Citation profile for Michael Schneider

Michael Schneider : Citation Profile

Deutsche Bundesbank

H index

i10 index

Citations

RESEARCH PRODUCTION:

Articles

Papers

RESEARCH ACTIVITY:

   3 years (2016 - 2019). See details.
   Cites by year: 11
   Journals where Michael Schneider has often published
   Relations with other researchers
   Recent citing documents: 4.    Total self citations: 2 (5.41 %)

MORE DETAILS IN:

EconPapers Author's homepage

ABOUT THIS REPORT:

   Permalink: http://citec.repec.org/psc829
   Updated: 2024-01-16    RAS profile: 2020-01-08
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Relations with other researchers

Works with:

Authors registered in RePEc who have co-authored more than one work in the last five years with Michael Schneider.

Is cited by:

Filiani, Pasquale (2)

de Roure, Calebe (2)

Pelizzon, Loriana (2)

Dunne, Peter (2)

Clancy, Daragh (2)

Moench, Emanuel (2)

Hilpert, Christian (1)

Papavassiliou, Vassilios (1)

Zwinkels, Remco (1)

Krahnen, Jan (1)

Daures (formerly Lescourret), Laurence (1)

Cites to:

Fleming, Michael (8)

Pelizzon, Loriana (7)

Colliard, Jean-Edouard (6)

Hoffmann, Peter (5)

Dufour, Alfonso (4)

Beber, Alessandro (4)

Pagano, Marco (4)

Hau, Harald (4)

Madhavan, Ananth (3)

Zhu, Haoxiang (3)

Shachar, Or (3)

Main data

Where Michael Schneider has published?

Journals with more than one article published	# docs
Quantitative Finance	2

Working Papers Series with more than one paper published	# docs
SAFE Working Paper Series / Leibniz Institute for Financial Research SAFE	2

Recent works citing Michael Schneider (2024 and 2023)

Year	Title of citing document
2023	Co-trading networks for modeling dynamic interdependency structures and estimating high-dimensional covariances in US equity markets. (2023). Cucuringu, Mihai ; Reinert, Gesine ; Lu, Yutong. In: Papers. RePEc:arx:papers:2302.09382. Full description at Econpapers \|\| Download paper
2023	A detection analysis for temporal memory patterns at different time-scales. (2023). Lambert, David ; Vanni, Fabio. In: Papers. RePEc:arx:papers:2309.12034. Full description at Econpapers \|\| Download paper
2023	Surrender contagion in life insurance. (2023). Schaefer, Mick ; Lavasani, Aidin Miri ; Hilpert, Christian ; Cheng, Chunli. In: European Journal of Operational Research. RePEc:eee:ejores:v:305:y:2023:i:3:p:1465-1479. Full description at Econpapers \|\| Download paper
2023	Intermediation in US and EU bond and swap markets: stylised facts, trends and impact of the coronavirus (COVID-19) crisis in March 2020. (2023). Scheicher, Martin. In: ESRB Occasional Paper Series. RePEc:srk:srkops:202324. Full description at Econpapers \|\| Download paper

Works by Michael Schneider:

Year	Title	Type	Cited
2017	Cross-impact and no-dynamic-arbitrage In: Papers. [Full Text][Citation analysis]	paper	21
2019	Cross-impact and no-dynamic-arbitrage.(2019) In: Quantitative Finance. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 21	article
2018	Modelling illiquidity spillovers with Hawkes processes: an application to the sovereign bond market In: Quantitative Finance. [Full Text][Citation analysis]	article	7
2019	OTC discount In: Discussion Papers. [Full Text][Citation analysis]	paper	0
2016	How has sovereign bond market liquidity changed? An illiquidity spillover analysis In: SAFE Working Paper Series. [Full Text][Citation analysis]	paper	2
2018	Lighting up the dark: Liquidity in the German corporate bond market In: SAFE Working Paper Series. [Full Text][Citation analysis]	paper	5