Angelo Ranaldo | Academic Influence

Angelo Ranaldo's AcademicInfluence.com Rankings

Angelo Ranaldo

Economics

#3925

World Rank

#4444

Historical Rank

Monetary Economics

#164

World Rank

#175

Historical Rank

Macroeconomics

#481

World Rank

#513

Historical Rank

economics Degrees

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Economics

Angelo Ranaldo's Degrees

PhD Economics University of Zurich
Masters Economics University of Zurich
Bachelors Economics University of Zurich

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Why Is Angelo Ranaldo Influential?

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According to Wikipedia, Angelo Ranaldo is a Swiss economist. He has been a full professor and chair of finance and systemic risk at the University of St. Gallen in Switzerland since April 2012. He is also the board member Swiss Institute of Banking and Finance and School of Finance at St. Gallen. Before joining the HSG, he served as economic advisor at Swiss National Bank. He holds a Ph.D. in economics and social science from University of Fribourg . He received both his bachelor and master's degrees in economics and finance from the University L. Bocconi .

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Angelo Ranaldo's Published Works

Number of citations in a given year to any of this author's works

Total number of citations to an author for the works they published in a given year. This highlights publication of the most important work(s) by the author

Published Works

Safe Haven Currencies (2009) (412)
Order aggressiveness in limit order book markets (2004) (389)
Liquidity in the Foreign Exchange Market: Measurement, Commonality, and Risk Premiums (2012) (322)
The Time-Varying Systematic Risk of Carry Trade Strategies (2009) (209)
Limits to Arbitrage During the Crisis: Funding Liquidity Constraints and Covered Interest Parity (2011) (167)
A Simple Estimation of Bid-Ask Spreads from Daily Close, High, and Low Prices (2017) (167)
Understanding FX Liquidity (2015) (144)
Realized Bond-Stock Correlation: Macroeconomic Announcement Effects (2005) (133)
The Euro Interbank Repo Market (2015) (129)
Extreme Coexceedances in New EU Member States' Stock Markets (2008) (109)
The Reaction of Asset Markets to Swiss National Bank Communication (2010) (80)
Intraday Patterns in FX Returns and Order Flow (2012) (65)
Segmentation and Time-of-Day Patterns in Foreign Exchange Markets (2007) (62)
How to Price Hedge Funds: From Two- to Four-Moment CAPM (2005) (56)
On the Predictability of Stock Prices: A Case for High and Low Prices (2011) (56)
Intraday market liquidity on the Swiss Stock Exchange (2001) (43)
Intraday Market Dynamics Around Public Information Arrivals (2003) (42)
Forecasting Realized (Co)Variances with a Block Structure Wishart Autoregressive Model (2008) (41)
Does FOMC News Increase Global FX Trading? (2008) (40)
Wolf in Sheep's Clothing: The Active Investment Strategies Behind Index Performance (2005) (29)
Asymmetric Information Risk in FX Markets (2019) (29)
Hedge Fund Performance and Higher-Moment Market Models (2005) (27)
Precious metals under the microscope: a high-frequency analysis (2014) (24)
Intraday Patterns in FX Returns and Order Flow: MONEY, CREDIT AND BANKING (2013) (24)
Market Dynamics Around Public Information Arrivals Angelo (2001) (20)
Risk Spillovers in International Equity Portfolios (2011) (20)
Judgement Day: Algorithmic Trading Around the Swiss Franc Cap Removal (2018) (20)
Regulatory Effects on Short-Term Interest Rates (2019) (18)
Transaction costs on the Swiss stock exchange (2002) (12)
Euro Repo Market Functioning: Collateral is King (2019) (12)
Trading Volume, Illiquidity and Commonalities in FX Markets (2019) (12)
The implementation of SNB monetary policy (2009) (11)
Intraday Trading Activity on Financial Markets: the Swiss evidence (2004) (10)
A forecast-based comparison of restricted Wishart autoregressive models for realized covariance matrices (2012) (9)
Forecasting realized ( co ) variances with a block Wishart autoregressive model (2008) (9)
Order Aggressiveness (2001) (7)
Liquidity Risk and Funding Cost (2019) (7)
Realized Stock-Bond Correlation: Macroeconomic Announcement Effects (2007) (7)
Quantitative Easing and the Safe Asset Illusion (2019) (7)
Heterogeneous Information Content of Global FX Trading ∗ (2018) (6)
Unsecured and Secured Funding (2020) (6)
Do financial variables help predict the state of the business cycle in small open economies? Evidence from Switzerland (2011) (6)
Fragility of Money Markets (2016) (6)
On The Quality Of Cryptocurrency Markets: Centralized Versus Decentralized Exchanges (2021) (6)
Convertible Bonds: Characteristics of an Asset Class (2004) (5)
Uniform-Price Auctions for Swiss Government Bonds: Origin and Evolution (2016) (4)
Monetary Policy Effects on Long-Term Rates and Stock Prices (2008) (3)
Safe Asset Carry Trade (2019) (3)
Non-Standard Errors (2021) (3)
Internet Appendix for 'The Euro Interbank Repo Market' (2015) (3)
Market Dynamics Around Public Information Arrivals (2002) (3)
Monetary Policy Disconnect (2020) (2)
Intraday Trading Activity on Financial Markets (2000) (2)
Constrained Dealers and Market Efficiency (2021) (2)
Stylized Facts and Dynamic Modeling of High-frequency Data on Precious Metals (2013) (2)
Save Haven Currencies (2009) (1)
“LIQUIDITY IN THE GLOBAL FOREIGN EXCHANGE MARKET” (2021) (1)
Liquidity in the global currency market (2022) (1)
The Forward Premium in Short-Term Rates (2019) (1)
A Forecast Based Comparison of Restricted Realized Covariance Models (2010) (1)
Foreign Exchange Swaps and Cross-Currency Swaps (2022) (1)
Margin Procyclicality and the Collateral Cycle (2022) (1)
Explaining the Failure of the Expectations Hypothesis with Short-Term Rates (2017) (1)
Measuring Liquidity in the Foreign Exchange Market (2013) (0)
Online Appendix to "Heterogeneous Information Content of Global FX Trading" (2018) (0)
Does Quantitative Easing Mitigate the Sovereign-Bank Nexus? (2021) (0)
Internet Appendix for 'Unsecured and Secured Funding' (2020) (0)
Jean-Pierre Danthine: The strong franc and the future of Switzerland’s financial market infrastructure – two current challenges for the Swiss National Bank (2011) (0)
Clients ’ Connections (2019) (0)
Money Market Disconnect (2023) (0)
Information Content and Predictability of Extreme Prices in Financial Markets∗ (2006) (0)
Essays in Financial Markets (2011) (0)
JUDGMENT DAY: ALGORITHMIC TRADING (2019) (0)
Liquidity Risk and Funding Cost Liquidity Risk and Funding Cost August 31 , 2020 (2020) (0)
Algos all go (2018) (0)
Internet Appendix to “ OTC Premia ” by (2019) (0)
Three Aspects of the Swiss Term Structure: An Empirical Survey (2006) (0)
Collateral markets: analytical frameworks (2016) (0)
Constrained Liquidity Provision in Currency Markets* (2022) (0)
Foreign Exchange Swap Liquidity (2023) (0)
The Reaction of Assets to Swiss National Bank Communication (2010) (0)
From volatility to liquidity: Simple estimation from high and low prices (2013) (0)
NFT Bubbles (2023) (0)
ECB's negative rates experiment will buy time, but brings danger (2014) (0)
Internet Appendix to 'Understanding FX Liquidity' (2015) (0)
How to Improve the Financial Architecture and Its Resilience (2014) (0)
T RADING V OLUME , I LLIQUIDITY AND C OMMONALITIES IN FX M ARKETS (2019) (0)
HFTs and Dealer Banks: Liquidity and Price Discovery in FX Trading (2023) (0)
Judgement Day: Algorithmic Trading in the Swiss Franc De-pegging (2016) (0)

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What Schools Are Affiliated With Angelo Ranaldo?

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