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Home | People | Jan Wrampelmeyer

Jan Wrampelmeyer

Research Fellow

Vrije Universiteit Amsterdam
TI Finance
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