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Extreme coexceedances in new EU member states' stock markets

Christiansen, Charlotte; Ranaldo, Angelo - In: Journal of banking & finance 33 (2009) 6, pp. 1048-1057

Persistent link: https://www.econbiz.de/10003841873

Safe haven currencies

Ranaldo, Angelo (contributor); Söderlind, Paul (contributor) - 2007

Persistent link: https://www.econbiz.de/10003674149

Do financial variables help predict the state of the business cycle in small open economies? : evidence from Switzerland

Meichle, Mario; Ranaldo, Angelo; Zanetti, Attilio - In: Financial markets and portfolio management 25 (2011) 4, pp. 435-453

Persistent link: https://www.econbiz.de/10009516938

The time-varying systematic risk of carry trade strategies

Christiansen, Charlotte; Ranaldo, Angelo; Söderlind, Paul - In: Journal of financial and quantitative analysis : JFQA 46 (2011) 4, pp. 1107-1125

Persistent link: https://www.econbiz.de/10009516965

Intraday patterns in FX returns and order flow

Breedon, Francis J.; Ranaldo, Angelo - 2012

Using a comprehensive high-frequency foreign exchange dataset, we present evidence of time-of-day effects in foreign exchange returns through a significant tendency for currencies to depreciate during local trading hours. We confirm this pattern across a range of currencies and time zones. We...

Persistent link: https://www.econbiz.de/10009521479