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 |
Emanuel Moench,
Loriana Pelizzon,
Michael Schneider,
Calebe de Roure
|
OTC Discount
forthcoming in Management Science
|
Financial Markets, Data Center
|
2025 |