16
H index
18
i10 index
1463
Citations
Swiss Finance Institute (50% share) | 16 H index 18 i10 index 1463 Citations RESEARCH PRODUCTION: 32 Articles 74 Papers 2 Chapters RESEARCH ACTIVITY: 22 years (2002 - 2024). See details. MORE DETAILS IN: ABOUT THIS REPORT: Permalink: http://citec.repec.org/pra161 |
Works with: Authors registered in RePEc who have co-authored more than one work in the last five years with Angelo Ranaldo. | Is cited by: | Cites to: |
Journals with more than one article published | # docs |
---|---|
Journal of Banking & Finance | 4 |
Journal of Financial Economics | 4 |
Financial Markets and Portfolio Management | 3 |
The Review of Financial Studies | 3 |
BIS Quarterly Review | 2 |
Review of Finance | 2 |
Journal of Money, Credit and Banking | 2 |
Year | Title of citing document |
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2023 | A spectral approach to stock market performance. (2023). Escañuela Romana, Ignacio ; Nieves, Clara Escanuela. In: Papers. RePEc:arx:papers:2305.05762. Full description at Econpapers || Download paper |
2024 | The Costs of Swapping on the Uniswap Protocol. (2023). Wan, Xin ; Markovich, Sarit ; Chan, Benjamin Y ; Adams, Austin. In: Papers. RePEc:arx:papers:2309.13648. Full description at Econpapers || Download paper |
2023 | Decoding Social Sentiment in DAO: A Comparative Analysis of Blockchain Governance Communities. (2023). Wu, Xintong ; Quan, Yutong ; Zhang, Luyao ; Deng, Wanlin. In: Papers. RePEc:arx:papers:2311.14676. Full description at Econpapers || Download paper |
2023 | Currency risk premiums redux?. (2023). Sarno, Lucio ; Nucera, Federico C ; Zinna, Gabriele. In: Temi di discussione (Economic working papers). RePEc:bdi:wptemi:td_1415_23. Full description at Econpapers || Download paper |
2023 | The effects of two-way lending between financial conglomerates in bilateral repo markets. (2023). Florez-Acosta, Jorge ; Caon, Carlos ; Gomez, Karoll. In: Borradores de Economia. RePEc:bdr:borrec:1246. Full description at Econpapers || Download paper |
2023 | French sovereign debt liquidity: main factors, recent developments and resilience during the Covid crisis. (2023). Benoit, Nguyen ; Theophile, Legrand ; Ernest, Lecomte ; Arthur, Rossi. In: Bulletin de la Banque de France. RePEc:bfr:bullbf:2023:246:01. Full description at Econpapers || Download paper |
2023 | Can Central Banks Be Heard Over the Sound of Gunfire?. (2023). Talavera, Oleksandr ; Nikolsko-Rzhevskyy, Alex ; Gao, GE. In: Discussion Papers. RePEc:bir:birmec:23-09. Full description at Econpapers || Download paper |
2023 | The foreign exchange market. (2023). Sushko, Vladyslav ; Rime, Dagfinn ; Chaboud, Alain. In: BIS Working Papers. RePEc:bis:biswps:1094. Full description at Econpapers || Download paper |
2023 | Interbank money market concerns and actors’ strategies—A systematic review of 21st century literature. (2023). Dugdale, Julie ; Reaidy, Paul J ; Madies, Philippe ; Alaeddini, Morteza. In: Journal of Economic Surveys. RePEc:bla:jecsur:v:37:y:2023:i:2:p:573-654. Full description at Econpapers || Download paper |
2023 | Regulatory Reforms and Price Heterogeneity in an OTC Derivative Market. (2023). Sone, Taihei ; Oda, Takemasa ; Miyakawa, Daisuke. In: Bank of Japan Working Paper Series. RePEc:boj:bojwps:wp23e12. Full description at Econpapers || Download paper |
2023 | Volatility Connectedness on the Central European Forex Markets. (2023). Kočenda, Evžen ; Albrecht, Peter ; Kocenda, Even ; Koenda, Even. In: CESifo Working Paper Series. RePEc:ces:ceswps:_10728. Full description at Econpapers || Download paper |
2023 | Modelling intervals of minimum/maximum temperatures in the Iberian Peninsula. (2023). Ortega, Esther Ruiz ; Rodriguez, Carlos Vladimir ; Gonzalez-Rivera, Gloria. In: DES - Working Papers. Statistics and Econometrics. WS. RePEc:cte:wsrepe:37968. Full description at Econpapers || Download paper |
2023 | Safe Asset Scarcity and Re-use in the European Repo Market. (2023). van Lelyveld, Iman ; Inhoffen, Justus. In: Discussion Papers of DIW Berlin. RePEc:diw:diwwpp:dp2050. Full description at Econpapers || Download paper |
2023 | Safe Asset Scarcity and Re-use in the European Repo Market. (2023). Lelyveld, Iman ; van Lelyveld, Iman ; Inhoffen, Justus. In: Working Papers. RePEc:dnb:dnbwpp:787. Full description at Econpapers || Download paper |
2023 | Window dressing of regulatory metrics: evidence from repo markets. (2023). Waibel, Martin ; Grill, Michael ; Behn, Markus ; Bassi, Claudio. In: Working Paper Series. RePEc:ecb:ecbwps:20232771. Full description at Econpapers || Download paper |
2023 | Global and local drivers of Bitcoin trading vis-à-vis fiat currencies. (2023). Habib, Maurizio Michael ; di Casola, Paola ; Tercero-Lucas, David. In: Working Paper Series. RePEc:ecb:ecbwps:20232868. Full description at Econpapers || Download paper |
2023 | Loss sharing in central clearinghouses: winners and losers. (2023). Kubitza, Christian ; Sherman, Mila Getmansky ; Pelizzon, Loriana. In: Working Paper Series. RePEc:ecb:ecbwps:20232873. Full description at Econpapers || Download paper |
2023 | Do algorithmic traders exploit volatility?. (2023). Marathe, Rahul R ; Prasanna, Krishna P ; Arumugam, Devika. In: Journal of Behavioral and Experimental Finance. RePEc:eee:beexfi:v:37:y:2023:i:c:s2214635022001009. Full description at Econpapers || Download paper |
2023 | A literature review on extreme price movements with reversal. (2023). Steffen, Viktoria. In: Journal of Behavioral and Experimental Finance. RePEc:eee:beexfi:v:38:y:2023:i:c:s2214635023000205. Full description at Econpapers || Download paper |
2023 | A multifactor regime-switching model for inter-trade durations in the high-frequency limit order market. (2023). Xing, Haipeng ; Chen, Xinyun ; Li, Zhicheng. In: Economic Modelling. RePEc:eee:ecmode:v:118:y:2023:i:c:s0264999322003194. Full description at Econpapers || Download paper |
2023 | Trend-based forecast of cryptocurrency returns. (2023). Tao, Yubo ; Tan, Xilong. In: Economic Modelling. RePEc:eee:ecmode:v:124:y:2023:i:c:s0264999323001359. Full description at Econpapers || Download paper |
2023 | On the role of interest rate differentials in the dynamic asymmetry of exchange rates. (2023). Ulm, M ; Hambuckers, J. In: Economic Modelling. RePEc:eee:ecmode:v:129:y:2023:i:c:s0264999323003668. Full description at Econpapers || Download paper |
2023 | Hedge and safe-haven properties of FAANA against gold, US Treasury, bitcoin, and US Dollar/CHF during the pandemic period. (2023). Yousaf, Imran ; GUPTA, RANGAN ; Bouri, Elie ; Plakandaras, Vasilios. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:64:y:2023:i:c:s1062940822001796. Full description at Econpapers || Download paper |
2023 | Can monthly-return rank order reveal a hidden dimension of momentum? The post-cost evidence from the U.S. stock markets. (2023). Yeomans, Julian Scott ; Luukka, Pasi ; Ahmed, Sheraz ; Patari, Eero. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:65:y:2023:i:c:s1062940823000074. Full description at Econpapers || Download paper |
2023 | Spillover shifts in the FX market: Implication for the behavior of a safe haven currency. (2023). Lee, Seojin ; Kim, Youngmin. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:65:y:2023:i:c:s1062940823000086. Full description at Econpapers || Download paper |
2023 | Do the carry trades respond to geopolitical risks? Evidence from BRICS countries. (2023). Yilmaz, Muhammed Hasan ; Guney, Ibrahim Ethem ; Emirmahmutoglu, Furkan ; Cepni, Oguzhan. In: Economic Systems. RePEc:eee:ecosys:v:47:y:2023:i:2:s0939362522000620. Full description at Econpapers || Download paper |
2023 | Conditional dependence structure and risk spillovers between Bitcoin and fiat currencies. (2023). Vo, Xuan Vinh ; Zeitun, Rami ; Katsiampa, Paraskevi ; Ur, Mobeen. In: Emerging Markets Review. RePEc:eee:ememar:v:55:y:2023:i:c:s1566014122000838. Full description at Econpapers || Download paper |
2023 | Household indebtedness, financial frictions and the transmission of monetary policy to consumption: Evidence from China. (2023). Funke, Michael ; Zhong, Doudou ; Li, Xiang. In: Emerging Markets Review. RePEc:eee:ememar:v:55:y:2023:i:c:s1566014122000917. Full description at Econpapers || Download paper |
2023 | Stock liquidity during COVID-19 crisis: A cross-country analysis of developed and emerging economies, and economic policy uncertainty. (2023). Khandaker, Sarod ; Trinh, Hai Hong ; Baghdadi, Ghasan ; al Farooque, Omar. In: Emerging Markets Review. RePEc:eee:ememar:v:55:y:2023:i:c:s1566014123000304. Full description at Econpapers || Download paper |
2023 | Limit order revisions across investor sophistication. (2023). Chen, Chin-Ho ; Chiu, Junmao. In: Journal of Empirical Finance. RePEc:eee:empfin:v:70:y:2023:i:c:p:74-90. Full description at Econpapers || Download paper |
2023 | Forecasting realized volatility with machine learning: Panel data perspective. (2023). Liu, Zhi ; He, Lidan ; Bai, LU ; Zhu, Haibin. In: Journal of Empirical Finance. RePEc:eee:empfin:v:73:y:2023:i:c:p:251-271. Full description at Econpapers || Download paper |
2023 | Dynamic relationship between Stock and Bond returns: A GAS MIDAS copula approach. (2023). Javed, Farrukh ; Nguyen, Hoang. In: Journal of Empirical Finance. RePEc:eee:empfin:v:73:y:2023:i:c:p:272-292. Full description at Econpapers || Download paper |
2023 | Does oil price uncertainty affect corporate innovation?. (2023). Aktas, Elvan ; Wang, Xinyu ; Amin, Md Ruhul. In: Energy Economics. RePEc:eee:eneeco:v:118:y:2023:i:c:s0140988323000117. Full description at Econpapers || Download paper |
2023 | Sustainability and stability: Will ESG investment reduce the return and volatility spillover effects across the Chinese financial market?. (2023). Luo, Liangqing ; Ping, Weiying ; Guo, Tongji ; Liu, Min. In: Energy Economics. RePEc:eee:eneeco:v:121:y:2023:i:c:s014098832300172x. Full description at Econpapers || Download paper |
2023 | Interconnected multilayer networks: Quantifying connectedness among global stock and foreign exchange markets. (2023). Zhu, You ; Uddin, Gazi Salah ; Xie, Chi ; Feng, Yusen ; Wan, LI ; Wang, Gang-Jin. In: International Review of Financial Analysis. RePEc:eee:finana:v:86:y:2023:i:c:s1057521923000340. Full description at Econpapers || Download paper |
2023 | Market-wide illiquidity and the distribution of non-parametric stochastic discount factors. (2023). Rubio, Gonzalo ; Pascual, Roberto ; Nieto, Belen ; Abad, David. In: International Review of Financial Analysis. RePEc:eee:finana:v:87:y:2023:i:c:s1057521923001667. Full description at Econpapers || Download paper |
2023 | State transformation of information spillover in asset markets and effective dynamic hedging strategies. (2023). Tsai, I-Chun ; Lin, Che-Chun ; Wang, Yu-Min. In: International Review of Financial Analysis. RePEc:eee:finana:v:89:y:2023:i:c:s1057521923002880. Full description at Econpapers || Download paper |
2023 | The relationship between global risk aversion and returns from safe-haven assets. (2023). Teplova, Tamara ; Choi, Sun-Yong ; Bossman, Ahmed ; Umar, Zaghum. In: Finance Research Letters. RePEc:eee:finlet:v:51:y:2023:i:c:s1544612322006213. Full description at Econpapers || Download paper |
2023 | Network characteristics and stock liquidity:Evidence from the UK. (2023). Yang, Xiaoguang ; Huang, Chuangxia ; Jin, Cheng. In: Finance Research Letters. RePEc:eee:finlet:v:53:y:2023:i:c:s1544612322008017. Full description at Econpapers || Download paper |
2023 | Macro news effects on exchange rates: Difference between carry trade target and safe-haven currencies. (2023). Hu, Bing ; Lin, Zhitao ; Wang, Wenhao. In: Finance Research Letters. RePEc:eee:finlet:v:53:y:2023:i:c:s1544612323000533. Full description at Econpapers || Download paper |
2023 | How digital technology improves the high-quality development of enterprises and capital markets: A liquidity perspective. (2023). Liu, Boyang. In: Finance Research Letters. RePEc:eee:finlet:v:53:y:2023:i:c:s1544612323000570. Full description at Econpapers || Download paper |
2023 | Time-varying market efficiency of safe-haven assets. (2023). Leirvik, Thomas ; Okoroafor, Ugochi C. In: Finance Research Letters. RePEc:eee:finlet:v:56:y:2023:i:c:s1544612323003963. Full description at Econpapers || Download paper |
2023 | Discovering the drivers of stock market volatility in a data-rich world. (2023). Ryu, Doojin ; Cho, Hoon ; Chun, Dohyun. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:82:y:2023:i:c:s1042443122001561. Full description at Econpapers || Download paper |
2023 | Deviations from covered interest parity in the emerging markets after the global financial crisis. (2023). Geyikçi, Utku ; Ozyildirim, Suheyla ; Geyiki, Utku Bora. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:85:y:2023:i:c:s1042443123000331. Full description at Econpapers || Download paper |
2023 | Customer concentration and stock liquidity. (2023). Le, Anh-Tuan ; Huang, Henry Hongren ; Do, Trung K. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:154:y:2023:i:c:s0378426623001401. Full description at Econpapers || Download paper |
2023 | The global factor structure of exchange rates. (2023). Vedolin, Andrea ; Trojani, Fabio ; Korsaye, Sofonias Alemu. In: Journal of Financial Economics. RePEc:eee:jfinec:v:148:y:2023:i:1:p:21-46. Full description at Econpapers || Download paper |
2023 | What matters in a characteristic?. (2023). Langlois, Hugues. In: Journal of Financial Economics. RePEc:eee:jfinec:v:149:y:2023:i:1:p:52-72. Full description at Econpapers || Download paper |
2023 | A credit-based theory of the currency risk premium. (2023). , Ella ; Jeanneret, Alexandre ; della Corte, Pasquale. In: Journal of Financial Economics. RePEc:eee:jfinec:v:149:y:2023:i:3:p:473-496. Full description at Econpapers || Download paper |
2023 | Perceived monetary policy uncertainty. (2023). Beckmann, Joscha ; Czudaj, Robert L. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:130:y:2023:i:c:s0261560622001644. Full description at Econpapers || Download paper |
2023 | An investment-based explanation of currency excess returns. (2023). Smallwood, Aaron D ; Yamani, Ehab ; Jamali, Ibrahim. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:133:y:2023:i:c:s0261560623000311. Full description at Econpapers || Download paper |
2023 | Central bank communication and public trust: The case of ECB speeches. (2023). Rossi, Enzo ; Do, IN. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:137:y:2023:i:c:s0261560623001171. Full description at Econpapers || Download paper |
2023 | Determinants and dynamic interactions of trader positions in the gold futures market. (2023). Mo, Wan-Shin ; Chen, Yu-Lun. In: Journal of Commodity Markets. RePEc:eee:jocoma:v:31:y:2023:i:c:s2405851323000338. Full description at Econpapers || Download paper |
2023 | Global financial crisis, funding constraints, and liquidity of VIX futures. (2023). Tsai, Wei-Che ; Lien, Donald ; Chiu, Junmao. In: Pacific-Basin Finance Journal. RePEc:eee:pacfin:v:80:y:2023:i:c:s0927538x23001725. Full description at Econpapers || Download paper |
2023 | Risk-off shocks and spillovers in safe havens. (2023). Beirne, John ; Sugandi, Eric. In: Pacific-Basin Finance Journal. RePEc:eee:pacfin:v:80:y:2023:i:c:s0927538x23001737. Full description at Econpapers || Download paper |
2023 | Macro-prudential policy, its alignment with monetary policy and house price growth: A cross-country study. (2023). Xu, Xiangyun ; Shi, YU ; Xie, Lijuan ; Zhong, Changbiao. In: The Quarterly Review of Economics and Finance. RePEc:eee:quaeco:v:90:y:2023:i:c:p:51-62. Full description at Econpapers || Download paper |
2023 | Corporate governance and price differences between dual-class shares in Korea. (2023). Yoon, Pyung-Sig ; Mi, Hyang ; Lim, Byungkwon. In: International Review of Economics & Finance. RePEc:eee:reveco:v:86:y:2023:i:c:p:304-319. Full description at Econpapers || Download paper |
2023 | Blockchain market and eco-friendly financial assets: Dynamic price correlation, connectedness and spillovers with portfolio implications. (2023). Adekoya, Oluwasegun ; Abakah, Emmanuel ; Abdullah, Mohammad ; Bonsu, Christiana Osei ; Aikins, Emmanuel Joel. In: International Review of Economics & Finance. RePEc:eee:reveco:v:87:y:2023:i:c:p:218-243. Full description at Econpapers || Download paper |
2023 | Do investment fund managers behave rationally in the light of central bank communication? Survey evidence from Poland. (2023). Bolek, Monika ; Wolski, Rafa ; Kutan, Ali M ; Brzeszczyski, Janusz ; Gajdka, Jerzy. In: Qualitative Research in Financial Markets. RePEc:eme:qrfmpp:qrfm-07-2021-0124. Full description at Econpapers || Download paper |
2023 | . Full description at Econpapers || Download paper |
2023 | Foreign exchange order flow as a risk factor. (2023). Zhang, Zhekai ; Cerrato, Mario ; Burnside, Craig. In: Working Papers. RePEc:gla:glaewp:2023-03. Full description at Econpapers || Download paper |
2023 | The Trend Effect of Foreign Exchange Intervention. (2023). Yamamoto, Yohei ; Chen, Binwei ; Fatum, Rasmus. In: Discussion paper series. RePEc:hit:hiasdp:hias-e-132. Full description at Econpapers || Download paper |
2023 | The Growth of Information Asymmetry Between Earnings Announcements and Its Implications for Reporting Frequency. (2023). Stoumbos, Robert. In: Management Science. RePEc:inm:ormnsc:v:69:y:2023:i:3:p:1901-1928. Full description at Econpapers || Download paper |
2023 | High-Frequency Trading Strategies. (2023). Philip, Richard ; Kwan, Amy ; Goldstein, Michael. In: Management Science. RePEc:inm:ormnsc:v:69:y:2023:i:8:p:4413-4434. Full description at Econpapers || Download paper |
2023 | Decoding Social Sentiment in DAO: A Comparative Analysis of Blockchain Governance Communities. (2023). Wu, Xintong ; Quan, Yutong ; Zhang, Luyao ; Deng, Wanlin. In: OSF Preprints. RePEc:osf:osfxxx:bq6tu. Full description at Econpapers || Download paper |
2023 | Reproducibility in Management Science. (2023). Ozkes, Ali ; Huber, Christoph ; Greiner, Ben ; Fišar, Miloš ; Reproducibility, Management Science ; Katok, Elena ; Fiar, Milo. In: OSF Preprints. RePEc:osf:osfxxx:mydzv. Full description at Econpapers || Download paper |
2023 | From Policy to Regime: the changing posture of the ECB between liquidity and collateral through the lens of Monetary Regime. (2023). Goghie, Alexandru-Stefan ; Giordano, Matteo. In: SocArXiv. RePEc:osf:socarx:rw3ms. Full description at Econpapers || Download paper |
2023 | Small Rebalanced Portfolios Often Beat the Market over Long Horizons. (2023). Hjalmarsson, Erik ; Farago, Adam. In: The Review of Asset Pricing Studies. RePEc:oup:rasset:v:13:y:2023:i:2:p:307-342.. Full description at Econpapers || Download paper |
2023 | Market Timing and Predictability in FX Markets. (2023). Tran, Ngoc-Khanh ; To, Thuy-Duong ; Maurer, Thomas A. In: Review of Finance. RePEc:oup:revfin:v:27:y:2023:i:1:p:223-246.. Full description at Econpapers || Download paper |
2023 | Alternative risk premium: specification noise. (2023). Fabozzi, Frank J ; Gorman, Stephen A. In: Journal of Asset Management. RePEc:pal:assmgt:v:24:y:2023:i:6:d:10.1057_s41260-023-00327-y. Full description at Econpapers || Download paper |
2023 | A Model to Quantify the Risk of Cross-Product Manipulation: Evidence from the European Government Bond Futures Market. (2023). Mere, Peter ; Guo, Andy ; Dilshani, Kaveesha ; Stenfors, Alexis. In: Working Papers in Economics & Finance. RePEc:pbs:ecofin:2023-06. Full description at Econpapers || Download paper |
2023 | Examining the dependence structure between carry trade and equity market returns in BRICS countries. (2023). Manguzvane, Mathias Mandla ; Bonga-Bonga, Lumengo ; Makhanya, Kabelo Collen. In: MPRA Paper. RePEc:pra:mprapa:117461. Full description at Econpapers || Download paper |
2023 | A Rational Theory for Disposition Effects. (). Xu, Jing ; Liu, Hong ; Dai, Min ; Jiang, Yipeng. In: Review of Economic Dynamics. RePEc:red:issued:20-172. Full description at Econpapers || Download paper |
2023 | Exchange rate shocks and equity prices: the role of currency denomination. (2023). Oktay, Alex ; Baeriswyl, Romain ; Ramelet, Marc-Antoine. In: Working Papers. RePEc:snb:snbwpa:2023-05. Full description at Econpapers || Download paper |
2023 | Liquidity and realized covariance forecasting: a hybrid method with model uncertainty. (2023). Li, Weiping ; Ma, Feng ; Cao, Yangli ; Qiao, Gaoxiu. In: Empirical Economics. RePEc:spr:empeco:v:64:y:2023:i:1:d:10.1007_s00181-022-02248-y. Full description at Econpapers || Download paper |
2023 | Tax haven incorporation and financial reporting transparency. (2023). Lewellen, Christina M. In: Review of Accounting Studies. RePEc:spr:reaccs:v:28:y:2023:i:3:d:10.1007_s11142-022-09676-2. Full description at Econpapers || Download paper |
2023 | Regime-dependent drivers of the EUR/CHF exchange rate. (2023). Stockl, Sebastian ; Hanke, Michael ; Kotlarz, Piotr. In: Swiss Journal of Economics and Statistics. RePEc:spr:sjecst:v:159:y:2023:i:1:d:10.1186_s41937-023-00107-w. Full description at Econpapers || Download paper |
2023 | Interest rates and real estate prices: a panel study. (2023). Vonlanthen, Joel. In: Swiss Journal of Economics and Statistics. RePEc:spr:sjecst:v:159:y:2023:i:1:d:10.1186_s41937-023-00111-0. Full description at Econpapers || Download paper |
2023 | Reproducibility in Management Science. (2023). Ozkes, Ali ; Huber, Christoph ; Reproducibility, Management Science ; Katok, Elena ; Greiner, Ben ; Fiar, Milo. In: Department for Strategy and Innovation Working Paper Series. RePEc:wiw:wus055:57814527. Full description at Econpapers || Download paper |
2023 | Liquidity risk and expected cryptocurrency returns. (2023). Li, YI ; Zhang, Wei. In: International Journal of Finance & Economics. RePEc:wly:ijfiec:v:28:y:2023:i:1:p:472-492. Full description at Econpapers || Download paper |
2023 | Understand funding liquidity and market liquidity in a regime?switching model. (2023). Zhou, Zhiping ; Shen, Liya ; Chen, Louisa. In: International Journal of Finance & Economics. RePEc:wly:ijfiec:v:28:y:2023:i:1:p:589-605. Full description at Econpapers || Download paper |
2023 | . Full description at Econpapers || Download paper |
2023 | Quantitative easing, the repo market, and the term structure of interest rates. (2023). Subrahmanyam, Marti G ; Pelizzon, Loriana ; Jappelli, Ruggero. In: SAFE Working Paper Series. RePEc:zbw:safewp:395. Full description at Econpapers || Download paper |
Year | Title | Type | Cited |
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2007 | Extreme Coexceedances in New EU Member States’ Stock Markets In: CREATES Research Papers. [Full Text][Citation analysis] | paper | 55 |
2009 | Extreme coexceedances in new EU member states stock markets.(2009) In: Journal of Banking & Finance. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 55 | article | |
2008 | Extreme Coexceedances in New EU Member States Stock Markets.(2008) In: Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 55 | paper | |
2009 | The Time-Varying Systematic Risk of Carry Trade Strategies In: CREATES Research Papers. [Full Text][Citation analysis] | paper | 119 |
2009 | The Time-Varying Systematic Risk of Carry Trade Strategies.(2009) In: CEPR Discussion Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 119 | paper | |
2011 | The Time-Varying Systematic Risk of Carry Trade Strategies.(2011) In: Journal of Financial and Quantitative Analysis. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 119 | article | |
2010 | The Time-Varying Systematic Risk of Carry Trade Strategies.(2010) In: Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 119 | paper | |
2009 | The Time-Varying Systematic Risk of Carry Trade Strategies.(2009) In: University of St. Gallen Department of Economics working paper series 2009. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 119 | paper | |
2023 | On The Quality Of Cryptocurrency Markets: Centralized Versus Decentralized Exchanges In: Papers. [Full Text][Citation analysis] | paper | 3 |
2022 | On The Quality Of Cryptocurrency Markets: Centralized Versus Decentralized Exchanges.(2022) In: Swiss Finance Institute Research Paper Series. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 3 | paper | |
2023 | NFT Bubbles In: Papers. [Full Text][Citation analysis] | paper | 0 |
2023 | NFT Bubbles.(2023) In: Swiss Finance Institute Research Paper Series. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 0 | paper | |
2019 | Euro repo market functioning: collateral is king In: BIS Quarterly Review. [Full Text][Citation analysis] | article | 8 |
2023 | Bank positions in FX swaps: insights from CLS In: BIS Quarterly Review. [Full Text][Citation analysis] | article | 0 |
2008 | Wolf in Sheeps Clothing: The Active Investment Strategies behind Index Performance In: European Financial Management. [Full Text][Citation analysis] | article | 7 |
2013 | Liquidity in the Foreign Exchange Market: Measurement, Commonality, and Risk Premiums In: Journal of Finance. [Full Text][Citation analysis] | article | 170 |
2009 | Liquidity in the Foreign Exchange Market: Measurement, Commonality,and Risk Premiums.(2009) In: Swiss Finance Institute Research Paper Series. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 170 | paper | |
2010 | Liquidity in the Foreign Exchange Market: Measurement, Commonality, and Risk Premiums.(2010) In: Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 170 | paper | |
2018 | Judgement Day: algorithmic trading around the Swiss franc cap removal In: Bank of England working papers. [Full Text][Citation analysis] | paper | 9 |
2023 | Judgment day: Algorithmic trading around the Swiss franc cap removal.(2023) In: Journal of International Economics. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 9 | article | |
2018 | Judgement Day: Algorithmic Trading Around the Swiss Franc Cap Removal.(2018) In: Working Papers on Finance. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 9 | paper | |
2019 | Judgment Day: Algorithmic Trading Around The Swiss Franc Cap Removal.(2019) In: Working Papers on Finance. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 9 | paper | |
2018 | OTC premia In: Bank of England working papers. [Full Text][Citation analysis] | paper | 1 |
2020 | OTC premia.(2020) In: Journal of Financial Economics. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 1 | article | |
2018 | OTC Premia.(2018) In: Working Papers on Finance. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 1 | paper | |
2019 | Regulatory effects on short-term interest rates In: Bank of England working papers. [Full Text][Citation analysis] | paper | 8 |
2021 | Regulatory effects on short-term interest rates.(2021) In: Journal of Financial Economics. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 8 | article | |
2022 | Collateral cycles In: Bank of England working papers. [Full Text][Citation analysis] | paper | 0 |
2022 | Collateral Cycles.(2022) In: Swiss Finance Institute Research Paper Series. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 0 | paper | |
2022 | Foreign Exchange Swaps and Cross-Currency Swaps In: Swiss Finance Institute Research Paper Series. [Full Text][Citation analysis] | paper | 2 |
2023 | Foreign exchange swaps and cross-currency swaps.(2023) In: Chapters. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 2 | chapter | |
2022 | Constrained Liquidity Provision in Currency Markets In: Swiss Finance Institute Research Paper Series. [Full Text][Citation analysis] | paper | 0 |
2022 | Non-Fungible Tokens In: Swiss Finance Institute Research Paper Series. [Full Text][Citation analysis] | paper | 0 |
2023 | Non-Fungible Tokens.(2023) In: Palgrave Studies in Financial Services Technology. [Citation analysis] This paper has nother version. Agregated cites: 0 | chapter | |
2022 | Realized Illiquidity In: Swiss Finance Institute Research Paper Series. [Full Text][Citation analysis] | paper | 0 |
2023 | Money Market Disconnect In: Swiss Finance Institute Research Paper Series. [Full Text][Citation analysis] | paper | 1 |
2023 | Foreign Exchange Swap Liquidity In: Swiss Finance Institute Research Paper Series. [Full Text][Citation analysis] | paper | 0 |
2023 | HFTs and Dealer Banks: Liquidity and Price Discovery in FX Trading In: Swiss Finance Institute Research Paper Series. [Full Text][Citation analysis] | paper | 0 |
2024 | Pension Liquidity Risk In: Swiss Finance Institute Research Paper Series. [Full Text][Citation analysis] | paper | 0 |
2024 | Pension Liquidity Risk.(2024) In: Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 0 | paper | |
2008 | Does FOMC News Increase Global FX Trading? In: CEPR Discussion Papers. [Full Text][Citation analysis] | paper | 9 |
2011 | Does FOMC news increase global FX trading?.(2011) In: Journal of Banking & Finance. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 9 | article | |
2008 | Does FOMC News Increase Global FX Trading?.(2008) In: Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 9 | paper | |
2009 | Safe Haven Currencies In: CEPR Discussion Papers. [Full Text][Citation analysis] | paper | 244 |
2010 | Safe Haven Currencies.(2010) In: Review of Finance. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 244 | article | |
2007 | Safe Haven Currencies.(2007) In: Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 244 | paper | |
2007 | Safe Haven Currencies.(2007) In: University of St. Gallen Department of Economics working paper series 2007. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 244 | paper | |
2013 | Risk spillovers in international equity portfolios In: Journal of Empirical Finance. [Full Text][Citation analysis] | article | 4 |
2012 | Risk spillovers in international equity portfolios.(2012) In: Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 4 | paper | |
2012 | Risk Spillovers in International Equity Portfolios.(2012) In: Working Papers on Finance. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 4 | paper | |
2004 | Order aggressiveness in limit order book markets In: Journal of Financial Markets. [Full Text][Citation analysis] | article | 184 |
2009 | Segmentation and time-of-day patterns in foreign exchange markets In: Journal of Banking & Finance. [Full Text][Citation analysis] | article | 17 |
2007 | Segmentation and Time-of-Day Patterns in Foreign Exchange Markets.(2007) In: Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 17 | paper | |
2013 | On the predictability of stock prices: A case for high and low prices In: Journal of Banking & Finance. [Full Text][Citation analysis] | article | 27 |
2011 | On the Predictability of Stock Prices: A Case for High and Low Prices..(2011) In: Marco Fanno Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 27 | paper | |
2011 | On the Predictability of Stock Prices: a Case for High and Low Prices.(2011) In: Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 27 | paper | |
2012 | On the Predictability of Stock Prices: a Case for High and Low Prices.(2012) In: Working Papers on Finance. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 27 | paper | |
2021 | Asymmetric information risk in FX markets In: Journal of Financial Economics. [Full Text][Citation analysis] | article | 17 |
2018 | Asymmetric Information Risk in FX Markets.(2018) In: Working Papers on Finance. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 17 | paper | |
2022 | Liquidity in the global currency market In: Journal of Financial Economics. [Full Text][Citation analysis] | article | 3 |
2010 | The reaction of asset markets to Swiss National Bank communication In: Journal of International Money and Finance. [Full Text][Citation analysis] | article | 69 |
2007 | The reaction of asset markets to Swiss National Bank communication.(2007) In: Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 69 | paper | |
2002 | Market Dynamics Around Public Information Arrivals In: FAME Research Paper Series. [Full Text][Citation analysis] | paper | 3 |
2021 | Non-Standard Errors In: Working Paper Series, Social and Economic Sciences. [Full Text][Citation analysis] | paper | 10 |
2021 | Non-Standard Errors.(2021) In: Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 10 | paper | |
2021 | Non-Standard Errors.(2021) In: Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 10 | paper | |
2005 | Realized Bond-Stock Correlation: Macroeconomic Announcement Effects In: Finance Research Group Working Papers. [Full Text][Citation analysis] | paper | 34 |
2006 | Realized Bond-Stock Correlation: Macroeconomic Announcement Effects.(2006) In: Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 34 | paper | |
2007 | Realized bond—stock correlation: Macroeconomic announcement effects.(2007) In: Journal of Futures Markets. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 34 | article | |
2009 | Editorial In: Financial Markets and Portfolio Management. [Full Text][Citation analysis] | article | 0 |
2009 | The implementation of SNB monetary policy In: Financial Markets and Portfolio Management. [Full Text][Citation analysis] | article | 9 |
2009 | The Implementation of SNB Monetary Policy.(2009) In: University of St. Gallen Department of Economics working paper series 2009. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 9 | paper | |
2011 | Do financial variables help predict the state of the business cycle in small open economies? Evidence from Switzerland In: Financial Markets and Portfolio Management. [Full Text][Citation analysis] | article | 2 |
2013 | Intraday Patterns in FX Returns and Order Flow In: Journal of Money, Credit and Banking. [Full Text][Citation analysis] | article | 26 |
2012 | Intraday Patterns in FX Returns and Order Flow.(2012) In: Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 26 | paper | |
2011 | Intraday patterns in FX returns and order flow.(2011) In: Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 26 | paper | |
2013 | Intraday Patterns in FX Returns and Order Flow.(2013) In: Journal of Money, Credit and Banking. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 26 | article | |
2023 | Safe Asset Carry Trade In: The Review of Asset Pricing Studies. [Full Text][Citation analysis] | article | 0 |
2019 | Safe Asset Carry Trade.(2019) In: Working Papers on Finance. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 0 | paper | |
2023 | Liquidity Risk and Funding Cost In: Review of Finance. [Full Text][Citation analysis] | article | 0 |
2020 | Liquidity Risk and Funding Cost.(2020) In: Working Papers on Finance. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 0 | paper | |
2015 | Understanding FX Liquidity In: The Review of Financial Studies. [Full Text][Citation analysis] | article | 92 |
2015 | Understanding FX Liquidity.(2015) In: Working Papers on Finance. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 92 | paper | |
2016 | The Euro Interbank Repo Market In: The Review of Financial Studies. [Full Text][Citation analysis] | article | 101 |
2015 | The Euro Interbank Repo Market.(2015) In: Working Papers on Finance. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 101 | paper | |
2017 | A Simple Estimation of Bid-Ask Spreads from Daily Close, High, and Low Prices In: The Review of Financial Studies. [Full Text][Citation analysis] | article | 97 |
2012 | Intraday Patterns in FX Returns and Order Flow In: Working Papers. [Full Text][Citation analysis] | paper | 0 |
2016 | Uniform-price auctions for Swiss government bonds: Origin and evolution In: Economic Studies. [Full Text][Citation analysis] | paper | 3 |
2016 | Uniform-price Auctions for Swiss Government Bonds: Origin and Evolution.(2016) In: Working Papers on Finance. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 3 | paper | |
2006 | Intraday Market Dynamics Around Public Information Arrivals In: Working Papers. [Full Text][Citation analysis] | paper | 5 |
2009 | Forecasting realized (co)variances with a block structure Wishart autoregressive model In: Working Papers. [Full Text][Citation analysis] | paper | 24 |
2012 | Forecasting Realized (Co)Variances with a Bloc Structure Wishart Autoregressive Model.(2012) In: Working Papers on Finance. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 24 | paper | |
2010 | Limits to arbitrage during the crisis: funding liquidity constraints and covered interest parity In: Working Papers. [Full Text][Citation analysis] | paper | 60 |
2012 | Limits to Arbitrage during the Crisis: Finding Liquidity Constraints and Covered Interest Parity.(2012) In: Working Papers on Finance. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 60 | paper | |
2012 | A forecast-based comparison of restricted Wishart autoregressive models for realized covariance matrices In: The European Journal of Finance. [Full Text][Citation analysis] | article | 5 |
2015 | Precious metals under the microscope: a high-frequency analysis In: Quantitative Finance. [Full Text][Citation analysis] | article | 16 |
2014 | Precious Metals Under the Microscope: A High-Frequency Analysis.(2014) In: Working Papers on Finance. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 16 | paper | |
2018 | Unsecured and Secured Funding In: Tinbergen Institute Discussion Papers. [Full Text][Citation analysis] | paper | 8 |
2016 | Unsecured and Secured Funding.(2016) In: Working Papers on Finance. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 8 | paper | |
2022 | Unsecured and Secured Funding.(2022) In: Journal of Money, Credit and Banking. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 8 | article | |
2013 | Stylized Facts and Dynamic Modeling of High-frequency Data on Precious Metals In: Working Papers on Finance. [Full Text][Citation analysis] | paper | 0 |
2013 | Monetary Policy Effects on Long-term Rates and Stock Prices In: Working Papers on Finance. [Full Text][Citation analysis] | paper | 1 |
2016 | Funding Illiquidity In: Working Papers on Finance. [Full Text][Citation analysis] | paper | 7 |
2017 | A Simple Estimation of Bid-Ask Spreads from Daily Close, High, and Low PricesWe propose a new method to estimate the bid-ask spread when quote data are not available. Compared to other low-frequency e In: Working Papers on Finance. [Full Text][Citation analysis] | paper | 0 |
2017 | The Forward Premium in Short-Term Rates In: Working Papers on Finance. [Full Text][Citation analysis] | paper | 0 |
2019 | Trading Volume, Illiquidity and Commonalities in FX Markets In: Working Papers on Finance. [Full Text][Citation analysis] | paper | 2 |
2020 | Monetary policy disconnect In: Working Papers on Finance. [Full Text][Citation analysis] | paper | 1 |
In: . [Full Text][Citation analysis] | paper | 0 |
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