9
H index
9
i10 index
406
Citations
Deutsche Bundesbank (94% share) | 9 H index 9 i10 index 406 Citations RESEARCH PRODUCTION: 12 Articles 17 Papers 1 Books RESEARCH ACTIVITY:
MORE DETAILS IN: ABOUT THIS REPORT:
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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: | Cites to: |
| Journals with more than one article published | # docs |
|---|---|
| Journal of Economic Dynamics and Control | 2 |
| 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 Bundesbank | 5 |
| ESRB Working Paper Series / European Systemic Risk Board | 2 |
| Year | Title of citing document |
|---|---|
| 2025 | Reconstructing firm-level input-output networks from partial information. (2025). Bacilieri, Andrea ; Astudillo-Estvez, Pablo. In: INET Oxford Working Papers. RePEc:amz:wpaper:2023-05. Full description at Econpapers || Download paper |
| 2024 | Interbank network reconstruction enforcing density and reciprocity. (2024). Macchiati, Valentina ; Mazzarisi, Piero ; Garlaschelli, Diego. In: Papers. RePEc:arx:papers:2402.11136. Full description at Econpapers || Download paper |
| 2024 | Clearing time randomization and transaction fees for auction market design. (2024). Xu, Tianrui ; Mastrolia, Thibaut. In: Papers. RePEc:arx:papers:2405.09764. Full description at Econpapers || Download paper |
| 2024 | Reciprocity in Interbank Markets. (2024). Honvehlmann, Lutz. In: Papers. RePEc:arx:papers:2412.10329. Full description at Econpapers || Download paper |
| 2025 | A system-wide stress testing for Luxembourg financial sector. (2025). Jin, Xisong ; Fique, Jos. In: BCL working papers. RePEc:bcl:bclwop:bclwp199. Full description at Econpapers || Download paper |
| 2025 | Unveiling the interconnectedness of banks in payment system: methodology, utilization, and data governance considerations. (2025). Bimantoro, Renardi Ardiya ; Sampe, Irfan ; Hidayat, Mohammad Khoyrul. In: IFC Bulletins chapters. RePEc:bis:bisifc:64-13. Full description at Econpapers || Download paper |
| 2025 | Exploratory Scenario Analysis Considering the Growing Presence of Domestic and Foreign Investment Funds. (2025). Nakamura, Fumitaka ; Maruyama, Toshitaka ; Konaka, Yuki. In: Bank of Japan Working Paper Series. RePEc:boj:bojwps:wp25e11. Full description at Econpapers || Download paper |
| 2025 | Mitigating fragility in open-ended investment funds: the role of redemption restrictions. (2025). Vivar, Luis Molestina. In: Working Paper Series. RePEc:ecb:ecbwps:20253025. Full description at Econpapers || Download paper |
| 2025 | Higher-order exposures. (2025). Wetzer, Thom ; Kemp, Esti ; Kleinnijenhuis, Alissa M ; Wiersema, Garbrand. In: Working Paper Series. RePEc:ecb:ecbwps:20253091. Full description at Econpapers || Download paper |
| 2025 | Macroprudential policy, monetary policy and non-bank financial intermediation. (2025). Kaufmann, Christoph ; Weistroffer, Christian ; Storz, Manuela ; Giuzio, Margherita ; Kapadia, Sujit. In: Working Paper Series. RePEc:ecb:ecbwps:20253130. Full description at Econpapers || Download paper |
| 2024 | Interbank network reconstruction enforcing density and reciprocity. (2024). Macchiati, Valentina ; Mazzarisi, Piero ; Garlaschelli, Diego. In: Chaos, Solitons & Fractals. RePEc:eee:chsofr:v:186:y:2024:i:c:s0960077924008312. Full description at Econpapers || Download paper |
| 2024 | Modelling fire sale contagion across banks and non-banks. (2024). Ferrara, Gerardo ; Caccioli, Fabio ; Ramadiah, Amanah. In: Journal of Financial Stability. RePEc:eee:finsta:v:71:y:2024:i:c:s1572308924000160. Full description at Econpapers || Download paper |
| 2024 | Shock amplification in an interconnected financial system of banks and investment funds. (2024). Del Vecchio, Leonardo ; Covi, Giovanni ; Gourdel, Regis ; Kaoudis, Georgios ; Fiedor, Pawel ; Fukker, Gabor ; Tente, Natalia ; Salakhova, Dilyara ; Kaijser, Michiel ; Hilberg, Bjorn ; Gehrend, Max ; Schilte, Aurore ; Montagna, Mattia ; Grassi, Alberto ; Sydow, Matthias ; Deipenbrock, Marija ; Mingarelli, Luca ; Piquard, Thibaut. In: Journal of Financial Stability. RePEc:eee:finsta:v:71:y:2024:i:c:s1572308924000196. Full description at Econpapers || Download paper |
| 2025 | Robust-less-fragile: Tackling systemic risk and financial contagion in a macro agent-based model. (2025). Roventini, Andrea ; Pallante, Gianluca ; Guerini, Mattia ; Napoletano, Mauro. In: Journal of Financial Stability. RePEc:eee:finsta:v:76:y:2025:i:c:s1572308924001372. Full description at Econpapers || Download paper |
| 2024 | Liquidity buffers and open-end investment funds: Containing outflows or reducing fire sales?. (2024). Weistroffer, Christian ; Wedow, Michael ; Vivar, Luis Molestina ; Dekker, Lennart. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:91:y:2024:i:c:s1042443123001774. Full description at Econpapers || Download paper |
| 2025 | Three decades of failed bank acquisitions. (2025). Jahanshahloo, Hossein ; Spokeviciute, Laima ; Vallascas, Francesco ; Keasey, Kevin. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:170:y:2025:i:c:s0378426624002504. Full description at Econpapers || Download paper |
| 2025 | Nestedness and systemic risk in financial networks. (2025). Silva, Thiago ; Alexandre, Michel ; Rodrigues, Francisco A ; Xavier, Felipe Jordao. In: Latin American Journal of Central Banking (previously Monetaria). RePEc:eee:lajcba:v:6:y:2025:i:2:s2666143824000188. Full description at Econpapers || Download paper |
| 2025 | Sectoral similarity of banks’ business loans and its negative externality in China. (2025). Yan, Guan ; Liu, Zhidong ; Trck, Stefan ; Gao, Hongwei. In: Pacific-Basin Finance Journal. RePEc:eee:pacfin:v:91:y:2025:i:c:s0927538x25000423. Full description at Econpapers || Download paper |
| 2025 | Does government dual-target management affect local bank credit structure? Evidence from China. (2025). Ding, Lili ; Li, Shouxing ; Zhao, Xin. In: International Review of Economics & Finance. RePEc:eee:reveco:v:97:y:2025:i:c:s1059056024007524. Full description at Econpapers || Download paper |
| 2025 | Simulating the Adoption of a Retail CBDC. (2025). Kimmo, Soramki ; Carlos, Len ; Jose, Moreno. In: Journal of Economics and Statistics (Jahrbuecher fuer Nationaloekonomie und Statistik). RePEc:jns:jbstat:v:245:y:2025:i:4-5:p:401-433:n:1002. Full description at Econpapers || Download paper |
| 2024 | Credit diversification and banking systemic risk. (2024). Liu, Xiaoxing ; Chen, Boyi ; Wang, Chao. In: Journal of Economic Interaction and Coordination. RePEc:spr:jeicoo:v:19:y:2024:i:1:d:10.1007_s11403-023-00401-z. Full description at Econpapers || Download paper |
| 2025 | Mitigating fragility in open-ended investment funds: the role of redemption restrictions. (2025). Vivar, Luis Molestina. In: ESRB Working Paper Series. RePEc:srk:srkwps:2025150. Full description at Econpapers || Download paper |
| 2024 | Essays on asset liquidity and investment funds. (2024). Dekker, Lennart. In: Other publications TiSEM. RePEc:tiu:tiutis:5fc9bf77-84e7-4a36-9e3a-1798e435d435. Full description at Econpapers || Download paper |
| 2025 | Frequent batch auction versus continuous time auction under order cancellation and maker‐taker fee. (2025). Yang, Haijun ; Ge, Hengshun. In: International Journal of Finance & Economics. RePEc:wly:ijfiec:v:30:y:2025:i:1:p:570-589. Full description at Econpapers || Download paper |
| 2025 | Effect of financial contagion between real and financial sectors on asset bubbles: A two‐layer network game approach. (2025). Wang, Yuanyuan ; Xie, Xiao ; Fan, Ruguo ; Lin, Jinchai. In: Managerial and Decision Economics. RePEc:wly:mgtdec:v:46:y:2025:i:1:p:393-408. Full description at Econpapers || Download paper |
| Year | Title | Type | Cited |
|---|---|---|---|
| 2019 | Are specialist funds “special”? In: Financial Management. [Full Text][Citation analysis] | article | 4 |
| 2018 | Are specialist funds “special”?.(2018) In: LSE Research Online Documents on Economics. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 4 | paper | |
| 2020 | Reconstructing and stress testing credit networks In: Journal of Economic Dynamics and Control. [Full Text][Citation analysis] | article | 20 |
| 2018 | Reconstructing and stress testing credit networks.(2018) In: ESRB Working Paper Series. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 20 | paper | |
| 2022 | Backtesting macroprudential stress tests In: Journal of Economic Dynamics and Control. [Full Text][Citation analysis] | article | 3 |
| 2020 | Backtesting macroprudential stress tests.(2020) In: Discussion Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 3 | paper | |
| 2016 | Has the banking system become more homogeneous? Evidence from banks’ loan portfolios In: Economics Letters. [Full Text][Citation analysis] | article | 11 |
| 2021 | Vulnerable asset management? The case of mutual funds In: Journal of Financial Stability. [Full Text][Citation analysis] | article | 39 |
| 2017 | Vulnerable asset management? The case of mutual funds.(2017) In: Discussion Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 39 | paper | |
| 2020 | Generalists and specialists in the credit market In: Journal of Banking & Finance. [Full Text][Citation analysis] | article | 4 |
| 2020 | Generalists 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 | |
| 2012 | Trading 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] | article | 15 |
| 2012 | Trading 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 | |
| 2018 | Shadow Banking: Financial Intermediation beyond Banks In: SUERF Studies. [Full Text][Citation analysis] | book | 2 |
| 2016 | Network Approaches to Interbank Markets: Foreword In: Computational Economics. [Full Text][Citation analysis] | article | 0 |
| 2013 | Network 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] | article | 65 |
| 2012 | Network 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: 65 | paper | |
| 2015 | On the distribution of links in the interbank network: evidence from the e-MID overnight money market In: Empirical Economics. [Full Text][Citation analysis] | article | 38 |
| 2013 | On 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: 38 | paper | |
| 2015 | The effects of a financial transaction tax in an artificial financial market In: Journal of Economic Interaction and Coordination. [Full Text][Citation analysis] | article | 20 |
| 2013 | The 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 | |
| 2021 | Synthetic Leverage and Fund Risk-Taking In: ESRB Working Paper Series. [Full Text][Citation analysis] | paper | 3 |
| 2021 | Synthetic leverage and fund risk-taking.(2021) In: Discussion Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 3 | paper | |
| 2018 | Too fast or too slow? Determining the optimal speed of financial markets In: Quantitative Finance. [Full Text][Citation analysis] | article | 9 |
| 2022 | You 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] | paper | 1 |
| 2020 | Connected funds In: Discussion Papers. [Full Text][Citation analysis] | paper | 3 |
| 2020 | Connected Funds.(2020) In: VfS Annual Conference 2020 (Virtual Conference): Gender Economics. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 3 | paper | |
| 2010 | Contagion between European and US banks: Evidence from equity prices In: Kiel Working Papers. [Full Text][Citation analysis] | paper | 0 |
| 2012 | Core-periphery structure in the overnight money market: Evidence from the e-MID trading platform In: Kiel Working Papers. [Full Text][Citation analysis] | paper | 148 |
| 2013 | On assortative and disassortative mixing in scale-free networks: The case of interbank credit networks In: Kiel Working Papers. [Full Text][Citation analysis] | paper | 21 |
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