Core–periphery structure in the overnight money market: evidence from the e-mid trading platform D Fricke, T Lux Computational Economics 45, 359-395, 2015 | 416 | 2015 |
Network analysis of the e-MID overnight money market: the informational value of different aggregation levels for intrinsic dynamic processes K Finger, D Fricke, T Lux Computational Management Science 10, 187-211, 2013 | 89 | 2013 |
On the distribution of links in the interbank network: evidence from the e-MID overnight money market D Fricke, T Lux Empirical Economics 49, 1463-1495, 2015 | 72 | 2015 |
Vulnerable Asset Management? The Case of Mutual Funds C Fricke, D Fricke Journal of Financial Stability, 2019 | 60 | 2019 |
Reconstructing and Stress Testing Credit Networks A Ramadiah, F Caccioli, D Fricke Journal of Economic Dynamics & Control 111, 2020 | 45 | 2020 |
On assortative and disassortative mixing in scale-free networks: The case of interbank credit networks D Fricke, K Finger, T Lux Kiel Working Paper, 2013 | 31 | 2013 |
Too fast or too slow? Determining the optimal speed of financial markets D Fricke, A Gerig Quantitative Finance 18 (4), 519-532, 2018 | 26 | 2018 |
Trading strategies in the overnight money market: Correlations and clustering on the e-MID trading platform D Fricke Physica A: Statistical Mechanics and its Applications 391 (24), 6528-6542, 2012 | 24 | 2012 |
Generalists and Specialists in the Credit Market D Fricke, T Roukny Journal of Banking & Finance 112, 2020 | 22 | 2020 |
The effects of a financial transaction tax in an artificial financial market D Fricke, T Lux Journal of Economic Interaction and Coordination 10 (1), 119-150, 2015 | 21 | 2015 |
Has the banking system become more homogeneous? Evidence from banks’ loan portfolios D Fricke Economics Letters 142, 45-48, 2016 | 20 | 2016 |
Connected funds D Fricke, H Wilke Review of Financial Studies, 2023 | 17 | 2023 |
Are Specialist Funds 'Special'? D Fricke Financial Management 48 (2), 441-472, 2019 | 13 | 2019 |
Challenges of integrating complexity and evolution into economics T Hens, R Axtell, A Kirman, ID Couzin, D Fricke, ME Hochberg, ... Strüngmann Forum Reports, 65-81, 2016 | 11 | 2016 |
From the financial crisis to sustainability C Jaeger, G Horn, T Lux, D Fricke, S Frurst, W Lass, L Lin, A Mandel, ... Study commissioned by the German Federal Ministry for the Environment …, 2009 | 8 | 2009 |
Backtesting macroprudential stress tests A Ramadiah, D Fricke, F Caccioli Journal of Economic Dynamics and Control 137, 104333, 2022 | 7 | 2022 |
Who creates and who bears flow externalities in mutual funds? D Fricke, S Jank, H Wilke Deutsche Bundesbank, 2022 | 6 | 2022 |
Synthetic leverage and fund risk-taking D Fricke Deutsche Bundesbank Discussion Paper, 2021 | 6 | 2021 |
Excess Reserves and Monetary Policy Tightening D Fricke, S Greppmair, K Paludkiewicz Deutsche Bundesbank Discussion Paper, 2024 | 5 | 2024 |
Financial crisis prediction: A model comparison D Fricke Available at SSRN 3059052, 2017 | 5 | 2017 |