Michael Schneider

Deutsche Bundesbank

Wilhelm-Epstein-Str. 14

Frankfurt/Main, 60431

Germany

Goethe University Frankfurt

Grüneburgplatz 1

Frankfurt am Main, 60323

Germany

SCHOLARLY PAPERS

5

DOWNLOADS

808

SSRN CITATIONS
Rank 31,867

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Top 31,867

in Total Papers Citations

13

CROSSREF CITATIONS

13

Scholarly Papers (5)

1.
Downloads 296 (146,670)
Citation 4

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SAFE Working Paper No. 298
Number of pages: 68 Posted: 08 Dec 2020 Last Revised: 08 Oct 2021
Reserve Bank of Australia, Frankfurt School of Finance and Management, Goethe University Frankfurt - Faculty of Economics and Business Administration and Deutsche Bundesbank
Downloads 181 (234,192)
Citation 4

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Market Microstructure, Hybrid Markets, Venue Choice, Interdealer Brokerage, Fixed-Income, OTC Markets, Search Frictions, Information Frictions

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Deutsche Bundesbank Discussion Paper No. 42/2019
Number of pages: 69 Posted: 20 Dec 2019
Reserve Bank of Australia, Frankfurt School of Finance and Management, Goethe University Frankfurt - Faculty of Economics and Business Administration and Deutsche Bundesbank
Downloads 79 (429,015)

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Market Microstructure,Hybrid Markets,Venue Choice,Interdealer Brokerage,Fixed-Income,OTC Markets,Intermediation Frictions,Search Frictions,Information Frictions

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Paris December 2018 Finance Meeting EUROFIDAI - AFFI
Number of pages: 54 Posted: 04 Jun 2018
Reserve Bank of Australia, Frankfurt School of Finance and Management, Goethe University Frankfurt - Faculty of Economics and Business Administration and Deutsche Bundesbank
Downloads 36 (617,190)

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venue choice, hybrid markets, sovereign bond markets

2.

How Has Sovereign Bond Market Liquidity Changed? - An Illiquidity Spillover Analysis

SAFE Working Paper No. 151
Number of pages: 44 Posted: 19 Oct 2016
Michael Schneider, Fabrizio Lillo and Loriana Pelizzon
Deutsche Bundesbank, Università di Bologna and Goethe University Frankfurt - Faculty of Economics and Business Administration
Downloads 262 (166,020)
Citation 3

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liquidity, jump detection, Hawkes processes, government bonds, MTS bond market, Quantitative Easing

Safe Asset Shortage and Collateral Reuse

SAFE Working Paper No. 355
Number of pages: 50 Posted: 02 Aug 2022
Stephan Jank, Emanuel Moench and Michael Schneider
Deutsche Bundesbank, Frankfurt School of Finance and Management and Deutsche Bundesbank
Downloads 37 (611,129)

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safe assets, government bonds, collateral reuse, rehypothecation, repo market, securities lending

Safe Asset Shortage and Collateral Reuse

CEPR Discussion Paper No. DP16439
Number of pages: 47 Posted: 22 Sep 2021
Stephan Jank, Stephan Jank, Emanuel Moench and Michael Schneider
Deutsche BundesbankUniversity of Cologne - Centre for Financial Research (CFR), Frankfurt School of Finance and Management and Deutsche Bundesbank
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collateral reuse, Government bonds, rehypothecation, repo market, safe assets, Securities lending

Safe Asset Shortage and Collateral Reuse

Deutsche Bundesbank Discussion Paper No. 39/2021
Number of pages: 48 Posted: 23 Nov 2021
Stephan Jank, Emanuel Moench and Michael Schneider
Deutsche Bundesbank, Frankfurt School of Finance and Management and Deutsche Bundesbank
Downloads 66 (473,833)

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safe assets, government bonds, collateral reuse, rehypothecation, repo market, securities lending

4.

Cross-Impact and No-Dynamic-Arbitrage

Number of pages: 33 Posted: 23 Dec 2016 Last Revised: 26 Aug 2017
Michael Schneider and Fabrizio Lillo
Deutsche Bundesbank and Università di Bologna
Downloads 85 (406,709)
Citation 10

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Market Impact, Dynamic Arbitrage, Cross-Impact, MOT, Sovereign Bonds

5.

Lighting Up the Dark: Liquidity in the German Corporate Bond Market

Deutsche Bundesbank Discussion Paper No. 21/2021
Number of pages: 1 Posted: 29 Jul 2021
Deutsche Bundesbank, Deutsche Bundesbank, Goethe University Frankfurt - Faculty of Economics and Business Administration and New York University (NYU) - Leonard N. Stern School of Business
Downloads 62 (482,545)

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