8
H index
8
i10 index
382
Citations
Deutsche Bundesbank (94% 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. MORE DETAILS IN: ABOUT THIS REPORT: Permalink: http://citec.repec.org/pfr242 |
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 |
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Journal of Economic Dynamics and Control | 2 |
Working Papers Series with more than one paper published | # docs |
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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 | |
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2023 | Reconstructing firm-level input-output networks from partial information. (2023). Austudillo-Estevez, Pablo ; Bacilieri, Andrea. In: Papers. RePEc:arx:papers:2304.00081. 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 | |
2023 | Interbank 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. Full description at Econpapers || Download paper | |
2023 | . Full description at Econpapers || Download paper | |
2023 | Cyclical Investment Behavior of Investment Funds: Its Heterogeneity and Drivers. (2023). Szabo, Milan. In: Working Papers. RePEc:cnb:wpaper:2023/5. Full description at Econpapers || Download paper | |
2023 | Interbank asset-liability networks with fire sale management. (2023). Haaj, Grzegorz ; Feinstein, Zachary. In: Working Paper Series. RePEc:ecb:ecbwps:20232806. Full description at Econpapers || Download paper | |
2023 | Intermediaries’ 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. Full description at Econpapers || Download paper | |
2023 | Topological 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. Full description at Econpapers || Download paper | |
2023 | Optimizing 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. Full description at Econpapers || Download paper | |
2023 | Burned 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. Full description at Econpapers || Download paper | |
2023 | Fund 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. Full description at Econpapers || Download paper | |
2023 | Interconnectedness 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. Full description at Econpapers || Download paper | |
2023 | Networks, 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. Full description at Econpapers || Download paper | |
2024 | Modelling 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. 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 ; 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. Full description at Econpapers || Download 2024 | 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. Full description at Econpapers || Download paper |
2023 | Industry 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. Full description at Econpapers || Download paper | |
2023 | Bank 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. Full description at Econpapers || Download paper | |
2023 | Assessing 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. Full description at Econpapers || Download paper | |
2023 | Asymmetric 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. Full description at Econpapers || Download paper | |
2023 | Dimensional 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. Full description at Econpapers || Download paper | |
2023 | Bank 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. Full description at Econpapers || Download paper | |
2023 | Systemic 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. Full description at Econpapers || Download paper | |
2023 | Assessing 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. Full description at Econpapers || Download paper | |
2023 | Connectivity, 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. Full description at Econpapers || Download paper | |
2023 | Uncovering 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. Full description at Econpapers || Download paper | |
2023 | The 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. 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 | |
2023 | Regulation with Externalities and Misallocation in General Equilibrium. (2023). Schaab, Andreas ; Clayton, Christopher. In: TSE Working Papers. RePEc:tse:wpaper:128146. Full description at Econpapers || Download paper |
Year | Title | Type | Cited |
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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 | 16 |
2018 | Reconstructing and stress testing credit networks.(2018) In: ESRB Working Paper Series. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 16 | 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 | 8 |
2021 | Vulnerable asset management? The case of mutual funds In: Journal of Financial Stability. [Full Text][Citation analysis] | article | 32 |
2017 | Vulnerable asset management? The case of mutual funds.(2017) In: Discussion Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 32 | 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 | 62 |
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: 62 | 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 | 35 |
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: 35 | 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 | 8 |
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 | 147 |
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 | 19 |
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