| Cross-impact and no-dynamic-arbitrage M Schneider, F Lillo Quantitative Finance 19 (1), 137-154, 2019 | 48 | 2019 |
| Non-Standard Errors A Dreber, AJ Menkveld, F Holzmeister, M Johannesson, J Huber, ... | 35* | 2021 |
| 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 | 26 | 2018 |
| Safe asset shortage and collateral reuse S Jank, E Moench, M Schneider SAFE Working Paper, 2022 | 19 | 2022 |
| OTC Discount C de Roure, E Moench, L Pelizzon, M Schneider Deutsche Bundesbank Discussion Paper Series No 42/2019, 2019 | 18 | 2019 |
| Lighting up the dark: liquidity in the German corporate bond market Y Gündüz, L Pelizzon, M Schneider, MG Subrahmanyam The Journal of Fixed Income, 2023 | 15* | 2023 |
| How Has Sovereign Bond Market Liquidity Changed?-An Illiquidity Spillover Analysis M Schneider, F Lillo, L Pelizzon SAFE Working Paper, 2016 | 10* | 2016 |
| Dash for cash’versus ‘dash for collateral’: Market liquidity of European sovereign bonds during the Covid-19 crisis E Moench, L Pelizzon, M Schneider VoxEU/CEPR, 2021 | 7 | 2021 |
Loriana PelizzonSAFE Goethe University Frankfurt and Ca' Foscari University of VeniceVerified email at unive.it
