Jan Wrampelmeyer
Jan Wrampelmeyer
Verified email at vu.nl - Homepage
Title
Cited by
Cited by
Year
Liquidity in the Foreign Exchange Market: Measurement, Commonality, and Risk Premiums
L Mancini, A Ranaldo, J Wrampelmeyer
Journal of Finance 68 (5), 1805-1841, 2013
3792013
The Euro Interbank Repo Market
L Mancini, A Ranaldo, J Wrampelmeyer
The Review of Financial Studies 29 (7), 1747-1779, 2016
1692016
Unsecured and Secured Funding
J Wrampelmeyer, M Di Filippo, A Ranaldo
Journal of Money, Credit & Banking, 2016
16*2016
Funding Illiquidity
M Rupprecht, J Wrampelmeyer
University of St. Gallen, School of Finance Research Paper, 2019
13*2019
The Joint Dynamics of Hedge Fund Returns, Illiquidity, and Volatility
J Wrampelmeyer
The Journal of Alternative Investments 15 (1), 43-67, 2012
62012
Ambiguity and Reality
F Trojani, C Wiehenkamp, J Wrampelmeyer
5*2010
Ambiguity, Illiquidity, and Hedge Funds: An Analysis of Recent Developments and Current Research Topics in Post-Crisis Financial Markets
J Wrampelmeyer
University of Zurich, 2011
32011
Liquidity Risk and Funding Cost
A Bechtel, A Ranaldo, J Wrampelmeyer
University of St. Gallen, School of Finance Research Paper, 2019
22019
The foreign exchange market: Not as liquid as you may think
L Mancini, A Ranaldo, J Wrampelmeyer
22012
Reserve tiering and the interbank market
LM Fuhrer, M Jüttner, J Wrampelmeyer, M Zwicker
Swiss National Bank, 2021
2021
The 'New Normal' During Normal Times – Liquidity Regulation and Conventional Monetary Policy
C Bonner, S Kroon, I van Lelyveld, J Wrampelmeyer
DNB Working Paper, 2021
2021
Internet Appendix for'Unsecured and Secured Funding'
M di Filippo, A Ranaldo, J Wrampelmeyer
Available at SSRN 3746406, 2020
2020
The system can't perform the operation now. Try again later.
Articles 1–12