Benedikt Ballensiefen

University of St. Gallen - School of Finance

Unterer Graben 21

St.Gallen, CH-9000

Switzerland

SCHOLARLY PAPERS

3

DOWNLOADS

840

SSRN CITATIONS

0

CROSSREF CITATIONS

1

Ideas:
“  My primary research interests are asset pricing, monetary policy, and market microstructure. You can find more information about my research here: https://sites.google.com/view/benediktballensiefen  ”

Scholarly Papers (3)

1.

Safe Asset Carry Trade

Review of Asset Pricing Studies (forthcoming), University of St.Gallen, School of Finance Research Paper No. 2019/09
Number of pages: 55 Posted: 25 Jul 2019 Last Revised: 15 Jul 2022
Benedikt Ballensiefen and Angelo Ranaldo
University of St. Gallen - School of Finance and University of St. Gallen
Downloads 451 (97,935)
Citation 1

Abstract:

Loading...

Safe Asset, Repo, Asset Pricing, Convenience Premium, Bond Pricing.

2.

Money Market Disconnect

University of St.Gallen, School of Finance Research Paper No. 2020/03
Number of pages: 42 Posted: 21 Sep 2020 Last Revised: 25 Oct 2022
Benedikt Ballensiefen, Angelo Ranaldo and Hannah Winterberg
University of St. Gallen - School of Finance, University of St. Gallen and University of St. Gallen
Downloads 223 (207,321)

Abstract:

Loading...

Money Market, Segmentation, Deposit Facility, QE, Monetary Policy

3.

Collateral Choice

University of St.Gallen, School of Finance Research Paper No. 2022/03
Number of pages: 46 Posted: 28 Jun 2022 Last Revised: 10 Jan 2023
Benedikt Ballensiefen
University of St. Gallen - School of Finance
Downloads 166 (269,962)

Abstract:

Loading...

Funding, Liquidity, Collateral, Repo, Bond, On-the-run.