Browsing All of EconStor by Author Fricke, Daniel

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Showing results 1 to 16 of 16
Year of PublicationTitleAuthor(s)
2010 Contagion between European and US banks: Evidence from equity pricesFricke, Daniel
2011 Sinnvoller Vorschlag: FinanztransaktionssteuerFricke, Daniel
2012 Network analysis of the e-MID overnight money market: The informational value of different aggregation levels for intrinsic dynamic processesFinger, Karl; Fricke, Daniel; Lux, Thomas
2012 Trading strategies in the overnight money market: Correlations and clustering on the e-MID trading platformFricke, Daniel
2012 Core-periphery structure in the overnight money market: Evidence from the e-MID trading platformFricke, Daniel; Lux, Thomas
2013 On assortative and disassortative mixing in scale-free networks: The case of interbank credit networksFricke, Daniel; Finger, Karl; Lux, Thomas
2013 The effects of a financial transaction tax in an artificial financial marketFricke, Daniel; Lux, Thomas
2013 On the distribution of links in the interbank network: Evidence from the e-mid overnight money marketFricke, Daniel; Lux, Thomas
2014 Liquidity Risk, Speculative Trade, and the Optimal Latency of Financial MarketsFricke, Daniel; Gerig, Austin
2017 Vulnerable Funds?Fricke, Christoph; Fricke, Daniel
2017 Vulnerable asset management? The case of mutual fundsFricke, Christoph; Fricke, Daniel
2018 Reconstructing and stress testing credit networksRamadiah, Amanah; Caccioli, Fabio; Fricke, Daniel
2020 Backtesting macroprudential stress testsRamadiah, Amanah; Fricke, Daniel; Caccioli, Fabio
2020 Connected fundsFricke, Daniel; Wilke, Hannes
2020 Connected FundsFricke, Daniel; Wilke, Hannes
2021 Synthetic leverage and fund risk-takingFricke, Daniel