Michael Schneider, Ph.D.
Programmbereich:
Financial Markets
Position:
Research Assistant
Institution:
SAFE
- SAFE Publications
Forscher/innen Titel Programmbereich Publiziert Fabrizio Lillo, Loriana Pelizzon, Michael Schneider Modelling Illiquidity Spillovers with Hawkes Processes: An Application to the Sovereign Bond Market
Quantitative FinanceFinancial Markets, Systemic Risk Lab 2018
- SAFE Working Papers
Nr. Forscher/innen Titel Programmbereich 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, Systemic Risk Lab, Data Center
- SAFE Research Projects
Forscher/innen Projekt Finanziert von Status Projektdauer Publication Count 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 Fortlaufend 2017 1 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 Beendet 2016 1