Jan Wrampelmeyer

Research Fellow

Vrije Universiteit Amsterdam

Finance

Finance, Financial Econometrics, Risk and Uncertainty, Risk Management

Key publications

Albert Menkveld, Charles Bos, Chen Zhou, Egle Karmaziene, Jan Wrampelmeyer, Jingni Yang, Laura Capera, Michel van der Wel, Norman Seeger, Patrick Verwijmeren, Remco Zwinkels, Rex Wang Renjie, Sebastian Vogel, Shihao Yu, Utz Weitzel and Vladimir Vladimirov et al. (2024). Nonstandard Errors The Journal of Finance, 79(3):2339--2390.

Mancini, L., Ranaldo, A. and Wrampelmeyer, J. (2016). The euro interbank repo market Review of Financial Studies, 29(7):1747--1779.

Mancini, L., Ranaldo, A. and Wrampelmeyer, J. (2013). Liquidity in the foreign exchange market: Measurement, commonality, and risk premiums The Journal of Finance, 68(5):1805--1841.

List of publications

Bechtel, A., Ranaldo, A. and Wrampelmeyer, J. (2023). Liquidity Risk and Funding Cost Review of Finance, 27(2):399--422.

Di Filippo, M., Ranaldo, A. and Wrampelmeyer, J. (2022). Unsecured and Secured Funding Journal of Money, Credit and Banking, 54(2-3):651--662.

Mancini, L., Ranaldo, A. and Wrampelmeyer, J. (2016). The euro interbank repo market Review of Financial Studies, 29(7):1747--1779.

Mancini, L., Ranaldo, A. and Wrampelmeyer, J. (2013). Liquidity in the foreign exchange market: Measurement, commonality, and risk premiums The Journal of Finance, 68(5):1805--1841.