Guillaume Vuillemey
Guillaume Vuillemey
Associate professor, HEC Paris
Verified email at hec.fr - Homepage
Title
Cited by
Cited by
Year
Central clearing and collateral demand
D Duffie, M Scheicher, G Vuillemey
Journal of Financial Economics 116 (2), 237-256, 2015
2082015
The network structure of the CDS market and its determinants
TA Peltonen, M Scheicher, G Vuillemey
Journal of Financial Stability 13, 118-133, 2014
1442014
Risk management in financial institutions
AA Rampini, S Viswanathan, G Vuillemey
The Journal of Finance 75 (2), 591-637, 2020
892020
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
672013
Wholesale Funding Dry-Ups
C Pérignon, D Thesmar, G Vuillemey
Journal of Finance 73 (2), 575-617, 2018
652018
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
522013
The failure of a clearinghouse: Empirical evidence
V Bignon, G Vuillemey
Review of Finance 24 (1), 99-128, 2020
502020
Who Bears Interest Rate Risk?
P Hoffmann, S Langfield, F Pierobon, G Vuillemey
Review of Financial Studies, 2018
472018
The private production of safe assets
MT Kacperczyk, C Perignon, G Vuillemey
CEPR Discussion Paper No. DP12395, 2017
302017
Bank Interest Rate Risk Management
G Vuillemey
Management Science, 2019
29*2019
The value of central clearing
G Vuillemey
Journal of Finance 75 (4), 2021-2053, 2020
11*2020
Sur le statut épistémologique de l'hypothèse d'efficience des marchés
G Vuillemey
Revue de philosophie économique 14 (2), 93-118, 2013
82013
Mitigating fire sales with contracts: Theory and evidence
G Vuillemey
Available at SSRN 3355142, 2019
52019
Interest rate risk in banking: a survey
G Vuillemey
Available at SSRN 2708804, 2016
52016
Frictional unemployment with stochastic bubbles
G Vuillemey, E Wasmer
European Economic Review 122, 103352, 2020
42020
Epistemological foundations for the assessment of risks in banking and finance
G Vuillemey
Journal of Economic Methodology 21 (2), 125-138, 2014
32014
Evading Corporate Responsibilities: Evidence from the Shipping Industry
G Vuillemey
22020
The Economics of Central Clearing
AJ Menkveld, G Vuillemey
Annual Review of Financial Economics (forthcoming), 2020
2020
Entry in Banking Markets
M Traversa, G Vuillemey
Available at SSRN 3355572, 2019
2019
Les marchés financiers sont-ils efficients?
G Vuillemey
La Vie des idées, 2015
2015
The system can't perform the operation now. Try again later.
Articles 1–20