Angelo Ranaldo

17 catalog papers. Identity-linked publications and additional name matches are distinguished below.

ORCID: 0000-0002-8785-816X

Publications

• Segmented Dollar Funding — Journal of Financial Economics 2026
• Constrained liquidity provision in currency markets — Journal of Financial Economics 2025
• Liquidity Risk and Funding Cost — Review of Finance 2023
• Money Market Disconnect — The Review of Financial Studies 2023
• Liquidity in the global currency market — Journal of Financial Economics 2022
• Regulatory effects on short-term interest rates — Journal of Financial Economics 2021
• Asymmetric information risk in FX markets — Journal of Financial Economics 2021
• OTC premia — Journal of Financial Economics 2020
• A Simple Estimation of Bid-Ask Spreads from Daily Close, High, and Low Prices — The Review of Financial Studies 2017
• The Euro Interbank Repo Market — The Review of Financial Studies 2016
• Understanding FX Liquidity — The Review of Financial Studies 2015
• Liquidity in the Foreign Exchange Market: Measurement, Commonality, and Risk Premiums — The Journal of Finance 2013
• The Time-Varying Systematic Risk of Carry Trade Strategies — Journal of Financial and Quantitative Analysis 2011
• Safe Haven Currencies — Review of Finance 2010
• On the Quality of Cryptocurrency Markets: Centralized vs. Decentralized Exchanges — Management Science
• Pension Liquidity Risk — The Review of Financial Studies
• Realized Illiquidity — Management Science