IRMC 2020 | Virtual Conference | October, 9-10, 2020

Michael Schneider

Deutsche Bundesbank

Michael Schneider

Deutsche Bundesbank

Biography

Michael Schneider works in the Research Centre of Deutsche Bundesbank and pursues a PhD in Financial Mathematics at Scuola Normale Superiore in Pisa, Italy. His research focuses on the market microstructure of fixed-income securities and especially market liquidity in European bond markets. He has published on high-frequency illiquidity spillovers and limits to arbitrage for cross-asset price impact. Currently he studies over-the-counter markets and the behaviour of traders using transaction-level datasets.