3
H index
1
i10 index
38
Citations
Michael Schneider : Citation Profile
Deutsche Bundesbank | RESEARCH PRODUCTION: 2 Articles 4 Papers RESEARCH ACTIVITY:
MORE DETAILS IN: ABOUT THIS REPORT:
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3 years (2016 - 2019). 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:
| Cites to:
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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 |
|---|---|
| 2024 | 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 |
| 2024 | Optimal Portfolio Choice with Cross-Impact Propagators. (2024). Tuschmann, Sturmius ; Neuman, Eyal ; Jaber, Eduardo Abi. In: Papers. RePEc:arx:papers:2403.10273. 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 |
| 2024 | New insights into liquidity resiliency. (2024). Papavassiliou, Vassilios ; Boubaker, Sabri ; Osullivan, Conall ; Wafula, Ronald Wekesa. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:90:y:2024:i:c:s1042443123001609. Full description at Econpapers || Download paper |
| 2023 | Tunisian corporate bond market liquidity: a qualitative approach. (2023). Dabbou, Halim ; Berrich, Olfa. In: Qualitative Research in Financial Markets. RePEc:eme:qrfmpp:qrfm-04-2021-0057. 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 | 22 |
| 2019 | Cross-impact and no-dynamic-arbitrage.(2019) In: Quantitative Finance. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 22 | 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 | 3 |
| 2018 | Lighting up the dark: Liquidity in the German corporate bond market In: SAFE Working Paper Series. [Full Text][Citation analysis] | paper | 6 |
CitEc is a RePEc service, providing citation data for Economics since 2001. Last updated November, 3 2024. Contact: CitEc Team