Jan Wrampelmeyer : Citation Profile

Are you Jan Wrampelmeyer?

4

H index

3

i10 index

331

Citations

RESEARCH PRODUCTION:

3

Articles

6

Papers

RESEARCH ACTIVITY:

   11 years (2010 - 2021). See details.
   Cites by year: 30
   Journals where Jan Wrampelmeyer has often published
   Relations with other researchers
   Recent citing documents: 33.    Total self citations: 3 (0.9 %)

MORE DETAILS IN:
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   Permalink: http://citec.repec.org/pwr30
   Updated: 2024-12-03    RAS profile: 2020-12-10    
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Relations with other researchers

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:

Ranaldo, Angelo (27)

Hoerova, Marie (7)

Rime, Dagfinn (7)

Fuhrer, Lucas (7)

Koulischer, Francois (6)

Nguyen, Benoît (6)

Sensoy, Ahmet (6)

Banti, Chiara (5)

Bulusu, Narayan (5)

Breedon, Francis (5)

Nguyen, Duc Khuong (5)

Cites to:

Acharya, Viral (17)

Skeie, David (13)

Trojani, Fabio (10)

Epstein, Larry (7)

Gale, Douglas (6)

Heider, Florian (6)

Miao, Jianjun (6)

Duffie, Darrell (6)

Garcia-de-Andoain, Carlos (5)

KRISHNAMURTHY, ARVIND (5)

Fuhrer, Lucas (5)

Main data

Where Jan Wrampelmeyer has published?

Working Papers Series with more than one paper published# docs
Working Papers on Finance / University of St. Gallen, School of Finance4
Working Papers / Swiss National Bank2

Recent works citing Jan Wrampelmeyer (2024 and 2023)

YearTitle of citing document
2023The foreign exchange market. (2023). Sushko, Vladyslav ; Rime, Dagfinn ; Chaboud, Alain. In: BIS Working Papers. RePEc:bis:biswps:1094.

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2023Interbank 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.

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2023HFTs and Dealer Banks: Liquidity and Price Discovery in FX Trading. (2023). Ranaldo, Angelo ; Huang, Wenqian ; Yu, Shihao ; O'Neill, Peter. In: Swiss Finance Institute Research Paper Series. RePEc:chf:rpseri:rp2348.

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2023Safe 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.

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2023Safe 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.

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2023Loss sharing in central clearinghouses: winners and losers. (2023). Kubitza, Christian ; Sherman, Mila Getmansky ; Pelizzon, Loriana. In: Working Paper Series. RePEc:ecb:ecbwps:20232873.

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2024Asymmetric liquidity risk and currency returns before and during COVID-19 pandemic. (2024). Al-Faryan, Mamdouh Abdulaziz Sa ; Ur, Mobeen ; Kashif, Muhammad ; Palwishah, Rana. In: International Review of Financial Analysis. RePEc:eee:finana:v:91:y:2024:i:c:s1057521923004350.

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2024Options illiquidity in an over-the-counter market. (2024). Ahn, Jungkyu. In: International Review of Financial Analysis. RePEc:eee:finana:v:94:y:2024:i:c:s1057521924002357.

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2024Extremely stablecoins. (2024). Fernandez-Mejia, Julian. In: Finance Research Letters. RePEc:eee:finlet:v:63:y:2024:i:c:s1544612324002988.

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2024Disentangling the supply and announcement effects of open market operations. (2024). Bulusu, Narayan. In: Journal of Financial Markets. RePEc:eee:finmar:v:67:y:2024:i:c:s1386418123000691.

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2024How does the repo market behave under stress? Evidence from the COVID-19 crisis. (2024). Maria, Luitgard Anna ; Lepore, Caterina ; Huser, Anne-Caroline. In: Journal of Financial Stability. RePEc:eee:finsta:v:70:y:2024:i:c:s1572308923000931.

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2023Judgment 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.

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2023Deviations 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.

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2024Frictions in scaling up central bank balance sheet policies: How Eurosystem asset purchases impact the repo market. (2024). Hudepohl, Tom ; de Souza, Tomas Carrera. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:158:y:2024:i:c:s0378426623002285.

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2024Geopolitical risk and currency returns. (2024). Zhang, Xueyong ; Liu, XI. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:161:y:2024:i:c:s0378426624000177.

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2023The 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.

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2024Monetary policy transmission in segmented markets. (2024). Zhang, Anthony Lee ; Ma, Yiming ; Eisenschmidt, Jens. In: Journal of Financial Economics. RePEc:eee:jfinec:v:151:y:2024:i:c:s0304405x23001782.

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2024Central bank asset purchases and lending: Impact on search frictions. (2024). Tobe, Reiko ; Uno, Jun. In: Journal of Financial Intermediation. RePEc:eee:jfinin:v:58:y:2024:i:c:s1042957324000032.

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2023An 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.

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2023Global 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.

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2024Does unconventional monetary policy improve credit support for the industry chain? The mechanism of trade credit. (2024). Ding, Zengcai ; Huang, Jinbo ; Du, Zhidi ; Bai, Hengrui ; Li, Zhongfei ; Zhou, Tao. In: International Review of Economics & Finance. RePEc:eee:reveco:v:91:y:2024:i:c:p:180-192.

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2023From 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.

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2023Safe 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..

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2023Liquidity Risk and Funding Cost. (2023). Ranaldo, Angelo ; Wrampelmeyer, Jan ; Bechtel, Alexander. In: Review of Finance. RePEc:oup:revfin:v:27:y:2023:i:2:p:399-422..

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2024Encumbered Security? Conceptualising Vertical and Horizontal Repos in the Euro Area. (2024). Giordano, Matteo ; Goghie, Alexandru-Stefan ; Murau, Steffen. In: Working Papers. RePEc:soa:wpaper:262.

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2023The determinants of liquidity commonality in the Euro-area sovereign bond market. (2023). Jiang, XU ; Panagiotou, Panagiotis ; Gavilan, Angel. In: The European Journal of Finance. RePEc:taf:eurjfi:v:29:y:2023:i:10:p:1144-1186.

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2023Liquidity 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.

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Works by Jan Wrampelmeyer:

YearTitleTypeCited
2013Liquidity in the Foreign Exchange Market: Measurement, Commonality, and Risk Premiums In: Journal of Finance.
[Full Text][Citation analysis]		article189
2010Liquidity in the Foreign Exchange Market: Measurement, Commonality, and Risk Premiums.(2010) In: Working Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 189		paper
2013Darrell Duffie: How big banks fail and what to do about it In: Financial Markets and Portfolio Management.
[Full Text][Citation analysis]		article0
2016The Euro Interbank Repo Market In: The Review of Financial Studies.
[Full Text][Citation analysis]		article121
2015The Euro Interbank Repo Market.(2015) In: Working Papers on Finance.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 121		paper
2021Reserve tiering and the interbank market In: Working Papers.
[Full Text][Citation analysis]		paper1
2014Ambiguity and Reality In: Working Papers on Finance.
[Full Text][Citation analysis]		paper1
2016Funding Illiquidity In: Working Papers on Finance.
[Full Text][Citation analysis]		paper8
2016Unsecured and Secured Funding In: Working Papers on Finance.
[Full Text][Citation analysis]		paper11

CitEc is a RePEc service, providing citation data for Economics since 2001. Last updated November, 3 2024. Contact: CitEc Team