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Guillaume Vuillemey
Guillaume Vuillemey
Associate professor, HEC Paris
Bestätigte E-Mail-Adresse bei hec.fr - Startseite
Titel
Zitiert von
Zitiert von
Jahr
Central clearing and collateral demand
D Duffie, M Scheicher, G Vuillemey
Journal of Financial Economics 116 (2), 237-256, 2015
2922015
The network structure of the CDS market and its determinants
TA Peltonen, M Scheicher, G Vuillemey
Journal of Financial Stability 13, 118-133, 2014
1772014
Risk management in financial institutions
AA Rampini, S Viswanathan, G Vuillemey
The Journal of Finance 75 (2), 591-637, 2020
1522020
Wholesale Funding Dry-Ups
C Pérignon, D Thesmar, G Vuillemey
Journal of Finance 73 (2), 575-617, 2018
1362018
Who Bears Interest Rate Risk?
P Hoffmann, S Langfield, F Pierobon, G Vuillemey
Review of Financial Studies, 2018
1202018
The structure and resilience of the European interbank market
I Alves, S Ferrari, P Franchini, JC Heam, P Jurca, S Langfield, S Laviola, ...
Occasional Papers 3, 2013
932013
The failure of a clearinghouse: Empirical evidence
V Bignon, G Vuillemey
Review of Finance 24 (1), 99-128, 2020
902020
The private production of safe assets
M Kacperczyk, C Perignon, G Vuillemey
The Journal of Finance 76 (2), 495-535, 2021
772021
Assessing contagion risks from the CDS market
M Brunnermeier, L Clerc, Y El Omari, S Gabrieli, S Kern, C Memmel, ...
ESRB Occasional Paper Series, 2013
622013
Bank Interest Rate Risk Management
G Vuillemey
Management Science, 2019
42*2019
The economics of central clearing
AJ Menkveld, G Vuillemey
Annual Review of Financial Economics 13, 153-178, 2021
412021
The value of central clearing
G Vuillemey
Journal of Finance 75 (4), 2021-2053, 2020
36*2020
Sur le statut épistémologique de l’hypothèse d’efficience des marchés
G Vuillemey*
Revue de philosophie économique, 93-118, 2013
122013
Frictional unemployment with stochastic bubbles
G Vuillemey, E Wasmer
European Economic Review 122, 103352, 2020
92020
Evading Corporate Responsibilities: Evidence from the Shipping Industry
G Vuillemey
82020
From the Saving Glut to Financial Instability: Evidence from the Silicon Valley Bank Failure
G Vuillemey
Available at SSRN 4413287, 2023
72023
Mitigating fire sales with contracts: Theory and evidence
G Vuillemey
Available at SSRN 3355142, 2019
72019
Mitigating fire sales with a central clearing counterparty
G Vuillemey
Available at SSRN 3355142, 2020
62020
Epistemological foundations for the assessment of risks in banking and finance
G Vuillemey
Journal of Economic Methodology 21 (2), 125-138, 2014
62014
Interest rate risk in banking: a survey
G Vuillemey
Available at SSRN 2708804, 2016
52016
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