Christoph Fricke : Citation Profile


Are you Christoph Fricke?

Deutsche Bundesbank

3

H index

1

i10 index

27

Citations

RESEARCH PRODUCTION:

2

Articles

5

Papers

1

Books

RESEARCH ACTIVITY:

   8 years (2010 - 2018). See details.
   Cites by year: 3
   Journals where Christoph Fricke has often published
   Relations with other researchers
   Recent citing documents: 15.    Total self citations: 1 (3.57 %)

MORE DETAILS IN:
ABOUT THIS REPORT:

   Permalink: http://citec.repec.org/pfr320
   Updated: 2019-11-10    RAS profile: 2019-05-07    
   Missing citations? Add them    Incorrect content? Let us know

Relations with other researchers


Works with:

Menkhoff, Lukas (2)

Authors registered in RePEc who have co-authored more than one work in the last five years with Christoph Fricke.

Is cited by:

Girardi, Alessandro (1)

Chen, Haiqiang (1)

Wang, Jianxin (1)

Ouellet Leblanc, Guillaume (1)

Hong, Yongmiao (1)

Zekaite, Zivile (1)

Kontonikas, Alexandros (1)

Arora, Rohan (1)

Nolan, Charles (1)

Gau, Yin-Feng (1)

Li, Youwei (1)

Cites to:

Adrian, Tobias (9)

Shin, Hyun Song (8)

Moench, Emanuel (7)

Almeida, Caio (7)

Menkhoff, Lukas (7)

thesmar, david (6)

Schmeling, Maik (6)

Rudebusch, Glenn (6)

Vicente, José Valentim (4)

Amihud, Yakov (4)

Ng, Serena (4)

Main data


Where Christoph Fricke has published?


Journals with more than one article published# docs
Journal of Banking & Finance2

Working Papers Series with more than one paper published# docs
Discussion Papers / Deutsche Bundesbank2
Hannover Economic Papers (HEP) / Leibniz Universitšt Hannover, Wirtschaftswissenschaftliche Fakultšt2

Recent works citing Christoph Fricke (2018 and 2017)


YearTitle of citing document
2017Price Discovery in Agricultural Futures Markets: Should We Look Beyond the Best Bid-Ask Spread?. (2017). Frank, Julieta ; Arzandeh, Mehdi . In: Annual Meeting, 2017, June 18-21, Montreal, Canada. RePEc:ags:caes17:259344.

Full description at Econpapers || Download paper

2017The Information Content of the Limit Order Book. (2017). Frank, Julieta ; Arzandeh, Mehdi . In: 7th Annual Canadian Agri-Food Policy Conference, January 11-13, 2017, Ottawa, ON. RePEc:ags:cafp17:253251.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

2017Determinants of price discovery in the VIX futures market. (2017). Chen, Yu-Lun ; Tsai, Wei-Che. In: Journal of Empirical Finance. RePEc:eee:empfin:v:43:y:2017:i:c:p:59-73.

Full description at Econpapers || Download paper

2018A factor-based approach of bond portfolio value-at-risk: The informational roles of macroeconomic and financial stress factors. (2018). Tu, Anthony H ; Chen, Cathy Yi-Hsuan. In: Journal of Empirical Finance. RePEc:eee:empfin:v:45:y:2018:i:c:p:243-268.

Full description at Econpapers || Download paper

2018Global price discovery in the Australian dollar market and its determinants. (2018). Su, Fei ; Zhang, Jingjing. In: Pacific-Basin Finance Journal. RePEc:eee:pacfin:v:48:y:2018:i:c:p:35-55.

Full description at Econpapers || Download paper

2017Price discovery in Indian stock index futures market: new evidence based on intraday data. (2017). Inani, Sarveshwar Kumar. In: International Journal of Indian Culture and Business Management. RePEc:ids:ijicbm:v:14:y:2017:i:1:p:23-43.

Full description at Econpapers || Download paper

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

Full description at Econpapers || Download paper

2018Price Discovery and Efficiency of Indian Agricultural Commodity Futures Market: An Empirical Investigation. (2018). Inani, Sarveshwar Kumar. In: Journal of Quantitative Economics. RePEc:spr:jqecon:v:16:y:2018:i:1:d:10.1007_s40953-017-0074-7.

Full description at Econpapers || Download paper

2018Essays on Price Discovery and Volatility Dynamics in the Foreign Exchange Market. (2018). Su, Fei. In: PhD Thesis. RePEc:uts:finphd:2-2018.

Full description at Econpapers || Download paper

2018Essays on Price Discovery and Volatility Dynamics in the Foreign Exchange Market. (2018). Su, Fei. In: PhD Thesis. RePEc:uts:finphd:39.

Full description at Econpapers || Download paper

2019The impact of the US stock market opening on price discovery of government bond futures. (2019). Tse, Yiuman ; Jiao, Feng ; Indriawan, Ivan. In: Journal of Futures Markets. RePEc:wly:jfutmk:v:39:y:2019:i:7:p:779-802.

Full description at Econpapers || Download paper

Works by Christoph Fricke:


YearTitleTypeCited
2011Does the Bund dominate price discovery in Euro bond futures? Examining information shares In: Journal of Banking & Finance.
[Full Text][Citation analysis]
article19
2010Does the Bund dominate price discovery in Euro bond futures? Examining information shares.(2010) In: Hannover Economic Papers (HEP).
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 19
paper
2015Financial conditions, macroeconomic factors and disaggregated bond excess returns In: Journal of Banking & Finance.
[Full Text][Citation analysis]
article3
2018Shadow Banking: Financial Intermediation beyond Banks In: SUERF Studies.
[Full Text][Citation analysis]
book0
2012Expected and unexpected bond excess returns: Macroeconomic and market microstructure effects In: Hannover Economic Papers (HEP).
[Full Text][Citation analysis]
paper0
2017Vulnerable asset management? The case of mutual funds In: Discussion Papers.
[Full Text][Citation analysis]
paper3
2014Financial conditions, macroeconomic factors and (un)expected bond excess returns In: Discussion Papers.
[Full Text][Citation analysis]
paper2
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 November, 11 2019. Contact: CitEc Team