Browsing All of EconStor by Author Fricke, Daniel


Showing results 1 to 20 of 20
Year of PublicationTitleAuthor(s)
2010Contagion between European and US banks: Evidence from equity pricesFricke, Daniel
2011Sinnvoller Vorschlag: FinanztransaktionssteuerFricke, Daniel
2012Core-periphery structure in the overnight money market: Evidence from the e-MID trading platformFricke, Daniel; Lux, Thomas
2012Network analysis of the e-MID overnight money market: The informational value of different aggregation levels for intrinsic dynamic processesFinger, Karl; Fricke, Daniel; Lux, Thomas
2012Trading strategies in the overnight money market: Correlations and clustering on the e-MID trading platformFricke, Daniel
2013On assortative and disassortative mixing in scale-free networks: The case of interbank credit networksFricke, Daniel; Finger, Karl; Lux, Thomas
2013On the distribution of links in the interbank network: Evidence from the e-mid overnight money marketFricke, Daniel; Lux, Thomas
2013The effects of a financial transaction tax in an artificial financial marketFricke, Daniel; Lux, Thomas
2014Liquidity Risk, Speculative Trade, and the Optimal Latency of Financial MarketsFricke, Daniel; Gerig, Austin
2017Vulnerable Funds?Fricke, Christoph; Fricke, Daniel
2017Vulnerable asset management? The case of mutual fundsFricke, Christoph; Fricke, Daniel
2018Reconstructing and stress testing credit networksRamadiah, Amanah; Caccioli, Fabio; Fricke, Daniel
2020Connected FundsFricke, Daniel; Wilke, Hannes
2020Backtesting macroprudential stress testsRamadiah, Amanah; Fricke, Daniel; Caccioli, Fabio
2020Connected fundsFricke, Daniel; Wilke, Hannes
2021Synthetic leverage and fund risk-takingFricke, Daniel
2021Synthetic leverage and fund risk-takingFricke, Daniel
2022You can't always get what you want (where you want it): Cross-border effects of the US money market fund reformFricke, Daniel; Greppmair, Stefan; Paludkiewicz, Karol
2022Who creates and who bears flow externalities in mutual funds?Fricke, Daniel; Jank, Stephan; Wilke, Hannes
2024Excess reserves and monetary policy tighteningFricke, Daniel; Greppmair, Stefan; Paludkiewicz, Karol