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 0 8 0 0 6 18
How has sovereign bond market liquidity changed? An illiquidity spillover analysis 0 1 5 49 5 12 43 129
Lighting up the dark: Liquidity in the German corporate bond market 0 1 4 36 0 4 21 89
OTC discount 0 0 3 26 2 5 26 29
Total Working Papers 0 2 12 119 7 21 96 265


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 1 2 2 1 2 7 10
Modelling illiquidity spillovers with Hawkes processes: an application to the sovereign bond market 0 0 6 12 1 2 13 27
Total Journal Articles 0 1 8 14 2 4 20 37


Statistics updated 2021-01-03