Guillaume Vuillemey - Central Bank Research Hub

Papers by year: All | 2017 | 2015 | 2014 | 2013

Title Other author(s)

Wholesale funding dry-ups

European Systemic Risk Board Working papers [View] (Paper: WP49, 30.06.2017)

JEL: G21

Cross-border interbank contagion in the European banking sector

Bank of France Working Papers [View] (Paper: 545, 31.03.2015)

JEL: F36, G01, G21, G28

Endogenous Derivative Networks

Bank of France Working Papers [View] (Paper: 483, 08.07.2014)

JEL: G11, G17, G28

Central clearing and collateral demand

European Central Bank Working papers [View] (Paper: 1638, 20.02.2014)

Disentangling the bond-CDS nexus: a stress test model of the CDS market

European Central Bank Working papers [View] (Paper: 1599, 16.10.2013)

The network structure of the CDS market and its determinants

European Central Bank Working papers [View] (Paper: 1583, 29.08.2013)

Papers by year: All | 2017 | 2015 | 2014 | 2013