Daniel Fricke

Deutsche Bundesbank - Frankfurt / Germany

Economics & Econometrics / Banking and Insurance

AD Scientific Index ID: 4620607

German Federal Bank

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Daniel Fricke's MOST POPULAR ARTICLES

1-) Network analysis of the e-MID overnight money market: the informational value of different aggregation levels for intrinsic dynamic processes Computational Management Science 10, 187-211, 2013

2-) Vulnerable Asset Management? The Case of Mutual Funds Journal of Financial Stability, 2019

3-) Reconstructing and Stress Testing Credit Networks Journal of Economic Dynamics & Control 111, 2020

4-) Too fast or too slow? Determining the optimal speed of financial markets Quantitative Finance 18 (4), 519-532, 2018

5-) Connected funds Review of Financial Studies, 2023

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