Dr. Michael Schneider
- Program Area:
- Financial Institutions
- Position:
- Assistant Professor
- Institution:
- Goethe University Frankfurt, Research Center SAFE
- Phone:
- +49 69 798 30046
- Email:
- schneider@safe.uni-frankfurt.de
- Website
| 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 |
| 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 |
| Researcher | Project | Category | 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 | Macro Finance, Financial Markets | Ongoing | 2016 | 1 |