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Guillaume Vuillemey

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First Name:Guillaume
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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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Location: Paris, France
Homepage: http://econ.sciences-po.fr/
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Handle: RePEc:edi:cfmspfr (more details at EDIRC)
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  1. Vuillemey, G. & Breton, R., 2014. "Endogenous Derivative Networks," Working papers 483, Banque de France.
  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.
  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.
  2. Peltonen, Tuomas A. & Scheicher, Martin & Vuillemey, Guillaume, 2014. "The network structure of the CDS market and its determinants," Journal of Financial Stability, Elsevier, vol. 13(C), pages 118-133.
  3. Guillaume Vuillemey, 2014. "Epistemological foundations for the assessment of risks in banking and finance," Journal of Economic Methodology, Taylor & Francis Journals, vol. 21(2), pages 125-138, June.
5 papers by this author were announced in NEP, and specifically in the following field reports (number of papers):
  1. NEP-BAN: Banking (1) 2014-05-09
  2. NEP-FMK: Financial Markets (1) 2013-11-16
  3. NEP-RMG: Risk Management (2) 2013-11-16 2014-05-09. Author is listed
  4. NEP-SOG: Sociology of Economics (1) 2014-02-15

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