Education
- Doctorate (Dr. rer. pol.), University of Fribourg, 2000
- Bachelor of Economics and Master in Economics & Finance, University L. Bocconi, 1995
Research Interest
Financial Economics, International Finance, Market Microstructure, Money Markets, Market and Funding Liquidity, Systemic Risk and Financial Stability
Other professional activities
Full Professor of Finance and Systemic Risk at the University of St. Gallen and Swiss Finance Institute (SFI) Senior Chair
Teaching
| V-Nr | Course | Start / End | Date | Lecturers | Room |
|---|---|---|---|---|---|
| 1949 |
03SE22MO0132
|
from 02.02.2026
to 13.02.2026
|
siehe Details | Angelo Ranaldo |
ZORA Publication List
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Publications
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2011
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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.
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The Time-Varying Systematic Risk of Carry Trade Strategies Journal of Financial and Quantitative Analysis, 46(4):1107-1125.
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Essays in Financial Markets 2011, University of Zurich, Faculty of Economics.
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Does FOMC news increase global FX trading? (Global FX Trading & FOMC Deliberations) Journal of Banking and Finance, 35(11):2965-2973.
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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.
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2010
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Safe Haven Currencies Review of Finance, 14(3):385-407.
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The reaction of asset markets to Swiss National Bank communication Journal of International Money and Finance, 29(3):486-503.
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2009
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Segmentation and time-of-day patterns in foreign exchange markets Journal of Banking and Finance, 33(12):2199-2206.
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The implementation of SNB monetary policy Financial markets and portfolio management, 23(4):349-359.
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Editorial Financial markets and portfolio management, 23(4):333-334.
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Extreme coexceedances in new EU member states' stock markets Journal of Banking and Finance, 33(6):1048-1057.
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2008
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Wolf in Sheep's Clothing: The Active Investment Strategies behind Index Performance European financial management, 14(1):55-81.
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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.
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2007
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Realized bond-stock correlation: Macroeconomic announcement effects Journal of Futures Markets, 27(5):439-469.
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