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The Euro interbank repo market

Mancini, Loriano; Ranaldo, Angelo; Wrampelmeyer, Jan - In: The review of financial studies 29 (2016) 7, pp. 1747-1779

Persistent link: https://www.econbiz.de/10011577821

Liquidity in the Foreign Exchange Market: Measurement, Commonality, and Risk Premiums

MANCINI, LORIANO; RANALDO, ANGELO; WRAMPELMEYER, JAN - In: Journal of Finance 68 (2013) 5, pp. 1805-1841

Persistent link: https://www.econbiz.de/10010722099

Unsecured and Secured Funding

DI FILIPPO, MARIO; RANALDO, ANGELO; WRAMPELMEYER, JAN - In: Journal of Money, Credit and Banking 54 (2021) 2-3, pp. 651-662

Persistent link: https://www.econbiz.de/10012635858

Darrell Duffie: How big banks fail and what to do about it

Wrampelmeyer, Jan - In: Financial Markets and Portfolio Management 27 (2013) 2, pp. 253-256

Persistent link: https://www.econbiz.de/10010863317

Foreign exchange swaps and cross-currency swaps

Ranaldo, Angelo - In: Research handbook of financial markets, (pp. 451-469). 2023

Persistent link: https://www.econbiz.de/10014331089

Scientific research measures

Frittelli, Marco; Mancini, Loriano; Peri, Ilaria - 2014 - This version: Feb. 2014

The evaluation of scientific research is crucial for both the academic community and society as a whole. Numerous bibliometric indices have been proposed for the ranking of research performance, mainly on an ad hoc basis. We now introduce the novel class of Scientific Research Measures (SRMs) to...

Persistent link: https://www.econbiz.de/10010256260

Detecting abnormal trading activities in option markets

Chesney, Marc; Crameri, Remo; Mancini, Loriano - In: Journal of empirical finance 33 (2015), pp. 263-275

Persistent link: https://www.econbiz.de/10011556887

The term structure of equity and variance risk premia

Aït-Sahalia, Yacine; Karamann, Mustafa; Mancini, Loriano - In: Journal of econometrics 219 (2020) 2, pp. 204-230

Persistent link: https://www.econbiz.de/10012483319

Quadratic variance swap models

Filipović, Damir; Gourier, Elise; Mancini, Loriano - In: Journal of financial economics 119 (2016) 1, pp. 44-68

Persistent link: https://www.econbiz.de/10011589703

Understanding cash flow risk

Gryglewicz, Sebastian; Mancini, Loriano; Morellec, Erwan; … - In: The review of financial studies 35 (2022) 8, pp. 3922-3972

Persistent link: https://www.econbiz.de/10013350127