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Michael Schneider
Michael Schneider
Verified email at bundesbank.de - Homepage
Title
Cited by
Cited by
Year
Cross-impact and no-dynamic-arbitrage
M Schneider, F Lillo
Quantitative Finance 19 (1), 137-154, 2019
382019
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
Safe asset shortage and collateral reuse
E Moench, S Jank, M Schneider
16*2021
OTC Discount
C de Roure, E Moench, L Pelizzon, M Schneider
Deutsche Bundesbank Discussion Paper Series No 42/2019, 2019
132019
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
Non-Standard Errors
A Dreber, AJ Menkveld, F Holzmeister, M Johannesson, J Huber, ...
8*2021
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