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Home | People | Jan Wrampelmeyer
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Jan Wrampelmeyer

Research Fellow

University
Vrije Universiteit Amsterdam
Research field
TI Finance
Interests
Finance, Financial Econometrics, Risk And Uncertainty, Risk Management

List of publications

Loriano Mancini and Angelo Ranaldo and Jan Wrampelmeyer. 2016. The euro interbank repo market. Review of Financial Studies, 29, 1747--1779, 0893-9454

Loriano Mancini and Angelo Ranaldo and Jan Wrampelmeyer. 2013. Liquidity in the foreign exchange market: Measurement, commonality, and risk premiums. The Journal of Finance, 68, 1805--1841, 0022-1082