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

237

Citations

RESEARCH PRODUCTION:

8

Articles

9

Papers

1

Books

RESEARCH ACTIVITY:

   8 years (2010 - 2018). See details.
   Cites by year: 29
   Journals where Daniel Fricke has often published
   Relations with other researchers
   Recent citing documents: 36.    Total self citations: 7 (2.87 %)

MORE DETAILS IN:
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   Permalink: http://citec.repec.org/pfr242
   Updated: 2019-10-21    RAS profile: 2019-07-08    
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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)

Bargigli, Leonardo (9)

di Iasio, Giovanni (9)

Infante, Luigi (9)

Aldasoro, Iñaki (8)

Molinari, Massimo (8)

Bräuning, Falk (7)

Kobayashi, Teruyoshi (7)

Raddant, Matthias (6)

Gaffeo, Edoardo (6)

van der Leij, Marco (6)

Cites to:

Iori, Giulia (17)

Farmer, J. (7)

Rochet, Jean (6)

Westerhoff, Frank (6)

FREIXAS, XAVIER (6)

Bech, Morten (5)

Elsinger, Helmut (5)

Summer, Martin (5)

Shin, Hyun Song (5)

von Peter, Goetz (4)

thesmar, david (3)

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 (2019 and 2018)


YearTitle of citing document
2018Limit Order Strategic Placement with Adverse Selection Risk and the Role of Latency. (2018). LEHALLE, Charles-Albert ; Mounjid, Othmane. In: Papers. RePEc:arx:papers:1610.00261.

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2019Compressing Over-the-Counter Markets. (2017). D'Errico, Marco ; Roukny, Tarik . In: Papers. RePEc:arx:papers:1705.07155.

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2018Identifying systemically important companies in the entire liability network of a small open economy. (2018). Poledna, Sebastian ; Thurner, Stefan ; Hinteregger, Abraham. In: Papers. RePEc:arx:papers:1801.10487.

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2018Quantification of systemic risk from overlapping portfolios in the financial system. (2018). Poledna, Sebastian ; Thurner, Stefan ; Caccioli, Fabio ; Mart, Seraf'In. In: Papers. RePEc:arx:papers:1802.00311.

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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.

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

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

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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.

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2018Bad Sovereign or Bad Balance Sheets? Euro Interbank Market Fragmentation and Monetary Policy, 2011-2015. (2018). Gabrieli, Silvia ; Labonne, Claire. In: Working papers. RePEc:bfr:banfra:687.

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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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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.

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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.

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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.

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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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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.

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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.

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2018Identifying central bank liquidity super-spreaders in interbank funds networks. (2018). León, Carlos ; Sarmiento, Miguel ; Machado, Clara ; Leon, Carlos. In: Journal of Financial Stability. RePEc:eee:finsta:v:35:y:2018:i:c:p:75-92.

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2018The dark side of stress tests: Negative effects of information disclosure. (2018). Goncharenko, Roman ; Pinto, Roberto ; Hledik, Juraj. In: Journal of Financial Stability. RePEc:eee:finsta:v:37:y:2018:i:c:p:49-59.

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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.

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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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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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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.

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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.

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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.

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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.

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2018Financial Networks and Systemic Risk in China’s Banking System. (2018). Sun, Lixin. In: MPRA Paper. RePEc:pra:mprapa:90658.

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2018A Density-based Estimator of Core/Periphery Network Structures: Analysing the Australian Interbank Market. (2018). Nodari, Gabriela ; Brassil, Anthony. In: RBA Research Discussion Papers. RePEc:rba:rbardp:rdp2018-01.

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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.

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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.

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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.

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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.

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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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2018Bilateral netting and systemic liquidity shortages in banking networks. (2018). Molinari, Massimo ; Gaffeo, Edoardo ; Gobbi, Lucio . In: DEM Working Papers. RePEc:trn:utwprg:2018/06.

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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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Works by Daniel Fricke:


YearTitleTypeCited
2019Are specialist funds “special”? In: Financial Management.
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article0
2016Has the banking system become more homogeneous? Evidence from banks’ loan portfolios In: Economics Letters.
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article1
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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paper
2018Shadow Banking: Financial Intermediation beyond Banks In: SUERF Studies.
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book0
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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article36
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: 36
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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article23
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: 23
paper
2015The effects of a financial transaction tax in an artificial financial market In: Journal of Economic Interaction and Coordination.
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article12
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: 12
paper
2018Reconstructing and stress testing credit networks In: ESRB Working Paper Series.
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paper2
2018Too fast or too slow? Determining the optimal speed of financial markets In: Quantitative Finance.
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article5
2017Vulnerable asset management? The case of mutual funds In: Discussion Papers.
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paper3
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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paper133
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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