Guillaume Vuillemey : Citation Profile


Are you Guillaume Vuillemey?

HEC Paris (École des Hautes Études Commerciales)

3

H index

2

i10 index

143

Citations

RESEARCH PRODUCTION:

4

Articles

5

Papers

RESEARCH ACTIVITY:

   2 years (2013 - 2015). See details.
   Cites by year: 71
   Journals where Guillaume Vuillemey has often published
   Relations with other researchers
   Recent citing documents: 71.    Total self citations: 6 (4.03 %)

MORE DETAILS IN:
ABOUT THIS REPORT:

   Permalink: http://citec.repec.org/pvu29
   Updated: 2020-05-16    RAS profile: 2015-09-22    
   Missing citations? Add them    Incorrect content? Let us know

Relations with other researchers


Works with:

Duffie, Darrell (4)

Peltonen, Tuomas (2)

Authors registered in RePEc who have co-authored more than one work in the last five years with Guillaume Vuillemey.

Is cited by:

Pelizzon, Loriana (10)

Peltonen, Tuomas (7)

Paddrik, Mark (5)

battiston, stefano (5)

Bellia, Mario (4)

Aldasoro, Iñaki (4)

Lester, Benjamin (4)

Vasios, Michalis (4)

Weill, Pierre-Olivier (3)

Gündüz, Yalin (3)

Boyarchenko, Nina (3)

Cites to:

Gertler, Mark (5)

Bernanke, Ben (5)

Viswanathan, S (4)

Duffie, Darrell (4)

Rampini, Adriano (4)

Stulz, René (4)

Schnabl, Philipp (3)

Sraer, David (3)

Brunnermeier, Markus (3)

Chaney, Thomas (3)

thesmar, david (3)

Main data


Where Guillaume Vuillemey has published?


Working Papers Series with more than one paper published# docs
Working Paper Series / European Central Bank2

Recent works citing Guillaume Vuillemey (2019 and 2018)


YearTitle of citing document
2017Central Clearing Valuation Adjustment. (2017). St'ephane Cr'epey, ; Yannick, Armenti . In: Papers. RePEc:arx:papers:1506.08595.

Full description at Econpapers || Download paper

2018Effective risk aversion in thin risk-sharing markets. (2018). Anthropelos, Michail ; Vichos, Georgios ; Kardaras, Constantinos. In: Papers. RePEc:arx:papers:1707.05096.

Full description at Econpapers || Download paper

2020Trading Strategies and Market Color: The Benefits of Friendship with Quantitative Analysts and Financial Engineers. (2019). Kashyap, Ravi. In: Papers. RePEc:arx:papers:1910.02144.

Full description at Econpapers || Download paper

2018Always look on the bright side? Central counterparties and interbank markets during the financial crisis. (2018). Affinito, Massimiliano ; Piazza, Matteo . In: Temi di discussione (Economic working papers). RePEc:bdi:wptemi:td_1181_18.

Full description at Econpapers || Download paper

2017The Failure of a Clearinghouse:Empirical Evidence. (2017). Bignon, Vincent ; Vuillemey, Guillaume. In: Working papers. RePEc:bfr:banfra:638.

Full description at Econpapers || Download paper

2017The use of derivatives trade repository data: possibilities and challenges. (2017). van Lelyveld, Iman. In: IFC Bulletins chapters. RePEc:bis:bisifc:46-29.

Full description at Econpapers || Download paper

2018The credit default swap market: what a difference a decade makes. (2018). Ehlers, Torsten ; Aldasoro, Iñaki. In: BIS Quarterly Review. RePEc:bis:bisqtr:1806b.

Full description at Econpapers || Download paper

2017Syndicated loans and CDS positioning. (2017). Barth, Andreas ; Aldasoro, Iñaki. In: BIS Working Papers. RePEc:bis:biswps:679.

Full description at Econpapers || Download paper

2019The cost of clearing fragmentation. (2019). Vasios, Michalis ; Menkveld, Albert ; Huang, Wenqian ; Benos, Evangelos . In: BIS Working Papers. RePEc:bis:biswps:826.

Full description at Econpapers || Download paper

2019Central counterparty exposure in stressed markets. (2019). Yu, Shihao ; Menkveld, Albert ; Huang, Wenqian. In: BIS Working Papers. RePEc:bis:biswps:833.

Full description at Econpapers || Download paper

2018OTC premia. (2018). Vasios, Michalis ; Ranaldo, Angelo ; Cenedese, Gino. In: Bank of England working papers. RePEc:boe:boeewp:0751.

Full description at Econpapers || Download paper

2019The cost of clearing fragmentation. (2019). Menkveld, Albert ; Vasios, Michalis ; Huang, Wenqian ; Benos, Evangelos. In: Bank of England working papers. RePEc:boe:boeewp:0800.

Full description at Econpapers || Download paper

2019Credit default swaps and corporate bond trading. (2019). Czech, Robert. In: Bank of England working papers. RePEc:boe:boeewp:0810.

Full description at Econpapers || Download paper

2019Simulating liquidity stress in the derivatives market. (2019). Ferrara, Gerardo ; Vause, Nicholas ; Bardoscia, Marco ; Yoganayagam, Michael. In: Bank of England working papers. RePEc:boe:boeewp:0838.

Full description at Econpapers || Download paper

2017How Do Banks and Households Manage Interest Rate Risk? Evidence from the Swiss Mortgage Market. (2017). Koch, Catherine ; Basten, Christoph ; Guin, Benjamin. In: CESifo Working Paper Series. RePEc:ces:ceswps:_6649.

Full description at Econpapers || Download paper

2018Safe Haven CDS Premiums. (2018). Lando, David ; Klinger, Sven. In: CEPR Discussion Papers. RePEc:cpr:ceprdp:12694.

Full description at Econpapers || Download paper

2018Variation margins, fire sales, and information-constrained optimality. (2018). Biais, Bruno ; Hoerova, Marie ; Heider, Florian. In: CEPR Discussion Papers. RePEc:cpr:ceprdp:13192.

Full description at Econpapers || Download paper

2018Completing Markets with Contracts: Evidence from the First Central Clearing Counterparty. (2018). Vuillemey, Guillaume. In: CEPR Discussion Papers. RePEc:cpr:ceprdp:13230.

Full description at Econpapers || Download paper

2019Heterogeneity in Decentralized Asset Markets. (2019). Lester, Benjamin ; Weill, Pierre-Olivier ; Hugonnier, Julien. In: CEPR Discussion Papers. RePEc:cpr:ceprdp:14014.

Full description at Econpapers || Download paper

2020Heterogeneity in Decentralized Asset Markets. (2020). Weill, Pierre-Olivier ; Lester, Benjamin ; Hugonnier, Julien. In: CEPR Discussion Papers. RePEc:cpr:ceprdp:14274.

Full description at Econpapers || Download paper

2018CDS market structure and risk flows: the Dutch case. (2018). Lelyveld, Iman ; Kroon, Sinziana ; van Lelyveld, Iman ; Petrescu, Sinziana Kroon ; de Sousa, Rene ; Levels, Anouk. In: DNB Working Papers. RePEc:dnb:dnbwpp:592.

Full description at Econpapers || Download paper

2017Point sur la fourniture de liquidié publique. (2017). RIEU-FOUCAULT, Anne-Marie. In: EconomiX Working Papers. RePEc:drm:wpaper:2017-27.

Full description at Econpapers || Download paper

2017On collateral: implications for financial stability and monetary policy. (2017). Hoerova, Marie ; Heider, Florian ; Corradin, Stefano. In: Working Paper Series. RePEc:ecb:ecbwps:20172107.

Full description at Econpapers || Download paper

2018Variation margins, fire sales, and information-constrained optimality. (2018). Hoerova, Marie ; Heider, Florian ; Biais, Bruno. In: Working Paper Series. RePEc:ecb:ecbwps:20182191.

Full description at Econpapers || Download paper

2017Price discovery in equity and CDS markets. (2017). Perrakis, Stylianos ; Zhong, Rui ; Kryzanowski, Lawrence. In: Journal of Financial Markets. RePEc:eee:finmar:v:35:y:2017:i:c:p:21-46.

Full description at Econpapers || Download paper

2017The impact of central clearing on banks’ lending discipline. (2017). Arnold, Maik. In: Journal of Financial Markets. RePEc:eee:finmar:v:36:y:2017:i:c:p:91-114.

Full description at Econpapers || Download paper

2017Political uncertainty and a firms credit risk: Evidence from the international CDS market. (2017). Liu, Jinyu ; Zhong, Rui. In: Journal of Financial Stability. RePEc:eee:finsta:v:30:y:2017:i:c:p:53-66.

Full description at Econpapers || Download paper

2017Not all emerging markets are the same: A classification approach with correlation based networks. (2017). Tabak, Benjamin ; Sensoy, Ahmet ; Hacihasanoglu, Erk ; Ozturk, Kevser . In: Journal of Financial Stability. RePEc:eee:finsta:v:33:y:2017:i:c:p:163-186.

Full description at Econpapers || Download paper

2017An international forensic perspective of the determinants of bank CDS spreads. (2017). Sousa, Ricardo ; Mallick, Sushanta ; Benbouzid, Nadia. In: Journal of Financial Stability. RePEc:eee:finsta:v:33:y:2017:i:c:p:60-70.

Full description at Econpapers || Download paper

2018Measuring systemic risk across financial market infrastructures. (2018). Li, Fu Chun ; Perez-Saiz, Hector. In: Journal of Financial Stability. RePEc:eee:finsta:v:34:y:2018:i:c:p:1-11.

Full description at Econpapers || Download paper

2018How did the Greek credit event impact the credit default swap market?. (2018). Halaj, Grzegorz ; Scheicher, Martin ; Peltonen, Tuomas A ; Haaj, Grzegorz. In: Journal of Financial Stability. RePEc:eee:finsta:v:35:y:2018:i:c:p:136-158.

Full description at Econpapers || Download paper

2018Stressed to the core: Counterparty concentrations and systemic losses in CDS markets. (2018). Cetina, Jill ; Rajan, Sriram ; Paddrik, Mark. In: Journal of Financial Stability. RePEc:eee:finsta:v:35:y:2018:i:c:p:38-52.

Full description at Econpapers || Download paper

2018How does risk flow in the credit default swap market?. (2018). Derrico, Marco ; Scheicher, Martin ; Peltonen, Tuomas ; Battiston, Stefano. In: Journal of Financial Stability. RePEc:eee:finsta:v:35:y:2018:i:c:p:53-74.

Full description at Econpapers || Download paper

2019Anti-cyclical versus risk-sensitive margin strategies in central clearing. (2019). Dömötör, Barbara ; Berlinger, Edina ; Illes, Ferenc ; Domotor, Barbara. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:62:y:2019:i:c:p:117-131.

Full description at Econpapers || Download paper

2017Endogenous intermediation in over-the-counter markets. (2017). Babus, Ana ; Hu, Tai-Wei. In: Journal of Financial Economics. RePEc:eee:jfinec:v:125:y:2017:i:1:p:200-215.

Full description at Econpapers || Download paper

2017Systemic risk in clearing houses: Evidence from the European repo market. (2017). thesmar, david ; Ors, Evren ; Derrien, Franois ; Boissel, Charles. In: Journal of Financial Economics. RePEc:eee:jfinec:v:125:y:2017:i:3:p:511-536.

Full description at Econpapers || Download paper

2017Does OTC derivatives reform incentivize central clearing?. (2017). Ghamami, Samim ; Glasserman, Paul. In: Journal of Financial Intermediation. RePEc:eee:jfinin:v:32:y:2017:i:c:p:76-87.

Full description at Econpapers || Download paper

2019Half-full or half-empty? Financial institutions, CDS use, and corporate credit risk. (2019). Parolin, Eric ; Darst, Matthew R ; Caglio, Cecilia. In: Journal of Financial Intermediation. RePEc:eee:jfinin:v:40:y:2019:i:c:s1042957319300142.

Full description at Econpapers || Download paper

2018Integrating swaps and futures: A new direction for commodity research. (2018). Riggs, Lynn ; Onur, Esen ; Mixon, Scott . In: Journal of Commodity Markets. RePEc:eee:jocoma:v:10:y:2018:i:c:p:3-21.

Full description at Econpapers || Download paper

2019An enhanced decision support approach for learning and tracking derivative index. (2019). Wu, Desheng Dash. In: Omega. RePEc:eee:jomega:v:88:y:2019:i:c:p:63-76.

Full description at Econpapers || Download paper

2017Comment on network reactions to banking regulations by Selman Erol and Guillermo Ordonez. (2017). Farboodi, Maryam. In: Journal of Monetary Economics. RePEc:eee:moneco:v:89:y:2017:i:c:p:68-70.

Full description at Econpapers || Download paper

2019The impact of tradeoff between risk and return on mean reversion in sovereign CDS markets. (2019). Mili, Mehdi. In: Research in International Business and Finance. RePEc:eee:riibaf:v:48:y:2019:i:c:p:187-200.

Full description at Econpapers || Download paper

2018Half-full or Half-empty? Financial Institutions, CDS Use, and Corporate Credit Risk. (2018). Parolin, Eric ; Darst, Matthew R ; Caglio, Cecilia. In: Finance and Economics Discussion Series. RePEc:fip:fedgfe:2018-47.

Full description at Econpapers || Download paper

2018Negative swap spreads. (2018). Boyarchenko, Nina ; Yen, Jacqueline ; Steele, Nick ; Gupta, Pooja. In: Economic Policy Review. RePEc:fip:fednep:00047.

Full description at Econpapers || Download paper

2019The Long and Short of It: The Post-Crisis Corporate CDS Market. (2019). Shachar, Or ; Boyarchenko, Nina ; Costello, Anna M. In: Staff Reports. RePEc:fip:fednsr:879.

Full description at Econpapers || Download paper

2017Central Clearing Valuation Adjustment. (2017). Crepey, Stephane ; Yannick, Armenti . In: Working Papers. RePEc:hal:wpaper:hal-01169169.

Full description at Econpapers || Download paper

2017Counterparty risk, central counterparty clearing and aggregate risk. (2017). 邓, 彬斌 ; Deng, Binbin . In: Annals of Finance. RePEc:kap:annfin:v:13:y:2017:i:4:d:10.1007_s10436-017-0308-x.

Full description at Econpapers || Download paper

2017Funding Value Adjustments. (2017). Duffie, Darrell ; Song, Yang ; Andersen, Leif. In: NBER Working Papers. RePEc:nbr:nberwo:23680.

Full description at Econpapers || Download paper

2017Why are Banks Exposed to Monetary Policy?. (2017). di Tella, Sebastian ; Kurlat, Pablo. In: NBER Working Papers. RePEc:nbr:nberwo:24076.

Full description at Econpapers || Download paper

2018Banking, Trade, and the making of a Dominant Currency. (2018). Stein, Jeremy ; Gopinath, Gita. In: NBER Working Papers. RePEc:nbr:nberwo:24485.

Full description at Econpapers || Download paper

2018OTC Intermediaries. (2018). Siriwardane, Emil ; Rajan, Sriram ; Herskovic, Bernard ; Eisfeldt, Andrea. In: Working Papers. RePEc:ofr:wpaper:18-05.

Full description at Econpapers || Download paper

2017Crowded Positions: An Overlooked Systemic Risk for Central Clearing Parties. (2017). Menkveld, Albert. In: Review of Asset Pricing Studies. RePEc:oup:rasset:v:7:y:2017:i:2:p:209-242..

Full description at Econpapers || Download paper

2017Contagion in the CDS Market. (2017). Paddrik, Mark ; Young, Peyton H. In: Economics Series Working Papers. RePEc:oxf:wpaper:821.

Full description at Econpapers || Download paper

2017Contagion in Derivatives Markets. (2017). Paddrik, Mark ; Rajan, Sriram ; Young, Peyton H. In: Economics Series Working Papers. RePEc:oxf:wpaper:839.

Full description at Econpapers || Download paper

2019How Safe are Central Counterparties in Credit Default Swap Markets?. (2019). Paddrik, Mark ; Young, Peyton H. In: Economics Series Working Papers. RePEc:oxf:wpaper:885.

Full description at Econpapers || Download paper

2019Contagion in Derivatives Markets. (2019). Rajan, Sriram ; Paddrik, Mark ; Young, Peyton H. In: Economics Series Working Papers. RePEc:oxf:wpaper:886.

Full description at Econpapers || Download paper

2018How Safe are Central Counterparties in Derivatives Markets?. (2018). Paddrik, Mark ; Young, Peyton. In: 2018 Meeting Papers. RePEc:red:sed018:934.

Full description at Econpapers || Download paper

2017Structure of a patent transaction network. (2017). Huang, Hung-Chun ; Ke, Tsung-Han ; Shih, Hsin-Yu . In: Scientometrics. RePEc:spr:scient:v:111:y:2017:i:1:d:10.1007_s11192-017-2258-5.

Full description at Econpapers || Download paper

2017Syndicated loans and CDS positioning. (2017). Barth, Andreas ; Aldasoro, Iñaki. In: ESRB Working Paper Series. RePEc:srk:srkwps:201758.

Full description at Econpapers || Download paper

2017The demand for central clearing: to clear or not to clear, that is the question. (2017). Pelizzon, Loriana ; Bellia, Mario ; Peltonen, Tuomas ; Panzica, Roberto. In: ESRB Working Paper Series. RePEc:srk:srkwps:201762.

Full description at Econpapers || Download paper

2018Clearinghouse-Five: determinants of voluntary clearing in European derivatives markets. (2018). Fiedor, Paweł. In: ESRB Working Paper Series. RePEc:srk:srkwps:201872.

Full description at Econpapers || Download paper

2017Networks of counterparties in the centrally cleared EU-wide interest rate derivatives market. (2017). Fiedor, Paweł ; Orszaghova, Lucia ; Lapschies, Sarah. In: Working and Discussion Papers. RePEc:svk:wpaper:1048.

Full description at Econpapers || Download paper

2017Models of Financial Stability and their Application in Stress Tests. (2017). Farmer, J. ; Wetzer, Thom ; Keinniejenhuis, Alissa M ; Aymanns, Christoph . In: Working Papers on Finance. RePEc:usg:sfwpfi:2018:05.

Full description at Econpapers || Download paper

2018OTC Premia. (2018). Ranaldo, Angelo ; Cenedese, Gino ; Vasios, Michalis. In: Working Papers on Finance. RePEc:usg:sfwpfi:2018:18.

Full description at Econpapers || Download paper

2018Bank use of sovereign CDS in the eurozone crisis: Hedging and risk incentives. (2018). Gündüz, Yalin ; Johnson, Tim ; Acharya, Viral V. In: Discussion Papers. RePEc:zbw:bubdps:262018.

Full description at Econpapers || Download paper

2018Mitigating counterparty risk. (2018). Gündüz, Yalin ; Gunduz, Yalin. In: Discussion Papers. RePEc:zbw:bubdps:352018.

Full description at Econpapers || Download paper

2018The pitfalls of central clearing in the presence of systematic risk. (2018). Pelizzon, Loriana ; Getmansky, Mila ; Kubitza, Christian. In: ICIR Working Paper Series. RePEc:zbw:icirwp:3118.

Full description at Econpapers || Download paper

2019The demand for central clearing: To clear or not to clear, that is the question. (2019). Pelizzon, Loriana ; Bellia, Mario ; Peltonen, Tuomas ; Panzica, Roberto. In: SAFE Working Paper Series. RePEc:zbw:safewp:193.

Full description at Econpapers || Download paper

2019Pitfalls of central clearing in the presence of systematic risk. (2019). Pelizzon, Loriana ; Sherman, Mila Getmansky ; Kubitza, Christian. In: SAFE Working Paper Series. RePEc:zbw:safewp:235.

Full description at Econpapers || Download paper

2019The anatomy of the euro area interest rate swap market. (2019). Pelizzon, Loriana ; Scheicher, Martin ; Auf, Marco Holz ; Fontana, Silvia Dalla. In: SAFE Working Paper Series. RePEc:zbw:safewp:255.

Full description at Econpapers || Download paper

Works by Guillaume Vuillemey:


YearTitleTypeCited
2015The opportunity cost of collateral pledged: derivatives market reform and bank lending In: Financial Stability Review.
[Full Text][Citation analysis]
article0
2013The network structure of the CDS market and its determinants In: Working Paper Series.
[Full Text][Citation analysis]
paper60
2014The network structure of the CDS market and its determinants.(2014) In: Journal of Financial Stability.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 60
article
2014Central clearing and collateral demand In: Working Paper Series.
[Full Text][Citation analysis]
paper77
2014Central Clearing and Collateral Demand.(2014) In: Economics Working Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 77
paper
2014Central Clearing and Collateral Demand.(2014) In: NBER Working Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 77
paper
2015Central clearing and collateral demand.(2015) In: Journal of Financial Economics.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 77
article
2019Risk Management in Financial Institutions In: NBER Working Papers.
[Full Text][Citation analysis]
paper6
2014Epistemological foundations for the assessment of risks in banking and finance In: Journal of Economic Methodology.
[Full Text][Citation analysis]
article0

CitEc is a RePEc service, providing citation data for Economics since 2001. Sponsored by INOMICS. Last updated May, 3 2020. Contact: CitEc Team