This file is part of IDEAS, which uses RePEc data


[ Papers | Articles | Software | Books | Chapters | Authors | Institutions | JEL Classification | NEP reports | Search | New papers by email | Author registration | Rankings | Volunteers | FAQ | Blog | Help! ]

Information about:
Angelo Ranaldo

Personal Details | Affiliation | Works
This is information that was supplied by Angelo Ranaldo in registering through RePEc. If you are Angelo Ranaldo , you may change this information at RePEc. Or if you are not registered and would like to be listed as well, register at RePEc. When you register or update your RePEc registration, you may identify the papers and articles you have authored.

Other registered authors

Personal Details

First Name: Angelo
Middle Name:
Last Name: Ranaldo
Suffix:

RePEc Short-ID: pra161

Email:
Homepage: http://www.ranaldo.net/
Postal Address: Swiss National Bank Research Boersenstrasse 15 8022 Zurich Switzerland
Phone: +41-446313826

Affiliation

(in no particular order)

Works

| Working papers | Articles | Access and download statistics | Citations (if any)| NEP Fields |
Download all references for this author: available formats: HTML (with abstracts), plain text (with abstracts), BibTeX, RIS (EndNote), ReDIF

Working papers

  1. Paul Soderlind & Angelo Ranaldo & Charlotte Christiansen, 2009. "The Time-Varying Systematic Risk of Carry Trade Strategies," University of St. Gallen Department of Economics working paper series 2009 2009-06, Department of Economics, University of St. Gallen. [Downloadable!]
    Other versions:

  2. Bonato, Matteo & Caporin, Massimiliano & Ranaldo, Angelo, 2009. "Forecasting realized (co)variances with a block structure Wishart autoregressive model," Working Papers 2009-3, Swiss National Bank. [Downloadable!]

  3. Thomas Jordan & Angelo Ranaldo & Paul Soderlind, 2009. "The Implementation of SNB Monetary Policy," University of St. Gallen Department of Economics working paper series 2009 2009-08, Department of Economics, University of St. Gallen. [Downloadable!]

  4. Fischer, Andreas M. & Ranaldo, Angelo, 2008. "Does FOMC News Increase Global FX Trading?," Working Papers 2008-9, Swiss National Bank. [Downloadable!]
    Other versions:

  5. Ranaldo, Angelo & Rossi, Enzo, 2007. "The reaction of asset markets to Swiss National Bank communication," Working Papers 2007-11, Swiss National Bank. [Downloadable!]

  6. Ranaldo, Angelo, 2007. "Segmentation and Time-of-Day Patterns in Foreign Exchange Markets," Working Papers 2007-3, Swiss National Bank. [Downloadable!]

  7. Charlotte Christiansen & Angelo Ranaldo, 2007. "Extreme Coexceedances in New EU Member States’ Stock Markets," CREATES Research Papers 2007-34, School of Economics and Management, University of Aarhus. [Downloadable!]
    Other versions:
    Published as:

  8. Angelo Ranaldo & Paul Söderlind, 2007. "Safe Haven Currencies," University of St. Gallen Department of Economics working paper series 2007 2007-22, Department of Economics, University of St. Gallen. [Downloadable!]
    Other versions:

  9. Ranaldo, Angelo, 2006. "Intraday Market Dynamics Around Public Information Arrivals," Working Papers 2006-11, Swiss National Bank. [Downloadable!]

  10. Christiansen, Charlotte & Ranaldo, Angelo, 2005. "Realized Bond-Stock Correlation: Macroeconomic Announcement Effects," Finance Research Group Working Papers F-2005-05, University of Aarhus, Aarhus School of Business, Department of Business Studies. [Downloadable!]
    Other versions:

  11. Angelo Ranaldo, 2002. "Market Dynamics Around Public Information Arrivals," FAME Research Paper Series rp45, International Center for Financial Asset Management and Engineering. [Downloadable!]

Articles

  1. Christiansen, Charlotte & Ranaldo, Angelo, 2009. "Extreme coexceedances in new EU member states' stock markets," Journal of Banking & Finance, Elsevier, vol. 33(6), pages 1048-1057, June. [Downloadable!] (restricted)
    Other versions:

  2. Angelo Ranaldo & Rainer Häberle, 2008. "Wolf in Sheep's Clothing: The Active Investment Strategies behind Index Performance," European Financial Management, Blackwell Publishing Ltd, vol. 14(1), pages 55-81. [Downloadable!] (restricted)

  3. Ranaldo, Angelo, 2004. "Order aggressiveness in limit order book markets," Journal of Financial Markets, Elsevier, vol. 7(1), pages 53-74, January. [Downloadable!] (restricted)

NEP Fields

10 papers by this author were announced in NEP, and specifically in the following field reports (number of papers):
  1. NEP-CBA: Central Banking (5) 2007-07-20 2008-04-12 2008-07-20 2009-04-25 2009-05-02 Author is listed
  2. NEP-CFN: Corporate Finance (1) 2008-06-27
  3. NEP-ECM: Econometrics (1) 2009-07-03
  4. NEP-EEC: European Economics (2) 2008-06-27 2008-08-06
  5. NEP-ETS: Econometric Time Series (1) 2009-07-03
  6. NEP-FMK: Financial Markets (1) 2009-05-02
  7. NEP-FOR: Forecasting (1) 2009-07-03
  8. NEP-IFN: International Finance (3) 2007-07-20 2008-04-12 2008-07-20 Author is listed
  9. NEP-MAC: Macroeconomics (1) 2009-05-02
  10. NEP-MON: Monetary Economics (5) 2007-07-20 2008-04-12 2008-07-20 2009-04-25 2009-05-02 Author is listed
  11. NEP-MST: Market Microstructure (4) 2007-07-20 2008-04-12 2008-07-20 2009-04-25 Author is listed
  12. NEP-RMG: Risk Management (3) 2007-07-20 2009-05-02 2009-07-03 Author is listed
  13. NEP-TRA: Transition Economics (2) 2008-06-27 2008-08-06
Did you know? IDEAS is also providing many rankings, for example of authors and institutions.

This page was last updated on 2009-10-28.

This information is provided to you by IDEAS at the Department of Economics, College of Liberal Arts and Sciences, University of Connecticut using RePEc data on a server sponsored by the Society for Economic Dynamics.