Auflistung nach Autor "Schneider, Michael"

Anzeige der Dokumente 1-4 von 4

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

      Schneider, Michael; Lillo, Fabrizio; Pelizzon, Loriana (2016-09-28)
      Amid increasing regulation, structural changes of the market and Quantitative Easing as well as extremely low yields, concerns about the market liquidity of the Eurozone sovereign debt markets have been raised. We aim to ...

    • Lighting up the Dark: Liquidity in the German Corporate Bond Market 

      Gündüz, Yalin; Ottonello, Giorgio; Pelizzon, Loriana; Schneider, Michael; Subrahmanyam, Marti G. (2018-09-17)
      "We study the impact of transparency on liquidity in OTC markets. We do so by providing an analysis of liquidity in a corporate bond market without trade transparency (Germany), and comparing our findings to a market with ...

    • OTC Discount 

      de Roure, Calebe; Mönch, Emanuel; Pelizzon, Loriana; Schneider, Michael (2020-12-08)
      We document a sizable OTC discount in the interdealer market for German sovereign bonds where exchange and over-the-counter trading coexist: the vast majority of OTC prices are favorable with respect to exchange quotes. ...

    • OTC Discount 

      de Roure, Calebe; Mönch, Emanuel; Pelizzon, Loriana; Schneider, Michael (2021-10-08)
      We document a sizable OTC discount in the interdealer market for German sovereign bonds where exchange and over-the-counter trading coexist: the vast majority of OTC prices are favorable compared to exchange quotes. This ...