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Daniel Fricke

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This is information that was supplied by Daniel Fricke in registering through RePEc. If you are Daniel Fricke , you may change this information at the RePEc Author Service. Or if you are not registered and would like to be listed as well, register at the RePEc Author Service. When you register or update your RePEc registration, you may identify the papers and articles you have authored.

Personal Details

First Name: Daniel
Middle Name:
Last Name: Fricke
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RePEc Short-ID: pfr242

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Affiliation

(95%) Institute for New Economic Thinking (INET)
Oxford Martin School
Oxford University
Location: Oxford, United Kingdom
Homepage: http://www.oxfordmartin.ox.ac.uk/institutes/inet_oxford
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Handle: RePEc:edi:inoxfuk (more details at EDIRC)
(5%) Institut für Weltwirtschaft (IfW)
Location: Kiel, Germany
Homepage: http://www.ifw-kiel.de/
Email:
Phone: +49 431 8814-1
Fax: +49 431 8814528
Postal: Kiellinie 66, D-24105 Kiel
Handle: RePEc:edi:iwkiede (more details at EDIRC)

Works

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Working papers

  1. Daniel Fricke & Thomas Lux, 2013. "On the Distribution of Links in the Interbank Network: Evidence from the e-Mid Overnight Money Market," Kiel Working Papers 1819, Kiel Institute for the World Economy.
  2. Daniel Fricke & Thomas Lux, 2013. "The Effects of a Financial Transaction Tax in an Artificial Financial Market," Kiel Working Papers 1868, Kiel Institute for the World Economy.
  3. Daniel Fricke & Karl Finger & Thomas Lux, 2013. "On Assortative and Disassortative Mixing Scale-Free Networks: The Case of Interbank Credit Networks," Kiel Working Papers 1830, Kiel Institute for the World Economy.
  4. Thomas Lux, Daniel Fricke, 2012. "Core-Periphery Structure in the Overnight Money Market: Evidence from the e-MID Trading Platform," Kiel Working Papers 1759, Kiel Institute for the World Economy.
  5. Karl Finger & Daniel Fricke & Thomas Lux, 2012. "Network Analysis of the e-MID Overnight Money Market: The Informational Value of Different Aggregation Levels for Intrinsic Dynamic Processes," Kiel Working Papers 1782, Kiel Institute for the World Economy.
  6. Daniel Fricke, 2012. "Trading Strategies in the Overnight Money Market: Correlations and Clustering on the e-MID Trading Platform," Kiel Working Papers 1766, Kiel Institute for the World Economy.
  7. Daniel Fricke, 2010. "Contagion Between European and US Banks: Evidence from Equity Prices," Kiel Working Papers 1667, Kiel Institute for the World Economy.

Articles

  1. Karl Finger & Daniel Fricke & Thomas Lux, 2013. "Network analysis of the e-MID overnight money market: the informational value of different aggregation levels for intrinsic dynamic processes," Computational Management Science, Springer, vol. 10(2), pages 187-211, June.
  2. Fricke, Daniel, 2012. "Trading strategies in the overnight money market: Correlations and clustering on the e-MID trading platform," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 391(24), pages 6528-6542.

NEP Fields

7 papers by this author were announced in NEP, and specifically in the following field reports (number of papers):
  1. NEP-BAN: Banking (6) 2011-01-03 2012-03-21 2012-04-10 2012-07-23 2013-02-03 2013-03-02. Author is listed
  2. NEP-CBA: Central Banking (1) 2013-02-03
  3. NEP-CMP: Computational Economics (1) 2013-08-31
  4. NEP-FMK: Financial Markets (1) 2013-02-03
  5. NEP-NET: Network Economics (3) 2012-04-10 2013-02-03 2013-03-02. Author is listed
  6. NEP-PBE: Public Economics (1) 2013-08-31
  7. NEP-RMG: Risk Management (1) 2011-01-03

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