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Home | People | Jan Wrampelmeyer
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Jan Wrampelmeyer

Research Fellow

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

List of 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.