Menkveld, A., Caskurlu, T., Vladimirov, V. and Project\, \.C.A. (2024). Nonstandard Errors The Journal of Finance, 79(3):2339--2390.
Jan Wrampelmeyer
University
Vrije Universiteit Amsterdam
E-mail
Research field
Finance
Interests
Finance, Financial Econometrics, Risk and Uncertainty, Risk Management
Website
Key publications
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
Menkveld, A., Caskurlu, T., Vladimirov, V. and Project\, \.C.A. (2024). Nonstandard Errors The Journal of Finance, 79(3):2339--2390.
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.