Details about Guillaume Vuillemey

Access statistics for papers by Guillaume Vuillemey.

Last updated 2015-09-22. Update your information in the RePEc Author Service.

Short-id: pvu29

Working Papers

2019

1. Risk Management in Financial Institutions
   NBER Working Papers, National Bureau of Economic Research, Inc View citations (11)

2014

2. Central Clearing and Collateral Demand
   NBER Working Papers, National Bureau of Economic Research, Inc View citations (17)
   Also in Economics Working Papers, Hoover Institution, Stanford University (2014) View citations (27)
   Working Paper Series, European Central Bank (2014) View citations (20)
   See also Journal Article Central clearing and collateral demand, Journal of Financial Economics, Elsevier (2015) View citations (144) (2015)

2013

3. The network structure of the CDS market and its determinants
   Working Paper Series, European Central Bank View citations (22)
   See also Journal Article The network structure of the CDS market and its determinants, Journal of Financial Stability, Elsevier (2014) View citations (85) (2014)

Journal Articles

2015

1. Central clearing and collateral demand
   Journal of Financial Economics, 2015, 116, (2), 237-256 View citations (144)
   See also Working Paper Central Clearing and Collateral Demand, NBER Working Papers (2014) View citations (17) (2014)
2. The opportunity cost of collateral pledged: derivatives market reform and bank lending
   Financial Stability Review, 2015, (19), 119-125

2014

3. Epistemological foundations for the assessment of risks in banking and finance
   Journal of Economic Methodology, 2014, 21, (2), 125-138 View citations (1)
4. The network structure of the CDS market and its determinants
   Journal of Financial Stability, 2014, 13, (C), 118-133 View citations (85)
   See also Working Paper The network structure of the CDS market and its determinants, Working Paper Series (2013) View citations (22) (2013)