Welcome to Angelo Ranaldo's personal website!
The paper titled "Limits to Arbitrage during the Crisis: Funding Liquidity Constraints and Covered Interest Parity" accepted at the European Finance Association meetings, Stockholm, 17-20 August 2011. This paper is cited in the book "The Squam Lake Report: Fixing the Financial System" written by 15 of the world's leading economists. It was presented at the 2010 European Summer Symposium of Financial Markets (ESSFM) in Gerzensee, on 20 July 2010 (slides) and at the 2011 American Economic Association meetings, in Denver.
My paper titled “Global FX Trading & FOMC Deliberations” (with A. Fischer) is now forthcoming in Journal of Banking & Finance.
Habilitation in 2010. The University of Zurich conferred on me the title of (external) lecturer (“Privatdozent” Venia Legendi). Picture with Prof. Dr. Andreas Fischer, the President of the Executive Board of the University of Zurich (Rektor).
The paper titled "Liquidity in the Foreign Exchange Market: Measurement, Commonality, and Risk Premiums”, with Loriano Mancini and Jan Wrampelmeyer received the award as "Outstanding Paper in International Finance" at the Eastern Finance Association meetings in Las Vegars, 16 April 2010.
The paper titled “The Time-Varying Systematic Risk of Carry Trade Strategies”, is now forthcoming in Journal of Financial & Quantitative Analysis.
Last Update: 03 July 2011.