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Daniel Fricke

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Personal Details

First Name:Daniel
Middle Name:
Last Name:Fricke
RePEc Short-ID:pfr242
London, United Kingdom

: +44 (0)20 7852 3549

Houghton Street London WC2A 2AE
RePEc:edi:srlseuk (more details at EDIRC)
Oxford, United Kingdom

: +44 (0)1865 288800
+44 (0)1865 288805
Park End Street, Oxford OX1 1HP UK
RePEc:edi:sbsoxuk (more details at EDIRC)
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  1. Fricke, Daniel & Gerig, Austin, 2014. "Liquidity Risk, Speculative Trade, and the Optimal Latency of Financial Markets," Annual Conference 2014 (Hamburg): Evidence-based Economic Policy 100402, Verein für Socialpolitik / German Economic Association.
  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. 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).
  4. 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.
  5. 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.
  6. 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.
  7. 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.
  8. 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.
  9. Daniel Fricke, 2010. "Contagion Between European and US Banks: Evidence from Equity Prices," Kiel Working Papers 1667, Kiel Institute for the World Economy.
  1. Fricke, Daniel, 2016. "Has the banking system become more homogeneous? Evidence from banks’ loan portfolios," Economics Letters, Elsevier, vol. 142(C), pages 45-48.
  2. 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.
  3. 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.
  4. 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.
  5. 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.
  6. 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 is an announcement service for new working papers, with a weekly report in each of many fields. This author has had 7 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 (6) 2011-01-03 2012-03-21 2012-04-10 2012-07-23 2013-02-03 2013-03-02. Author is listed
  2. NEP-NET: Network Economics (3) 2012-04-10 2013-02-03 2013-03-02. Author is listed
  3. NEP-CBA: Central Banking (1) 2013-02-03
  4. NEP-CMP: Computational Economics (1) 2013-08-31
  5. NEP-FMK: Financial Markets (1) 2013-02-03
  6. NEP-PBE: Public Economics (1) 2013-08-31
  7. NEP-RMG: Risk Management (1) 2011-01-03

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