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Mathieu Gex

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This is information that was supplied by Mathieu Gex in registering through RePEc. If you are Mathieu Gex , you may change this information at the RePEc Author Service. Or if you are not registered and would like to be listed as well, register at the RePEc Author Service. When you register or update your RePEc registration, you may identify the papers and articles you have authored.

Personal Details

First Name: Mathieu
Middle Name:
Last Name: Gex
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RePEc Short-ID: pge197

Email: [This author has chosen not to make the email address public]
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Affiliation

Banque de France
Location: Paris, France
Homepage: http://www.banque-france.fr/
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Fax:
Postal: B.P. 140-01 75049 Paris Cedex 01
Handle: RePEc:edi:bdfgvfr (more details at EDIRC)

Works

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Working papers

  1. Virginie Coudert & Mathieu Gex, 2011. "The Interactions Between the Credit Default Swap and the Bond Markets in Financial Turmoil," Working Papers 2011-02, CEPII research center.
  2. Virginie Coudert & Mathieu Gex, 2010. "The Credit Default Swap Market and the Settlement of Large Defaults," Working Papers 2010-17, CEPII research center.
  3. Virginie Coudert & Mathieu Gex, 2008. "Contagion in the Credit Default Swap Market: the case of the GM and Ford Crisis in 2005," Working Papers 2008-14, CEPII research center.
  4. Virginie Coudert & Mathieu Gex, 2007. "Does Risk Aversion Drive Financial Crises? Testing the Predictive Power of Empirical Indicators," Working Papers 2007-02, CEPII research center.

Articles

  1. Virginie Coudert & Mathieu Gex, 2013. "The Interactions between the Credit Default Swap and the Bond Markets in Financial Turmoil," Review of International Economics, Wiley Blackwell, vol. 21(3), pages 492-505, 08.
  2. Coudert, V. & Gex, M., 2013. "Why the Greek CDS settlement did not lead to the feared meltdown," Financial Stability Review, Banque de France, issue 17, pages 135-150, April.
  3. Delatte, Anne-Laure & Gex, Mathieu & López-Villavicencio, Antonia, 2012. "Has the CDS market influenced the borrowing cost of European countries during the sovereign crisis?," Journal of International Money and Finance, Elsevier, vol. 31(3), pages 481-497.
  4. Coudert, V. & Gex, M., 2010. "Credit default swap and bond markets: which leads the other?," Financial Stability Review, Banque de France, issue 14, pages 161-167, July.
  5. Virginie Coudert & Mathieu Gex, 2010. "Disrupted links between credit default swaps, bonds and equities during the GM and Ford crisis in 2005," Applied Financial Economics, Taylor & Francis Journals, vol. 20(23), pages 1769-1792.
  6. Mathieu Gex & Virginie Coudert, 2010. "Le règlement des défauts sur le marché des credit default swaps : le cas de Lehman Brothers," Revue d'Économie Financière, Programme National Persée, vol. 97(2), pages 15-34.
  7. Virginie Coudert & Mathieu Gex, 2010. "The Credit Default Swap Market and the Settlement of Large Defaults," Economie Internationale, CEPII research center, issue 123, pages 91-120.
  8. Coudert, Virginie & Gex, Mathieu, 2010. "Contagion inside the credit default swaps market: The case of the GM and Ford crisis in 2005," Journal of International Financial Markets, Institutions and Money, Elsevier, vol. 20(2), pages 109-134, April.
  9. Duquerroy, A. & Gauthier, N. & Gex, M., 2009. "Credit default swaps and financial stability: risks and regulatory issues," Financial Stability Review, Banque de France, issue 13, pages 75-88, September.
  10. Coudert, Virginie & Gex, Mathieu, 2008. "Does risk aversion drive financial crises? Testing the predictive power of empirical indicators," Journal of Empirical Finance, Elsevier, vol. 15(2), pages 167-184, March.
  11. Coudert, V. & Gex, M., 2006. "Can risk aversion indicators anticipate financial crises?," Financial Stability Review, Banque de France, issue 9, pages 67-87, December.

NEP Fields

4 papers by this author were announced in NEP, and specifically in the following field reports (number of papers):
  1. NEP-BAN: Banking (2) 2010-09-18 2011-03-19. Author is listed
  2. NEP-MAC: Macroeconomics (1) 2007-04-09. Author is listed
  3. NEP-RMG: Risk Management (2) 2007-04-09 2010-09-18. Author is listed
  4. NEP-UPT: Utility Models & Prospect Theory (1) 2007-04-09. Author is listed

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