Cestonaro, Tino /
De Paolis, Jonas /
Panz, Sven
(2022)
High-Frequency Price Formation in Fragmented Equity Markets
Working Paper, presented at the Forecasting Financial Markets Conference; Milan, Italy
Panz, Sven
(2020)
Risk Management in Financial Markets
Dissertation, Goethe University Frankfurt
Gomber, Peter /
Clapham, Benjamin /
Panz, Sven
(2018)
Management of Market Price Risks: Regulation and Coordination of Volatility Interruptions in Europe
FIRM Yearbook 2018, pp. 167-168; Association for Risk Management and Regulation, Frankfurt
Clapham, Benjamin /
Gomber, Peter /
Lausen, Jens /
Panz, Sven
(2018)
Enhancing Market Liquidity through Liquidity Provider Incentives
EFL Quarterly, 1/2018
Gomber, Peter /
Clapham, Benjamin /
Lausen, Jens /
Panz, Sven
(2018)
The Impact of MiFID II/MiFIR on European Market Structure: A Survey among Market Experts
The Journal of Trading, Vol. 13, No. 2, pp. 35-46
Glaser, Florian /
Panz, Sven
(2017)
Cyclicality of Collateral Haircuts and Systemic Illiquidity
EFL Quarterly, 1/2017
Clapham, Benjamin /
Gomber, Peter /
Panz, Sven
(2017)
Coordination of Circuit Breakers? Volume Migration and Volatility Spillover in Fragmented Markets
Working Paper; presented at the CEPR-Imperial-Plato Inaugural Market Innovator (MI3) Conference; London, UK, the 24th Annual Meeting of the German Finance Association (DGF 2017); Ulm, Germany and the SFA 2017; Key West, Florida, United States
Panz, Sven
(2017)
Intra- and Inter-Market Spillover Effects during Extraordinary Market Conditions
Working Paper; presented at the 5th Paris Financial Management Conference (PFMC 2017); Paris, France and the 2018 Annual Meeting of the Financial Management Association
Clapham, Benjamin /
Gomber, Peter /
Haferkorn, Martin /
Panz, Sven
(2017)
Managing Excess Volatility: Design and Effectiveness of Circuit Breakers
Working Paper; presented at the 34th International Conference of the French Finance Association (AFFI 2017); Valence, France and the Southern Finance Association 2017 Annual Meetings (SFA 2017); Key West, Florida, United States
Gomber, Peter /
Clapham, Benjamin /
Haferkorn, Martin /
Panz, Sven /
Jentsch, Paul
(2017)
Ensuring Market Integrity and Stability: Circuit Breakers on International Trading Venues
The Journal of Trading, Vol. 12, No. 1, pp. 42-54
Gomber, Peter /
Clapham, Benjamin /
Haferkorn, Martin /
Panz, Sven /
Jentsch, Paul
(2016)
Circuit Breakers - A Survey among International Trading Venues
WFE Research Studies & Reports
Escobar, Marcos /
Panz, Sven
(2016)
A Note on the Impact of Parameter Uncertainty on Barrier Derivatives
Risks, Vol. 4, No. 4, 35
Glaser, Florian /
Panz, Sven
(2016)
(Pro?)-Cyclicality of Collateral Haircuts and Systemic Illiquidity
European Systemic Risk Board (ESRB) Working Paper Series, No 27 / October 2016; presented at DGF 2016; Bonn, Germany and FMA Europe 2017; Lisbon, Portugal
Panz, Sven /
Wolters, Gregor
(2016)
Traditional Life Insurance Products are Under Pressure
Non-traditional Life Insurance Products with Guarantees, Eds.: T. Kalberer and K. Ravindran; Risk Books, London