Jan Wrampelmeyer https://validator.w3.org/feed/docs/rss2.html New version of the paper “Liquidity in the Foreign Exchange Market: Measurement, Commonality, and Risk Premiums” Revised version “The Joint Dynamics of Hedge Fund Returns, Illiquidity, and Volatility” Updated version of working paper on “The Euro Interbank Repo Market” New paper “Fragility of Money Markets” News Column on VoxEU.org Unsecured and Secured Funding Media coverage Publication About me Revised version “Taking Ambiguity to Reality: Robust Agents Cannot Trust the Data Too Much” Completely revised working paper EFA Outstanding International Finance Paper award Article in Swiss Finance Institute Newsletter Dissertation Article in Newspaper Market-wide FX liquidity index data Publication “The Euro Interbank Repo Market” Paper accepted for publication in The Journal of Alternative Investments Paper included in SFI Connection Back to academia Significant revision of “Liquidity in the Foreign Exchange Market: Measurement, Commonality, and Risk Premiums” New paper “The Joint Dynamics of Hedge Fund Returns, Illiquidity, and Volatility” Teaching New paper: “The Euro Interbank Repo Market” Research