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Daniel Fricke

Personal Details

First Name:Daniel
Middle Name:
Last Name:Fricke
Suffix:
RePEc Short-ID:pfr242
Terminal Degree:2013 Institut für Volkswirtschaftslehre; Christian-Albrechts-Universität Kiel (from RePEc Genealogy)

Affiliation

(94%) Deutsche Bundesbank

Frankfurt, Germany
http://www.bundesbank.de/
RePEc:edi:dbbgvde (more details at EDIRC)

(5%) University College London, Department of Computer Science

http://www.cs.ucl.ac.uk/home/
United Kingdon, London

(1%) Systemic Risk Centre
London School of Economics (LSE)

London, United Kingdom
http://www.systemicrisk.ac.uk/
RePEc:edi:srlseuk (more details at EDIRC)

Research output

as
Jump to: Working papers Articles Books

Working papers

  1. Fricke, Daniel & Greppmair, Stefan & Paludkiewicz, Karol, 2022. "You can't always get what you want (where you want it): Cross-border effects of the US money market fund reform," Discussion Papers 03/2022, Deutsche Bundesbank.
  2. Fricke, Daniel, 2021. "Synthetic leverage and fund risk-taking," Discussion Papers 09/2021, Deutsche Bundesbank.
  3. Ramadiah, Amanah & Fricke, Daniel & Caccioli, Fabio, 2020. "Backtesting macroprudential stress tests," Discussion Papers 45/2020, Deutsche Bundesbank.
  4. Fricke, Daniel & Roukny, Tarik, 2020. "Generalists and specialists in the credit market," LSE Research Online Documents on Economics 87749, London School of Economics and Political Science, LSE Library.
  5. Fricke, Daniel & Wilke, Hannes, 2020. "Connected funds," Discussion Papers 48/2020, Deutsche Bundesbank.
  6. Ramadiah, Amanah & Caccioli, Fabio & Fricke, Daniel, 2018. "Reconstructing and stress testing credit networks," ESRB Working Paper Series 84, European Systemic Risk Board.
  7. Fricke, Daniel, 2018. "Are specialist funds “special”?," LSE Research Online Documents on Economics 91335, London School of Economics and Political Science, LSE Library.
  8. Fricke, Christoph & Fricke, Daniel, 2017. "Vulnerable asset management? The case of mutual funds," Discussion Papers 32/2017, Deutsche Bundesbank.
  9. Fricke, Daniel & Lux, Thomas, 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 (IfW Kiel).
  10. Fricke, Daniel & Lux, Thomas, 2013. "The effects of a financial transaction tax in an artificial financial market," Kiel Working Papers 1868, Kiel Institute for the World Economy (IfW Kiel).
  11. Fricke, Daniel & Lux, Thomas, 2013. "The effects of a financial transaction tax in an artificial financial market," Kiel Working Papers 1868, Kiel Institute for the World Economy (IfW Kiel).
  12. Fricke, Daniel & Finger, Karl & Lux, Thomas, 2013. "On assortative and disassortative mixing in scale-free networks: The case of interbank credit networks," Kiel Working Papers 1830, Kiel Institute for the World Economy (IfW Kiel).
  13. Fricke, Daniel & Lux, Thomas, 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 (IfW Kiel).
  14. Finger, Karl & Fricke, Daniel & Lux, Thomas, 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 (IfW Kiel).
  15. Fricke, Daniel, 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 (IfW Kiel).
  16. Fricke, Daniel, 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 (IfW Kiel).
  17. Fricke, Daniel, 2010. "Contagion between European and US banks: Evidence from equity prices," Kiel Working Papers 1667, Kiel Institute for the World Economy (IfW Kiel).
  18. Fricke, Daniel, 2010. "Contagion between European and US banks: Evidence from equity prices," Kiel Working Papers 1667, Kiel Institute for the World Economy (IfW Kiel).
    repec:kie:kieliw:1819 is not listed on IDEAS
    repec:kie:kieliw:1830 is not listed on IDEAS
    repec:kie:kieliw:1759 is not listed on IDEAS
    repec:kie:kieliw:1782 is not listed on IDEAS

Articles

  1. Ramadiah, Amanah & Fricke, Daniel & Caccioli, Fabio, 2022. "Backtesting macroprudential stress tests," Journal of Economic Dynamics and Control, Elsevier, vol. 137(C).
  2. Fricke, Christoph & Fricke, Daniel, 2021. "Vulnerable asset management? The case of mutual funds," Journal of Financial Stability, Elsevier, vol. 52(C).
  3. Fricke, Daniel & Roukny, Tarik, 2020. "Generalists and specialists in the credit market," Journal of Banking & Finance, Elsevier, vol. 112(C).
  4. Ramadiah, Amanah & Caccioli, Fabio & Fricke, Daniel, 2020. "Reconstructing and stress testing credit networks," Journal of Economic Dynamics and Control, Elsevier, vol. 111(C).
  5. Daniel Fricke, 2019. "Are specialist funds “special”?," Financial Management, Financial Management Association International, vol. 48(2), pages 441-472, June.
  6. Daniel Fricke & Austin Gerig, 2018. "Too fast or too slow? Determining the optimal speed of financial markets," Quantitative Finance, Taylor & Francis Journals, vol. 18(4), pages 519-532, April.
  7. Simone Alfarano & Daniel Fricke & Thomas Lux & Matthias Raddant, 2016. "Network Approaches to Interbank Markets: Foreword," Computational Economics, Springer;Society for Computational Economics, vol. 47(1), pages 1-2, January.
  8. Fricke, Daniel, 2016. "Has the banking system become more homogeneous? Evidence from banks’ loan portfolios," Economics Letters, Elsevier, vol. 142(C), pages 45-48.
  9. Daniel Fricke & Thomas Lux, 2015. "On the distribution of links in the interbank network: evidence from the e-MID overnight money market," Empirical Economics, Springer, vol. 49(4), pages 1463-1495, December.
  10. Daniel Fricke & Thomas Lux, 2015. "The effects of a financial transaction tax in an artificial financial market," Journal of Economic Interaction and Coordination, Springer;Society for Economic Science with Heterogeneous Interacting Agents, vol. 10(1), pages 119-150, April.
  11. 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.
  12. 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.

Books

  1. Tobias Adrian & Edouard Chrétien & Michael Chui & Saskia de Vries-van Ewijk & Christoph Fricke & Daniel Fricke & Seppo Honkapohja & Jiasun Li & Victor Lyonnet & Stan Maes & Patrizio Morganti & Daniéle, 2018. "Shadow Banking: Financial Intermediation beyond Banks," SUERF Studies, SUERF - The European Money and Finance Forum, number 2018/1 edited by Esa Jokivuolle, May.

More information

Research fields, statistics, top rankings, if available.

Statistics

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Co-authorship network on CollEc

NEP Fields

NEP is an announcement service for new working papers, with a weekly report in each of many fields. This author has had 16 papers announced in NEP. These are the fields, ordered by number of announcements, along with their dates. If the author is listed in the directory of specialists for this field, a link is also provided.
  1. NEP-BAN: Banking (9) 2011-01-03 2012-03-21 2012-04-10 2012-07-23 2013-02-03 2013-03-02 2018-10-15 2020-08-24 2020-09-14. Author is listed
  2. NEP-RMG: Risk Management (6) 2011-01-03 2018-10-15 2020-09-14 2020-11-23 2021-03-29 2021-09-27. Author is listed
  3. NEP-NET: Network Economics (4) 2012-04-10 2013-02-03 2013-03-02 2020-11-23
  4. NEP-FMK: Financial Markets (3) 2013-02-03 2017-11-12 2020-11-23
  5. NEP-CWA: Central and Western Asia (2) 2021-03-29 2021-09-27
  6. NEP-MAC: Macroeconomics (2) 2021-03-29 2022-04-18
  7. NEP-CBA: Central Banking (1) 2013-02-03
  8. NEP-CMP: Computational Economics (1) 2013-08-31
  9. NEP-EEC: European Economics (1) 2022-04-18
  10. NEP-ISF: Islamic Finance (1) 2021-09-27
  11. NEP-MON: Monetary Economics (1) 2022-04-18
  12. NEP-PBE: Public Economics (1) 2013-08-31

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