Details about Angelo Ranaldo

Access statistics for papers by Angelo Ranaldo.

Last updated 2008-07-15. Update your information in the RePEc Author Service.

Short-id: pra161

Working Papers

2008

1. Does FOMC News Increase Global FX Trading?
   Working Papers, Swiss National Bank
   Also in
   CEPR Discussion Papers, C.E.P.R. Discussion Papers (2008)
2. Extreme Coexceedances in New EU Member States' Stock Markets
   Working Papers, Swiss National Bank
   Also in
   CREATES Research Papers, School of Economics and Management, University of Aarhus (2007)

2007

3. Safe Haven Currencies
   Working Papers, Swiss National Bank
   Also in
   University of St. Gallen Department of Economics working paper series 2007, Department of Economics, University of St. Gallen (2007)
4. Segmentation and Time-of-Day Patterns in Foreign Exchange Markets
   Working Papers, Swiss National Bank View citations
5. The reaction of asset markets to Swiss National Bank communication
   Working Papers, Swiss National Bank

2006

6. Intraday Market Dynamics Around Public Information Arrivals
   Working Papers, Swiss National Bank
7. Realized Bond-Stock Correlation: Macroeconomic Announcement Effects
   Working Papers, Swiss National Bank View citations
   Also in
   Finance Research Group Working Papers, University of Aarhus, Aarhus School of Business, Department of Business Studies (2005) View citations

2002

8. Market Dynamics Around Public Information Arrivals
   FAME Research Paper Series, International Center for Financial Asset Management and Engineering

Journal Articles

2004

1. Order aggressiveness in limit order book markets
   Journal of Financial Markets, 2004, 7, (1), 53-74 View citations