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Paul Schneider

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This is information that was supplied by Paul Schneider in registering through RePEc. If you are Paul Schneider , you may change this information at the RePEc Author Service. Or if you are not registered and would like to be listed as well, register at the RePEc Author Service. When you register or update your RePEc registration, you may identify the papers and articles you have authored.

Personal Details

First Name: Paul
Middle Name:
Last Name: Schneider
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RePEc Short-ID: psc156

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Homepage:
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Affiliation

Finance Group
Warwick Business School
University of Warwick
Location: Coventry, United Kingdom
Homepage: http://www.wbs.ac.uk/faculty/subjects/fin.cfm
Email:
Phone: +44 (0)24 7652 4306
Fax: +44 (0)24 7652 3719
Postal: Coventry, CV4 7AL
Handle: RePEc:edi:afwbsuk (more details at EDIRC)

Works

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Working papers

  1. Sarno, Lucio & Schneider, Paul & Wagner, Christian, 2011. "Properties of Foreign Exchange Risk Premiums," CEPR Discussion Papers 8503, C.E.P.R. Discussion Papers.
  2. Damir Filipovi\'c & Eberhard Mayerhofer & Paul Schneider, 2011. "Density Approximations for Multivariate Affine Jump-Diffusion Processes," Papers 1104.5326, arXiv.org, revised Oct 2011.
  3. Sarno, Lucio & Schneider, Paul & Wagner, Christian, 2010. "Properties of Foreign Exchange Risk Premia," MPRA Paper 21302, University Library of Munich, Germany.
  4. Aleksandar Mijatovic & Paul Schneider, 2009. "Empirical asset pricing with nonlinear risk premia," Papers 0911.0928, arXiv.org.
  5. Georg Mosburger & Paul Schneider, 2005. "Modelling International Bond Markets with Affine Term Structure Models," Finance 0509003, EconWPA.

Articles

  1. Schneider, Paul & Sögner, Leopold & Veža, Tanja, 2011. "The Economic Role of Jumps and Recovery Rates in the Market for Corporate Default Risk," Journal of Financial and Quantitative Analysis, Cambridge University Press, vol. 45(06), pages 1517-1547, January.
  2. Osnat Stramer & Matthew Bognar & Paul Schneider, 2010. "Bayesian Inference for Discretely Sampled Markov Processes with Closed-Form Likelihood Expansions," Journal of Financial Econometrics, Society for Financial Econometrics, vol. 8(4), pages 450-480, Fall.
  3. Gregor Dorfleitner & Paul Schneider & Kurt Hawlitschek & Arne Buch, 2008. "Pricing options with Green's functions when volatility, interest rate and barriers depend on time," Quantitative Finance, Taylor & Francis Journals, vol. 8(2), pages 119-133.

NEP Fields

6 papers by this author were announced in NEP, and specifically in the following field reports (number of papers):
  1. NEP-CBA: Central Banking (1) 2011-08-09
  2. NEP-FIN: Finance (1) 2005-11-09
  3. NEP-FMK: Financial Markets (1) 2005-11-09
  4. NEP-IFN: International Finance (3) 2005-11-09 2010-03-28 2011-08-09. Author is listed
  5. NEP-MAC: Macroeconomics (3) 2005-11-09 2010-03-28 2011-08-09. Author is listed
  6. NEP-MON: Monetary Economics (1) 2011-08-09
  7. NEP-OPM: Open Economy Macroeconomics (2) 2010-03-28 2011-08-09. Author is listed
  8. NEP-RMG: Risk Management (2) 2010-02-05 2011-05-07. Author is listed
  9. NEP-UPT: Utility Models & Prospect Theory (3) 2010-02-05 2010-03-28 2011-08-09. Author is listed

Statistics

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