (Vienna): Alternative Structures for Money and Banking.
[Full Text][Citation analysis]
paper0

CitEc is a RePEc service, providing citation data for Economics since 2001. Sponsored by INOMICS. Last updated February, 1st 2019. Contact: CitEc Team