Benedikt Ballensiefen

University of St. Gallen - School of Finance

Unterer Graben 21

St.Gallen, CH-9000

Switzerland

SCHOLARLY PAPERS

3

DOWNLOADS

904

SSRN CITATIONS

3

CROSSREF CITATIONS

2

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, Volume 13, Issue 2, June 2023, Pages 223–265 (Editor's Choice), University of St.Gallen, School of Finance Research Paper No. 2019/09
Number of pages: 55 Posted: 25 Jul 2019 Last Revised: 03 Oct 2023
Benedikt Ballensiefen and Angelo Ranaldo
University of St. Gallen - School of Finance and University of St. Gallen
Downloads 459 (117,846)
Citation 1

Abstract:

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

2.

Money Market Disconnect

Review of Financial Studies, Volume 36, Issue 10, October 2023, Pages 4158–4189, University of St.Gallen, School of Finance Research Paper No. 2020/03, Swiss Finance Institute Research Paper No. 23-12
Number of pages: 44 Posted: 21 Sep 2020 Last Revised: 03 Oct 2023
Benedikt Ballensiefen, Angelo Ranaldo and Hannah Winterberg
University of St. Gallen - School of Finance, University of St. Gallen and University of St. Gallen
Downloads 260 (218,621)

Abstract:

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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: 03 Oct 2023
Benedikt Ballensiefen
University of St. Gallen - School of Finance
Downloads 185 (301,089)
Citation 1

Abstract:

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