Angelo Ranaldo : Citation Profile

Swiss Finance Institute (50% share)
Universität Basel (50% share)

17

H index

22

i10 index

1663

Citations

RESEARCH PRODUCTION:

35

Articles

81

Papers

2

Chapters

RESEARCH ACTIVITY:

   23 years (2002 - 2025). See details.
   Cites by year: 72
   Journals where Angelo Ranaldo has often published
   Relations with other researchers
   Recent citing documents: 143.    Total self citations: 37 (2.18 %)

MORE DETAILS IN:
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   Permalink: http://citec.repec.org/pra161
   Updated: 2025-11-08    RAS profile: 2025-03-14    
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Relations with other researchers

Works with:

Ferrara, Gerardo (8)

Huang, Wenqian (8)

Park, Andreas (6)

Liew, Chee (6)

Tonks, Ian (6)

Lof, Matthijs (6)

LINTON, OLIVER (6)

Pasquariello, Paolo (6)

Nielsson, Ulf (6)

Sojli, Elvira (6)

Taylor, Nick (6)

Zhang, S. Sarah (6)

Harris, Jeffrey (6)

Roy, Saurabh (6)

Füllbrunn, Sascha (6)

Shachar, Or (6)

Deev, Oleg (6)

Korajczyk, Robert (6)

Holzmeister, Felix (6)

Rinne, Kalle (6)

Xiu, Dacheng (6)

Vilkov, Grigory (6)

Alexeev, Vitali (6)

Sarno, Lucio (6)

Dreber, Anna (6)

Renault, Thomas (6)

Brownlees, Christian (6)

Xia, Shuo (6)

Ødegaard, Bernt (6)

Foucault, Thierry (6)

Caporin, Massimiliano (6)

Reitz, Stefan (6)

Wilhelmsson, Anders (6)

Talavera, Oleksandr (6)

Chernov, Mikhail (6)

Hurlin, Christophe (6)

Degryse, Hans (6)

Schuerhoff, Norman (6)

Pastor, Lubos (6)

Bos, Charles (6)

Smales, Lee (6)

Gerritsen, Dirk (6)

Scaillet, Olivier (6)

Wolff, Christian (6)

Gehrig, Thomas (6)

Moinas, Sophie (6)

Stefanova, Denitsa (6)

Frijns, Bart (6)

Frömmel, Michael (6)

Palan, Stefan (6)

Johannesson, Magnus (6)

Schwarz, Marco (6)

Menkveld, Albert (6)

FERROUHI, EL MEHDI (6)

Jurkatis, Simon (6)

Koetter, Michael (5)

Davies, Ryan (5)

Dimpfl, Thomas (5)

CAPELLE-BLANCARD, Gunther (5)

Horenstein, Alex (5)

Deku, Solomon (5)

Jalkh, Naji (5)

Bohorquez Correa, Santiago (5)

Hautsch, Nikolaus (5)

Neszveda, Gabor (5)

Eugster, Nicolas (5)

Verousis, Thanos (5)

Hambuckers, Julien (5)

Schenk-Hoppé, Klaus (5)

Walther, Thomas (5)

Ait-Sahalia, Yacine (4)

Aloosh, Arash (4)

Güçbilmez, Ufuk (4)

Colliard, Jean-Edouard (4)

van Kervel, Vincent (4)

Chow, Nikolai Sheung-Chi (3)

Mihet, Roxana (3)

Gil-Bazo, Javier (3)

Abudy, Menachem (3)

Rossi, Enzo (3)

He, Xuezhong (Tony) (3)

Schrimpf, Andreas (3)

Voigt, Stefan (3)

Kearney, Fearghal (2)

Wong, Wing-Keung (2)

Zhou, Chen (2)

Lopez-Lira, Alejandro (2)

Rakowski, David (2)

Dumitrescu, Ariadna (2)

Vogel, Sebastian (2)

PASCUAL, ROBERTO (2)

Patton, Andrew (2)

Kassner, Bernhard (2)

Santucci de Magistris, Paolo (2)

Adrian, Tobias (2)

Roy, Saurabh (2)

Söderlind, Paul (2)

Hasse, Jean-Baptiste (2)

Hjalmarsson, Erik (2)

Patel, Vinay (2)

Lajaunie, Quentin (2)

Duijm, Patty (2)

Santucci de Magistris, Paolo (2)

Bouri, Elie (2)

Heath, Davidson (2)

Prokopczuk, Marcel (2)

Putnins, Talis (2)

Pelizzon, Loriana (2)

Theissen, Erik (2)

Bjønnes, Geir (2)

Bechtel, Alexander (2)

Mattille, Edouard (2)

Gorbenko, Arseny (2)

Regis, Luca (2)

Authors registered in RePEc who have co-authored more than one work in the last five years with Angelo Ranaldo.

Is cited by:

Sensoy, Ahmet (22)

Nguyen, Duc Khuong (18)

Rime, Dagfinn (15)

Nitschka, Thomas (14)

lucey, brian (13)

Sakemoto, Ryuta (13)

Breedon, Francis (12)

Vitale, Paolo (12)

Schrimpf, Andreas (11)

Sushko, Vladyslav (11)

Chuliá, Helena (10)

Cites to:

Bollerslev, Tim (38)

Sarno, Lucio (31)

Andersen, Torben (28)

Lyons, Richard (26)

Acharya, Viral (25)

Evans, Martin (24)

Diebold, Francis (23)

Duffie, Darrell (22)

Gürkaynak, Refet (21)

KRISHNAMURTHY, ARVIND (20)

Söderlind, Paul (20)

Main data

Where Angelo Ranaldo has published?

Journals with more than one article published# docs
Journal of Financial Economics5
Journal of Banking & Finance4
The Review of Financial Studies4
Financial Markets and Portfolio Management3
Journal of Finance2
Review of Finance2
Journal of Money, Credit and Banking2
BIS Quarterly Review2

Working Papers Series with more than one paper published# docs
Working Papers on Finance / University of St. Gallen, School of Finance22
Working Papers / Swiss National Bank15
Swiss Finance Institute Research Paper Series / Swiss Finance Institute15
Bank of England working papers / Bank of England4
CEPR Discussion Papers / C.E.P.R. Discussion Papers3
University of St. Gallen Department of Economics working paper series 2009 / Department of Economics, University of St. Gallen2
Papers / arXiv.org2
Economic Studies / Swiss National Bank2

Recent works citing Angelo Ranaldo (2025 and 2024)

YearTitle of citing document
2024Dont Let MEV Slip: The Costs of Swapping on the Uniswap Protocol. (2024). Wan, Xin ; Markovich, Sarit ; Chan, Benjamin Y ; Adams, Austin. In: Papers. RePEc:arx:papers:2309.13648.

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2024Decoding Social Sentiment in DAO: A Comparative Analysis of Blockchain Governance Communities. (2024). Quan, Yutong ; Wu, Xintong ; Deng, Wanlin ; Zhang, Luyao. In: Papers. RePEc:arx:papers:2311.14676.

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2024Clearing time randomization and transaction fees for auction market design. (2024). Xu, Tianrui ; Mastrolia, Thibaut. In: Papers. RePEc:arx:papers:2405.09764.

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2025Estimation of bid-ask spreads in the presence of serial dependence. (2025). Brouty, Xavier ; Garcin, Matthieu ; Roccaro, Hugo. In: Papers. RePEc:arx:papers:2407.17401.

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2024Betting Against (Bad) Beta. (2024). Herculano, Miguel C. In: Papers. RePEc:arx:papers:2409.00416.

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2024Assessing Effect of Market Sentiment on Pricing of European Currency Options €Ž. (2024). Dammak, Wael. In: International Journal of Research and Innovation in Social Science. RePEc:bcp:journl:v:8:y:2024:i:6:p:1224-1244.

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2024The fundamental role of the repo market and central clearing. (2024). di Luigi, Cristina ; Perrella, Antonio ; Ruggieri, Alessio. In: Mercati, infrastrutture, sistemi di pagamento (Markets, Infrastructures, Payment Systems). RePEc:bdi:wpmisp:mip_048_24.

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2025Harnessing artificial intelligence for monitoring financial markets. (2025). Gelos, R. Gaston ; Perez-Cruz, Fernando ; Park, Taejin ; Godoy, Douglas Kiarelly ; Aquilina, Matteo. In: BIS Working Papers. RePEc:bis:biswps:1291.

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2024ECB monetary policy communication events: Do they move euro area yields?. (2024). Kaminskas, Rokas ; Jurkas, Linas ; Vasiliauskait, Deimant. In: Bulletin of Economic Research. RePEc:bla:buecrs:v:76:y:2024:i:2:p:596-625.

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2024The determinants of limit order cancellations. (2024). Dahlstrom, Petter ; Norden, Lars L ; Hagstromer, Bjorn. In: The Financial Review. RePEc:bla:finrev:v:59:y:2024:i:1:p:181-201.

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2024Foreign Exchange Fixings and Returns around the Clock. (2024). Mueller, Philippe ; Whelan, Paul ; Krohn, Ingomar. In: Journal of Finance. RePEc:bla:jfinan:v:79:y:2024:i:1:p:541-578.

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2024Liquidation Value and Loan Pricing. (2024). Schepens, Glenn ; Barbiero, Francesca ; Sigaux, Jeandavid. In: Journal of Finance. RePEc:bla:jfinan:v:79:y:2024:i:1:p:95-128.

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2024Quantitative easing and the functioning of the gilt repo market. (2024). Ongena, Steven ; Giansante, Simone ; Fatouh, Mahmoud. In: Bank of England working papers. RePEc:boe:boeewp:1055.

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2024Collateral demand in wholesale funding markets. (2024). Coen, Patrick ; Huser, Anne-Caroline. In: Bank of England working papers. RePEc:boe:boeewp:1082.

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2024Exchanges for government bonds? Evidence during COVID-19. (2024). Nathan, Daniel ; Kutai, Ari ; Wittwer, Milena. In: Bank of Israel Working Papers. RePEc:boi:wpaper:2024.03.

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2024Liquidity on Eurozone stock markets: A non-linear approach. (2024). Seyte, Franoise ; Souiki, Boumediene. In: Economics Bulletin. RePEc:ebl:ecbull:eb-21-01064.

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2024Enhancing repo market transparency: the EU Securities Financing Transactions Regulation. (2024). Wedow, Michael ; Grill, Michael ; Mirza, Harun ; Hermes, Felix ; Bassi, Claudio ; Odonnell, Charles. In: Occasional Paper Series. RePEc:ecb:ecbops:2024342.

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2025Flexible asset purchases and repo market functioning. (2025). Poinelli, Andrea ; Grasso, Adriana. In: Working Paper Series. RePEc:ecb:ecbwps:20253013.

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2025Leverage actually: the impact on banks’ borrowing costs in euro area money markets. (2025). Samarina, Anna ; Faria, Lara Sousa ; Andreeva, Desislava. In: Working Paper Series. RePEc:ecb:ecbwps:20253016.

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2025The international dimension of repo: five new facts. (2025). Schrimpf, Andreas ; Schmeling, Maik ; Hermes, Felix. In: Working Paper Series. RePEc:ecb:ecbwps:20253065.

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2025When margins call: liquidity preparedness of non-bank financial institutions. (2025). Cappiello, Lorenzo ; Macchiati, Valentina ; Ianiro, Annalaura ; Giuzio, Margherita ; Lillo, Fabrizio. In: Working Paper Series. RePEc:ecb:ecbwps:20253074.

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2024The effect of mandatory CSR disclosure on stock liquidity. (2024). Zhou, Sili ; Li, Zhiyuan ; Lin, Wenlian. In: China Economic Review. RePEc:eee:chieco:v:87:y:2024:i:c:s1043951x24001214.

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2025Cryptocurrency market spillover in times of uncertainty. (2025). Aimable, Withz ; Wu, Chih-Chiang ; Chen, Wei-Peng. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:76:y:2025:i:c:s1062940824002729.

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202410 years of stablecoins: Their impact, what we know, and future research directions. (2024). Urquhart, Andrew ; Dionysopoulos, Lambis. In: Economics Letters. RePEc:eee:ecolet:v:244:y:2024:i:c:s0165176524004233.

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2025Ethereums Merge: Market liquidity, efficiency and volatility in the Proof of Stake Era. (2025). Suardi, Sandy ; Xu, Caihong ; Liu, Bin ; Prodromou, Tina. In: Economics Letters. RePEc:eee:ecolet:v:247:y:2025:i:c:s0165176525000394.

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2024Mutual fund tournaments: State-dependent risk taking with transaction costs. (2024). Luo, Ronghua ; Zhao, LU ; Wang, Liang. In: Emerging Markets Review. RePEc:eee:ememar:v:59:y:2024:i:c:s1566014124000141.

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2024Non-standard errors in asset pricing: Mind your sorts. (2024). Verwijmeren, Patrick ; van Vliet, Bart ; Soebhag, Amar. In: Journal of Empirical Finance. RePEc:eee:empfin:v:78:y:2024:i:c:s0927539824000525.

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2024Tone or term: Machine-learning text analysis, featured vocabulary extraction, and evidence from bond pricing in China. (2024). Tan, Songtao ; Shi, Xiaojun ; Peng, Yueqian. In: Journal of Empirical Finance. RePEc:eee:empfin:v:78:y:2024:i:c:s0927539824000690.

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2025On the performance of volatility-managed equity factors — International and further evidence. (2025). Schwarz, Patrick. In: Journal of Empirical Finance. RePEc:eee:empfin:v:80:y:2025:i:c:s092753982400094x.

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2025The informational role of forex option volume. (2025). Wang, Muhan ; Stan, Raluca ; Papakroni, Erlina ; Gu, Chen ; Chen, Denghui ; Bao, Kun. In: International Review of Financial Analysis. RePEc:eee:finana:v:100:y:2025:i:c:s1057521925000651.

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2024Political risks, excess and carry trade returns in global markets. (2024). Blenman, Lloyd P ; Kesse, Kwabena. In: International Review of Financial Analysis. RePEc:eee:finana:v:91:y:2024:i:c:s1057521923004222.

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2024Asymmetric liquidity risk and currency returns before and during COVID-19 pandemic. (2024). Al-Faryan, Mamdouh Abdulaziz Sa ; Palwishah, Rana ; Kashif, Muhammad ; Ur, Mobeen. In: International Review of Financial Analysis. RePEc:eee:finana:v:91:y:2024:i:c:s1057521923004350.

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2024Non-standard errors in the cryptocurrency world. (2024). Poddig, Thorsten ; Gunther, Steffen ; Fieberg, Christian ; Zaremba, Adam. In: International Review of Financial Analysis. RePEc:eee:finana:v:92:y:2024:i:c:s1057521924000383.

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2024Volatility connectedness on the central European forex markets. (2024). Kočenda, Evžen ; Albrecht, Peter ; Koenda, Even. In: International Review of Financial Analysis. RePEc:eee:finana:v:93:y:2024:i:c:s105752192400111x.

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2024Machine learning and the cross-section of cryptocurrency returns. (2024). Shahzad, Syed Jawad Hussain ; Będowska-Sójka, Barbara ; Hussain, Syed Jawad ; Cakici, Nusret ; Bdowska-Sojka, Barbara ; Zaremba, Adam. In: International Review of Financial Analysis. RePEc:eee:finana:v:94:y:2024:i:c:s1057521924001765.

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2024Seeking a shock haven: Hedging extreme upward oil price changes. (2024). HU, YANG ; Conlon, Thomas ; Corbet, Shaen ; Hou, Yang ; Oxley, Les. In: International Review of Financial Analysis. RePEc:eee:finana:v:94:y:2024:i:c:s1057521924001777.

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2024Options illiquidity in an over-the-counter market. (2024). Ahn, Jungkyu. In: International Review of Financial Analysis. RePEc:eee:finana:v:94:y:2024:i:c:s1057521924002357.

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2024Is there an optimal level of leverage? The case of banks and non-bank institutions in Europe. (2024). Cincinelli, Peter ; Urga, Giovanni ; Pellini, Elisabetta. In: International Review of Financial Analysis. RePEc:eee:finana:v:94:y:2024:i:c:s1057521924002552.

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2024The macro driving factors of co-movement of RMB with other currencies in FX markets. (2024). Dai, Yixin ; Teng, Fengfan ; Zhou, Jindie ; Xu, Xiangyun ; Yu, Cong. In: International Review of Financial Analysis. RePEc:eee:finana:v:96:y:2024:i:pa:s1057521924005131.

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2024Competitive dynamics between decentralized and centralized finance lending markets. (2024). Ryu, Doojin ; Son, Jaemin. In: International Review of Financial Analysis. RePEc:eee:finana:v:96:y:2024:i:pb:s1057521924006318.

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2025Cross-sectional interactions in cryptocurrency returns. (2025). Karim, Sitara ; Bdowska-Sjka, Barbara ; Mercik, Aleksander ; Zaremba, Adam. In: International Review of Financial Analysis. RePEc:eee:finana:v:97:y:2025:i:c:s1057521924007415.

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2025Behind in time, behind in the game – time zone affects trading aggressiveness. (2025). Lepone, Grace ; Gautam, Anil. In: International Review of Financial Analysis. RePEc:eee:finana:v:97:y:2025:i:c:s1057521924007440.

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2025Price effects of asset forced sales during massive pension funds withdrawals. (2025). Hansen, Erwin ; Daz, Juan D. In: International Review of Financial Analysis. RePEc:eee:finana:v:97:y:2025:i:c:s1057521924008019.

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2025Do financial markets value corporate culture?. (2025). Nguyen, Harvey ; Tran, Thanh ; Pham, Mia Hang. In: International Review of Financial Analysis. RePEc:eee:finana:v:98:y:2025:i:c:s1057521924007555.

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2024Extremely stablecoins. (2024). Fernandez-Mejia, Julian. In: Finance Research Letters. RePEc:eee:finlet:v:63:y:2024:i:c:s1544612324002988.

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2024Revisiting seasonality in cryptocurrencies. (2024). Mueller, Lukas. In: Finance Research Letters. RePEc:eee:finlet:v:64:y:2024:i:c:s1544612324004598.

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2024The impact of the capital gains tax on the Korean derivatives market. (2024). CAPELLE-BLANCARD, Gunther ; Khemakhem, Emna. In: Finance Research Letters. RePEc:eee:finlet:v:64:y:2024:i:c:s1544612324004641.

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2024Nonlinear relationship between cryptocurrency returns and price sensitivity to market uncertainty. (2024). Han, Seungoh. In: Finance Research Letters. RePEc:eee:finlet:v:68:y:2024:i:c:s1544612324010468.

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2024A bibliometric review of Market Microstructure literature: Current status, development, and future directions. (2024). Thomas, Sony ; Chalissery, Meera Davi ; Krishnan, Anand. In: Finance Research Letters. RePEc:eee:finlet:v:69:y:2024:i:pa:s1544612324011164.

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2025Risk spillover changes among commodity futures, stock and ESG markets: A study based on multidimensional higher order moment perspective. (2025). Zhou, Luohui ; Yu, Peining ; Li, Chujin ; Chen, Zejun. In: Finance Research Letters. RePEc:eee:finlet:v:71:y:2025:i:c:s1544612324013138.

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2024Disentangling the supply and announcement effects of open market operations. (2024). Bulusu, Narayan. In: Journal of Financial Markets. RePEc:eee:finmar:v:67:y:2024:i:c:s1386418123000691.

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2024How does the repo market behave under stress? Evidence from the COVID-19 crisis. (2024). Maria, Luitgard Anna ; Lepore, Caterina ; Huser, Anne-Caroline. In: Journal of Financial Stability. RePEc:eee:finsta:v:70:y:2024:i:c:s1572308923000931.

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2024A dealer’s funding liquidity risk and its money market trades in the 2007/08 crisis. (2024). Reitz, Stefan ; Fecht, Falko ; Weber, Patrick. In: Journal of Financial Stability. RePEc:eee:finsta:v:75:y:2024:i:c:s1572308924001220.

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2025Asset class liquidity risk indicators. Timing the risk in the European and US equity and bond markets. (2025). Urga, Giovanni ; Varaldo, Alessandro ; Coppola, Anna. In: Journal of Financial Stability. RePEc:eee:finsta:v:76:y:2025:i:c:s1572308924001542.

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2024Research on safe-haven currencies under global uncertainty —A new perception based on the East Asian market. (2024). Lu, Changrong ; Yu, Fandi ; Li, Jiaxiang. In: Global Finance Journal. RePEc:eee:glofin:v:62:y:2024:i:c:s1044028324000851.

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2024UIP deviations: Insights from event studies. (2024). Romero, Damian ; Claro, Sebastian ; Ceballos, Luis ; Albagli, Elias. In: Journal of International Economics. RePEc:eee:inecon:v:148:y:2024:i:c:s0022199624000011.

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2024Is gold a safe haven for the U.S. dollar during extreme conditions?. (2024). Azimli, Asil. In: International Economics. RePEc:eee:inteco:v:177:y:2024:i:c:s2110701724000015.

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2024Detecting the risk of cross-product manipulation in the EUREX fixed income futures market. (2024). Stenfors, Alexis ; Mere, Peter ; Dilshani, Kaveesha ; Guo, Andy. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:92:y:2024:i:c:s1042443124000507.

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2024Limits to arbitrage and the term structure of CIP violations. (2024). Chen, Xiaohong ; Wohlfarth, Paul. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:95:y:2024:i:c:s1042443124000970.

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2025Stablecoins as anchors? Unraveling information flow dynamics between pegged and unpegged crypto-assets and fiat currencies. (2025). Schich, Sebastian ; de Genaro, Alan ; Palazzi, Rafael Baptista. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:99:y:2025:i:c:s1042443124001744.

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2024Frictions in scaling up central bank balance sheet policies: How Eurosystem asset purchases impact the repo market. (2024). Hudepohl, Tom ; de Souza, Tomas Carrera. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:158:y:2024:i:c:s0378426623002285.

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2024Geopolitical risk and currency returns. (2024). Zhang, Xueyong ; Liu, XI. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:161:y:2024:i:c:s0378426624000177.

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2024Behavioral risk profiling: Measuring loss aversion of individual investors. (2024). van Dolder, Dennie ; Vandenbroucke, Jurgen. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:168:y:2024:i:c:s0378426624002073.

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2024Monetary policy transmission in segmented markets. (2024). Eisenschmidt, Jens ; Ma, Yiming ; Zhang, Anthony Lee. In: Journal of Financial Economics. RePEc:eee:jfinec:v:151:y:2024:i:c:s0304405x23001782.

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2024Importance of transaction costs for asset allocation in foreign exchange markets. (2024). Taylor, Mark ; Maurer, Thomas A ; Pezzo, Luca ; Filippou, Ilias. In: Journal of Financial Economics. RePEc:eee:jfinec:v:159:y:2024:i:c:s0304405x24001090.

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2024Efficient estimation of bid–ask spreads from open, high, low, and close prices. (2024). Kroencke, Tim A ; Guidotti, Emanuele ; Ardia, David. In: Journal of Financial Economics. RePEc:eee:jfinec:v:161:y:2024:i:c:s0304405x24001399.

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2025Central Bank–Driven Mispricing. (2025). Pelizzon, Loriana ; Subrahmanyam, Marti G ; Tomio, Davide. In: Journal of Financial Economics. RePEc:eee:jfinec:v:166:y:2025:i:c:s0304405x25000121.

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2024Central bank asset purchases and lending: Impact on search frictions. (2024). Tobe, Reiko ; Uno, Jun. In: Journal of Financial Intermediation. RePEc:eee:jfinin:v:58:y:2024:i:c:s1042957324000032.

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2024Window dressing of regulatory metrics: Evidence from repo markets. (2024). Grill, Michael ; Waibel, Martin ; Behn, Markus ; Bassi, Claudio. In: Journal of Financial Intermediation. RePEc:eee:jfinin:v:58:y:2024:i:c:s1042957324000147.

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2024Autopsy of a futures market failure: Japan’s Dojima rice futures in the early 21st century. (2024). Yamamoto, Shuhei ; Janzen, Joseph P ; Serra, Teresa. In: Food Policy. RePEc:eee:jfpoli:v:128:y:2024:i:c:s0306919224001283.

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2024The out-of-sample performance of carry trades. (2024). Taylor, Mark ; HSU, Po-Hsuan ; Wang, Zigan ; Li, Yan. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:143:y:2024:i:c:s0261560624000299.

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2024Commodity currencies revisited: The role of global commodity price uncertainty. (2024). Karadimitropoulou, Aikaterini ; Ferrara, Laurent ; Bermpei, Theodora ; Triantafyllou, Athanasios. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:145:y:2024:i:c:s0261560624000834.

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2024Cross-momentum strategies in the equity futures and currency markets. (2024). Sakemoto, Ryuta ; Iwanaga, Yasuhiro. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:148:y:2024:i:c:s0261560624001578.

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2024Financial integration and hedging and safe haven properties of metals for sovereign bonds. (2024). Schertler, Andrea ; Hfler, Markus. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:149:y:2024:i:c:s0261560624001827.

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2025The exchange rate elasticity of the Swiss current account. (2025). Eugster, Johannes ; Donato, Giovanni. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:152:y:2025:i:c:s0261560625000142.

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2025Stablecoin price dynamics under a peg-stabilising mechanism. (2025). Lo, Chi-Fai ; Wong, Andrew ; Hui, Cho-Hoi. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:152:y:2025:i:c:s0261560625000154.

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2025The role of hedge funds in the Swiss franc foreign exchange market. (2025). Gentner, Jessica. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:154:y:2025:i:c:s0261560625000464.

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2025The transmission of non-banking liquidity shocks to the banking sector. (2025). Sarmiento, Miguel. In: Latin American Journal of Central Banking (previously Monetaria). RePEc:eee:lajcba:v:6:y:2025:i:2:s2666143824000218.

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2024To fix or not to fix: The representativeness of the WM/R methodology that underpins the FX benchmark rates. A pre-registered report. (2024). Lepone, Andrew ; Galati, Luca ; Benenchia, Matteo. In: Pacific-Basin Finance Journal. RePEc:eee:pacfin:v:84:y:2024:i:c:s0927538x24000623.

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2025SDR adjustment and FX liquidity. (2025). Yang, Jimmy J ; Chen, Yu-Lun. In: Pacific-Basin Finance Journal. RePEc:eee:pacfin:v:91:y:2025:i:c:s0927538x25000484.

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2024Safety assessment of cryptocurrencies as risky assets during the COVID-19 pandemic. (2024). Belanes, Amel ; Rabbouch, Hana ; Saadaoui, Foued ; Amirat, Amina. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:651:y:2024:i:c:s0378437124005223.

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2025Markowitz portfolios under transaction costs. (2025). Ledoit, Olivier ; Wolf, Michael. In: The Quarterly Review of Economics and Finance. RePEc:eee:quaeco:v:100:y:2025:i:c:s1062976925000031.

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2025Time-varying intra-safe haven currency behaviour: The U.S. dollar, the Swiss franc, and the Japanese yen. (2025). Fang, Zhongzheng ; Park, Keehwan. In: The Quarterly Review of Economics and Finance. RePEc:eee:quaeco:v:100:y:2025:i:c:s1062976925000171.

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2024Pricing and mispricing of accounting fundamentals: Global evidence. (2024). Kostlmeier, Siegfried. In: The Quarterly Review of Economics and Finance. RePEc:eee:quaeco:v:94:y:2024:i:c:p:71-87.

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2024Time-frequency co-movement and cross-quantile connectedness of exchange rates: Evidence from ASEAN+3 Countries. (2024). Deng, XI ; Zhu, Huiming ; Huang, XI ; Ren, Yinghua. In: The Quarterly Review of Economics and Finance. RePEc:eee:quaeco:v:98:y:2024:i:c:s1062976924001261.

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2024Does unconventional monetary policy improve credit support for the industry chain? The mechanism of trade credit. (2024). Li, Zhongfei ; Du, Zhidi ; Ding, Zengcai ; Zhou, Tao ; Huang, Jinbo ; Bai, Hengrui. In: International Review of Economics & Finance. RePEc:eee:reveco:v:91:y:2024:i:c:p:180-192.

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2024Are stablecoins better safe havens or hedges against global stock markets than other assets? Comparative analysis during the COVID-19 pandemic. (2024). Yuan, Ying ; Jiang, Mingxuan ; Feng, Jingyu. In: International Review of Economics & Finance. RePEc:eee:reveco:v:92:y:2024:i:c:p:275-301.

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2024The impact of capital Inflows features on the effectiveness of capital controls - Evidence from multinational data. (2024). Zhang, Lin ; Ren, Junfan ; Meng, Jie ; Liao, Jia. In: International Review of Economics & Finance. RePEc:eee:reveco:v:93:y:2024:i:pb:p:273-284.

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2024Time-variant safe haven currencies. (2024). Percy, Jay ; Nakata, Hayato ; Sato, Ayano. In: International Review of Economics & Finance. RePEc:eee:reveco:v:93:y:2024:i:pb:p:316-328.

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2024Sharpened “Real Teeth” of Chinas securities regulatory agency: Evidence from CEO turnover. (2024). Liu, Xiaojun ; Zuo, Yuehua ; Shen, Shulin ; Jiang, Feng. In: International Review of Economics & Finance. RePEc:eee:reveco:v:96:y:2024:i:pb:s1059056024006294.

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2025Analyzing financial market reactions to the Palestine-Israel conflict: An event study perspective. (2025). Ali, Shoaib ; Khurram, Mahrukh ; Du, Anna Min ; Ijaz, Muhammad Shahzad. In: International Review of Economics & Finance. RePEc:eee:reveco:v:98:y:2025:i:c:s1059056025000279.

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2025Market efficiency and its determinants: Macro-level dynamics and micro-level characteristics of cryptocurrencies. (2025). Abedin, Mohammad Zoynul ; Isskandarani, Layal ; Sharif, Taimur ; Bouteska, Ahmed. In: International Review of Economics & Finance. RePEc:eee:reveco:v:98:y:2025:i:c:s1059056025001017.

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2024Precious metals and currency markets during the Russia-Ukraine conflict’s inflationary periods. (2024). Raza, Syed ; Anwar, Rija ; Benkraiem, Ramzi ; Guesmi, Khaled. In: Research in International Business and Finance. RePEc:eee:riibaf:v:67:y:2024:i:pa:s0275531923002647.

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2024Global economic policy uncertainty and the stability of cryptocurrency returns: The role of liquidity volatility. (2024). Zhang, Pengcheng ; Xu, Kunpeng ; Qi, Jiayin ; Kong, Deli. In: Research in International Business and Finance. RePEc:eee:riibaf:v:67:y:2024:i:pb:s027553192300291x.

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2024Liquidity risk and expected returns in China’s stock market: A multidimensional liquidity approach. (2024). Qin, Zhenjiang ; Dong, Liang ; Yu, BO. In: Research in International Business and Finance. RePEc:eee:riibaf:v:69:y:2024:i:c:s0275531924000394.

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2024Risk-adjusted performance of new economy indices and thematic sectors. (2024). Rubio, Gonzalo ; Grau-Vera, David. In: Research in International Business and Finance. RePEc:eee:riibaf:v:71:y:2024:i:c:s0275531924002319.

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2025Connectedness among diverse financial assets: Evidence from cryptocurrency uncertainty indices. (2025). Batra, Shallu ; Danso, Albert ; Yadav, Mahender ; Tiwari, Aviral Kumar. In: Technological Forecasting and Social Change. RePEc:eee:tefoso:v:210:y:2025:i:c:s0040162524006723.

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2025Registers of beneficial owners based on blockchain technology: Implications for the accounting profession. (2025). Goldbarsht, Doron ; Gilmour, Paul ; Pandey, Durgesh. In: Technological Forecasting and Social Change. RePEc:eee:tefoso:v:214:y:2025:i:c:s0040162525000824.

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2024How does the repo market behave under stress? Evidence from the COVID-19 crisis. (2024). , Luitgard ; Lepore, Caterina ; Huser, Anne-Caroline. In: LSE Research Online Documents on Economics. RePEc:ehl:lserod:121347.

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2025Evolution of Value and Structure of Currency Derivatives Market. (2025). Pawlowski, Jaroslaw. In: European Research Studies Journal. RePEc:ers:journl:v:xxviii:y:2025:i:1:p:861-873.

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2024The Offshore Dollar and US Policy. (2024). McCauley, Robert. In: Policy Hub. RePEc:fip:a00068:99093.

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More than 100 citations found, this list is not complete...

Works by Angelo Ranaldo:

YearTitleTypeCited
2007Extreme Coexceedances in New EU Member States’ Stock Markets In: CREATES Research Papers.
[Full Text][Citation analysis]		paper56
2009Extreme coexceedances in new EU member states stock markets.(2009) In: Journal of Banking & Finance.
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This paper has nother version. Agregated cites: 56		article
2008Extreme Coexceedances in New EU Member States Stock Markets.(2008) In: Working Papers.
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This paper has nother version. Agregated cites: 56		paper
2009The Time-Varying Systematic Risk of Carry Trade Strategies In: CREATES Research Papers.
[Full Text][Citation analysis]		paper123
2009The Time-Varying Systematic Risk of Carry Trade Strategies.(2009) In: CEPR Discussion Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 123		paper
2011The Time-Varying Systematic Risk of Carry Trade Strategies.(2011) In: Journal of Financial and Quantitative Analysis.
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This paper has nother version. Agregated cites: 123		article
2010The Time-Varying Systematic Risk of Carry Trade Strategies.(2010) In: Working Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 123		paper
2009The Time-Varying Systematic Risk of Carry Trade Strategies.(2009) In: University of St. Gallen Department of Economics working paper series 2009.
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This paper has nother version. Agregated cites: 123		paper
2024On The Quality Of Cryptocurrency Markets: Centralized Versus Decentralized Exchanges In: Papers.
[Full Text][Citation analysis]		paper4
2022On The Quality Of Cryptocurrency Markets: Centralized Versus Decentralized Exchanges.(2022) In: Swiss Finance Institute Research Paper Series.
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This paper has nother version. Agregated cites: 4		paper
2023NFT Bubbles In: Papers.
[Full Text][Citation analysis]		paper0
2023NFT Bubbles.(2023) In: Swiss Finance Institute Research Paper Series.
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This paper has nother version. Agregated cites: 0		paper
2019Euro repo market functioning: collateral is king In: BIS Quarterly Review.
[Full Text][Citation analysis]		article16
2023Bank positions in FX swaps: insights from CLS In: BIS Quarterly Review.
[Full Text][Citation analysis]		article4
2008Wolf in Sheeps Clothing: The Active Investment Strategies behind Index Performance In: European Financial Management.
[Full Text][Citation analysis]		article7
2013Liquidity in the Foreign Exchange Market: Measurement, Commonality, and Risk Premiums In: Journal of Finance.
[Full Text][Citation analysis]		article181
2009Liquidity in the Foreign Exchange Market: Measurement, Commonality,and Risk Premiums.(2009) In: Swiss Finance Institute Research Paper Series.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 181		paper
2010Liquidity in the Foreign Exchange Market: Measurement, Commonality, and Risk Premiums.(2010) In: Working Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 181		paper
2024Nonstandard Errors In: Journal of Finance.
[Full Text][Citation analysis]		article14
2024Nonstandard errors.(2024) In: LSE Research Online Documents on Economics.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 14		paper
2024Nonstandard Errors.(2024) In: Post-Print.
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This paper has nother version. Agregated cites: 14		paper
2021Non-Standard Errors.(2021) In: Working Papers.
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This paper has nother version. Agregated cites: 14		paper
2021Non-Standard Errors.(2021) In: Working Papers.
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This paper has nother version. Agregated cites: 14		paper
2018Judgement Day: algorithmic trading around the Swiss franc cap removal In: Bank of England working papers.
[Full Text][Citation analysis]		paper9
2023Judgment day: Algorithmic trading around the Swiss franc cap removal.(2023) In: Journal of International Economics.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 9		article
2018Judgement Day: Algorithmic Trading Around the Swiss Franc Cap Removal.(2018) In: Working Papers on Finance.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 9		paper
2019Judgment Day: Algorithmic Trading Around The Swiss Franc Cap Removal.(2019) In: Working Papers on Finance.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 9		paper
2018OTC premia In: Bank of England working papers.
[Full Text][Citation analysis]		paper1
2020OTC premia.(2020) In: Journal of Financial Economics.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 1		article
2018OTC Premia.(2018) In: Working Papers on Finance.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 1		paper
2019Regulatory effects on short-term interest rates In: Bank of England working papers.
[Full Text][Citation analysis]		paper19
2021Regulatory effects on short-term interest rates.(2021) In: Journal of Financial Economics.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 19		article
2022Collateral cycles In: Bank of England working papers.
[Full Text][Citation analysis]		paper0
2022Collateral Cycles.(2022) In: Swiss Finance Institute Research Paper Series.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 0		paper
2022Foreign Exchange Swaps and Cross-Currency Swaps In: Swiss Finance Institute Research Paper Series.
[Full Text][Citation analysis]		paper2
2023Foreign exchange swaps and cross-currency swaps.(2023) In: Chapters.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 2		chapter
2022Constrained Liquidity Provision in Currency Markets In: Swiss Finance Institute Research Paper Series.
[Full Text][Citation analysis]		paper1
2025Constrained liquidity provision in currency markets.(2025) In: Journal of Financial Economics.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 1		article
2022Non-Fungible Tokens In: Swiss Finance Institute Research Paper Series.
[Full Text][Citation analysis]		paper0
2023Non-Fungible Tokens.(2023) In: Palgrave Studies in Financial Services Technology.
[Citation analysis]
This paper has nother version. Agregated cites: 0		chapter
2022Realized Illiquidity In: Swiss Finance Institute Research Paper Series.
[Full Text][Citation analysis]		paper0
2023Money Market Disconnect In: Swiss Finance Institute Research Paper Series.
[Full Text][Citation analysis]		paper7
2023Money Market Disconnect.(2023) In: The Review of Financial Studies.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 7		article
2023Foreign Exchange Swap Liquidity In: Swiss Finance Institute Research Paper Series.
[Full Text][Citation analysis]		paper0
2023HFTs and Dealer Banks: Liquidity and Price Discovery in FX Trading In: Swiss Finance Institute Research Paper Series.
[Full Text][Citation analysis]		paper0
2024The Demand for Safe Assets In: Swiss Finance Institute Research Paper Series.
[Full Text][Citation analysis]		paper0
2025The demand for safe assets.(2025) In: Working Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 0		paper
2024Pension Liquidity Risk In: Swiss Finance Institute Research Paper Series.
[Full Text][Citation analysis]		paper2
2024Pension Liquidity Risk.(2024) In: Working Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 2		paper
2024Blockchain Currency Markets In: Swiss Finance Institute Research Paper Series.
[Full Text][Citation analysis]		paper1
2024Hunting for Dollars In: Swiss Finance Institute Research Paper Series.
[Full Text][Citation analysis]		paper0
2008Does FOMC News Increase Global FX Trading? In: CEPR Discussion Papers.
[Full Text][Citation analysis]		paper11
2011Does FOMC news increase global FX trading?.(2011) In: Journal of Banking & Finance.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 11		article
2008Does FOMC News Increase Global FX Trading?.(2008) In: Working Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 11		paper
2009Safe Haven Currencies In: CEPR Discussion Papers.
[Full Text][Citation analysis]		paper273
2010Safe Haven Currencies.(2010) In: Review of Finance.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 273		article
2007Safe Haven Currencies.(2007) In: Working Papers.
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This paper has nother version. Agregated cites: 273		paper
2007Safe Haven Currencies.(2007) In: University of St. Gallen Department of Economics working paper series 2007.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 273		paper
2013Risk spillovers in international equity portfolios In: Journal of Empirical Finance.
[Full Text][Citation analysis]		article5
2012Risk spillovers in international equity portfolios.(2012) In: Working Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 5		paper
2012Risk Spillovers in International Equity Portfolios.(2012) In: Working Papers on Finance.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 5		paper
2004Order aggressiveness in limit order book markets In: Journal of Financial Markets.
[Full Text][Citation analysis]		article193
2009Segmentation and time-of-day patterns in foreign exchange markets In: Journal of Banking & Finance.
[Full Text][Citation analysis]		article19
2007Segmentation and Time-of-Day Patterns in Foreign Exchange Markets.(2007) In: Working Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 19		paper
2013On the predictability of stock prices: A case for high and low prices In: Journal of Banking & Finance.
[Full Text][Citation analysis]		article27
2011On the Predictability of Stock Prices: A Case for High and Low Prices..(2011) In: Marco Fanno Working Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 27		paper
2011On the Predictability of Stock Prices: a Case for High and Low Prices.(2011) In: Working Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 27		paper
2012On the Predictability of Stock Prices: a Case for High and Low Prices.(2012) In: Working Papers on Finance.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 27		paper
2021Asymmetric information risk in FX markets In: Journal of Financial Economics.
[Full Text][Citation analysis]		article29
2018Asymmetric Information Risk in FX Markets.(2018) In: Working Papers on Finance.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 29		paper
2022Liquidity in the global currency market In: Journal of Financial Economics.
[Full Text][Citation analysis]		article5
2010The reaction of asset markets to Swiss National Bank communication In: Journal of International Money and Finance.
[Full Text][Citation analysis]		article73
2007The reaction of asset markets to Swiss National Bank communication.(2007) In: Working Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 73		paper
2002Market Dynamics Around Public Information Arrivals In: FAME Research Paper Series.
[Full Text][Citation analysis]		paper3
2021Non-Standard Errors In: Working Paper Series, Social and Economic Sciences.
[Full Text][Citation analysis]		paper5
2005Realized Bond-Stock Correlation: Macroeconomic Announcement Effects In: Finance Research Group Working Papers.
[Full Text][Citation analysis]		paper35
2006Realized Bond-Stock Correlation: Macroeconomic Announcement Effects.(2006) In: Working Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 35		paper
2007Realized bond—stock correlation: Macroeconomic announcement effects.(2007) In: Journal of Futures Markets.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 35		article
2009Editorial In: Financial Markets and Portfolio Management.
[Full Text][Citation analysis]		article0
2009The implementation of SNB monetary policy In: Financial Markets and Portfolio Management.
[Full Text][Citation analysis]		article10
2009The Implementation of SNB Monetary Policy.(2009) In: University of St. Gallen Department of Economics working paper series 2009.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 10		paper
2011Do financial variables help predict the state of the business cycle in small open economies? Evidence from Switzerland In: Financial Markets and Portfolio Management.
[Full Text][Citation analysis]		article2
2013Intraday Patterns in FX Returns and Order Flow In: Journal of Money, Credit and Banking.
[Full Text][Citation analysis]		article28
2012Intraday Patterns in FX Returns and Order Flow.(2012) In: Working Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 28		paper
2011Intraday patterns in FX returns and order flow.(2011) In: Working Papers.
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This paper has nother version. Agregated cites: 28		paper
2013Intraday Patterns in FX Returns and Order Flow.(2013) In: Journal of Money, Credit and Banking.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 28		article
2023Safe Asset Carry Trade In: The Review of Asset Pricing Studies.
[Full Text][Citation analysis]		article2
2019Safe Asset Carry Trade.(2019) In: Working Papers on Finance.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 2		paper
2023Liquidity Risk and Funding Cost In: Review of Finance.
[Full Text][Citation analysis]		article6
2020Liquidity Risk and Funding Cost.(2020) In: Working Papers on Finance.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 6		paper
2015Understanding FX Liquidity In: The Review of Financial Studies.
[Full Text][Citation analysis]		article99
2015Understanding FX Liquidity.(2015) In: Working Papers on Finance.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 99		paper
2016The Euro Interbank Repo Market In: The Review of Financial Studies.
[Full Text][Citation analysis]		article118
2015The Euro Interbank Repo Market.(2015) In: Working Papers on Finance.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 118		paper
2017A Simple Estimation of Bid-Ask Spreads from Daily Close, High, and Low Prices In: The Review of Financial Studies.
[Full Text][Citation analysis]		article138
2012Intraday Patterns in FX Returns and Order Flow In: Working Papers.
[Full Text][Citation analysis]		paper0
2016Uniform-price auctions for Swiss government bonds: Origin and evolution In: Economic Studies.
[Full Text][Citation analysis]		paper3
2016Uniform-price Auctions for Swiss Government Bonds: Origin and Evolution.(2016) In: Working Papers on Finance.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 3		paper
2025Swiss treasury bond auctions: An update In: Economic Studies.
[Full Text][Citation analysis]		paper0
2006Intraday Market Dynamics Around Public Information Arrivals In: Working Papers.
[Full Text][Citation analysis]		paper5
2009Forecasting realized (co)variances with a block structure Wishart autoregressive model In: Working Papers.
[Full Text][Citation analysis]		paper24
2012Forecasting Realized (Co)Variances with a Bloc Structure Wishart Autoregressive Model.(2012) In: Working Papers on Finance.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 24		paper
2010Limits to arbitrage during the crisis: funding liquidity constraints and covered interest parity In: Working Papers.
[Full Text][Citation analysis]		paper61
2012Limits to Arbitrage during the Crisis: Finding Liquidity Constraints and Covered Interest Parity.(2012) In: Working Papers on Finance.
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This paper has nother version. Agregated cites: 61		paper
2012A forecast-based comparison of restricted Wishart autoregressive models for realized covariance matrices In: The European Journal of Finance.
[Full Text][Citation analysis]		article5
2015Precious metals under the microscope: a high-frequency analysis In: Quantitative Finance.
[Full Text][Citation analysis]		article17
2014Precious Metals Under the Microscope: A High-Frequency Analysis.(2014) In: Working Papers on Finance.
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This paper has nother version. Agregated cites: 17		paper
2018Unsecured and Secured Funding In: Tinbergen Institute Discussion Papers.
[Full Text][Citation analysis]		paper8
2016Unsecured and Secured Funding.(2016) In: Working Papers on Finance.
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This paper has nother version. Agregated cites: 8		paper
2022Unsecured and Secured Funding.(2022) In: Journal of Money, Credit and Banking.
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This paper has nother version. Agregated cites: 8		article
2013Stylized Facts and Dynamic Modeling of High-frequency Data on Precious Metals In: Working Papers on Finance.
[Full Text][Citation analysis]		paper0
2013Monetary Policy Effects on Long-term Rates and Stock Prices In: Working Papers on Finance.
[Full Text][Citation analysis]		paper1
2016Funding Illiquidity In: Working Papers on Finance.
[Full Text][Citation analysis]		paper7
2017A 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 In: Working Papers on Finance.
[Full Text][Citation analysis]		paper0
2017The Forward Premium in Short-Term Rates In: Working Papers on Finance.
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2019Trading Volume, Illiquidity and Commonalities in FX Markets In: Working Papers on Finance.
[Full Text][Citation analysis]		paper3
2020Monetary policy disconnect In: Working Papers on Finance.
[Full Text][Citation analysis]		paper1
2022Constrained Dealers and Market Efficiency In: VfS Annual Conference 2022 (Basel): Big Data in Economics.
[Full Text][Citation analysis]		paper0

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