Access Statistics for Michael Schneider

Author contact details at EconPapers.

Working Paper File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
Cross-impact and no-dynamic-arbitrage 0 0 1 13 1 4 7 34
How has sovereign bond market liquidity changed? An illiquidity spillover analysis 0 0 0 61 0 2 6 298
Lighting up the dark: Liquidity in the German corporate bond market 0 0 1 53 0 1 6 154
OTC discount 0 0 0 34 2 7 9 161
Total Working Papers 0 0 2 161 3 14 28 647


Journal Article File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
Cross-impact and no-dynamic-arbitrage 0 0 1 10 1 1 4 37
Modelling illiquidity spillovers with Hawkes processes: an application to the sovereign bond market 0 0 0 21 2 2 2 49
Total Journal Articles 0 0 1 31 3 3 6 86


Statistics updated 2026-01-09