Details about Jan Wrampelmeyer

Access statistics for papers by Jan Wrampelmeyer.

Last updated 2023-03-05. Update your information in the RePEc Author Service.

Short-id: pwr30

Working Papers

2021

1. Reserve tiering and the interbank market
   Working Papers, Swiss National Bank View citations (2)

2019

2. Funding Illiquidity
   Working Papers on Finance, University of St. Gallen, School of Finance View citations (9)

2016

3. Unsecured and Secured Funding
   Working Papers on Finance, University of St. Gallen, School of Finance View citations (6)

2015

4. The Euro Interbank Repo Market
   Working Papers on Finance, University of St. Gallen, School of Finance View citations (51)
   See also Journal Article The Euro Interbank Repo Market, The Review of Financial Studies, Society for Financial Studies (2016) View citations (77) (2016)

2014

5. Ambiguity and Reality
   Working Papers on Finance, University of St. Gallen, School of Finance

2010

6. Liquidity in the Foreign Exchange Market: Measurement, Commonality, and Risk Premiums
   Working Papers, Swiss National Bank View citations (39)
   See also Journal Article Liquidity in the Foreign Exchange Market: Measurement, Commonality, and Risk Premiums, Journal of Finance, American Finance Association (2013) View citations (177) (2013)

Journal Articles

2016

1. The Euro Interbank Repo Market
   The Review of Financial Studies, 2016, 29, (7), 1747-1779 View citations (77)
   See also Working Paper The Euro Interbank Repo Market, Working Papers on Finance (2015) View citations (51) (2015)

2013

2. Darrell Duffie: How big banks fail and what to do about it
   Financial Markets and Portfolio Management, 2013, 27, (2), 253-256
3. Liquidity in the Foreign Exchange Market: Measurement, Commonality, and Risk Premiums
   Journal of Finance, 2013, 68, (5), 1805-1841 View citations (177)
   See also Working Paper Liquidity in the Foreign Exchange Market: Measurement, Commonality, and Risk Premiums, Working Papers (2010) View citations (39) (2010)