Michael Schneider, Ph.D.

• Selected Publications

  Forscher/innen	Titel	Bereich	Publiziert
  Fabrizio Lillo, Loriana Pelizzon, Michael Schneider	Modelling Illiquidity Spillovers with Hawkes Processes: An Application to the Sovereign Bond Market Quantitative Finance	Financial Markets, Systemic Risk Lab	2018
  Yalin Gündüz, Giorgio Ottonello, Loriana Pelizzon, Michael Schneider, Marti Subrahmanyam	Lighting up the Dark: Liquidity in the German Corporate Bond Market Journal of Fixed Income	Financial Markets	2023
  Emanuel Moench, Loriana Pelizzon, Michael Schneider, Calebe de Roure	OTC Discount Management Science	Financial Markets, Data Center	2026

• SAFE Working Papers

  Nr.	Forscher/innen	Titel	Bereich
  230	Yalin Gündüz, Giorgio Ottonello, Loriana Pelizzon, Michael Schneider, Marti Subrahmanyam	Lighting up the Dark: Liquidity in the German Corporate Bond Market	Financial Markets, Systemic Risk Lab
  151	Fabrizio Lillo, Loriana Pelizzon, Michael Schneider	How Has Sovereign Bond Market Liquidity Changed? - An Illiquidity Spillover Analysis	Financial Markets, Systemic Risk Lab
  298	Emanuel Moench, Loriana Pelizzon, Michael Schneider, Calebe de Roure	OTC Discount	Financial Markets, Data Center
  355	Stephan Jank, Emanuel Moench, Michael Schneider	Safe Asset Shortage and Collateral Reuse	Financial Markets

• Completed Projects

  Forscher/innen	Projekt	Finanziert von
  Mario Bellia, Patrice Fontaine, Mila Getmansky Sherman, Terrence John Hendershott, Aleksey Kolokolov, Andrea Modena, Loriana Pelizzon, Francesco Poli, Satchit Sagade, Peter Sarlin, Michael Schneider, Jean-Pierre Zigrand	Digging into High Frequency Data: Present and Future Risks and Opportunities	DFG
  Jannic Cutura, Loriana Pelizzon, Michael Schneider, Marti Subrahmanyam, Davide Tomio, Jun Uno, Clara Vega	The Impact of QE Interventions on Market Liquidity and Limits to Arbitrage	LOEWE
  Stephan Jank, Emanuel Moench, Michael Schneider	Safe Asset Shortage and Collateral Re-Use	SAFE