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

382

Citations

RESEARCH PRODUCTION:

12

Articles

17

Papers

1

Books

RESEARCH ACTIVITY:

   12 years (2010 - 2022). See details.
   Cites by year: 31
   Journals where Daniel Fricke has often published
   Relations with other researchers
   Recent citing documents: 32.    Total self citations: 13 (3.29 %)

MORE DETAILS IN:
ABOUT THIS REPORT:

   Permalink: http://citec.repec.org/pfr242
   Updated: 2024-11-04    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)

Bargigli, Leonardo (9)

Infante, Luigi (9)

di Iasio, Giovanni (9)

Bräuning, Falk (8)

Molinari, Massimo (8)

Luu, Duc Thi (8)

Napoletano, Mauro (7)

Cites to:

Iori, Giulia (21)

Farmer, J. (14)

Craig, Ben (11)

von Peter, Goetz (11)

Shin, Hyun Song (8)

Elsinger, Helmut (7)

Summer, Martin (7)

Thurner, Stefan (7)

Westerhoff, Frank (7)

Bech, Morten (6)

Potters, Marc (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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2024Clearing time randomization and transaction fees for auction market design. (2024). Xu, Tianrui ; Mastrolia, Thibaut. In: Papers. RePEc:arx:papers:2405.09764.

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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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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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2023Optimizing systemic risk through credit network reconstruction. (2023). Xiaoxing, Liu ; Jing, MA ; Chao, Wang. In: Emerging Markets Review. RePEc:eee:ememar:v:57:y:2023:i:c:s1566014123000651.

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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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2023Interconnectedness of financial institutions based on pledged shares in China. (2023). Liu, Zhidong ; Yan, Guan. In: Finance Research Letters. RePEc:eee:finlet:v:57:y:2023:i:c:s1544612323005238.

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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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2024Modelling fire sale contagion across banks and non-banks. (2024). Ramadiah, Amanah ; Ferrara, Gerardo ; Caccioli, Fabio. In: Journal of Financial Stability. RePEc:eee:finsta:v:71:y:2024:i:c:s1572308924000160.

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2024Shock amplification in an interconnected financial system of banks and investment funds. (2024). Del Vecchio, Leonardo ; Covi, Giovanni ; Kaoudis, Georgios ; Schilte, Aurore ; Kaijser, Michiel ; Sydow, Matthias ; Hilberg, Bjorn ; Grassi, Alberto ; Gourdel, Regis ; Gehrend, Max ; Tente, Natalia ; Fukker, Gabor ; Salakhova, Dilyara ; Fiedor, Pawel ; Piquard, Thibaut ; Montagna, Mattia ; Deipenbrock, Marija ; Mingarelli, Luca. In: Journal of Financial Stability. RePEc:eee:finsta:v:71:y:2024:i:c:s1572308924000196.

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Liquidity buffers and open-end investment funds: Containing outflows or reducing fire sales?. (2024). Wedow, Michael ; Weistroffer, Christian ; Vivar, Luis Molestina ; Dekker, Lennart. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:91:y:2024:i:c:s1042443123001774.

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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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2023Asymmetric rate of returns and wealth distribution influenced by the introduction of technical analysis into a behavioral agent-based model. (2023). Atman, A. P. F., ; Stefan, F M. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:630:y:2023:i:c:s0378437123008191.

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2023Dimensional reduction of solvency contagion dynamics on financial networks. (2023). Montagna, Guido ; Ricciardi, Gianmarco ; Cimini, Giulio ; Caldarelli, Guido. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:630:y:2023:i:c:s0378437123008427.

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2023Bank homogeneity and risk-taking: Evidence from China. (2023). Ke, Konglin ; Zhao, Jingmei ; Ren, Meixu ; Li, Yidong. In: The Quarterly Review of Economics and Finance. RePEc:eee:quaeco:v:92:y:2023:i:c:p:142-154.

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2023Systemic risk in European banks: Does ownership structure matter?. (2023). Jean- Laurent Viviani, ; Srour, Zainab ; Saghi, Nadia ; Jezzini, Mohamad. In: The Quarterly Review of Economics and Finance. RePEc:eee:quaeco:v:92:y:2023:i:c:p:88-111.

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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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2024Essays on asset liquidity and investment funds. (2024). Dekker, Lennart. In: Other publications TiSEM. RePEc:tiu:tiutis:5fc9bf77-84e7-4a36-9e3a-1798e435d435.

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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.
[Full Text][Citation analysis]		article4
2018Are specialist funds “special”?.(2018) In: LSE Research Online Documents on Economics.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 4		paper
2020Reconstructing and stress testing credit networks In: Journal of Economic Dynamics and Control.
[Full Text][Citation analysis]		article16
2018Reconstructing and stress testing credit networks.(2018) In: ESRB Working Paper Series.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 16		paper
2022Backtesting macroprudential stress tests In: Journal of Economic Dynamics and Control.
[Full Text][Citation analysis]		article3
2020Backtesting macroprudential stress tests.(2020) In: Discussion Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 3		paper
2016Has the banking system become more homogeneous? Evidence from banks’ loan portfolios In: Economics Letters.
[Full Text][Citation analysis]		article8
2021Vulnerable asset management? The case of mutual funds In: Journal of Financial Stability.
[Full Text][Citation analysis]		article32
2017Vulnerable asset management? The case of mutual funds.(2017) In: Discussion Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 32		paper
2020Generalists and specialists in the credit market In: Journal of Banking & Finance.
[Full Text][Citation analysis]		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.
[Full Text][Citation analysis]		article15
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 nother version. Agregated cites: 15		paper
2018Shadow Banking: Financial Intermediation beyond Banks In: SUERF Studies.
[Full Text][Citation analysis]		book2
2016Network Approaches to Interbank Markets: Foreword In: Computational Economics.
[Full Text][Citation analysis]		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.
[Full Text][Citation analysis]		article62
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 nother version. Agregated cites: 62		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]		article35
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 nother version. Agregated cites: 35		paper
2015The effects of a financial transaction tax in an artificial financial market In: Journal of Economic Interaction and Coordination.
[Full Text][Citation analysis]		article20
2013The effects of a financial transaction tax in an artificial financial market.(2013) In: Kiel Working Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 20		paper
2021Synthetic Leverage and Fund Risk-Taking In: ESRB Working Paper Series.
[Full Text][Citation analysis]		paper3
2021Synthetic leverage and fund risk-taking.(2021) In: Discussion Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 3		paper
2018Too fast or too slow? Determining the optimal speed of financial markets In: Quantitative Finance.
[Full Text][Citation analysis]		article8
2022You cant always get what you want (where you want it): Cross-border effects of the US money market fund reform In: Discussion Papers.
[Full Text][Citation analysis]		paper1
2020Connected funds In: Discussion Papers.
[Full Text][Citation analysis]		paper3
2020Connected Funds.(2020) In: VfS Annual Conference 2020 (Virtual Conference): Gender Economics.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 3		paper
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]		paper147
2013On assortative and disassortative mixing in scale-free networks: The case of interbank credit networks In: Kiel Working Papers.
[Full Text][Citation analysis]		paper19

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