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Details about Mathieu Gex

Workplace:Banque de France (Bank of France), (more information at EDIRC)

Access statistics for papers by Mathieu Gex.

Last updated 2014-03-31. Update your information in the RePEc Author Service.

Short-id: pge197


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Working Papers

2011

  1. The Interactions Between the Credit Default Swap and the Bond Markets in Financial Turmoil
    Working Papers, CEPII research center Downloads View citations (3)
    See also Journal Article in Review of International Economics (2013)

2010

  1. The Credit Default Swap Market and the Settlement of Large Defaults
    Working Papers, CEPII research center Downloads View citations (12)

2008

  1. Contagion in the Credit Default Swap Market: the case of the GM and Ford Crisis in 2005
    Working Papers, CEPII research center Downloads View citations (7)

2007

  1. Does Risk Aversion Drive Financial Crises? Testing the Predictive Power of Empirical Indicators
    Working Papers, CEPII research center Downloads View citations (10)
    See also Journal Article in Journal of Empirical Finance (2008)

Journal Articles

2013

  1. The Interactions between the Credit Default Swap and the Bond Markets in Financial Turmoil
    Review of International Economics, 2013, 21, (3), 492-505 Downloads View citations (11)
    See also Working Paper (2011)
  2. Why the Greek CDS settlement did not lead to the feared meltdown
    Financial Stability Review, 2013, (17), 135-150 Downloads View citations (6)

2012

  1. Has the CDS market influenced the borrowing cost of European countries during the sovereign crisis?
    Journal of International Money and Finance, 2012, 31, (3), 481-497 Downloads View citations (59)

2010

  1. 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, 2010, 20, (2), 109-134 Downloads View citations (30)
  2. Credit default swap and bond markets: which leads the other?
    Financial Stability Review, 2010, (14), 161-167 Downloads View citations (31)
  3. Disrupted links between credit default swaps, bonds and equities during the GM and Ford crisis in 2005
    Applied Financial Economics, 2010, 20, (23), 1769-1792 Downloads View citations (3)
  4. Le règlement des défauts sur le marché des credit default swaps: le cas de Lehman Brothers
    Revue d'Économie Financière, 2010, 97, (2), 15-34 Downloads View citations (3)

2009

  1. Credit default swaps and financial stability: risks and regulatory issues
    Financial Stability Review, 2009, (13), 75-88 Downloads View citations (3)

2008

  1. Does risk aversion drive financial crises? Testing the predictive power of empirical indicators
    Journal of Empirical Finance, 2008, 15, (2), 167-184 Downloads View citations (82)
    See also Working Paper (2007)

2006

  1. Can risk aversion indicators anticipate financial crises?
    Financial Stability Review, 2006, (9), 67-87 View citations (15)
 
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