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Publications by Angelo Ranaldo

Precious Metals Under the Microscope: A High-Frequency Analysis

Quantitative Finance

English

Unsecured and Secured Funding

SSRN Electronic Journal

English

Do Financial Variables Help Predict the State of the Business Cycle in Small Open Economies? Evidence From Switzerland

Financial Markets and Portfolio Management

English

Explaining the Failure of the Expectations Hypothesis With Short-Term Rates

SSRN Electronic Journal

English

Extreme Coexceedances in New EU Member States’ Stock Markets

Journal of Banking and Finance

English

Intraday Market Dynamics Around Public Information Arrivals

SSRN Electronic Journal

English

Segmentation and Time-Of-Day Patterns in Foreign Exchange Markets

SSRN Electronic Journal

English