Details about Mathieu Gex
Access statistics for papers by Mathieu Gex.
Last updated 2014-03-31. Update your information in the RePEc Author Service.
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- The Interactions Between the Credit Default Swap and the Bond Markets in Financial Turmoil
Working Papers, CEPII research center View citations (3)
See also Journal Article in Review of International Economics (2013)
- The Credit Default Swap Market and the Settlement of Large Defaults
Working Papers, CEPII research center View citations (12)
- Contagion in the Credit Default Swap Market: the case of the GM and Ford Crisis in 2005
Working Papers, CEPII research center View citations (7)
- Does Risk Aversion Drive Financial Crises? Testing the Predictive Power of Empirical Indicators
Working Papers, CEPII research center View citations (10)
See also Journal Article in Journal of Empirical Finance (2008)
- The Interactions between the Credit Default Swap and the Bond Markets in Financial Turmoil
Review of International Economics, 2013, 21, (3), 492-505 View citations (11)
See also Working Paper (2011)
- Why the Greek CDS settlement did not lead to the feared meltdown
Financial Stability Review, 2013, (17), 135-150 View citations (6)
- 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 View citations (59)
- 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 View citations (30)
- Credit default swap and bond markets: which leads the other?
Financial Stability Review, 2010, (14), 161-167 View citations (31)
- 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 View citations (3)
- 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 View citations (3)
- Credit default swaps and financial stability: risks and regulatory issues
Financial Stability Review, 2009, (13), 75-88 View citations (3)
- Does risk aversion drive financial crises? Testing the predictive power of empirical indicators
Journal of Empirical Finance, 2008, 15, (2), 167-184 View citations (82)
See also Working Paper (2007)
- Can risk aversion indicators anticipate financial crises?
Financial Stability Review, 2006, (9), 67-87 View citations (15)
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