ZORA Publication List

Publications

• 2011

  • Ranaldo, Angelo; Meichle, Mario; Zanetti, Attilio (2011). Do financial variables help predict the state of the business cycle in small open economies? Evidence from Switzerland. Financial markets and portfolio management, 25(4):435-453.
  • Ranaldo, Angelo; Christiansen, Charlotte; Söderlind, Paul (2011). The Time-Varying Systematic Risk of Carry Trade Strategies. Journal of Financial and Quantitative Analysis, 46(4):1107-1125.
  • Ranaldo, Angelo. Essays in Financial Markets. 2011, University of Zurich, Faculty of Economics.
  • Ranaldo, Angelo; Favre, Laurent (2011). Hedgefonds-Analyse unter Berücksichtgung alternativer Verteilungen: Vergleich des Zweimoment- und des Viermoment-Ansatzes beim CAPM. In: Busacker, Michael; Kaiser, Dieter G. Handbuch Alternative Investments. Wiesbaden: Gabler Betriebswirtschaftlicher Verlag, 505-529.
  • Ranaldo, Angelo; Fischer, Andreas M (2011). Does FOMC news increase global FX trading? (Global FX Trading & FOMC Deliberations). Journal of Banking and Finance, 35(11):2965-2973.

• 2010

  • Ranaldo, Angelo; Söderlind, Paul (2010). Safe Haven Currencies. Review of Finance, 14(3):385-407.
  • Ranaldo, Angelo; Rossi, Enzo (2010). The reaction of asset markets to Swiss National Bank communication. Journal of International Money and Finance, 29(3):486-503.

• 2009

  • Ranaldo, Angelo (2009). Segmentation and time-of-day patterns in foreign exchange markets. Journal of Banking and Finance, 33(12):2199-2206.
  • Ranaldo, Angelo; Jordan, Thomas; Söderlind, Paul (2009). The implementation of SNB monetary policy. Financial markets and portfolio management, 23(4):349-359.
  • Ranaldo, Angelo; Söderlind, Paul (2009). Editorial. Financial markets and portfolio management, 23(4):333-334.
  • Ranaldo, Angelo; Christiansen, Charlotte (2009). Extreme coexceedances in new EU member states' stock markets. Journal of Banking and Finance, 33(6):1048-1057.

• 2008

  • Ranaldo, Angelo; Haeberle, Rainer (2008). Wolf in Sheep's Clothing: The Active Investment Strategies behind Index Performance. European financial management, 14(1):55-81.
  • Ranaldo, Angelo (2008). Intraday Market Dynamics Around Public Information Arrivals. In: Gregoriou, Greg N; Lhabitant, Francois-Serge. Stock Market Liquidity: Implications for Market Microstructure and Asset Prices. Hoboken, NJ: Wiley, 187-225.

• 2007

  • Ranaldo, Angelo; Christiansen, Charlotte (2007). Realized bond-stock correlation: Macroeconomic announcement effects. Journal of Futures Markets, 27(5):439-469.