Angelo Ranaldo - Central Bank Research Hub

Papers by year: All | 2012 | 2011 | 2010 | 2009 | 2008 | 2007

	Title	Other author(s)
Full text	Risk spillovers in international equity portfolios Swiss National Bank Working Papers [View] (Paper: 2012-03, 20.04.2012) JEL: C13, C16, C22, C51, C53, G17	Matteo Bonato Massimiliano Caporin
Full text	On the Predictability of Stock Prices: a Case for High and Low Prices Swiss National Bank Working Papers [View] (Paper: 2011-11, 14.11.2011)	Massimiliano Caporin
Full text	Intraday patterns in FX returns and order flow Swiss National Bank Working Papers [View] (Paper: 2011-04, 21.03.2011)	Francis Breedon
Full text	Intraday Market Dynamics Around Public Information Arrivals Swiss National Bank Working Papers [View] (Paper: 2006-11, 03.11.2010)
Full text	Realized Bond-Stock Correlation: Macroeconomic Announcement Effects Swiss National Bank Working Papers [View] (Paper: 2006-02, 03.11.2010)	Charlotte Christiansen
Full text	Limits to arbitrage during the crisis: funding liquidity constraints and covered interest parity Swiss National Bank Working Papers [View] (Paper: 2010-14, 09.09.2010) JEL: F31, G01, G14	Tommaso Mancini Griffoli
Full text	The Time-Varying Systematic Risk of Carry Trade Strategies Swiss National Bank Working Papers [View] (Paper: 2010-01, 26.02.2010)	Paul Söderlind Charlotte Christiansen
Full text	Liquidity in the Foreign Exchange Market: Measurement, Commonality, and Risk Premiums Swiss National Bank Working Papers [View] (Paper: 2010-03, 26.02.2010)	Loriano Mancini Jan Wrampelmeyer
Full text	Forecasting realized (co)variances with a block structure Wishart autoregressive model Swiss National Bank Working Papers [View] (Paper: 2009-03, 12.06.2009)	Massimiliano Caporin Matteo Bonato
Full text	Does FOMC News Increase Global FX Trading? Swiss National Bank Working Papers [View] (Paper: 2008-09, 01.08.2008)	Andreas M. Fischer
Full text	Extreme Coexceedances in New EU Member States' Stock Markets Swiss National Bank Working Papers [View] (Paper: 2008-10, 01.08.2008)	Charlotte Christiansen
Abstract	The reaction of asset markets to Swiss National Bank communication Swiss National Bank Working Papers [View] (Paper: 2007-11, 01.06.2008)	Enzo Rossi
Abstract	Safe Haven Currencies Swiss National Bank Working Papers [View] (Paper: 2007-17, 01.06.2008)	Paul Söderlind
Full text	Segmentation and Time-of-Day Patterns in Foreign Exchange Markets Swiss National Bank Working Papers [View] (Paper: 2007-03, 08.03.2007) JEL: F31, G10, G14, G15

Papers by year: All | 2012 | 2011 | 2010 | 2009 | 2008 | 2007