Michael Schneider, Ph.D.

Program Area:: Financial Institutions, Systemic Risk Lab
Position:: Assistant Professor
Institution:: Goethe University Frankfurt
Phone:: +49 69 798 30046
Email:: schneider@safe.uni-frankfurt.de
Room:: HoF 1.17
Website

SAFE Publications

Author/s	Title	Research Area	Published
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

SAFE Working Papers

No.	Author/s	Title	Research Area
151	Fabrizio Lillo, Loriana Pelizzon, Michael Schneider	How Has Sovereign Bond Market Liquidity Changed? - An Illiquidity Spillover Analysis	Financial Markets, Systemic Risk Lab
230	Yalin Gündüz, Giorgio Ottonello, Loriana Pelizzon, Michael Schneider, Marti Subrahmanyam	Lighting up the Dark: Liquidity in the German Corporate Bond Market	Macro Finance, Financial Markets, Systemic Risk Lab

SAFE Research Projects

Researcher	Project	Funded by	Status	Project Duration	Publication Count
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	Ongoing	2016	1

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