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Home | People | Jan Wrampelmeyer

Jan Wrampelmeyer

Research Fellow

Vrije Universiteit Amsterdam
Research field
Finance, Financial Econometrics, Risk and Uncertainty, Risk Management

List of publications

Wrampelmeyer, J., Bechtel, A. and Ranaldo, A. (2022). Liquidity Risk and Funding Cost Review of Finance, :.

Di Filippo, M., Ranaldo, A. and Wrampelmeyer, J. (2021). Unsecured and Secured Funding Journal of Money, Credit and Banking, :.

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.