dr. Jan Wrampelmeyer


  • Gustav Mahlerplein 117

    1082 MS Amsterdam


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Personal profile

Personal information

I am an associate professor of finance at the Vrije Universiteit Amsterdam since 2017. Before that I was an Assistant Professor of Finance at the University of St.Gallen, Switzerland. I joined the Swiss Institute of Banking and Finance in August 2012 and teached courses on systemic risk, financial institutions management, and financial econometrics. Prior to joining the University of St.Gallen, I worked as Risk Modeling & Analytics Specialist within Firm-wide Risk Control and Methodology at UBS AG. I hold a Ph.D. in Banking and Finance from the University of Zurich (2011) and a M.Sc. in Econometrics and Operations Research from Maastricht University.


My research focuses on money markets, international finance, asset pricing, and financial econometrics. I have published papers in The Journal of Finance as well as The Review of Financial Studies.

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Fingerprint Dive into the research topics where Jan Wrampelmeyer is active. These topic labels come from the works of this person. Together they form a unique fingerprint.

Liquidity Business & Economics
Liquidity risk Business & Economics
Finance Business & Economics
International finance Business & Economics
Asset pricing Business & Economics
Interbank market Business & Economics
Money market Business & Economics
Risk premium Business & Economics

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Research Output 2012 2019

Liquidity Risk and Funding Cost

Bechtel, A., Ranaldo, A. & Wrampelmeyer, J., 29 May 2019.

Research output: Working paperAcademic

Open Access

Unsecured and Secured Funding

di Filippo, M., Ranaldo, A. & Wrampelmeyer, J., 2018, 038/IV ed., Amsterdam: Tinbergen Institute, 47 p. (TI Discussion Paper Series; vol. 18, no. 038/IV).

Research output: Working paperAcademic

The euro interbank repo market

Mancini, L., Ranaldo, A. & Wrampelmeyer, J., 2016, In : Review of Financial Studies. 29, 7, p. 1747-1779 33 p.

Research output: Contribution to JournalArticleAcademicpeer-review

Interbank market

Liquidity in the foreign exchange market: Measurement, commonality, and risk premiums

Mancini, L., Ranaldo, A. & Wrampelmeyer, J., Oct 2013, In : The Journal of Finance. 68, 5, p. 1805-1841 37 p.

Research output: Contribution to JournalArticleAcademicpeer-review

Risk premium
Liquidity risk
Foreign exchange market

The joint dynamics of hedge fund returns, illiquidity, and volatility

Wrampelmeyer, J., Jun 2012, In : Journal of Alternative Investments. 15, 1, p. 43-67 25 p.

Research output: Contribution to JournalArticleAcademicpeer-review