Angelo Ranaldo: search on Z-Library

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1

The Time-Varying Systematic Risk of Carry Trade Strategies

Christiansen, Charlotte, Ranaldo, Angelo, Söderlind, Paul

Journal:

Journal of Financial and Quantitative Analysis

Year:

2011

Language:

english

File:

PDF, 242 KB

english, 2011

2

Intraday Patterns in FX Returns and Order Flow

BREEDON, FRANCIS, RANALDO, ANGELO

Journal:

Journal of Money, Credit and Banking

Year:

2013

Language:

english

File:

PDF, 166 KB

english, 2013

3

Order aggressiveness in limit order book markets

Journal:

Journal of Financial Markets

Year:

2004

Language:

english

File:

PDF, 210 KB

english, 2004

4

Liquidity in the Foreign Exchange Market: Measurement, Commonality, and Risk Premiums

MANCINI, LORIANO, RANALDO, ANGELO, WRAMPELMEYER, JAN

Journal:

The Journal of Finance

Year:

2013

Language:

english

File:

PDF, 586 KB

english, 2013

5

Does FOMC news increase global FX trading?

Andreas M. Fischer, Angelo Ranaldo

Journal:

Journal of Banking & Finance

Year:

2011

Language:

english

File:

PDF, 263 KB

english, 2011

6

Segmentation and time-of-day patterns in foreign exchange markets

Journal:

Journal of Banking & Finance

Year:

2009

Language:

english

File:

PDF, 300 KB

english, 2009

7

On the predictability of stock prices: A case for high and low prices

Caporin, Massimiliano, Ranaldo, Angelo, Santucci de Magistris, Paolo

Journal:

Journal of Banking & Finance

Year:

2013

Language:

english

File:

PDF, 672 KB

english, 2013

8

Wolf in Sheep's Clothing: The Active Investment Strategies behind Index Performance

Angelo Ranaldo, Rainer Häberle

Journal:

European Financial Management

Year:

2008

Language:

english

File:

PDF, 214 KB

english, 2008

9

Extreme coexceedances in new EU member states’ stock markets

Charlotte Christiansen, Angelo Ranaldo

Journal:

Journal of Banking & Finance

Year:

2009

Language:

english

File:

PDF, 202 KB

english, 2009

10

Stylized Facts and Dynamic Modeling of High-Frequency Data on Precious Metals

Caporin, Massimiliano, Ranaldo, Angelo, Velo, Gabriel G.

Journal:

SSRN Electronic Journal

Year:

2013

Language:

english

File:

PDF, 894 KB

english, 2013

11

Asymmetric information risk in FX markets

Ranaldo, Angelo, Somogyi, Fabricius

Journal:

Journal of Financial Economics

Year:

2020

File:

PDF, 4.20 MB

2020

12

Intraday market liquidity on the Swiss Stock Exchange

Journal:

Financial Markets and Portfolio Management

Year:

2001

Language:

english

File:

PDF, 171 KB

english, 2001

13

Precious metals under the microscope: a high-frequency analysis

Caporin, Massimiliano, Ranaldo, Angelo, Velo, Gabriel G.

Journal:

Quantitative Finance

Year:

2015

Language:

english

File:

PDF, 1.09 MB

english, 2015

14

Transaction costs on the Swiss stock exchange

Journal:

Financial Markets and Portfolio Management

Year:

2002

Language:

english

File:

PDF, 203 KB

english, 2002

15

Understanding FX Liquidity

Karnaukh, Nina, Ranaldo, Angelo, SSderlind, Paul

Journal:

SSRN Electronic Journal

Year:

2013

Language:

english

File:

PDF, 315 KB

english, 2013

16

The reaction of asset markets to Swiss National Bank communication

Angelo Ranaldo, Enzo Rossi

Journal:

Journal of International Money and Finance

Year:

2010

Language:

english

File:

PDF, 189 KB

english, 2010

17

A Simple Estimation of Bid-Ask Spreads from Daily Close, High, and Low Prices

Abdi, Farshid, Ranaldo, Angelo

Journal:

Review of Financial Studies

Year:

2017

Language:

english

File:

PDF, 1.36 MB

english, 2017

18

Liquidity Risk and Funding Cost

Bechtel, Alexander, Ranaldo, Angelo, Wrampelmeyer, Jan

Journal:

SSRN Electronic Journal

Year:

2019

Language:

english

File:

PDF, 1.69 MB

english, 2019

19

A Forecast Based Comparison of Restricted Realized Covariance Models

Caporin, Massimiliano, Ranaldo, Angelo, Bonato, Matteo

Journal:

SSRN Electronic Journal

Year:

2010

Language:

english

File:

PDF, 174 KB

english, 2010

20

Do financial variables help predict the state of the business cycle in small open economies? Evidence from Switzerland

Mario Meichle, Angelo Ranaldo, Attilio Zanetti

Journal:

Financial Markets and Portfolio Management

Year:

2011

Language:

english

File:

PDF, 773 KB

english, 2011

21

Limits to Arbitrage During the Crisis: Funding Liquidity Constraints and Covered Interest Parity

Mancini-Griffoli, Tommaso, Ranaldo, Angelo

Journal:

SSRN Electronic Journal

Year:

2011

Language:

english

File:

PDF, 988 KB

english, 2011

22

The Reaction of Asset Markets to Swiss National Bank Communication

Ranaldo, Angelo, Rossi, Enzo

Journal:

SSRN Electronic Journal

Year:

2016

File:

PDF, 89 KB

2016

23

Market Dynamics Around Public Information Arrivals

Ranaldo, Angelo

Journal:

SSRN Electronic Journal

Year:

2002

Language:

english

File:

PDF, 1.25 MB

english, 2002

24

Liquidity in the Foreign Exchange Market: Measurement, Commonality, and Risk Premiums

Mancini, Loriano, Ranaldo, Angelo, Wrampelmeyer, Jan

Journal:

SSRN Electronic Journal

Year:

2010

Language:

english

File:

PDF, 1.05 MB

english, 2010

25

Understanding FX Liquidity

Karnaukh, Nina, Ranaldo, Angelo, Söderlind, Paul

Journal:

Review of Financial Studies

Year:

2015

Language:

english

File:

PDF, 400 KB

english, 2015

26

Extreme Coexceedances in New EU Member States' Stock Markets

Christiansen, Charlotte, Ranaldo, Angelo

Journal:

SSRN Electronic Journal

Year:

2008

Language:

english

File:

PDF, 339 KB

english, 2008

27

How to Price Hedge Funds: From Two- to Four-Moment CAPM

Ranaldo, Angelo, Favre, Laurent

Journal:

SSRN Electronic Journal

Year:

2005

Language:

english

File:

PDF, 824 KB

english, 2005

28

Limits to Arbitrage During the Crisis: Funding Liquidity Constraints and Covered Interest Parity

Mancini-Griffoli, Tommaso, Ranaldo, Angelo

Journal:

SSRN Electronic Journal

Year:

2011

File:

PDF, 988 KB

2011

29

Forecasting Realized (Co)Variances with a Block Structure Wishart Autoregressive Model

Bonato, Matteo, Caporin, Massimiliano, Ranaldo, Angelo

Journal:

SSRN Electronic Journal

Year:

2008

File:

PDF, 464 KB

2008

30

A Simple Estimation of Bid-Ask Spreads from Daily Close, High, and Low Prices

Abdi, Farshid, Ranaldo, Angelo

Journal:

SSRN Electronic Journal

Year:

2016

Language:

english

File:

PDF, 1.27 MB

english, 2016

31

How to Improve the Financial Architecture and Its Resilience

Helbing, Dirk, Mitleton-Kelly, Eve, Bouchaud, Jean-Philippe, Caccioli, Fabio, Farmer, J. Doyne, Keen, Steve, Pistor, Katharina, Snower, Dennis J., Richard, Olsen, Ranaldo, Angelo, HHring, Norbert, Ful

Journal:

SSRN Electronic Journal

Year:

2014

Language:

english

File:

PDF, 254 KB

english, 2014

32

Safe Haven Currencies

Ranaldo, Angelo, Söderlind, Paul

Journal:

SSRN Electronic Journal

Year:

2009

Language:

english

File:

PDF, 246 KB

english, 2009

33

Fragility of Money Markets

Rupprecht, Matthias, Ranaldo, Angelo, Wrampelmeyer, Jan

Journal:

SSRN Electronic Journal

Year:

2016

Language:

english

File:

PDF, 694 KB

english, 2016

34

Risk spillovers in international equity portfolios

Bonato, Matteo, Caporin, Massimiliano, Ranaldo, Angelo

Journal:

Journal of Empirical Finance

Year:

2013

Language:

english

File:

PDF, 1.36 MB

english, 2013

35

Hedge Fund Performance and Higher-Moment Market Models

Ranaldo, Angelo, Favre, Laurent

Journal:

The Journal of Alternative Investments

Year:

2005

Language:

english

File:

PDF, 241 KB

english, 2005

36

OTC premia

Cenedese, Gino, Ranaldo, Angelo, Vasios, Michalis

Journal:

Journal of Financial Economics

Year:

2019

File:

PDF, 820 KB

2019

37

Realized bond—stock correlation: Macroeconomic announcement effects

Charlotte Christiansen, Angelo Ranaldo

Journal:

Journal of Futures Markets

Year:

2007

Language:

english

File:

PDF, 241 KB

english, 2007

38

Editorial

Angelo Ranaldo, Paul Söderlind

Journal:

Financial Markets and Portfolio Management

Year:

2009

Language:

english

File:

PDF, 101 KB

english, 2009

39

Liquidity in the Foreign Exchange Market: Measurement, Commonality, and Risk Premiums

Mancini, Loriano, Ranaldo, Angelo, Wrampelmeyer, Jan

Journal:

SSRN Electronic Journal

Year:

2012

Language:

english

File:

PDF, 553 KB

english, 2012

40

Intraday Patterns in FX Returns and Order Flow

Breedon, Francis, Ranaldo, Angelo

Journal:

SSRN Electronic Journal

Year:

2012

Language:

english

File:

PDF, 603 KB

english, 2012

41

The Euro Interbank Repo Market

Mancini, Loriano, Ranaldo, Angelo, Wrampelmeyer, Jan

Journal:

SSRN Electronic Journal

Year:

2013

Language:

english

File:

PDF, 917 KB

english, 2013

42

The implementation of SNB monetary policy

Thomas Jordan, Angelo Ranaldo, Paul Söderlind

Journal:

Financial Markets and Portfolio Management

Year:

2009

Language:

english

File:

PDF, 340 KB

english, 2009

43

Risk Spillovers in International Equity Portfolios

Bonato, Matteo, Caporin, Massimiliano, Ranaldo, Angelo

Journal:

SSRN Electronic Journal

Year:

2011

Language:

english

File:

PDF, 197 KB

english, 2011

44

Realized Bond-Stock Correlation: Macroeconomic Announcement Effects

Christiansen, Charlotte, Ranaldo, Angelo

Journal:

SSRN Electronic Journal

Year:

2005

Language:

english

File:

PDF, 312 KB

english, 2005

45

OTC premia

Cenedese, Gino, Ranaldo, Angelo, Vasios, Michalis

Journal:

Journal of Financial Economics

Year:

2019

Language:

english

File:

PDF, 820 KB

english, 2019

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