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Michael Schneider
Michael Schneider
Bestätigte E-Mail-Adresse bei bundesbank.de - Startseite
Titel
Zitiert von
Zitiert von
Jahr
Cross-impact and no-dynamic-arbitrage
M Schneider, F Lillo
Quantitative Finance 19 (1), 137-154, 2019
362019
Modelling illiquidity spillovers with Hawkes processes: an application to the sovereign bond market
M Schneider, F Lillo, L Pelizzon
Quantitative Finance 18 (2), 283-293, 2018
252018
Non-Standard Errors
A Dreber, AJ Menkveld, F Holzmeister, M Johannesson, J Huber, ...
15*2021
Safe asset shortage and collateral reuse
E Moench, S Jank, M Schneider
15*2021
OTC Discount
C de Roure, E Moench, L Pelizzon, M Schneider
Deutsche Bundesbank Discussion Paper Series No 42/2019, 2019
142019
Lighting up the dark: liquidity in the German corporate bond market
Y Gündüz, G Ottonello, L Pelizzon, M Schneider, MG Subrahmanyam
SAFE Working Paper, 2018
13*2018
How Has Sovereign Bond Market Liquidity Changed?-An Illiquidity Spillover Analysis
M Schneider, F Lillo, L Pelizzon
SAFE Working Paper, 2016
9*2016
‘Dash for cash’ versus ‘dash for collateral’: Market liquidity of European sovereign bonds during the Covid-19 crisis
L Pelizzon, M Schneider, E Moench
https://cepr.org/voxeu/columns/dash-cash-versus-dash-collateral-market …, 2021
2021
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