• Gustav Mahlerplein 117

    1082 MS Amsterdam

    Netherlands

20122018
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Research Output 2012 2018

2018

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

2016

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
Funding
Maturity
Agenda
Lending
2013

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
Liquidity risk
Commonality
Foreign exchange market
2012

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