Angelo Ranaldo
Names
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Angelo |
| last: |
Ranaldo |
Identifer
Contact
Affiliations
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Swiss Finance Institute (weight: 50%)
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Universität Basel
/ Wirtschaftswissenschaftliches Zentrum (weight: 50%)
Research profile
author of:
- Extreme Coexceedances in New EU Member States’ Stock Markets (RePEc:aah:create:2007-34)
by Charlotte Christiansen & Angelo Ranaldo - The Time-Varying Systematic Risk of Carry Trade Strategies (RePEc:aah:create:2009-15)
by Charlotte Christiansen & Angelo Ranaldo & Paul Söderllind - On The Quality Of Cryptocurrency Markets: Centralized Versus Decentralized Exchanges (RePEc:arx:papers:2112.07386)
by Andrea Barbon & Angelo Ranaldo - NFT Bubbles (RePEc:arx:papers:2303.06051)
by Andrea Barbon & Angelo Ranaldo - Euro repo market functioning: collateral is king (RePEc:bis:bisqtr:1912k)
by Patrick Schaffner & Angelo Ranaldo & Kostas Tsatsaronis - Bank positions in FX swaps: insights from CLS (RePEc:bis:bisqtr:2309b)
by Pēteris Kloks & Patrick McGuire & Angelo Ranaldo & Vladyslav Sushko - Constrained liquidity provision in currency markets (RePEc:bis:biswps:1073)
by Wenqian Huang & Angelo Ranaldo & Andreas Schrimpf & Fabricius Somogyi - Wolf in Sheep's Clothing: The Active Investment Strategies behind Index Performance (RePEc:bla:eufman:v:14:y:2008:i:1:p:55-81)
by Angelo Ranaldo & Rainer Häberle - Liquidity in the Foreign Exchange Market: Measurement, Commonality, and Risk Premiums (RePEc:bla:jfinan:v:68:y:2013:i:5:p:1805-1841)
by Loriano Mancini & Angelo Ranaldo & Jan Wrampelmeyer - Nonstandard Errors (RePEc:bla:jfinan:v:79:y:2024:i:3:p:2339-2390)
by Albert J. Menkveld & Anna Dreber & Felix Holzmeister & Juergen Huber & Magnus Johannesson & Michael Kirchler & Sebastian Neusüß & Michael Razen & Utz Weitzel & David Abad‐Díaz & Menachem (Meni) Abudy - Judgement Day: algorithmic trading around the Swiss franc cap removal (RePEc:boe:boeewp:0711)
by Breedon, Francis & Chen, Louisa & Ranaldo, Angelo & Vause, Nicholas - OTC premia (RePEc:boe:boeewp:0751)
by Cenedese, Gino & Ranaldo, Angelo & Vasios, Michalis - Regulatory effects on short-term interest rates (RePEc:boe:boeewp:0801)
by Ranaldo, Angelo & Schaffner, Patrick & Vasios, Michalis - Collateral cycles (RePEc:boe:boeewp:0966)
by Benos, Evangelos & Ferrara, Gerardo & Ranaldo, Angelo - Liquidity in the Foreign Exchange Market: Measurement, Commonality,and Risk Premiums (RePEc:chf:rpseri:rp0944)
by Loriano MANCINI & Angelo RANALDO & Jan WRAMPELMEYER - On The Quality Of Cryptocurrency Markets: Centralized Versus Decentralized Exchanges (RePEc:chf:rpseri:rp2238)
by Andrea Barbon & Angelo Ranaldo - Foreign Exchange Swaps and Cross-Currency Swaps (RePEc:chf:rpseri:rp2251)
by Angelo Ranaldo - Constrained Liquidity Provision in Currency Markets (RePEc:chf:rpseri:rp2282)
by Wenqian Huang & Angelo Ranaldo & Andreas Schrimpf & Fabricius Somogyi - Non-Fungible Tokens (RePEc:chf:rpseri:rp2284)
by Andrea Barbon & Angelo Ranaldo - Realized Illiquidity (RePEc:chf:rpseri:rp2290)
by Demetrio Lacava & Angelo Ranaldo & Paolo Santucci de Magistris - Collateral Cycles (RePEc:chf:rpseri:rp2291)
by Evangelos Benos & Gerardo Ferrara & Angelo Ranaldo - Money Market Disconnect (RePEc:chf:rpseri:rp2312)
by Benedikt Ballensiefen & Angelo Ranaldo & Hannah Winterberg - NFT Bubbles (RePEc:chf:rpseri:rp2320)
by Andrea Barbon & Angelo Ranaldo - Foreign Exchange Swap Liquidity (RePEc:chf:rpseri:rp2322)
by Peteris Kloks & Edouard Mattille & Angelo Ranaldo - HFTs and Dealer Banks: Liquidity and Price Discovery in FX Trading (RePEc:chf:rpseri:rp2348)
by Wenqian Huang & Peter O'Neill & Angelo Ranaldo & Shihao Yu - Pension Liquidity Risk (RePEc:chf:rpseri:rp2416)
by Kristy Jansen & Sven Klingler & Angelo Ranaldo & Patty Duijm - Blockchain Currency Markets (RePEc:chf:rpseri:rp2429)
by Angelo Ranaldo & Ganesh Viswanath-Natraj & Junxuan Wang - Hunting for Dollars (RePEc:chf:rpseri:rp2452)
by Peteris Kloks & Edouard Mattille & Angelo Ranaldo - Constrained Liquidity Provision in Currency Markets (RePEc:cpr:ceprdp:18776)
by Huang, Wenqian & Ranaldo, Angelo & Schrimpf, Andreas & Somogyi, Fabricius - Does FOMC News Increase Global FX Trading? (RePEc:cpr:ceprdp:6753)
by Fischer, Andreas & Ranaldo, Angelo - Safe Haven Currencies (RePEc:cpr:ceprdp:7249)
by Söderlind, Paul & Ranaldo, Angelo - The Time-Varying Systematic Risk of Carry Trade Strategies (RePEc:cpr:ceprdp:7345)
by Söderlind, Paul & Christiansen, Charlotte & Ranaldo, Angelo - The Time-Varying Systematic Risk of Carry Trade Strategies (RePEc:cup:jfinqa:v:46:y:2011:i:04:p:1107-1125_00)
by Christiansen, Charlotte & Ranaldo, Angelo & Söderlind, Paul - Pension Liquidity Risk (RePEc:dnb:dnbwpp:801)
by Kristy Jansen & Sven Klingler & Angelo Ranaldo & Patty Duijm - Risk spillovers in international equity portfolios (RePEc:eee:empfin:v:24:y:2013:i:c:p:121-137)
by Bonato, Matteo & Caporin, Massimiliano & Ranaldo, Angelo - Order aggressiveness in limit order book markets (RePEc:eee:finmar:v:7:y:2004:i:1:p:53-74)
by Ranaldo, Angelo - Judgment day: Algorithmic trading around the Swiss franc cap removal (RePEc:eee:inecon:v:140:y:2023:i:c:s0022199622001453)
by Breedon, Francis & Chen, Louisa & Ranaldo, Angelo & Vause, Nicholas - Segmentation and time-of-day patterns in foreign exchange markets (RePEc:eee:jbfina:v:33:y:2009:i:12:p:2199-2206)
by Ranaldo, Angelo - Extreme coexceedances in new EU member states' stock markets (RePEc:eee:jbfina:v:33:y:2009:i:6:p:1048-1057)
by Christiansen, Charlotte & Ranaldo, Angelo - Does FOMC news increase global FX trading? (RePEc:eee:jbfina:v:35:y:2011:i:11:p:2965-2973)
by Fischer, Andreas M. & Ranaldo, Angelo - On the predictability of stock prices: A case for high and low prices (RePEc:eee:jbfina:v:37:y:2013:i:12:p:5132-5146)
by Caporin, Massimiliano & Ranaldo, Angelo & Santucci de Magistris, Paolo - OTC premia (RePEc:eee:jfinec:v:136:y:2020:i:1:p:86-105)
by Cenedese, Gino & Ranaldo, Angelo & Vasios, Michalis - Asymmetric information risk in FX markets (RePEc:eee:jfinec:v:140:y:2021:i:2:p:391-411)
by Ranaldo, Angelo & Somogyi, Fabricius - Regulatory effects on short-term interest rates (RePEc:eee:jfinec:v:141:y:2021:i:2:p:750-770)
by Ranaldo, Angelo & Schaffner, Patrick & Vasios, Michalis - Liquidity in the global currency market (RePEc:eee:jfinec:v:146:y:2022:i:3:p:859-883)
by Ranaldo, Angelo & de Magistris, Paolo Santucci - The reaction of asset markets to Swiss National Bank communication (RePEc:eee:jimfin:v:29:y:2010:i:3:p:486-503)
by Ranaldo, Angelo & Rossi, Enzo - Nonstandard errors (RePEc:ehl:lserod:123002)
by Menkveld, Albert J. & Dreber, Anna & Holzmeister, Felix & Huber, Juergen & Johannesson, Magnus & Kirchler, Michael & Neusüß, Sebastian & Razen, Michael & Weitzel, Utz & Abad-Díaz, David & Abudy, Menac - Foreign exchange swaps and cross-currency swaps (RePEc:elg:eechap:20173_20)
by Angelo Ranaldo - Market Dynamics Around Public Information Arrivals (RePEc:fam:rpseri:rp45)
by Angelo Ranaldo - Unknown item RePEc:grz:wpsses:2021-08 (paper)
- Realized Bond-Stock Correlation: Macroeconomic Announcement Effects (RePEc:hhb:aarbfi:2005-05)
by Christiansen, Charlotte & Ranaldo, Angelo - Non-Standard Errors (RePEc:hhs:lunewp:2021_017)
by Menkveld, Albert J. & Dreber, Anna & Holzmeister, Felix & Huber, Juergen & Johannesson, Magnus & Kirchler, Michael & Neusüss, Sebastian & Razen, Michael & Weitzel, Utz & Abad-Díaz, David & Abudy, Mena - Non-Standard Errors (RePEc:inn:wpaper:2021-31)
by Albert J. Menkveld & Anna Dreber & Felix Holzmeister & Jürgen Huber & Magnus Johannesson & Michael Kirchler & Sebastian Neusüss & Michael Razen & Utz Weitzel & David Abad-Díaz & Menachem Abudy & Tobi - Editorial (RePEc:kap:fmktpm:v:23:y:2009:i:4:p:333-334)
by Angelo Ranaldo & Paul Söderlind - The implementation of SNB monetary policy (RePEc:kap:fmktpm:v:23:y:2009:i:4:p:349-359)
by Thomas Jordan & Angelo Ranaldo & Paul Söderlind - Do financial variables help predict the state of the business cycle in small open economies? Evidence from Switzerland (RePEc:kap:fmktpm:v:25:y:2011:i:4:p:435-453)
by Mario Meichle & Angelo Ranaldo & Attilio Zanetti - Intraday Patterns in FX Returns and Order Flow (RePEc:mcb:jmoncb:v:45:y:2013:i:5:p:953-965)
by Francis Breedon & Angelo Ranaldo - Safe Asset Carry Trade (RePEc:oup:rasset:v:13:y:2023:i:2:p:223-265.)
by Benedikt Ballensiefen & Angelo Ranaldo - Safe Haven Currencies (RePEc:oup:revfin:v:14:y:2010:i:3:p:385-407)
by Angelo Ranaldo & Paul Söderlind - Liquidity Risk and Funding Cost (RePEc:oup:revfin:v:27:y:2023:i:2:p:399-422.)
by Alexander Bechtel & Angelo Ranaldo & Jan Wrampelmeyer - Understanding FX Liquidity (RePEc:oup:rfinst:v:28:y:2015:i:11:p:3073-3108.)
by Nina Karnaukh & Angelo Ranaldo & Paul Söderlind - The Euro Interbank Repo Market (RePEc:oup:rfinst:v:29:y:2016:i:7:p:1747-1779.)
by Loriano Mancini & Angelo Ranaldo & Jan Wrampelmeyer - A Simple Estimation of Bid-Ask Spreads from Daily Close, High, and Low Prices (RePEc:oup:rfinst:v:30:y:2017:i:12:p:4437-4480.)
by Farshid Abdi & Angelo Ranaldo - Money Market Disconnect (RePEc:oup:rfinst:v:36:y:2023:i:10:p:4158-4189.)
by Benedikt Ballensiefen & Angelo Ranaldo & Hannah Winterberg & Ralph Koijen - On the Predictability of Stock Prices: A Case for High and Low Prices (RePEc:pad:wpaper:0136)
by Massimiliano Caporin & Angelo Ranaldo & Paolo Santucci de Magistris - Non-Fungible Tokens (RePEc:pal:psincp:978-3-031-23069-1_6)
by Andrea Barbon & Angelo Ranaldo - Intraday Patterns in FX Returns and Order Flow (RePEc:qmw:qmwecw:694)
by Francis Breedon & Angelo Ranaldo - Unknown item RePEc:qmw:qmwecw:wp694 (paper)
- Uniform-price auctions for Swiss government bonds: Origin and evolution (RePEc:snb:snbecs:2016-10)
by Angelo Ranaldo & Dr. Enzo Rossi - Realized Bond-Stock Correlation: Macroeconomic Announcement Effects (RePEc:snb:snbwpa:2006-02)
by Charlotte Christiansen & Angelo Ranaldo - Intraday Market Dynamics Around Public Information Arrivals (RePEc:snb:snbwpa:2006-11)
by Angelo Ranaldo - Segmentation and Time-of-Day Patterns in Foreign Exchange Markets (RePEc:snb:snbwpa:2007-03)
by Angelo Ranaldo - The reaction of asset markets to Swiss National Bank communication (RePEc:snb:snbwpa:2007-11)
by Angelo Ranaldo & Dr. Enzo Rossi - Safe Haven Currencies (RePEc:snb:snbwpa:2007-17)
by Angelo Ranaldo & Paul Söderlind - Does FOMC News Increase Global FX Trading? (RePEc:snb:snbwpa:2008-09)
by Andreas M. Fischer & Angelo Ranaldo - Extreme Coexceedances in New EU Member States' Stock Markets (RePEc:snb:snbwpa:2008-10)
by Charlotte Christiansen & Angelo Ranaldo - Forecasting realized (co)variances with a block structure Wishart autoregressive model (RePEc:snb:snbwpa:2009-03)
by Matteo Bonato & Massimiliano Caporin & Angelo Ranaldo - The Time-Varying Systematic Risk of Carry Trade Strategies (RePEc:snb:snbwpa:2010-01)
by Charlotte Christiansen & Angelo Ranaldo & Paul Söderlind - Liquidity in the Foreign Exchange Market: Measurement, Commonality, and Risk Premiums (RePEc:snb:snbwpa:2010-03)
by Loriano Mancini & Angelo Ranaldo & Jan Wrampelmeyer - Limits to arbitrage during the crisis: funding liquidity constraints and covered interest parity (RePEc:snb:snbwpa:2010-14)
by Tommaso Mancini Griffoli & Angelo Ranaldo - Intraday patterns in FX returns and order flow (RePEc:snb:snbwpa:2011-04)
by Francis Breedon & Angelo Ranaldo - On the Predictability of Stock Prices: a Case for High and Low Prices (RePEc:snb:snbwpa:2011-11)
by Massimiliano Caporin & Angelo Ranaldo - Risk spillovers in international equity portfolios (RePEc:snb:snbwpa:2012-03)
by Matteo Bonato & Massimiliano Caporin & Angelo Ranaldo - A forecast-based comparison of restricted Wishart autoregressive models for realized covariance matrices (RePEc:taf:eurjfi:v:18:y:2012:i:9:p:761-774)
by M. Bonato & M. Caporin & A. Ranaldo - Precious metals under the microscope: a high-frequency analysis (RePEc:taf:quantf:v:15:y:2015:i:5:p:743-759)
by Massimiliano Caporin & Angelo Ranaldo & Gabriel G. Velo - Unsecured and Secured Funding (RePEc:tin:wpaper:20180038)
by Mario di Filippo & Angelo Ranaldo & Jan Wrampelmeyer - Safe Haven Currencies (RePEc:usg:dp2007:2007-22)
by Angelo Ranaldo & Paul Söderlind - The Time-Varying Systematic Risk of Carry Trade Strategies (RePEc:usg:dp2009:2009-06)
by Paul Soderlind & Angelo Ranaldo & Charlotte Christiansen - The Implementation of SNB Monetary Policy (RePEc:usg:dp2009:2009-08)
by Thomas Jordan & Angelo Ranaldo & Paul Soderlind - Forecasting Realized (Co)Variances with a Bloc Structure Wishart Autoregressive Model (RePEc:usg:sfwpfi:2012:11)
by Bonato, Matteo & Caporin, Massimiliano & Ranaldo, Angelo - Limits to Arbitrage during the Crisis: Finding Liquidity Constraints and Covered Interest Parity (RePEc:usg:sfwpfi:2012:12)
by Mancini Griffoli, Tommaso & Ranaldo, Angelo - On the Predictability of Stock Prices: a Case for High and Low Prices (RePEc:usg:sfwpfi:2012:13)
by Caporin, Massimiliano & Ranaldo, Angelo & Santucci de Magistris, Paolo - Risk Spillovers in International Equity Portfolios (RePEc:usg:sfwpfi:2012:14)
by Bonato, Mateo & Caporin, Massimiliano & Ranaldo, Angelo - Understanding FX Liquidity (RePEc:usg:sfwpfi:2013:15)
by Karnaukh, Nina & Ranaldo, Angelo & Söderlind, Paul - The Euro Interbank Repo Market (RePEc:usg:sfwpfi:2013:16)
by Mancini, Loreano & Ranaldo, Angelo & Wrampelmeyer, Jan - Stylized Facts and Dynamic Modeling of High-frequency Data on Precious Metals (RePEc:usg:sfwpfi:2013:18)
by Caporin, Massimiliano & Ranaldo, Angelo & Velo, Gabriel G. - Monetary Policy Effects on Long-term Rates and Stock Prices (RePEc:usg:sfwpfi:2013:22)
by Ranaldo, Angelo & Reynard, Samuel - Precious Metals Under the Microscope: A High-Frequency Analysis (RePEc:usg:sfwpfi:2014:09)
by Caporin, Massimiliano & Ranaldo, Angelo & Velo, Gabriel G. - Funding Illiquidity (RePEc:usg:sfwpfi:2016:01)
by None - A Simple Estimation of Bid-Ask Spreads from Daily Close, High, and Low PricesWe propose a new method to estimate the bid-ask spread when quote data are not available. Compared to other low-frequency e (RePEc:usg:sfwpfi:2016:04)
by Abdi, Farshid & Ranaldo, Angelo - Uniform-price Auctions for Swiss Government Bonds: Origin and Evolution (RePEc:usg:sfwpfi:2016:09)
by Ranaldo, Angelo & Rossi, Enzo - Unsecured and Secured Funding (RePEc:usg:sfwpfi:2016:1)
by Ranaldo, Angelo & Wrampelmeyer, Jan - The Forward Premium in Short-Term Rates (RePEc:usg:sfwpfi:2016:19)
by Ranaldo, Angelo & Rupprecht, Matthias - Judgement Day: Algorithmic Trading Around the Swiss Franc Cap Removal (RePEc:usg:sfwpfi:2018:08)
by Francis Breedon & Louisa Chen & Angelo Ranaldo & Nicholas Vause - OTC Premia (RePEc:usg:sfwpfi:2018:18)
by Gino Cenedese & Angelo Ranaldo & Michalis Vasios - Asymmetric Information Risk in FX Markets (RePEc:usg:sfwpfi:2018:20)
by Angelo Ranaldo & Fabricius Somogyi - Trading Volume, Illiquidity and Commonalities in FX Markets (RePEc:usg:sfwpfi:2018:23)
by Angelo Ranaldo & Paolo Santucci de Magistris - Liquidity Risk and Funding Cost (RePEc:usg:sfwpfi:2019:03)
by Alexander Bechtel & Angelo Ranaldo & Jan Wrampelmeyer - Safe Asset Carry Trade (RePEc:usg:sfwpfi:2019:09)
by Benedikt Ballensiefen & Angelo Ranaldo - Judgment Day: Algorithmic Trading Around The Swiss Franc Cap Removal (RePEc:usg:sfwpfi:2019:12)
by Francis Breedon & Louisa Chen & Angelo Ranaldo & Nicholas Vause - Monetary policy disconnect (RePEc:usg:sfwpfi:2020:03)
by Angelo Ranaldo & Benedikt Ballensiefen & Hannah Winterberg - Realized bond—stock correlation: Macroeconomic announcement effects (RePEc:wly:jfutmk:v:27:y:2007:i:5:p:439-469)
by Charlotte Christiansen & Angelo Ranaldo - Intraday Patterns in FX Returns and Order Flow (RePEc:wly:jmoncb:v:45:y:2013:i:5:p:953-965)
by Francis Breedon & Angelo Ranaldo - Unsecured and Secured Funding (RePEc:wly:jmoncb:v:54:y:2022:i:2-3:p:651-662)
by Mario Di Filippo & Angelo Ranaldo & Jan Wrampelmeyer - Constrained Dealers and Market Efficiency (RePEc:zbw:vfsc22:264054)
by Huang, Wenqian & Ranaldo, Angelo & Schrimpf, Andreas & Somogyi, Fabricius