Angelo Ranaldo : Citation Profile

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

17

H index

22

i10 index

1607

Citations

RESEARCH PRODUCTION:

34

Articles

80

Papers

2

Chapters

RESEARCH ACTIVITY:

   23 years (2002 - 2025). See details.
   Cites by year: 69
   Journals where Angelo Ranaldo has often published
   Relations with other researchers
   Recent citing documents: 107.    Total self citations: 36 (2.19 %)

MORE DETAILS IN:
ABOUT THIS REPORT:

   Permalink: http://citec.repec.org/pra161
   Updated: 2025-04-19    RAS profile: 2025-03-14    
   Missing citations? Add them    Incorrect content? Let us know

Relations with other researchers

Works with:

Ferrara, Gerardo (8)

Huang, Wenqian (7)

Wolff, Christian (6)

Palan, Stefan (6)

Zhang, S. Sarah (6)

Bos, Charles (6)

Renault, Thomas (6)

Frömmel, Michael (6)

Smales, Lee (6)

Gehrig, Thomas (6)

Deev, Oleg (6)

Reitz, Stefan (6)

Holzmeister, Felix (6)

Schuerhoff, Norman (6)

Shachar, Or (6)

Liew, Chee (6)

Jurkatis, Simon (6)

Hurlin, Christophe (6)

Scaillet, Olivier (6)

Xiu, Dacheng (6)

Füllbrunn, Sascha (6)

Wilhelmsson, Anders (6)

Korajczyk, Robert (6)

Foucault, Thierry (6)

Talavera, Oleksandr (6)

Nielsson, Ulf (6)

Stefanova, Denitsa (6)

Alexeev, Vitali (6)

Chernov, Mikhail (6)

Brownlees, Christian (6)

LINTON, OLIVER (6)

Sojli, Elvira (6)

Schwarz, Marco (6)

Lof, Matthijs (6)

Xia, Shuo (6)

Pastor, Lubos (6)

Gerritsen, Dirk (6)

Dreber, Anna (6)

Park, Andreas (6)

Johannesson, Magnus (6)

Harris, Jeffrey (6)

Rinne, Kalle (6)

Sarno, Lucio (6)

Ødegaard, Bernt (6)

FERROUHI, EL MEHDI (6)

Pasquariello, Paolo (6)

Verousis, Thanos (5)

Hautsch, Nikolaus (5)

Vilkov, Grigory (5)

Koetter, Michael (5)

Horenstein, Alex (5)

Walther, Thomas (5)

Neszveda, Gabor (5)

Schenk-Hoppé, Klaus (5)

Bohorquez Correa, Santiago (5)

Deku, Solomon (5)

Dimpfl, Thomas (5)

CAPELLE-BLANCARD, Gunther (5)

Davies, Ryan (5)

Jalkh, Naji (5)

Frijns, Bart (5)

Menkveld, Albert (5)

Eugster, Nicolas (5)

Caporin, Massimiliano (5)

Ait-Sahalia, Yacine (4)

Aloosh, Arash (4)

van Kervel, Vincent (4)

Güçbilmez, Ufuk (4)

Colliard, Jean-Edouard (4)

Degryse, Hans (3)

Chow, Nikolai Sheung-Chi (3)

Abudy, Menachem (3)

Voigt, Stefan (3)

Roy, Saurabh (3)

Taylor, Nick (3)

He, Xuezhong (Tony) (3)

Gil-Bazo, Javier (3)

Mihet, Roxana (3)

Heath, Davidson (2)

Dumitrescu, Ariadna (2)

Kearney, Fearghal (2)

Söderlind, Paul (2)

Tonks, Ian (2)

Bechtel, Alexander (2)

Patel, Vinay (2)

Lajaunie, Quentin (2)

Gorbenko, Arseny (2)

PASCUAL, ROBERTO (2)

Vogel, Sebastian (2)

Pelizzon, Loriana (2)

Hasse, Jean-Baptiste (2)

Bjønnes, Geir (2)

Kassner, Bernhard (2)

Regis, Luca (2)

Adrian, Tobias (2)

Zhou, Chen (2)

Theissen, Erik (2)

Roy, Saurabh (2)

Hjalmarsson, Erik (2)

Bouri, Elie (2)

Lopez-Lira, Alejandro (2)

Duijm, Patty (2)

Rakowski, David (2)

Prokopczuk, Marcel (2)

Moinas, Sophie (2)

Santucci de Magistris, Paolo (2)

Patton, Andrew (2)

Rossi, Enzo (2)

Wong, Wing-Keung (2)

Putnins, Talis (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 (21)

Nguyen, Duc Khuong (18)

Rime, Dagfinn (15)

Nitschka, Thomas (14)

lucey, brian (13)

Sakemoto, Ryuta (13)

Breedon, Francis (12)

Vitale, Paolo (12)

Sushko, Vladyslav (11)

Chuliá, Helena (10)

Claessens, Stijn (10)

Cites to:

Bollerslev, Tim (38)

Sarno, Lucio (31)

Andersen, Torben (28)

Acharya, Viral (24)

Lyons, Richard (24)

Diebold, Francis (23)

Evans, Martin (22)

Duffie, Darrell (22)

Gürkaynak, Refet (21)

Söderlind, Paul (20)

KRISHNAMURTHY, ARVIND (20)

Main data

Production by document typearticlechapterpaper200220032004200520062007200820092010201120122013201420152016201720182019202020212022202320242025051015Documents Highcharts.comExport to raster or vector imagePrint the chart
Cumulative documents published200220032004200520062007200820092010201120122013201420152016201720182019202020212022202320242025050100150Documents Highcharts.comExport to raster or vector imagePrint the chart

Citations received2004200520062007200820092010201120122013201420152016201720182019202020212022202320242025050100150200Citations Highcharts.comExport to raster or vector imagePrint the chart
Citations by production year2002200320042005200620072008200920102011201220132014201520162017201820192020202120222023202420250200400600Citations Highcharts.comExport to raster or vector imagePrint the chart

H-Index: 17Most cited documents123456789101112131415161718190100200300Number of citations Highcharts.comExport to raster or vector imagePrint the chart
H-Index evolution20130820130920131020131120131220140120140220140320140420140520140620140720140820140920141020141120141220150120150220150320150420150520150620150720150820150920151020151120151220160120160220160320160420160520160620160720160820160920161020161120161220170120170220170320170420170520170620170720170820170920171020171120171220180120180220180320180420180520180620180720180820180920181020181120181220190120190220190320190420190520190620190720190820190920191020191120191220200120200220200320200420200520200620200720200820200920201020201120201220210120210220210320210420210520210620210720210820210920211020211120211220220120220220220320220420220520220620220720220820220920221020221120221220230120230220230320230420230520230620230720230820230920231020231120231220240120240220240320240420240520240620240720240820240920241020241120241220250120250220250320250401020h-index Highcharts.comExport to raster or vector imagePrint the chart

Where Angelo Ranaldo has published?

Journals with more than one article published# docs
Journal of Banking & Finance4
The Review of Financial Studies4
Journal of Financial Economics4
Financial Markets and Portfolio Management3
Journal of Finance2
BIS Quarterly Review2
Journal of Money, Credit and Banking2
Review of Finance2

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
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

Recent works citing Angelo Ranaldo (2025 and 2024)

Year  ↓Title of citing document  ↓
2024The Costs of Swapping on the Uniswap Protocol. (2023). Wan, Xin ; Markovich, Sarit ; Chan, Benjamin Y ; Adams, Austin. In: Papers. RePEc:arx:papers:2309.13648.

Full description at Econpapers || Download paper

2024Decoding Social Sentiment in DAO: A Comparative Analysis of Blockchain Governance Communities. (2023). Wu, Xintong ; Quan, Yutong ; Zhang, Luyao ; Deng, Wanlin. In: Papers. RePEc:arx:papers:2311.14676.

Full description at Econpapers || Download paper

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

Full description at Econpapers || Download paper

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

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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

Full description at Econpapers || Download paper

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

Full description at Econpapers || Download paper

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

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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

Full description at Econpapers || Download paper

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

Full description at Econpapers || Download paper

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

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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

Full description at Econpapers || Download paper

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

Full description at Econpapers || Download paper

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

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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

Full description at Econpapers || Download paper

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

Full description at Econpapers || Download paper

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

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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

Full description at Econpapers || Download paper

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

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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

Full description at Econpapers || Download paper

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

Full description at Econpapers || Download paper

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

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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

Full description at Econpapers || Download paper

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

Full description at Econpapers || Download paper

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

Full description at Econpapers || Download paper

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

Full description at Econpapers || Download paper

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

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

2024.

Full description at Econpapers || Download paper

2024MODELING AND ANALYSIS OF YIELD CURVE AND EXCHANGE RATE FORMATION IN PRO-MARKET MONETARY OPERATIONS. (2024). Mustika, Kusfisiami Wima ; Fista, Geyana Ledy ; Harun, Cicilia Anggadewi ; Sasongko, Aryo ; Safitri, Dila ; Kurniati, Puput ; Larasati, Karanissa ; Dinianyadharani, Aninditha Kemala. In: Working Papers. RePEc:idn:wpaper:wp092024.

Full description at Econpapers || Download paper

2024The Impact of SNB Monetary Policy on the Swiss Franc and Longer-Term Interest Rates. (2024). Frei, Lukas ; Fink, Fabian ; Zehnder, Tanja ; Maag, Thomas. In: International Journal of Central Banking. RePEc:ijc:ijcjou:y:2024:q:1:a:2.

Full description at Econpapers || Download paper

2024Experimenting with Financial Professionals. (2022). Huber, Christoph ; Konig-Kersting, Christian. In: Working Papers. RePEc:inn:wpaper:2022-07.

Full description at Econpapers || Download paper

2025The Sources of Researcher Variation in Economics. (2025). Gallegos, Sebastian ; Huntington-Klein, Nick ; Portner, Claus C. In: IZA Discussion Papers. RePEc:iza:izadps:dp17744.

Full description at Econpapers || Download paper

2025Identifying Safe Haven Assets: Evidence from Fractal Market Hypothesis. (2025). Niveditha, P S. In: Computational Economics. RePEc:kap:compec:v:65:y:2025:i:1:d:10.1007_s10614-024-10572-x.

Full description at Econpapers || Download paper

2025The crypto world trades at tea time: intraday evidence from centralized exchanges across the globe. (2025). Brauneis, Alexander ; Mestel, Roland ; Theissen, Erik. In: Review of Quantitative Finance and Accounting. RePEc:kap:rqfnac:v:64:y:2025:i:1:d:10.1007_s11156-024-01304-1.

Full description at Econpapers || Download paper

2024Uncovering CIP Deviations in Emerging Markets: Distinctions, Determinants, and Disconnect. (2024). Zhou, Haonan ; Cerutti, Eugenio. In: IMF Economic Review. RePEc:pal:imfecr:v:72:y:2024:i:1:d:10.1057_s41308-023-00222-x.

Full description at Econpapers || Download paper

2024Predicting ETF liquidity. (2024). Visaltanachoti, Nuttawat ; Nguyen, Nhut H ; Marshall, Ben R ; Pham, Son D. In: Australian Journal of Management. RePEc:sae:ausman:v:49:y:2024:i:3:p:478-508.

Full description at Econpapers || Download paper

2024Encumbered Security? Conceptualising Vertical and Horizontal Repos in the Euro Area. (2024). Giordano, Matteo ; Goghie, Alexandru-Stefan ; Murau, Steffen. In: Working Papers. RePEc:soa:wpaper:262.

Full description at Econpapers || Download paper

2024Enduring relief or fleeting respite? Bitcoin as a hedge and safe haven for the US dollar. (2024). Conlon, Thomas ; Corbet, Shaen ; McGee, Richard. In: Annals of Operations Research. RePEc:spr:annopr:v:337:y:2024:i:1:d:10.1007_s10479-024-05884-y.

Full description at Econpapers || Download paper

2024On the robust drivers of cryptocurrency liquidity: the case of Bitcoin. (2024). , Walid. In: Financial Innovation. RePEc:spr:fininn:v:10:y:2024:i:1:d:10.1186_s40854-023-00598-9.

Full description at Econpapers || Download paper

2024Informational inefficiency on bitcoin futures. (2024). Wu, Yingying ; Zhai, Jia ; Shi, Shimeng. In: The European Journal of Finance. RePEc:taf:eurjfi:v:30:y:2024:i:6:p:642-667.

Full description at Econpapers || Download paper

2024Examining the Dependence Structure Between Carry Trade and Equity Market Returns in BRICS Economies. (2024). Bonga-Bonga, Lumengo ; Manguzvane, Mathias Mandla ; Makhanya, Kabelo Collen. In: International Economic Journal. RePEc:taf:intecj:v:38:y:2024:i:2:p:365-384.

Full description at Econpapers || Download paper

2024The Transmission of Non-Banking Liquidity Shocks to the Banking Sector. (2024). Paipilla, Miguel Sarmiento. In: Discussion Paper. RePEc:tiu:tiucen:c8f68d8f-0035-4529-95af-17db16f12ffb.

Full description at Econpapers || Download paper

2024The Transmission of Non-Banking Liquidity Shocks to the Banking Sector. (2024). Paipilla, Miguel Sarmiento. In: Other publications TiSEM. RePEc:tiu:tiutis:c8f68d8f-0035-4529-95af-17db16f12ffb.

Full description at Econpapers || Download paper

2024Collateral Demand in Wholesale Funding Markets. (2024). Coen, Jamie ; Hser, Anne-Caroline. In: TSE Working Papers. RePEc:tse:wpaper:130323.

Full description at Econpapers || Download paper

2024.

Full description at Econpapers || Download paper

2024.

Full description at Econpapers || Download paper

2025.

Full description at Econpapers || Download paper

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

Works by Angelo Ranaldo:

Year  ↓Title  ↓Type  ↓Cited  ↓
2007Extreme Coexceedances in New EU Member States’ Stock Markets In: CREATES Research Papers.
[Full Text][Citation analysis]		paper55
2009Extreme coexceedances in new EU member states stock markets.(2009) In: Journal of Banking & Finance.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 55		article
2008Extreme Coexceedances in New EU Member States Stock Markets.(2008) In: Working Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 55		paper
2009The Time-Varying Systematic Risk of Carry Trade Strategies In: CREATES Research Papers.
[Full Text][Citation analysis]		paper122
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: 122		paper
2011The Time-Varying Systematic Risk of Carry Trade Strategies.(2011) In: Journal of Financial and Quantitative Analysis.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 122		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: 122		paper
2009The Time-Varying Systematic Risk of Carry Trade Strategies.(2009) In: University of St. Gallen Department of Economics working paper series 2009.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 122		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.
[Full Text][Citation analysis]
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.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 0		paper
2019Euro repo market functioning: collateral is king In: BIS Quarterly Review.
[Full Text][Citation analysis]		article14
2023Bank positions in FX swaps: insights from CLS In: BIS Quarterly Review.
[Full Text][Citation analysis]		article3
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]		article178
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: 178		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: 178		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.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 14		paper
2021Non-Standard Errors.(2021) In: Working Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 14		paper
2021Non-Standard Errors.(2021) In: Working Papers.
[Full Text][Citation analysis]
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]		paper18
2021Regulatory effects on short-term interest rates.(2021) In: Journal of Financial Economics.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 18		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
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]		paper4
2023Money Market Disconnect.(2023) In: The Review of Financial Studies.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 4		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]		paper0
2024Pension Liquidity Risk.(2024) In: Working Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 0		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]		paper10
2011Does FOMC news increase global FX trading?.(2011) In: Journal of Banking & Finance.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 10		article
2008Does FOMC News Increase Global FX Trading?.(2008) In: Working Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 10		paper
2009Safe Haven Currencies In: CEPR Discussion Papers.
[Full Text][Citation analysis]		paper266
2010Safe Haven Currencies.(2010) In: Review of Finance.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 266		article
2007Safe Haven Currencies.(2007) In: Working Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 266		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: 266		paper
2013Risk spillovers in international equity portfolios In: Journal of Empirical Finance.
[Full Text][Citation analysis]		article4
2012Risk spillovers in international equity portfolios.(2012) In: Working Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 4		paper
2012Risk Spillovers in International Equity Portfolios.(2012) In: Working Papers on Finance.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 4		paper
2004Order aggressiveness in limit order book markets In: Journal of Financial Markets.
[Full Text][Citation analysis]		article192
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]		article24
2018Asymmetric Information Risk in FX Markets.(2018) In: Working Papers on Finance.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 24		paper
2022Liquidity in the global currency market In: Journal of Financial Economics.
[Full Text][Citation analysis]		article3
2010The reaction of asset markets to Swiss National Bank communication In: Journal of International Money and Finance.
[Full Text][Citation analysis]		article72
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: 72		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]		paper34
2006Realized Bond-Stock Correlation: Macroeconomic Announcement Effects.(2006) In: Working Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 34		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: 34		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.
[Full Text][Citation analysis]
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]		article1
2019Safe Asset Carry Trade.(2019) In: Working Papers on Finance.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 1		paper
2023Liquidity Risk and Funding Cost In: Review of Finance.
[Full Text][Citation analysis]		article4
2020Liquidity Risk and Funding Cost.(2020) In: Working Papers on Finance.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 4		paper
2015Understanding FX Liquidity In: The Review of Financial Studies.
[Full Text][Citation analysis]		article96
2015Understanding FX Liquidity.(2015) In: Working Papers on Finance.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 96		paper
2016The Euro Interbank Repo Market In: The Review of Financial Studies.
[Full Text][Citation analysis]		article115
2015The Euro Interbank Repo Market.(2015) In: Working Papers on Finance.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 115		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]		article126
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
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.
[Full Text][Citation analysis]
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]		article16
2014Precious Metals Under the Microscope: A High-Frequency Analysis.(2014) In: Working Papers on Finance.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 16		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.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 8		paper
2022Unsecured and Secured Funding.(2022) In: Journal of Money, Credit and Banking.
[Full Text][Citation analysis]
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.
[Full Text][Citation analysis]		paper0
2019Trading Volume, Illiquidity and Commonalities in FX Markets In: Working Papers on Finance.
[Full Text][Citation analysis]		paper2
2020Monetary policy disconnect In: Working Papers on Finance.
[Full Text][Citation analysis]		paper1
In: .
[Full Text][Citation analysis]		paper0

CitEc is a RePEc service, providing citation data for Economics since 2001. Last updated April, 14 2025. Contact: CitEc Team