Jan Wrampelmeyer : Citation Profile

4

H index

3

i10 index

346

Citations

RESEARCH PRODUCTION:

3

Articles

6

Papers

RESEARCH ACTIVITY:

   11 years (2010 - 2021). See details.
   Cites by year: 31
   Journals where Jan Wrampelmeyer has often published
   Relations with other researchers
   Recent citing documents: 28.    Total self citations: 3 (0.86 %)

MORE DETAILS IN:
ABOUT THIS REPORT:

   Permalink: http://citec.repec.org/pwr30
   Updated: 2025-12-13    RAS profile: 2023-03-05    
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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 (28)

Fuhrer, Lucas (7)

Rime, Dagfinn (7)

Hoerova, Marie (7)

Nguyen, Benoît (6)

Koulischer, Francois (6)

Sensoy, Ahmet (6)

Banti, Chiara (5)

Nguyen, Duc Khuong (5)

Breedon, Francis (5)

Bulusu, Narayan (5)

Cites to:

Acharya, Viral (17)

Skeie, David (13)

Trojani, Fabio (10)

Epstein, Larry (7)

Miao, Jianjun (6)

Gale, Douglas (6)

Heider, Florian (6)

Duffie, Darrell (6)

Fuhrer, Lucas (5)

Garcia-de-Andoain, Carlos (5)

KRISHNAMURTHY, ARVIND (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 (2025 and 2024)

YearTitle of citing document
2024The fundamental role of the repo market and central clearing. (2024). di Luigi, Cristina ; Perrella, Antonio ; Ruggieri, Alessio. In: Mercati, infrastrutture, sistemi di pagamento (Markets, Infrastructures, Payment Systems). RePEc:bdi:wpmisp:mip_048_24.

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2024Liquidation Value and Loan Pricing. (2024). Schepens, Glenn ; Barbiero, Francesca ; Sigaux, Jeandavid. In: Journal of Finance. RePEc:bla:jfinan:v:79:y:2024:i:1:p:95-128.

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2024Quantitative easing and the functioning of the gilt repo market. (2024). Ongena, Steven ; Giansante, Simone ; Fatouh, Mahmoud. In: Bank of England working papers. RePEc:boe:boeewp:1055.

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2024Collateral demand in wholesale funding markets. (2024). Coen, Patrick ; Huser, Anne-Caroline. In: Bank of England working papers. RePEc:boe:boeewp:1082.

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2024Exchanges for government bonds? Evidence during COVID-19. (2024). Nathan, Daniel ; Kutai, Ari ; Wittwer, Milena. In: Bank of Israel Working Papers. RePEc:boi:wpaper:2024.03.

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2025The international dimension of repo: five new facts. (2025). Schrimpf, Andreas ; Schmeling, Maik ; Hermes, Felix. In: Working Paper Series. RePEc:ecb:ecbwps:20253065.

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2024Asymmetric liquidity risk and currency returns before and during COVID-19 pandemic. (2024). Al-Faryan, Mamdouh Abdulaziz Sa ; Palwishah, Rana ; Kashif, Muhammad ; Ur, Mobeen. 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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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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2024Monetary policy transmission in segmented markets. (2024). Eisenschmidt, Jens ; Ma, Yiming ; Zhang, Anthony Lee. In: Journal of Financial Economics. RePEc:eee:jfinec:v:151:y:2024:i:c:s0304405x23001782.

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2024Importance of transaction costs for asset allocation in foreign exchange markets. (2024). Taylor, Mark ; Maurer, Thomas A ; Pezzo, Luca ; Filippou, Ilias. In: Journal of Financial Economics. RePEc:eee:jfinec:v:159:y:2024:i:c:s0304405x24001090.

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2025Central Bank–Driven Mispricing. (2025). Pelizzon, Loriana ; Subrahmanyam, Marti G ; Tomio, Davide. In: Journal of Financial Economics. RePEc:eee:jfinec:v:166:y:2025:i:c:s0304405x25000121.

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2025Constrained liquidity provision in currency markets. (2025). Schrimpf, Andreas ; Ranaldo, Angelo ; Somogyi, Fabricius ; Huang, Wenqian. In: Journal of Financial Economics. RePEc:eee:jfinec:v:167:y:2025:i:c:s0304405x25000364.

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2025Pension fund flows, exchange rates, and covered interest rate parity. (2025). Sialm, Clemens ; Aldunate, Felipe ; Da, Zhi ; Larrain, Borja. In: Journal of Financial Economics. RePEc:eee:jfinec:v:170:y:2025:i:c:s0304405x25000832.

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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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2024Tiers of joy? Reserve tiering and bank behavior in a negative-rate environment. (2024). Schelling, Tan ; Fuster, Andreas ; Towbin, Pascal. In: Journal of Monetary Economics. RePEc:eee:moneco:v:148:y:2024:i:c:s0304393224000679.

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

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2024How does the repo market behave under stress? Evidence from the COVID-19 crisis. (2024). , Luitgard ; Lepore, Caterina ; Huser, Anne-Caroline. In: LSE Research Online Documents on Economics. RePEc:ehl:lserod:121347.

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2025An Examination of G10 Carry Trade and Covered Interest Arbitrage Before, During, and After Financial Crises. (2025). Refalo, James ; Danso, Charles Armah. In: JRFM. RePEc:gam:jjrfmx:v:18:y:2025:i:4:p:190-:d:1626308.

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2024MODELING AND ANALYSIS OF YIELD CURVE AND EXCHANGE RATE FORMATION IN PRO-MARKET MONETARY OPERATIONS. (2024). Mustika, Kusfisiami Wima ; Fista, Geyana Ledy ; Harun, Cicilia Anggadewi ; Sasongko, Aryo ; Safitri, Dila ; Kurniati, Puput ; Larasati, Karanissa ; Dinianyadharani, Aninditha Kemala. In: Working Papers. RePEc:idn:wpaper:wp092024.

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

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2024Collateral Demand in Wholesale Funding Markets. (2024). Coen, Jamie ; Hser, Anne-Caroline. In: TSE Working Papers. RePEc:tse:wpaper:130323.

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2024Haircut, Interest Rate, and Collateral Quality in the Tri-Party Repo Market: Evidence and Theory. (2024). Choi, Sangyup ; Kang, Kee-Youn ; Jang, Inkee ; Kim, Hyunpyung. In: Working papers. RePEc:yon:wpaper:2024rwp-229.

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2025Collateral choice. (2025). Ballensiefen, Benedikt Fabian. In: CFR Working Papers. RePEc:zbw:cfrwps:319642.

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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]		article196
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: 196		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]		article128
2015The Euro Interbank Repo Market.(2015) In: Working Papers on Finance.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 128		paper
2021Reserve tiering and the interbank market In: Working Papers.
[Full Text][Citation analysis]		paper2
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, 20 2025. Contact: CitEc Team