5
H index
4
i10 index
335
Citations
| 5 H index 4 i10 index 335 Citations RESEARCH PRODUCTION: 3 Articles 6 Papers RESEARCH ACTIVITY: 11 years (2010 - 2021). See details. MORE DETAILS IN: ABOUT THIS REPORT: Permalink: http://citec.repec.org/pwr30 |
Works with: Authors registered in RePEc who have co-authored more than one work in the last five years with Jan Wrampelmeyer. | Is cited by: | Cites to: |
Working Papers Series with more than one paper published | # docs |
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Working Papers on Finance / University of St. Gallen, School of Finance | 4 |
Working Papers / Swiss National Bank | 2 |
Year | Title of citing document |
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2023 | The foreign exchange market. (2023). Sushko, Vladyslav ; Rime, Dagfinn ; Chaboud, Alain. In: BIS Working Papers. RePEc:bis:biswps:1094. Full description at Econpapers || Download paper |
2023 | Interbank money market concerns and actors’ strategies—A systematic review of 21st century literature. (2023). Dugdale, Julie ; Reaidy, Paul J ; Madies, Philippe ; Alaeddini, Morteza. In: Journal of Economic Surveys. RePEc:bla:jecsur:v:37:y:2023:i:2:p:573-654. Full description at Econpapers || Download paper |
2023 | Safe Asset Scarcity and Re-use in the European Repo Market. (2023). van Lelyveld, Iman ; Inhoffen, Justus. In: Discussion Papers of DIW Berlin. RePEc:diw:diwwpp:dp2050. Full description at Econpapers || Download paper |
2023 | Safe Asset Scarcity and Re-use in the European Repo Market. (2023). Lelyveld, Iman ; van Lelyveld, Iman ; Inhoffen, Justus. In: Working Papers. RePEc:dnb:dnbwpp:787. Full description at Econpapers || Download paper |
2023 | Loss sharing in central clearinghouses: winners and losers. (2023). Kubitza, Christian ; Sherman, Mila Getmansky ; Pelizzon, Loriana. In: Working Paper Series. RePEc:ecb:ecbwps:20232873. Full description at Econpapers || Download paper |
2023 | Judgment day: Algorithmic trading around the Swiss franc cap removal. (2023). Breedon, Francis ; Vause, Nicholas ; Ranaldo, Angelo ; Chen, Louisa. In: Journal of International Economics. RePEc:eee:inecon:v:140:y:2023:i:c:s0022199622001453. Full description at Econpapers || Download paper |
2023 | Deviations from covered interest parity in the emerging markets after the global financial crisis. (2023). Geyikçi, Utku ; Ozyildirim, Suheyla ; Geyiki, Utku Bora. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:85:y:2023:i:c:s1042443123000331. Full description at Econpapers || Download paper |
2023 | The global factor structure of exchange rates. (2023). Vedolin, Andrea ; Trojani, Fabio ; Korsaye, Sofonias Alemu. In: Journal of Financial Economics. RePEc:eee:jfinec:v:148:y:2023:i:1:p:21-46. Full description at Econpapers || Download paper |
2023 | An investment-based explanation of currency excess returns. (2023). Smallwood, Aaron D ; Yamani, Ehab ; Jamali, Ibrahim. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:133:y:2023:i:c:s0261560623000311. Full description at Econpapers || Download paper |
2023 | Global financial crisis, funding constraints, and liquidity of VIX futures. (2023). Tsai, Wei-Che ; Lien, Donald ; Chiu, Junmao. In: Pacific-Basin Finance Journal. RePEc:eee:pacfin:v:80:y:2023:i:c:s0927538x23001725. Full description at Econpapers || Download paper |
2023 | From Policy to Regime: the changing posture of the ECB between liquidity and collateral through the lens of Monetary Regime. (2023). Goghie, Alexandru-Stefan ; Giordano, Matteo. In: SocArXiv. RePEc:osf:socarx:rw3ms. Full description at Econpapers || Download paper |
2023 | Safe Asset Carry Trade. (2023). Ranaldo, Angelo ; Ballensiefen, Benedikt. In: The Review of Asset Pricing Studies. RePEc:oup:rasset:v:13:y:2023:i:2:p:223-265.. Full description at Econpapers || Download paper |
2023 | Liquidity risk and expected cryptocurrency returns. (2023). Li, YI ; Zhang, Wei. In: International Journal of Finance & Economics. RePEc:wly:ijfiec:v:28:y:2023:i:1:p:472-492. Full description at Econpapers || Download paper |
2023 | Understand funding liquidity and market liquidity in a regime?switching model. (2023). Zhou, Zhiping ; Shen, Liya ; Chen, Louisa. In: International Journal of Finance & Economics. RePEc:wly:ijfiec:v:28:y:2023:i:1:p:589-605. Full description at Econpapers || Download paper |
Year | Title | Type | Cited |
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2013 | Liquidity in the Foreign Exchange Market: Measurement, Commonality, and Risk Premiums In: Journal of Finance. [Full Text][Citation analysis] | article | 165 |
2013 | Darrell Duffie: How big banks fail and what to do about it In: Financial Markets and Portfolio Management. [Full Text][Citation analysis] | article | 0 |
2016 | The Euro Interbank Repo Market In: Review of Financial Studies. [Full Text][Citation analysis] | article | 108 |
2015 | The Euro Interbank Repo Market.(2015) In: Working Papers on Finance. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 108 | paper | |
2010 | Liquidity in the Foreign Exchange Market: Measurement, Commonality, and Risk Premiums In: Working Papers. [Full Text][Citation analysis] | paper | 42 |
2021 | Reserve tiering and the interbank market In: Working Papers. [Full Text][Citation analysis] | paper | 1 |
2014 | Ambiguity and Reality In: Working Papers on Finance. [Full Text][Citation analysis] | paper | 1 |
2016 | Funding Illiquidity In: Working Papers on Finance. [Full Text][Citation analysis] | paper | 8 |
2016 | Unsecured and Secured Funding In: Working Papers on Finance. [Full Text][Citation analysis] | paper | 10 |
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