Angelo Ranaldo
Names
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Angelo |
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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
CREATES Research Papers, Department of Economics and Business Economics, Aarhus University (2007)
by Charlotte Christiansen & Angelo Ranaldo
(ReDIF-paper, aah:create:2007-34) - The Time-Varying Systematic Risk of Carry Trade Strategies
CREATES Research Papers, Department of Economics and Business Economics, Aarhus University (2009)
by Charlotte Christiansen & Angelo Ranaldo & Paul Söderllind
(ReDIF-paper, aah:create:2009-15) - On The Quality Of Cryptocurrency Markets: Centralized Versus Decentralized Exchanges
Papers, arXiv.org (2021)
by Andrea Barbon & Angelo Ranaldo
(ReDIF-paper, arx:papers:2112.07386) - NFT Bubbles
Papers, arXiv.org (2023)
by Andrea Barbon & Angelo Ranaldo
(ReDIF-paper, arx:papers:2303.06051) - Euro repo market functioning: collateral is king
BIS Quarterly Review, Bank for International Settlements (2019)
by Patrick Schaffner & Angelo Ranaldo & Kostas Tsatsaronis
(ReDIF-article, bis:bisqtr:1912k) - Bank positions in FX swaps: insights from CLS
BIS Quarterly Review, Bank for International Settlements (2023)
by Pēteris Kloks & Patrick McGuire & Angelo Ranaldo & Vladyslav Sushko
(ReDIF-article, bis:bisqtr:2309b) - Constrained liquidity provision in currency markets
BIS Working Papers, Bank for International Settlements (2023)
by Wenqian Huang & Angelo Ranaldo & Andreas Schrimpf & Fabricius Somogyi
(ReDIF-paper, bis:biswps:1073) - Wolf in Sheep's Clothing: The Active Investment Strategies behind Index Performance
European Financial Management, European Financial Management Association (2008)
by Angelo Ranaldo & Rainer Häberle
(ReDIF-article, bla:eufman:v:14:y:2008:i:1:p:55-81) - Liquidity in the Foreign Exchange Market: Measurement, Commonality, and Risk Premiums
Journal of Finance, American Finance Association (2013)
by Loriano Mancini & Angelo Ranaldo & Jan Wrampelmeyer
(ReDIF-article, bla:jfinan:v:68:y:2013:i:5:p:1805-1841) - Nonstandard Errors
Journal of Finance, American Finance Association (2024)
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
(ReDIF-article, bla:jfinan:v:79:y:2024:i:3:p:2339-2390) - Judgement Day: algorithmic trading around the Swiss franc cap removal
Bank of England working papers, Bank of England (2018)
by Breedon, Francis & Chen, Louisa & Ranaldo, Angelo & Vause, Nicholas
(ReDIF-paper, boe:boeewp:0711) - OTC premia
Bank of England working papers, Bank of England (2018)
by Cenedese, Gino & Ranaldo, Angelo & Vasios, Michalis
(ReDIF-paper, boe:boeewp:0751) - Regulatory effects on short-term interest rates
Bank of England working papers, Bank of England (2019)
by Ranaldo, Angelo & Schaffner, Patrick & Vasios, Michalis
(ReDIF-paper, boe:boeewp:0801) - Collateral cycles
Bank of England working papers, Bank of England (2022)
by Benos, Evangelos & Ferrara, Gerardo & Ranaldo, Angelo
(ReDIF-paper, boe:boeewp:0966) - Liquidity in the Foreign Exchange Market: Measurement, Commonality,and Risk Premiums
Swiss Finance Institute Research Paper Series, Swiss Finance Institute (2009)
by Loriano MANCINI & Angelo RANALDO & Jan WRAMPELMEYER
(ReDIF-paper, chf:rpseri:rp0944) - On The Quality Of Cryptocurrency Markets: Centralized Versus Decentralized Exchanges
Swiss Finance Institute Research Paper Series, Swiss Finance Institute (2022)
by Andrea Barbon & Angelo Ranaldo
(ReDIF-paper, chf:rpseri:rp2238) - Foreign Exchange Swaps and Cross-Currency Swaps
Swiss Finance Institute Research Paper Series, Swiss Finance Institute (2022)
by Angelo Ranaldo
(ReDIF-paper, chf:rpseri:rp2251) - Constrained Liquidity Provision in Currency Markets
Swiss Finance Institute Research Paper Series, Swiss Finance Institute (2022)
by Wenqian Huang & Angelo Ranaldo & Andreas Schrimpf & Fabricius Somogyi
(ReDIF-paper, chf:rpseri:rp2282) - Non-Fungible Tokens
Swiss Finance Institute Research Paper Series, Swiss Finance Institute (2022)
by Andrea Barbon & Angelo Ranaldo
(ReDIF-paper, chf:rpseri:rp2284) - Realized Illiquidity
Swiss Finance Institute Research Paper Series, Swiss Finance Institute (2022)
by Demetrio Lacava & Angelo Ranaldo & Paolo Santucci de Magistris
(ReDIF-paper, chf:rpseri:rp2290) - Collateral Cycles
Swiss Finance Institute Research Paper Series, Swiss Finance Institute (2022)
by Evangelos Benos & Gerardo Ferrara & Angelo Ranaldo
(ReDIF-paper, chf:rpseri:rp2291) - Money Market Disconnect
Swiss Finance Institute Research Paper Series, Swiss Finance Institute (2023)
by Benedikt Ballensiefen & Angelo Ranaldo & Hannah Winterberg
(ReDIF-paper, chf:rpseri:rp2312) - NFT Bubbles
Swiss Finance Institute Research Paper Series, Swiss Finance Institute (2023)
by Andrea Barbon & Angelo Ranaldo
(ReDIF-paper, chf:rpseri:rp2320) - Foreign Exchange Swap Liquidity
Swiss Finance Institute Research Paper Series, Swiss Finance Institute (2023)
by Peteris Kloks & Edouard Mattille & Angelo Ranaldo
(ReDIF-paper, chf:rpseri:rp2322) - HFTs and Dealer Banks: Liquidity and Price Discovery in FX Trading
Swiss Finance Institute Research Paper Series, Swiss Finance Institute (2023)
by Wenqian Huang & Peter O'Neill & Angelo Ranaldo & Shihao Yu
(ReDIF-paper, chf:rpseri:rp2348) - The Demand for Safe Assets
Swiss Finance Institute Research Paper Series, Swiss Finance Institute (2024)
by Filippo Cavaleri & Angelo Ranaldo & Enzo Rossi
(ReDIF-paper, chf:rpseri:rp24110) - Pension Liquidity Risk
Swiss Finance Institute Research Paper Series, Swiss Finance Institute (2024)
by Kristy Jansen & Sven Klingler & Angelo Ranaldo & Patty Duijm
(ReDIF-paper, chf:rpseri:rp2416) - Blockchain Currency Markets
Swiss Finance Institute Research Paper Series, Swiss Finance Institute (2024)
by Angelo Ranaldo & Ganesh Viswanath-Natraj & Junxuan Wang
(ReDIF-paper, chf:rpseri:rp2429) - Hunting for Dollars
Swiss Finance Institute Research Paper Series, Swiss Finance Institute (2024)
by Peteris Kloks & Edouard Mattille & Angelo Ranaldo
(ReDIF-paper, chf:rpseri:rp2452) - Constrained Liquidity Provision in Currency Markets
CEPR Discussion Papers, C.E.P.R. Discussion Papers (2024)
by Huang, Wenqian & Ranaldo, Angelo & Schrimpf, Andreas & Somogyi, Fabricius
(ReDIF-paper, cpr:ceprdp:18776) - Does FOMC News Increase Global FX Trading?
CEPR Discussion Papers, C.E.P.R. Discussion Papers (2008)
by Fischer, Andreas & Ranaldo, Angelo
(ReDIF-paper, cpr:ceprdp:6753) - Safe Haven Currencies
CEPR Discussion Papers, C.E.P.R. Discussion Papers (2009)
by Söderlind, Paul & Ranaldo, Angelo
(ReDIF-paper, cpr:ceprdp:7249) - The Time-Varying Systematic Risk of Carry Trade Strategies
CEPR Discussion Papers, C.E.P.R. Discussion Papers (2009)
by Söderlind, Paul & Christiansen, Charlotte & Ranaldo, Angelo
(ReDIF-paper, cpr:ceprdp:7345) - The Time-Varying Systematic Risk of Carry Trade Strategies
Journal of Financial and Quantitative Analysis, Cambridge University Press (2011)
by Christiansen, Charlotte & Ranaldo, Angelo & Söderlind, Paul
(ReDIF-article, cup:jfinqa:v:46:y:2011:i:04:p:1107-1125_00) - Pension Liquidity Risk
Working Papers, DNB (2024)
by Kristy Jansen & Sven Klingler & Angelo Ranaldo & Patty Duijm
(ReDIF-paper, dnb:dnbwpp:801) - Risk spillovers in international equity portfolios
Journal of Empirical Finance, Elsevier (2013)
by Bonato, Matteo & Caporin, Massimiliano & Ranaldo, Angelo
(ReDIF-article, eee:empfin:v:24:y:2013:i:c:p:121-137) - Order aggressiveness in limit order book markets
Journal of Financial Markets, Elsevier (2004)
by Ranaldo, Angelo
(ReDIF-article, eee:finmar:v:7:y:2004:i:1:p:53-74) - Judgment day: Algorithmic trading around the Swiss franc cap removal
Journal of International Economics, Elsevier (2023)
by Breedon, Francis & Chen, Louisa & Ranaldo, Angelo & Vause, Nicholas
(ReDIF-article, eee:inecon:v:140:y:2023:i:c:s0022199622001453) - Segmentation and time-of-day patterns in foreign exchange markets
Journal of Banking & Finance, Elsevier (2009)
by Ranaldo, Angelo
(ReDIF-article, eee:jbfina:v:33:y:2009:i:12:p:2199-2206) - Extreme coexceedances in new EU member states' stock markets
Journal of Banking & Finance, Elsevier (2009)
by Christiansen, Charlotte & Ranaldo, Angelo
(ReDIF-article, eee:jbfina:v:33:y:2009:i:6:p:1048-1057) - Does FOMC news increase global FX trading?
Journal of Banking & Finance, Elsevier (2011)
by Fischer, Andreas M. & Ranaldo, Angelo
(ReDIF-article, eee:jbfina:v:35:y:2011:i:11:p:2965-2973) - On the predictability of stock prices: A case for high and low prices
Journal of Banking & Finance, Elsevier (2013)
by Caporin, Massimiliano & Ranaldo, Angelo & Santucci de Magistris, Paolo
(ReDIF-article, eee:jbfina:v:37:y:2013:i:12:p:5132-5146) - OTC premia
Journal of Financial Economics, Elsevier (2020)
by Cenedese, Gino & Ranaldo, Angelo & Vasios, Michalis
(ReDIF-article, eee:jfinec:v:136:y:2020:i:1:p:86-105) - Asymmetric information risk in FX markets
Journal of Financial Economics, Elsevier (2021)
by Ranaldo, Angelo & Somogyi, Fabricius
(ReDIF-article, eee:jfinec:v:140:y:2021:i:2:p:391-411) - Regulatory effects on short-term interest rates
Journal of Financial Economics, Elsevier (2021)
by Ranaldo, Angelo & Schaffner, Patrick & Vasios, Michalis
(ReDIF-article, eee:jfinec:v:141:y:2021:i:2:p:750-770) - Liquidity in the global currency market
Journal of Financial Economics, Elsevier (2022)
by Ranaldo, Angelo & de Magistris, Paolo Santucci
(ReDIF-article, eee:jfinec:v:146:y:2022:i:3:p:859-883) - The reaction of asset markets to Swiss National Bank communication
Journal of International Money and Finance, Elsevier (2010)
by Ranaldo, Angelo & Rossi, Enzo
(ReDIF-article, eee:jimfin:v:29:y:2010:i:3:p:486-503) - Nonstandard errors
LSE Research Online Documents on Economics, London School of Economics and Political Science, LSE Library (2024)
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
(ReDIF-paper, ehl:lserod:123002) - Foreign exchange swaps and cross-currency swaps
Chapters, Edward Elgar Publishing (2023)
by Angelo Ranaldo
(ReDIF-chapter, elg:eechap:20173_20) - Market Dynamics Around Public Information Arrivals
FAME Research Paper Series, International Center for Financial Asset Management and Engineering (2002)
by Angelo Ranaldo
(ReDIF-paper, fam:rpseri:rp45) - Unknown item RePEc:grz:wpsses:2021-08 (paper)
- Nonstandard Errors
Post-Print, HAL (2024)
by Albert Menkveld & Anna Dreber & Felix Holzmeister & Juergen Huber & Magnus Johannesson & Michael Kirchler & Sebastian Neusüß & Michael Razen & Utz Weitzel & David Abad-Díaz & Tobias Adrian & Yacine Ai
(ReDIF-paper, hal:journl:hal-04676112) - Realized Bond-Stock Correlation: Macroeconomic Announcement Effects
Finance Research Group Working Papers, University of Aarhus, Aarhus School of Business, Department of Business Studies (2005)
by Christiansen, Charlotte & Ranaldo, Angelo
(ReDIF-paper, hhb:aarbfi:2005-05) - Non-Standard Errors
Working Papers, Lund University, Department of Economics (2021)
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
(ReDIF-paper, hhs:lunewp:2021_017) - Non-Standard Errors
Working Papers, Faculty of Economics and Statistics, Universität Innsbruck (2021)
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
(ReDIF-paper, inn:wpaper:2021-31) - Editorial
Financial Markets and Portfolio Management, Springer;Swiss Society for Financial Market Research (2009)
by Angelo Ranaldo & Paul Söderlind
(ReDIF-article, kap:fmktpm:v:23:y:2009:i:4:p:333-334) - The implementation of SNB monetary policy
Financial Markets and Portfolio Management, Springer;Swiss Society for Financial Market Research (2009)
by Thomas Jordan & Angelo Ranaldo & Paul Söderlind
(ReDIF-article, kap:fmktpm:v:23:y:2009:i:4:p:349-359) - Do financial variables help predict the state of the business cycle in small open economies? Evidence from Switzerland
Financial Markets and Portfolio Management, Springer;Swiss Society for Financial Market Research (2011)
by Mario Meichle & Angelo Ranaldo & Attilio Zanetti
(ReDIF-article, kap:fmktpm:v:25:y:2011:i:4:p:435-453) - Intraday Patterns in FX Returns and Order Flow
Journal of Money, Credit and Banking, Blackwell Publishing (2013)
by Francis Breedon & Angelo Ranaldo
(ReDIF-article, mcb:jmoncb:v:45:y:2013:i:5:p:953-965) - Safe Asset Carry Trade
The Review of Asset Pricing Studies, Society for Financial Studies (2023)
by Benedikt Ballensiefen & Angelo Ranaldo
(ReDIF-article, oup:rasset:v:13:y:2023:i:2:p:223-265.) - Safe Haven Currencies
Review of Finance, European Finance Association (2010)
by Angelo Ranaldo & Paul Söderlind
(ReDIF-article, oup:revfin:v:14:y:2010:i:3:p:385-407) - Liquidity Risk and Funding Cost
Review of Finance, European Finance Association (2023)
by Alexander Bechtel & Angelo Ranaldo & Jan Wrampelmeyer
(ReDIF-article, oup:revfin:v:27:y:2023:i:2:p:399-422.) - Understanding FX Liquidity
The Review of Financial Studies, Society for Financial Studies (2015)
by Nina Karnaukh & Angelo Ranaldo & Paul Söderlind
(ReDIF-article, oup:rfinst:v:28:y:2015:i:11:p:3073-3108.) - The Euro Interbank Repo Market
The Review of Financial Studies, Society for Financial Studies (2016)
by Loriano Mancini & Angelo Ranaldo & Jan Wrampelmeyer
(ReDIF-article, oup:rfinst:v:29:y:2016:i:7:p:1747-1779.) - A Simple Estimation of Bid-Ask Spreads from Daily Close, High, and Low Prices
The Review of Financial Studies, Society for Financial Studies (2017)
by Farshid Abdi & Angelo Ranaldo
(ReDIF-article, oup:rfinst:v:30:y:2017:i:12:p:4437-4480.) - Money Market Disconnect
The Review of Financial Studies, Society for Financial Studies (2023)
by Benedikt Ballensiefen & Angelo Ranaldo & Hannah Winterberg & Ralph Koijen
(ReDIF-article, oup:rfinst:v:36:y:2023:i:10:p:4158-4189.) - On the Predictability of Stock Prices: A Case for High and Low Prices
"Marco Fanno" Working Papers, Dipartimento di Scienze Economiche "Marco Fanno" (2011)
by Massimiliano Caporin & Angelo Ranaldo & Paolo Santucci de Magistris
(ReDIF-paper, pad:wpaper:0136) - Non-Fungible Tokens
Palgrave Studies in Financial Services Technology, Palgrave Macmillan (2023)
by Andrea Barbon & Angelo Ranaldo
(ReDIF-chapter, pal:psincp:978-3-031-23069-1_6) - Intraday Patterns in FX Returns and Order Flow
Working Papers, Queen Mary University of London, School of Economics and Finance (2012)
by Francis Breedon & Angelo Ranaldo
(ReDIF-paper, qmw:qmwecw:694) - Unknown item RePEc:qmw:qmwecw:wp694 (paper)
- Uniform-price auctions for Swiss government bonds: Origin and evolution
Economic Studies, Swiss National Bank (2016)
by Angelo Ranaldo & Enzo Rossi
(ReDIF-paper, snb:snbecs:2016-10) - Swiss treasury bond auctions: An update
Economic Studies, Swiss National Bank (2025)
by Filippo Cavaleri & Marco Gortan & Angelo Ranaldo & Enzo Rossi
(ReDIF-paper, snb:snbecs:2025-13) - Realized Bond-Stock Correlation: Macroeconomic Announcement Effects
Working Papers, Swiss National Bank (2006)
by Charlotte Christiansen & Angelo Ranaldo
(ReDIF-paper, snb:snbwpa:2006-02) - Intraday Market Dynamics Around Public Information Arrivals
Working Papers, Swiss National Bank (2006)
by Angelo Ranaldo
(ReDIF-paper, snb:snbwpa:2006-11) - Segmentation and Time-of-Day Patterns in Foreign Exchange Markets
Working Papers, Swiss National Bank (2007)
by Angelo Ranaldo
(ReDIF-paper, snb:snbwpa:2007-03) - The reaction of asset markets to Swiss National Bank communication
Working Papers, Swiss National Bank (2007)
by Angelo Ranaldo & Enzo Rossi
(ReDIF-paper, snb:snbwpa:2007-11) - Safe Haven Currencies
Working Papers, Swiss National Bank (2007)
by Angelo Ranaldo & Paul Söderlind
(ReDIF-paper, snb:snbwpa:2007-17) - Does FOMC News Increase Global FX Trading?
Working Papers, Swiss National Bank (2008)
by Andreas M. Fischer & Angelo Ranaldo
(ReDIF-paper, snb:snbwpa:2008-09) - Extreme Coexceedances in New EU Member States' Stock Markets
Working Papers, Swiss National Bank (2008)
by Charlotte Christiansen & Angelo Ranaldo
(ReDIF-paper, snb:snbwpa:2008-10) - Forecasting realized (co)variances with a block structure Wishart autoregressive model
Working Papers, Swiss National Bank (2009)
by Matteo Bonato & Massimiliano Caporin & Angelo Ranaldo
(ReDIF-paper, snb:snbwpa:2009-03) - The Time-Varying Systematic Risk of Carry Trade Strategies
Working Papers, Swiss National Bank (2010)
by Charlotte Christiansen & Angelo Ranaldo & Paul Söderlind
(ReDIF-paper, snb:snbwpa:2010-01) - Liquidity in the Foreign Exchange Market: Measurement, Commonality, and Risk Premiums
Working Papers, Swiss National Bank (2010)
by Loriano Mancini & Angelo Ranaldo & Jan Wrampelmeyer
(ReDIF-paper, snb:snbwpa:2010-03) - Limits to arbitrage during the crisis: funding liquidity constraints and covered interest parity
Working Papers, Swiss National Bank (2010)
by Tommaso Mancini Griffoli & Angelo Ranaldo
(ReDIF-paper, snb:snbwpa:2010-14) - Intraday patterns in FX returns and order flow
Working Papers, Swiss National Bank (2011)
by Francis Breedon & Angelo Ranaldo
(ReDIF-paper, snb:snbwpa:2011-04) - On the Predictability of Stock Prices: a Case for High and Low Prices
Working Papers, Swiss National Bank (2011)
by Massimiliano Caporin & Angelo Ranaldo
(ReDIF-paper, snb:snbwpa:2011-11) - Risk spillovers in international equity portfolios
Working Papers, Swiss National Bank (2012)
by Matteo Bonato & Massimiliano Caporin & Angelo Ranaldo
(ReDIF-paper, snb:snbwpa:2012-03) - The demand for safe assets
Working Papers, Swiss National Bank (2025)
by Filippo Cavaleri & Angelo Ranaldo & Enzo Rossi
(ReDIF-paper, snb:snbwpa:2025-03) - A forecast-based comparison of restricted Wishart autoregressive models for realized covariance matrices
The European Journal of Finance, Taylor & Francis Journals (2012)
by M. Bonato & M. Caporin & A. Ranaldo
(ReDIF-article, taf:eurjfi:v:18:y:2012:i:9:p:761-774) - Precious metals under the microscope: a high-frequency analysis
Quantitative Finance, Taylor & Francis Journals (2015)
by Massimiliano Caporin & Angelo Ranaldo & Gabriel G. Velo
(ReDIF-article, taf:quantf:v:15:y:2015:i:5:p:743-759) - Unsecured and Secured Funding
Tinbergen Institute Discussion Papers, Tinbergen Institute (2018)
by Mario di Filippo & Angelo Ranaldo & Jan Wrampelmeyer
(ReDIF-paper, tin:wpaper:20180038) - Safe Haven Currencies
University of St. Gallen Department of Economics working paper series 2007, Department of Economics, University of St. Gallen (2007)
by Angelo Ranaldo & Paul Söderlind
(ReDIF-paper, usg:dp2007:2007-22) - The Time-Varying Systematic Risk of Carry Trade Strategies
University of St. Gallen Department of Economics working paper series 2009, Department of Economics, University of St. Gallen (2009)
by Paul Soderlind & Angelo Ranaldo & Charlotte Christiansen
(ReDIF-paper, usg:dp2009:2009-06) - The Implementation of SNB Monetary Policy
University of St. Gallen Department of Economics working paper series 2009, Department of Economics, University of St. Gallen (2009)
by Thomas Jordan & Angelo Ranaldo & Paul Soderlind
(ReDIF-paper, usg:dp2009:2009-08) - Forecasting Realized (Co)Variances with a Bloc Structure Wishart Autoregressive Model
Working Papers on Finance, University of St. Gallen, School of Finance (2012)
by Bonato, Matteo & Caporin, Massimiliano & Ranaldo, Angelo
(ReDIF-paper, usg:sfwpfi:2012:11) - Limits to Arbitrage during the Crisis: Finding Liquidity Constraints and Covered Interest Parity
Working Papers on Finance, University of St. Gallen, School of Finance (2012)
by Mancini Griffoli, Tommaso & Ranaldo, Angelo
(ReDIF-paper, usg:sfwpfi:2012:12) - On the Predictability of Stock Prices: a Case for High and Low Prices
Working Papers on Finance, University of St. Gallen, School of Finance (2012)
by Caporin, Massimiliano & Ranaldo, Angelo & Santucci de Magistris, Paolo
(ReDIF-paper, usg:sfwpfi:2012:13) - Risk Spillovers in International Equity Portfolios
Working Papers on Finance, University of St. Gallen, School of Finance (2012)
by Bonato, Mateo & Caporin, Massimiliano & Ranaldo, Angelo
(ReDIF-paper, usg:sfwpfi:2012:14) - Understanding FX Liquidity
Working Papers on Finance, University of St. Gallen, School of Finance (2013)
by Karnaukh, Nina & Ranaldo, Angelo & Söderlind, Paul
(ReDIF-paper, usg:sfwpfi:2013:15) - The Euro Interbank Repo Market
Working Papers on Finance, University of St. Gallen, School of Finance (2013)
by Mancini, Loreano & Ranaldo, Angelo & Wrampelmeyer, Jan
(ReDIF-paper, usg:sfwpfi:2013:16) - Stylized Facts and Dynamic Modeling of High-frequency Data on Precious Metals
Working Papers on Finance, University of St. Gallen, School of Finance (2013)
by Caporin, Massimiliano & Ranaldo, Angelo & Velo, Gabriel G.
(ReDIF-paper, usg:sfwpfi:2013:18) - Monetary Policy Effects on Long-term Rates and Stock Prices
Working Papers on Finance, University of St. Gallen, School of Finance (2013)
by Ranaldo, Angelo & Reynard, Samuel
(ReDIF-paper, usg:sfwpfi:2013:22) - Precious Metals Under the Microscope: A High-Frequency Analysis
Working Papers on Finance, University of St. Gallen, School of Finance (2014)
by Caporin, Massimiliano & Ranaldo, Angelo & Velo, Gabriel G.
(ReDIF-paper, usg:sfwpfi:2014:09) - Funding Illiquidity
Working Papers on Finance, University of St. Gallen, School of Finance (2016)
by
(ReDIF-paper, usg:sfwpfi:2016:01) - 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
Working Papers on Finance, University of St. Gallen, School of Finance (2016)
by Abdi, Farshid & Ranaldo, Angelo
(ReDIF-paper, usg:sfwpfi:2016:04) - Uniform-price Auctions for Swiss Government Bonds: Origin and Evolution
Working Papers on Finance, University of St. Gallen, School of Finance (2016)
by Ranaldo, Angelo & Rossi, Enzo
(ReDIF-paper, usg:sfwpfi:2016:09) - Unsecured and Secured Funding
Working Papers on Finance, University of St. Gallen, School of Finance (2016)
by Ranaldo, Angelo & Wrampelmeyer, Jan
(ReDIF-paper, usg:sfwpfi:2016:1) - The Forward Premium in Short-Term Rates
Working Papers on Finance, University of St. Gallen, School of Finance (2016)
by Ranaldo, Angelo & Rupprecht, Matthias
(ReDIF-paper, usg:sfwpfi:2016:19) - Judgement Day: Algorithmic Trading Around the Swiss Franc Cap Removal
Working Papers on Finance, University of St. Gallen, School of Finance (2018)
by Francis Breedon & Louisa Chen & Angelo Ranaldo & Nicholas Vause
(ReDIF-paper, usg:sfwpfi:2018:08) - OTC Premia
Working Papers on Finance, University of St. Gallen, School of Finance (2018)
by Gino Cenedese & Angelo Ranaldo & Michalis Vasios
(ReDIF-paper, usg:sfwpfi:2018:18) - Asymmetric Information Risk in FX Markets
Working Papers on Finance, University of St. Gallen, School of Finance (2018)
by Angelo Ranaldo & Fabricius Somogyi
(ReDIF-paper, usg:sfwpfi:2018:20) - Trading Volume, Illiquidity and Commonalities in FX Markets
Working Papers on Finance, University of St. Gallen, School of Finance (2018)
by Angelo Ranaldo & Paolo Santucci de Magistris
(ReDIF-paper, usg:sfwpfi:2018:23) - Liquidity Risk and Funding Cost
Working Papers on Finance, University of St. Gallen, School of Finance (2019)
by Alexander Bechtel & Angelo Ranaldo & Jan Wrampelmeyer
(ReDIF-paper, usg:sfwpfi:2019:03) - Safe Asset Carry Trade
Working Papers on Finance, University of St. Gallen, School of Finance (2019)
by Benedikt Ballensiefen & Angelo Ranaldo
(ReDIF-paper, usg:sfwpfi:2019:09) - Judgment Day: Algorithmic Trading Around The Swiss Franc Cap Removal
Working Papers on Finance, University of St. Gallen, School of Finance (2019)
by Francis Breedon & Louisa Chen & Angelo Ranaldo & Nicholas Vause
(ReDIF-paper, usg:sfwpfi:2019:12) - Monetary policy disconnect
Working Papers on Finance, University of St. Gallen, School of Finance (2020)
by Angelo Ranaldo & Benedikt Ballensiefen & Hannah Winterberg
(ReDIF-paper, usg:sfwpfi:2020:03) - Realized bond—stock correlation: Macroeconomic announcement effects
Journal of Futures Markets, John Wiley & Sons, Ltd. (2007)
by Charlotte Christiansen & Angelo Ranaldo
(ReDIF-article, wly:jfutmk:v:27:y:2007:i:5:p:439-469) - Intraday Patterns in FX Returns and Order Flow
Journal of Money, Credit and Banking, Blackwell Publishing (2013)
by Francis Breedon & Angelo Ranaldo
(ReDIF-article, wly:jmoncb:v:45:y:2013:i:5:p:953-965) - Unsecured and Secured Funding
Journal of Money, Credit and Banking, Blackwell Publishing (2022)
by Mario Di Filippo & Angelo Ranaldo & Jan Wrampelmeyer
(ReDIF-article, wly:jmoncb:v:54:y:2022:i:2-3:p:651-662) - Constrained Dealers and Market Efficiency
VfS Annual Conference 2022 (Basel): Big Data in Economics, Verein für Socialpolitik / German Economic Association (2022)
by Huang, Wenqian & Ranaldo, Angelo & Schrimpf, Andreas & Somogyi, Fabricius
(ReDIF-paper, zbw:vfsc22:264054)