Understanding Financial Markets as Complex Systems

• Agent-based Modeling of Financial Markets
• Market Microstructure and Financial Transactions Taxes
• Interbank Networks and Contagion

• Agent-based Modeling and Simulation
• Interbank Networks and Contagions
• (Financial) Econometrics
• Market Microstructure
• Financial Transaction Taxes

born: 12/05/1985, Hildesheim, Germany

Education and Academic Positions

since 03/2010: Research associate at the Chair of Monetary Economics and International Finance (Prof. Thomas Lux) at Christian-Albrechts University Kiel
since 10/2009 : Participant of PhD-Programme "Quantitative Economics" at CAU Kiel
since 10/2009 : Research associate in the programme "Financial Markets and Macroeconomic Activity" (Prof. Thomas Lux) at the Kiel Institute for the World Economy

07/2009 : Diploma in Economics CAU Kiel, Main Topics: (International) Financial Markets, Econometrics, Monetary Economics.
10/2005 - 07/2009 : Studies of Economics at Free University Berlin and CAU Kiel

• Finger, K., Fricke, D., Lux, T. (2012). Network Analysis of the e-MID Overnight Money Market: The Informational Value of Different Aggregation Levels for Intrinsic Dynamic Processes. Kiel Working Paper, 1782, Kiel Institute for the World Economy, Kiel, 26pp.
• Fricke, D. (2012). Trading Strategies in the Overnight Money Market: Correlations and Clustering on the e-MID Trading Platform. Kiel Working Paper, 1766, Kiel Institute for the World Economy, 29 pp.
• Lux, T., Fricke, D. (2012). Core-Periphery Structure in the Overnight Money Market: Evidence from the e-MID Trading Platform. Kiel Working Paper, 1759, Kiel Institute for the World Economy, Kiel, 60 pp.
• Fricke, D. (2010). Contagion Between European and US Banks: Evidence from Equity Prices. Kiel Working Paper, 1667, Institut für Weltwirtschaft, Kiel, 65 pp.