Daniel Fricke

Research Interests

  • Asset Management
  • Banks 
  • Systemic Risk
  • Monetary Policy

Refereed Publications

  • Ramadiah, A., F. Caccioli and D. Fricke, Reconstructing and Stress-Testing Credit Networks, Journal of Economic Dynamics & Control, forthcoming.
  • Fricke, D. and C. Fricke, Vulnerable Asset Management? The Case of Mutual Funds, Journal of Financial Stability, forthcoming.
  • Fricke, D. and T. Roukny, Generalists and Specialists in the Credit Market, Journal of Banking & Finance, forthcoming.
  • Fricke, D. (2019), Are Specialist Funds 'Special'?, Financial Management, Vol. 48(2), pp. 441-472.
  • Fricke, D. and A. Gerig (2018), Too Fast or Too Slow? Determining the Optimal Speed of Financial Markets, Quantitative Finance, Vol. 18(4), pp. 519-532.
  • Fricke, D. (2016), Has the Banking System Become More Homogeneous? Evidence from Banks' Loan Portfolios, Economics Letters, Vol. 142, pp. 45-48.
  • Fricke, D. and T. Lux (2015), On the Distribution of Links in the Interbank Network: Evidence from the e-MID Overnight Money Market, Empirical Economics, Vol. 49(4), pp. 1463-1495.
  • Fricke, D. and T. Lux (2015), The Effects of a Financial Transaction Tax in an Artificial Financial Market, Journal of Economic Interaction and Coordination, Vol. 10(1), pp. 119-150.
  • Fricke, D. and T. Lux (2015), Core-Periphery Structure in the Overnight Money Market: Evidence from the e-MID Trading Platform, Computational Economics, Vol. 45(3), pp 359-395.
  • Finger, K., D. Fricke and T. 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, Vol. 10(2-3), pp. 187-211.

Other Working Papers and Publications

  • Fricke, D. (2011), Finanztransaktionssteuer, Wirtschaftsdienst, Vol. 9(91), pp. 580-581.