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Guillaume Vuillemey

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This is information that was supplied by Guillaume Vuillemey in registering through RePEc. If you are Guillaume Vuillemey , 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: Guillaume
Middle Name:
Last Name: Vuillemey
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RePEc Short-ID: pvu29

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Homepage: https://sites.google.com/site/guillaumevuillemey/home
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Affiliation

Department of Economics
Sciences économiques
Sciences Po
Location: Paris, France
Homepage: http://econ.sciences-po.fr/
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Handle: RePEc:edi:cfmspfr (more details at EDIRC)

Works

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Working papers

  1. Duffie, Darrell & Scheicher, Martin & Vuillemey, Guillaume, 2014. "Central clearing and collateral demand," Working Paper Series 1638, European Central Bank.
  2. Darrell Duffie & Martin Scheicher & Guillaume Vuillemey, 2014. "Central Clearing and Collateral Demand," NBER Working Papers 19890, National Bureau of Economic Research, Inc.
  3. Vuillemey, Guillaume & Peltonen, Tuomas A., 2013. "Disentangling the bond-CDS nexus: a stress test model of the CDS market," Working Paper Series 1599, European Central Bank.
  4. Peltonen, Tuomas A. & Scheicher, Martin & Vuillemey, Guillaume, 2013. "The network structure of the CDS market and its determinants," Working Paper Series 1583, European Central Bank.

Articles

  1. Guillaume Vuillemey, 2014. "Solvency vs. liquidity. A decomposition of European banks' credit risk over the business cycle," Economie Internationale, CEPII research center, issue 137, pages 32-51.

NEP Fields

2 papers by this author were announced in NEP, and specifically in the following field reports (number of papers):
  1. NEP-FMK: Financial Markets (1) 2013-11-16. Author is listed
  2. NEP-RMG: Risk Management (1) 2013-11-16. Author is listed
  3. NEP-SOG: Sociology of Economics (1) 2014-02-15. Author is listed

Statistics

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Co-authorship network on CollEc

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