Mathieu Gex

University of Grenoble

Grenoble

France

SCHOLARLY PAPERS

2

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489

SSRN CITATIONS
Rank 43,127

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Top 43,127

in Total Papers Citations

2

CROSSREF CITATIONS

10

Scholarly Papers (2)

1.

Has the CDS Market Influenced the Borrowing Cost of European Countries During the Sovereign Crisis?

Journal of International Money and Finance, Vol. 31, No. 3, 2012
Number of pages: 43 Posted: 27 Aug 2011 Last Revised: 24 Jul 2012
Groupe ESC Rouen, University of Grenoble and University of Angers - Centre d'économie de l'Université de Paris Nord (CEPN)
Downloads 488 (58,282)
Citation 3

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sovereign credit default swaps, European sovereign crisis, nonlinearity, cointegration, price discovery process

2.

The Interactions between the Credit Default Swap and the Bond Markets in Financial Turmoil

Review of International Economics, Vol. 21, Issue 3, pp. 492-505, 2013
Number of pages: 14 Posted: 16 Jul 2013
Virginie Coudert and Mathieu Gex
Banque de France and University of Grenoble
Downloads 1 (661,987)
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