Zurich University of Applied Sciences
Peter Schwendner is a Senior Lecturer at the Institute for Wealth and Asset Management at ZHAW School of Management and Law, Zurich, Switzerland. His research interests are financial markets, asset management and network analytics. Peter received a PhD in Physics in 1998 for his research at Max Planck Institute in Goettingen. He served in the financial industry as a head of quantitative research at Sal. Oppenheim and as a partner at Fortinbras Asset Management, developing investment products.
This paper develops methodologies to measure spillover risks in European sovereign bond markets in the period 2004–15.