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Jan Wrampelmeyer
Jan Wrampelmeyer
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Title
Cited by
Cited by
Year
Liquidity in the Foreign Exchange Market: Measurement, Commonality, and Risk Premiums
L Mancini, A Ranaldo, J Wrampelmeyer
Journal of Finance 68 (5), 1805-1841, 2013
4812013
The Euro Interbank Repo Market
L Mancini, A Ranaldo, J Wrampelmeyer
The Review of Financial Studies 29 (7), 1747-1779, 2016
2022016
Non-Standard Errors
A Dreber, AJ Menkveld, F Holzmeister, M Johannesson, J Huber, ...
47*2021
Unsecured and Secured Funding
J Wrampelmeyer, M Di Filippo, A Ranaldo
Journal of Money, Credit & Banking, 2016
22*2016
Funding Illiquidity
M Rupprecht, J Wrampelmeyer
University of St. Gallen, School of Finance Research Paper, 2019
15*2019
Liquidity Risk and Funding Cost
A Bechtel, A Ranaldo, J Wrampelmeyer
University of St. Gallen, School of Finance Research Paper, 2019
14*2019
Reserve tiering and the interbank market
LM Fuhrer, M Jüttner, J Wrampelmeyer, M Zwicker
Swiss National Bank, 2021
72021
The Joint Dynamics of Hedge Fund Returns, Illiquidity, and Volatility
J Wrampelmeyer
The Journal of Alternative Investments 15 (1), 43-67, 2012
62012
Ambiguity, Illiquidity, and Hedge Funds: An Analysis of Recent Developments and Current Research Topics in Post-Crisis Financial Markets
J Wrampelmeyer
University of Zurich, 2011
42011
Ambiguity and Reality
F Trojani, C Wiehenkamp, J Wrampelmeyer
4*2010
The 'New Normal' During Normal Times – Liquidity Regulation and Conventional Monetary Policy
C Bonner, S Kroon, I van Lelyveld, J Wrampelmeyer
DNB Working Paper, 2021
3*2021
The foreign exchange market: Not as liquid as you may think
L Mancini, A Ranaldo, J Wrampelmeyer
22012
Internet Appendix for'Unsecured and Secured Funding'
M di Filippo, A Ranaldo, J Wrampelmeyer
Available at SSRN 3746406, 2020
2020
Darrell Duffie: How big banks fail and what to do about it: Princeton University Press, 2010, 112 pages, approx. 30 USD, ISBN: 0691148856
J Wrampelmeyer
Financial Markets and Portfolio Management 27, 253-256, 2013
2013
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Articles 1–14