Sven Panz

Goethe University Frankfurt - Faculty of Economics and Business Administration

Theodor-W.-Adorno-Platz 4

Frankfurt am Main, D-60325

Germany

SCHOLARLY PAPERS

8

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SSRN CITATIONS

3

CROSSREF CITATIONS

6

Scholarly Papers (8)

1.

The MiFIR Trading Obligation: Impact on Trading Volume and Liquidity

Number of pages: 32 Posted: 08 Mar 2018
Goethe University Frankfurt Faculty of Economics and Business Administration, Goethe University Frankfurt Faculty of Economics and Business Administration, Goethe University Frankfurt - Faculty of Economics and Business Administration and Goethe University Frankfurt - Faculty of Economics and Business Administration
Downloads 485 (75,242)
Citation 2

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MiFID II/MiFIR, trading obligation, liquidity, trading volume

2.

Liquidity Provider Incentives in Fragmented Securities Markets

Forthcoming in Journal of Empirical Finance, SAFE Working Paper No. 231
Number of pages: 40 Posted: 19 May 2017 Last Revised: 04 Feb 2021
Goethe University Frankfurt Faculty of Economics and Business Administration, Goethe University Frankfurt Faculty of Economics and Business Administration, Goethe University Frankfurt - Faculty of Economics and Business Administration and Goethe University Frankfurt - Faculty of Economics and Business Administration
Downloads 266 (147,080)
Citation 5

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Liquidity, Trading Volume, Market Fragmentation, Liquidity Provider Incentives, Transaction Costs

3.

Managing Excess Volatility: Design and Effectiveness of Circuit Breakers

SAFE Working Paper No. 195
Number of pages: 38 Posted: 03 Feb 2017 Last Revised: 06 Feb 2018
Goethe University Frankfurt Faculty of Economics and Business Administration, Goethe University Frankfurt Faculty of Economics and Business Administration, Goethe University Frankfurt Faculty of Economics and Business AdministrationEuropean Securities and Markets Authority (ESMA) and Goethe University Frankfurt - Faculty of Economics and Business Administration
Downloads 229 (170,334)
Citation 3

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Circuit Breaker, Volatility Interruption, Volatility, Liquidity, Market Design

4.

Coordination of Circuit Breakers? Volume Migration and Volatility Spillover in Fragmented Markets

SAFE Working Paper No. 196
Number of pages: 38 Posted: 27 Jan 2017 Last Revised: 06 Feb 2018
Goethe University Frankfurt Faculty of Economics and Business Administration, Goethe University Frankfurt Faculty of Economics and Business Administration and Goethe University Frankfurt - Faculty of Economics and Business Administration
Downloads 180 (212,396)
Citation 1

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Circuit Breaker, Volatility Interruption, Market Fragmentation, High-Frequency Trading, Stock Market, Regulation, Liquidity

5.

Circuit Breakers – A Survey Among International Trading Venues

SAFE Working Paper No. 197
Number of pages: 45 Posted: 07 Mar 2018
Goethe University Frankfurt Faculty of Economics and Business Administration, Goethe University Frankfurt Faculty of Economics and Business Administration, Goethe University Frankfurt Faculty of Economics and Business AdministrationEuropean Securities and Markets Authority (ESMA), Goethe University Frankfurt and Goethe University Frankfurt - Faculty of Economics and Business Administration
Downloads 130 (277,071)
Citation 2

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A General Framework for the Identification and Categorization of Risks - An Application to the Context of Financial Markets

Number of pages: 35 Posted: 27 Jan 2021
Micha Bender and Sven Panz
Goethe University Frankfurt - Faculty of Economics and Business Administration and Goethe University Frankfurt - Faculty of Economics and Business Administration
Downloads 105 (324,840)

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Risk Identification, Risk Categorization, Risk Awareness, Financial Market Risks, Clustering Methods

A General Framework for the Identification and Categorization of Risks: An Application to the Context of Financial Markets

Journal of Risk, Vol. 23, No. 4
Number of pages: 30 Posted: 20 May 2021
Micha Bender and Sven Panz
Goethe University Frankfurt - Faculty of Economics and Business Administration and Goethe University Frankfurt - Faculty of Economics and Business Administration
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risk identification; risk categorization; risk awareness; financial market risks; clustering methods.

(Pro?)-Cyclicality of Collateral Haircuts and Systemic Illiquidity

European Systemic Risk Board (ESRB) Working Paper Series, No. 27, October 2016
Number of pages: 36 Posted: 13 Oct 2017
Goethe University Frankfurt Faculty of Economics and Business AdministrationKarlsruhe Institute of Technology and Goethe University Frankfurt - Faculty of Economics and Business Administration
Downloads 37 (556,740)

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Systemic Illiquidity, Procyclicality, Collateral Haircuts

(Pro?)-Cyclicality of Collateral Haircuts and Systemic Illiquidity

ESRB: Working Paper Series No. 2016/27
Number of pages: 38 Posted: 05 Nov 2020
Goethe University Frankfurt Faculty of Economics and Business AdministrationKarlsruhe Institute of Technology and Goethe University Frankfurt - Faculty of Economics and Business Administration
Downloads 11 (744,566)

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Procyclicality, Collateral Haircuts, Systemic Risk, Macroprudential Add-On

8.

Pricing Multiple Barrier Derivatives Under Stochastic Volatility

Journal of Computational Finance, Vol. 24, No. 2
Number of pages: 26 Posted: 03 Feb 2021
Marcos Escobar, Sven Panz and Rudi Zagst
Western University, Goethe University Frankfurt - Faculty of Economics and Business Administration and Technische Universität München (TUM) - Chair of Mathematical Finance
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barrier options, multiple barriers, default risk, structured products, stochastic volatility, stochastic covariance.