Welcome to Angelo Ranaldo's personal website!
Here, you can find some information about me, my research and teaching activities.
Feel free to contact me if you have any questions.
Latest NEWS:
The paper entitled "Limits to Arbitrage during the Crisis: Funding Liquidity Constraints and Covered Interest Parity" is cited in the book "The Squam Lake Report: Fixing the Financial System" written by many of the world's leading economists. The same paper is accepted and will be presented at the 2010 European Summer Symposium of Financial Markets (ESSFM) in Gerzensee, on 20 July 2010. See slides.
The paper entitled "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 entitled “The Time-Varying Systematic Risk of Carry Trade Strategies”, is now forthcoming in Journal of Financial & Quantitative Analysis.
Last Update: 24 July 2010.