Michael Schneider

Deutsche Bundesbank - Frankfurt / Germany

Business & Management / Marketing

AD Scientific Index ID: 4948092

German Federal Bank

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Deutsche Bundesbank

Michael Schneider's MOST POPULAR ARTICLES

1-) Non-Standard Errors The Journal of Finance, 2023

2-) Cross-impact and no-dynamic-arbitrage Quantitative Finance 19 (1), 137-154, 2019

3-) Safe asset shortage and collateral reuse SAFE Working Paper, 2022

4-) Modelling illiquidity spillovers with Hawkes processes: an application to the sovereign bond market Quantitative Finance 18 (2), 283-293, 2018

5-) OTC Discount Deutsche Bundesbank Discussion Paper Series No 42/2019, 2019

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