Browsing All of EconStor by Author Vuillemey, Guillaume
Showing results 1 to 8 of 8
| Year of Publication | Title | Author(s) |
| 2013 | Disentangling the bond-CDS nexus: a stress test model of the CDS market | Vuillemey, Guillaume; Peltonen, Tuomas A. |
| 2013 | The structure and resilience of the European interbank market | Alves, Ivan; Ferrari, Stijn; Franchini, Pietro; Heam, Jean-Cyprien; Jurca, Pavol; Langfield, Sam; Laviola, Sebastiano; Liedorp, Franka; Sánchez, Antonio; Tavolaro, Santiago; Vuillemey, Guillaume |
| 2013 | The network structure of the CDS market and its determinants | Peltonen, Tuomas A.; Scheicher, Martin; Vuillemey, Guillaume |
| 2013 | Assessing contagion risks from the CDS market | Brunnermeier, Markus; Clerc, Laurent; El Omari, Yanis; Gabrieli, Silvia; Kern, Steffen; Memmel, Christoph; Peltonen, Tuomas; Podlich, Natalia; Scheicher, Martin; Vuillemey, Guillaume |
| 2014 | Central clearing and collateral demand | Duffie, Darrell; Scheicher, Martin; Vuillemey, Guillaume |
| 2016 | Frictional Unemployment with Stochastic Bubbles | Vuillemey, Guillaume; Wasmer, Etienne |
| 2017 | Wholesale funding dry-ups | Pérignon, Christophe; Thesmar, David; Vuillemey, Guillaume |
| 2018 | Who bears interest rate risk? | Hoffmann, Peter; Langfield, Sam; Pierobon, Federico; Vuillemey, Guillaume |
