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Jean-Cyprien Héam

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This is information that was supplied by Jean-Cyprien Héam in registering through RePEc. If you are Jean-Cyprien Héam , 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: Jean-Cyprien
Middle Name:
Last Name: Héam
Suffix:

RePEc Short-ID: pha947

Email: [This author has chosen not to make the email address public]
Homepage: http://www.crest.fr/pagesperso.php?user=3281
Postal Address:
Phone:

Affiliation

(50%) Centre de Recherche en Économie et Statistique (CREST)
Groupe des Écoles Nationales d'Économie et Statistique (GENES)
Location: Paris, France
Homepage: http://www.crest.fr/
Email:
Phone: 01 41 17 60 81
Fax:
Postal: 15 Boulevard Gabriel Peri 92245 Malakoff Cedex
Handle: RePEc:edi:crestfr (more details at EDIRC)
(50%) Banque de France
Location: Paris, France
Homepage: http://www.banque-france.fr/
Email:
Phone:
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. Fourel, V. & Héam, J-C. & Salakhova, D. & Tavolaro, S., 2013. "Domino Effects when Banks Hoard Liquidity: The French network," Working papers 432, Banque de France.
  2. Christian Gouriéroux & Jean-Cyprien Heam & Alain Monfort, 2013. "Liquidation Equilibrium with Seniority and Hidden CDO," Working Papers 2013-06, Centre de Recherche en Economie et Statistique.
  3. Christian Gouriéroux & Jean-Cyprien Heam, 2013. "Funding Liquidity Risk from A Regulatory Perspective," Working Papers 2013-20, Centre de Recherche en Economie et Statistique.
  4. Gourieroux, C. & Heam, J.C. & Monfort, A., 2012. "Bilateral Exposures and Systemic Solvency Risk," Working papers 414, Banque de France.
  5. Jean-Cyprien Héam, 2009. "Correction du biais d'estimation sur les mesures de risque en finance," Post-Print dumas-00516027, HAL.

Articles

  1. Gourieroux, C. & Heam, J.C. & Monfort, A., 2013. "Liquidation equilibrium with seniority and hidden CDO," Journal of Banking & Finance, Elsevier, vol. 37(12), pages 5261-5274.

NEP Fields

3 papers by this author were announced in NEP, and specifically in the following field reports (number of papers):
  1. NEP-BAN: Banking (3) 2013-01-07 2013-04-20 2013-06-04. Author is listed
  2. NEP-CFN: Corporate Finance (1) 2013-01-07. Author is listed
  3. NEP-NET: Network Economics (1) 2013-04-20. Author is listed
  4. NEP-RMG: Risk Management (1) 2013-01-07. Author is listed

Statistics

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Co-authorship network on CollEc

Corrections

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