IRMC 2019 | Milan | June 17-18

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.

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All session by Michael Schneider

June 8: Plenary Session 3.

16:20 - 18:00
EM-LYON Business School, Paris Campus, 15 boulevard Diderot, 75012 Paris