Jan Wrampelmeyer

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dr. Jan Wrampelmeyer

 https://orcid.org/0000-0003-1617-3574
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  • 2023

    Liquidity Risk and Funding Cost

    Wrampelmeyer, J., Bechtel, A. & Ranaldo, A., 2023, (Accepted/In press) In: Review of Finance. rfac020.

    Research output: Contribution to Journal › Article › Academic › peer-review

    Open Access

  • Non-Standard Errors

    Menkveld, A. J., Dreber, A., Holzmeister, F., Huber, J., Johanneson, M., Kirchler, M., Razen, M., Weitzel, U., Abad, D., Abudy, M., Adrian, T., Ait-Sahalia, Y., Akmansoy, O., Alcock, J., Alexeev, V., Aloosh, A., Amato, L., Amaya, D., Angel, J. J., Bach, A., & 321 othersBaidoo, E., Bakalli, G., Barbon, A., Bashchenko, O., Bindra, P. C., Bjonnes, G. H., Black, J. R., Black, B. S., Bohorquez, S., Bondarenko, O., Bos, C. S., Bosch-Rosa, C., Bouri, E., Brownlees, C. T., Calamia, A., Cao, V. N., Capelle-Blancard, G., Capera, L., Caporin, M., Carrion, A., Caskurlu, T., Chakrabarty, B., Chernov, M., Cheung, W. M. Y., Chincarini, L. B., Chordia, T., Chow, S. C., Clapham, B., Colliard, J-E., Comerton-Forde, C., Curran, E., Dao, T., Dare, W., Davies, R. J., De Blasis, R., De Nard, G., Declerck, F., Deev, O., Degryse, H., Deku, S., Desagre, C., Van Dijk, M. A., Dim, C., Dimpfl, T., Dong, Y. J., Drummond, P., Dudda, T., Dumitrescu, A., Dyakov, T., Dyhrberg, A. H., Dzieliński, M., Eksi, A., El Kalak, I., ter Ellen, S., Eugster, N., Evans, M. D. D., Farrell, M., Félez-Viñas, E., Ferrara, G., FERROUHI, E. M., Flori, A., Fluharty-Jaidee, J., Foley, S., Fong, K. Y. L., Foucault, T., Franus, T., Franzoni, F. A., Frijns, B., Frömmel, M., Fu, S., Füllbrunn, S., Gan, B., Gehrig, T., Gerritsen, D., Gil-Bazo, J., Glosten, L. R., Gomez, T., Gorbenko, A., Güçbilmez, U., Grammig, J., Gregoire, V., Hagströmer, B., Hambuckers, J., Hapnes, E., Harris, J. H., Harris, L., Hartmann, S., Hasse, J-B., Hautsch, N., He, X-Z. T., Heath, D., Hediger, S., Hendershott, T. J., Hibbert, A. M., Hjalmarsson, E., Hoelscher, S., Hoffmann, P., Holden, C. W., Horenstein, A. R., Huang, W., Huang, D., Hurlin, C., Ivashchenko, A., Iyer, S. R., Jahanshahloo, H., Jalkh, N., Jones, C. M., Jurkatis, S., Jylha, P., Kaeck, A., Kaiser, G., Karam, A., Karmaziene, E., Kassner, B., Kaustia, M., Kazak, E., Kearney, F., van Kervel, V., Khan, S., Khomyn, M., Klein, T., Klein, O., Klos, A., Koetter, M., Krahnen, J. P., Kolokolov, A., Korajczyk, R. A., Kozhan, R., Kwan, A., Lajaunie, Q., Lam, F. Y. E. C., Lambert, M., Langlois, H., Lausen, J., Lauter, T., Leippold, M., Levin, V., Li, Y., Li, H., Liew, C. Y., Lindner, T., Linton, O. B., Liu, J., Liu, A., Llorente-Alvarez, J-G., Lof, M., Lohr, A., Longstaff, F. A., Lopez-Lira, A., Mankad, S., Mano, N., Marchal, A., Martineau, C., Mazzola, F., Meloso, D. C., Mihet, R., Mohan, V., Moinas, S., Moore, D., Mu, L., Muravyev, D., Murphy, D., Neszveda, G., Neumeier, C., Nielsson, U., Nimalendran, M., Nolte, S., Nordén, L. L., O'Neill, P., Obaid, K., Ødegaard, B. A., Östberg, P., Painter, M., Palan, S., Palit, I., Park, A., Pascual Gascó, R., Pasquariello, P., Pastor, L., Patel, V., Patton, A. J., Pearson, N. D., Pelizzon, L., Pelster, M., Pérignon, C., Pfiffer, C., Philip, R., Plíhal, T., Prakash, P., Press, O-A., Prodromou, T., Putnins, T. J., Raizada, G., Rakowski, D. A., Ranaldo, A., Regis, L., Reitz, S., Renault, T., Wang, R., Renò, R., Riddiough, S., Rinne, K., Rintamäki, P., Riordan, R., RITTMANNSBERGER, T., Rodríguez Longarela, I., Rösch, D., Rognone, L., Roseman, B., Rosu, I., Roy, S., Rudolf, N., Rush, S., Rzayev, K., Rzeźnik, A., Sanford, A., Sankaran, H., Sarkar, A., Sarno, L., Scaillet, O., Scharnowski, S., Schenk-Hoppé, K. R., Schertler, A., Schneider, M., Schroeder, F., Schürhoff, N., Schuster, P., Schwarz, M. A., Seasholes, M. S., Seeger, N., Shachar, O., Shkilko, A., Shui, J., Sikic, M., Simion, G., Smales, L. A., Söderlind, P., Sojli, E., Sokolov, K., Spokeviciute, L., Stefanova, D., Subrahmanyam, M. G., Neusüss, S., Szaszi, B., Talavera, O., Tang, Y., Taylor, N., Tham, W. W., Theissen, E., Thimme, J., Tonks, I., Tran, H., Trapin, L., Trolle, A. B., Vaduva, M., Valente, G., Van Ness, R. A., Vasquez, A., Verousis, T., Verwijmeren, P., Vilhelmsson, A., Vilkov, G., Vladimirov, V., Vogel, S., Voigt, S., Wagner, W., Walther, T., Weiss, P., van der Wel, M., Werner, I. M., Westerholm, P. J., Westheide, C., Wipplinger, E., Wolf, M., Wolff, C. C. P., Wolk, L., Wong, W. K., Wrampelmeyer, J., Wu, Z-X., Xia, S., Xiu, D., Xu, K., Xu, C., Yadav, P. K., Yagüe, J., Yan, C., Yang, A., Yoo, W., Yu, W., Yu, S., Yueshen, B. Z., Yuferova, D., Zamojski, M., Zareei, A., Zeisberger, S., Zhang, S., Zhang, X., Zhong, Z., Zhou, Z. I., Zhou, C., Zhu, X., Zoican, M., Zwinkels, R. C. J., Chen, J., Duevski, T., Gao, G., Gemayel, R., Gilder, D., Kuhle, P., Pagnotta, E., Pelli, M., Sönksen, J., Zhang, L., Ilczuk, K., Bogoev, D., Qian, Y., Wika, H. C., Yu, Y., Zhao, L., Mi, M. & Bao, L., 2023, (Accepted/In press) In: Journal of Finance.

    Research output: Contribution to Journal › Article › Academic › peer-review

    Open Access
  • 2022

    Unsecured and Secured Funding

    Di Filippo, M., Ranaldo, A. & Wrampelmeyer, J., Apr 2022, In: Journal of Money, Credit and Banking. 54, 2-3, p. 651-662 12 p.

    Research output: Contribution to Journal › Article › Academic › peer-review

    Open Access
  • 2019

    Liquidity Risk and Funding Cost

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

    Research output: Working paper / Preprint › Working paper › Professional

    Open Access
  • 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 paper / Preprint › Working paper › Academic

  • 2016

    The euro interbank repo market

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

    Research output: Contribution to Journal › Article › Academic › peer-review

  • 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 Journal › Article › Academic › peer-review

  • 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 Journal › Article › Academic › peer-review