Angelo Ranaldo
Angelo Ranaldo
Professor of Finance, University of St. Gallen
No verified email - Homepage
TitleCited byYear
Order aggressiveness in limit order book markets
A Ranaldo
Journal of Financial Markets 7 (1), 53-74, 2004
4762004
Safe haven currencies
A Ranaldo, P Söderlind
Review of finance 14 (3), 385-407, 2010
3352010
Liquidity in the foreign exchange market: Measurement, commonality, and risk premiums
L Mancini, A Ranaldo, J Wrampelmeyer
The Journal of Finance 68 (5), 1805-1841, 2013
2852013
The time-varying systematic risk of carry trade strategies
C Christiansen, A Ranaldo, P Söderlind
Journal of Financial and Quantitative Analysis 46 (4), 1107-1125, 2011
2182011
A comprehensive look at financial volatility prediction by economic variables
C Christiansen, M Schmeling, A Schrimpf
Journal of Applied Econometrics 27 (6), 956-977, 2012
1332012
Limits to arbitrage during the crisis: funding liquidity constraints and covered interest parity
T Mancini-Griffoli, A Ranaldo
Available at SSRN 1569504, 2011
1272011
Limits to arbitrage during the crisis: funding liquidity constraints and covered interest parity
T Mancini-Griffoli, A Ranaldo
Available at SSRN 1569504, 2011
1272011
Understanding FX liquidity
N Karnaukh, A Ranaldo, P Söderlind
The Review of Financial Studies 28 (11), 3073-3108, 2015
1122015
The financial market impact of UK quantitative easing
F Breedon, JS Chadha, A Waters
Oxford Review of Economic Policy 28 (4), 702-728, 2012
1092012
The euro interbank repo market
L Mancini, A Ranaldo, J Wrampelmeyer
The Review of Financial Studies 29 (7), 1747-1779, 2015
1062015
Extreme coexceedances in new EU member states’ stock markets
C Christiansen, A Ranaldo
Journal of banking & finance 33 (6), 1048-1057, 2009
962009
Realized bond—stock correlation: Macroeconomic announcement effects
C Christiansen, A Ranaldo
Journal of Futures Markets: Futures, Options, and Other Derivative Products …, 2007
912007
The reaction of asset markets to Swiss National Bank communication
A Ranaldo, E Rossi
Journal of International Money and Finance 29 (3), 486-503, 2010
812010
How to price hedge funds: From two-to four-moment CAPM
A Ranaldo, L Favre
UBS Research Paper, 2005
592005
A simple estimation of bid-ask spreads from daily close, high, and low prices
F Abdi, A Ranaldo
The Review of Financial Studies 30 (12), 4437-4480, 2017
582017
The PRSP initiative: multilateral policy change and the role of research
K Christiansen, I Hovland
Overseas Development Institute, 2003
542003
Intraday market liquidity on the Swiss Stock Exchange
A Ranaldo
Financial Markets and Portfolio Management 15 (3), 309-327, 2001
502001
Intraday market dynamics around public information arrivals
A Ranaldo
Stock market liquidity: Implications for market microstructure and asset …, 2008
452008
Dynamic thin markets
M Rostek, M Weretka
The Review of Financial Studies 28 (10), 2946-2992, 2015
432015
On the predictability of stock prices: A case for high and low prices
M Caporin, A Ranaldo, PS De Magistris
Journal of Banking & Finance 37 (12), 5132-5146, 2013
422013
The system can't perform the operation now. Try again later.
Articles 1–20