Martin Hillebrand

XU Exponential University

August-Bebel-Str. 26-53

Potsdam, 14482

Germany

SCHOLARLY PAPERS

4

DOWNLOADS

201

SSRN CITATIONS

3

CROSSREF CITATIONS

0

Scholarly Papers (4)

1.

Sentiment Analysis of European Bonds 2016–2018

Frontiers in Artificial Intelligence 2:20, 2019
Number of pages: 15 Posted: 07 Sep 2019 Last Revised: 21 Oct 2019
Peter Schwendner, Martin Schüle and Martin Hillebrand
Zurich University of Applied Sciences, Zurich University of Applied Sciences, Institute of Applied Simulation and XU Exponential University
Downloads 82 (565,660)

Abstract:

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sovereign bonds, contagion, sentiment, European sovereign bond crisis, correlation

European Government Bond Dynamics and Stability Policies: Taming Contagion Risks

European Stability Mechanism Working Paper No. 8
Number of pages: 25 Posted: 20 Mar 2018
Peter Schwendner, Martin Schüle, Thomas Ott and Martin Hillebrand
Zurich University of Applied Sciences, Zurich University of Applied Sciences, Institute of Applied Simulation, Zurich University of Applied Sciences, Institute of Applied Simulation and XU Exponential University
Downloads 66 (648,702)
Citation 2

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Contagion Risk, Correlation Networks, Euro Area, Sovereign Bonds, European Stability Mechanism, Financial Stability

European Government Bond Dynamics and Stability Policies: Taming Contagion Risks

Journal of Network Theory in Finance 1 (4), 2015, European Stability Mechanism Research Paper No. 8
Posted: 04 May 2015 Last Revised: 19 Apr 2017
Peter Schwendner, Martin Schüle, Thomas Ott and Martin Hillebrand
Zurich University of Applied Sciences, Zurich University of Applied Sciences, Institute of Applied Simulation, Zurich University of Applied Sciences, Institute of Applied Simulation and XU Exponential University

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Contagion risk; correlation networks, euro area, sovereign bonds, European Stability Mechanism, financial stability

3.

Investor Demand in Syndicated Bond Issuances: Stylised Facts

European Stability Mechanism Working Paper No. 50
Number of pages: 23 Posted: 06 Jan 2022
Martin Hillebrand, Marko Mravlak and Peter Schwendner
XU Exponential University, European Stability Mechanism and Zurich University of Applied Sciences
Downloads 47 (746,841)
Citation 1

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Investor demand, bond issuance, bond syndication, bond primary market, investor behaviour, order books, order book inflation, new issue premium

4.

Investor Activity in EFSF/ESM Secondary Bond Markets

European Stability Mechanism Working Paper No. 62 
Number of pages: 36 Posted: 17 Jul 2024
XU Exponential University, European Stability Mechanism, Karlsruhe Institute of Technology and Zurich University of Applied Sciences
Downloads 6 (1,113,976)

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Bond secondary market, investor behaviour, dealer behaviour, bond trading, bond turnover, bond liquidity, investor diversification, primary dealer, digitalisation, electronic trading platform, COVID-19 pandemic, bond market resilience

Other Papers (1)

Total Downloads: 0
1.

Predicting Investor Behaviour in European Bonds Markets - A Machine Learning Approach (Presentation Slides)

Posted: 25 Oct 2019
XU Exponential University, affiliation not provided to SSRN, European Stability Mechanism and Zurich University of Applied Sciences

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Bond markets, Investor behaviour, Order books, European Stability Mechanism, Market access