Publications

Filtered Results: 8 found

Apr 2017
Paper
Common Asset Holdings and Stock Return Comovement
Daniel Fricke, Charles Savoie
Mar 2016
Paper
Has the Banking System Become More Homogeneous? Evidence from Banks’ Loan Portfolios
Daniel Fricke
Apr 2015
Paper
The Effects of a Financial Transaction Tax in an Artificial Financial Market
Thomas Lux, Daniel Fricke
Mar 2015
Paper
Core–Periphery Structure in the Overnight Money Market: Evidence from the e-MID Trading Platform
Thomas Lux, Daniel Fricke
Feb 2015
Paper
Too Fast or Too Slow? Determining the Optimal Speed of Financial Markets
Austin Gerig, Daniel Fricke
Feb 2015
Paper
Network Approaches to Interbank Markets
Thomas Lux, Daniel Fricke, Simone Alfarano, Matthias Raddant
Feb 2015
Paper
On the Distribution of Links in the Interbank Network: Evidence from the e-MID Overnight Money Market
Thomas Lux, Daniel Fricke
Feb 2014
Paper
Tax Evasion in an Artificial Financial Market
Daniel Fricke, Karl Finger