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Regulatory effects on short-term interest rates

Ranaldo, Angelo; Schaffner, Patrick; Vasios, Michalis - 2019

Persistent link: https://www.econbiz.de/10012201074

Euro repo market functioning: collateral is king

Schaffner, Patrick; Ranaldo, Angelo; Tsatsaronis, Kostas - In: BIS quarterly review : international banking and … (2019), pp. 95-108

Persistent link: https://www.econbiz.de/10012162639

Fragility of money markets

Ranaldo, Angelo; Rupprecht, Matthias; Wrampelmeyer, Jan - 2016 - This version: April 2016

Persistent link: https://www.econbiz.de/10011686334

A simple estimation of bid-ask spreads from daily close, high, and low prices

Abdi, Farshid; Ranaldo, Angelo - 2017 - This version: April 2017

Persistent link: https://www.econbiz.de/10011686431

Uniform-price auctions for Swiss government bonds : origin and evolution

Ranaldo, Angelo; Rossi, Enzo - 2016

Persistent link: https://www.econbiz.de/10011686489

Unsecured and secured funding

Di Filippo, Mario; Ranaldo, Angelo; Wrampelmeyer, Jan - 2016

Persistent link: https://www.econbiz.de/10011686871

Explaining the failure of the expectations hypothesis with short-term rates

Ranaldo, Angelo; Rupprecht, Matthias - 2017 - This version: January 2017

Persistent link: https://www.econbiz.de/10011686973

Understanding FX liquidity

Karnaukh, Nina; Ranaldo, Angelo; Söderlind, Paul - In: Essays on exchange rates, liquidity, and monetary policy, (pp. 1-43). 2017

Meine Dissertation besteht aus drei Arbeiten zum Thema Wechselkurse: (1) Liquidität in Devisenmärkten, (2) Währungsstrategien und Länderrisiko, (3) Zusammenhang zwischen Devisen-, Anleihenmärkte und Geldpolitik. Die erste Arbeit ist in Zusammenarbeit mit Prof. Angelo Ranaldo und Prof. Paul...

Persistent link: https://www.econbiz.de/10011775147

Unsecured and secured funding

Di Filippo, Mario; Ranaldo, Angelo; Wrampelmeyer, Jan - 2018

We empirically investigate why wholesale funding is fragile by providing the first study of how individual banks borrow and lend in the euro unsecured and secured interbank market. Consistent with theories in which lenders enforce market discipline by monitoring counterparty credit risk and...

Persistent link: https://www.econbiz.de/10011818292

OTC premia

Cenedese, Gino; Ranaldo, Angelo; Vasios, Michalis - 2018

Persistent link: https://www.econbiz.de/10011919953