Daniel Fricke

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List of research outcomes

This list is not complete and representing at the moment only items from zbMATH Open and arXiv. We are working on additional sources - please check back here soon!

PublicationDate of PublicationType
Backtesting macroprudential stress tests
Journal of Economic Dynamics and Control
2022-05-16Paper
Reconstructing and stress testing credit networks
Journal of Economic Dynamics and Control
2020-01-31Paper
Has the banking system become more homogeneous? Evidence from banks' loan portfolios
Economics Letters
2018-09-03Paper
Network analysis of the e-MID overnight money market: the informational value of different aggregation levels for intrinsic dynamic processes
Computational Management Science
2014-03-10Paper


Research outcomes over time


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