Guillaume Vuillemey

HEC Paris

1 rue de la Liberation

Jouy-en-Josas Cedex, 78351

France

SCHOLARLY PAPERS

11

DOWNLOADS

882

SSRN CITATIONS
Rank 13,806

SSRN RANKINGS

Top 13,806

in Total Papers Citations

44

CROSSREF CITATIONS

33

Scholarly Papers (11)

1.
Downloads 12 ( 17,416)
Citation 7

Risk Management in Financial Institutions

NBER Working Paper No. w25698
Number of pages: 67 Posted: 01 Apr 2019
Adriano A. Rampini, S. Viswanathan and Guillaume Vuillemey
Duke University, Duke University - Fuqua School of Business and HEC Paris
Downloads 10 (668,073)

Abstract:

Loading...

Risk Management in Financial Institutions

CEPR Discussion Paper No. DP13787
Number of pages: 69 Posted: 11 Jun 2019 Last Revised: 29 Jul 2019
Adriano A. Rampini, S. Viswanathan and Guillaume Vuillemey
Duke University, Duke University - Fuqua School of Business and HEC Paris
Downloads 2 (736,303)
Citation 2
  • Add to Cart

Abstract:

Loading...

Derivatives, Financial constraints, financial institutions, Foreign exchange risk, interest rate risk, Risk management

2.
Downloads 485 ( 64,459)
Citation 6

Who Bears Interest Rate Risk?

Number of pages: 62 Posted: 01 Nov 2017 Last Revised: 02 Sep 2018
Peter Hoffmann, Sam Langfield, Federico Pierobon and Guillaume Vuillemey
European Central Bank (ECB) - Directorate General Research, European Central Bank, European Central Bank and HEC Paris
Downloads 381 (85,205)
Citation 4

Abstract:

Loading...

Interest Rate Risk, Banking, Risk Management, Hedging

Who Bears Interest Rate Risk?

ECB Working Paper No. 2176
Number of pages: 66 Posted: 26 Sep 2018
Peter Hoffmann, Sam Langfield, Federico Pierobon and Guillaume Vuillemey
European Central Bank (ECB) - Directorate General Research, European Central Bank, European Central Bank and HEC Paris
Downloads 104 (286,575)
Citation 1

Abstract:

Loading...

interest rate risk, banking, risk management, hedging

3.
Downloads 91 ( 69,884)
Citation 16

The Failure of a Clearinghouse: Empirical Evidence

Banque de France Working Paper No. 638
Number of pages: 68 Posted: 30 Aug 2017
Vincent Bignon and Guillaume Vuillemey
Banque de France and HEC Paris
Downloads 87 (322,209)
Citation 9

Abstract:

Loading...

Derivatives, central clearing, central counterparties

The Failure of a Clearinghouse: Empirical Evidence

CEPR Discussion Paper No. DP11630
Number of pages: 63 Posted: 14 Nov 2016
Vincent Bignon and Guillaume Vuillemey
Banque de France and HEC Paris
Downloads 4 (715,907)
  • Add to Cart

Abstract:

Loading...

CCP, Central clearing, Collateral, Derivatives, Failure, Resolution

4.
Downloads 1 (157,206)
Citation 8

The Private Production of Safe Assets

CEPR Discussion Paper No. DP12086
Number of pages: 59 Posted: 13 Jun 2017
Marcin T. Kacperczyk, Christophe Perignon and Guillaume Vuillemey
Imperial College London - Accounting, Finance, and Macroeconomics, HEC Paris - Finance Department and HEC Paris
Downloads 1 (750,355)
  • Add to Cart

Abstract:

Loading...

Collateral, safe assets, Short-term debt, Treasuries

The Private Production of Safe Assets

CEPR Discussion Paper No. DP12395
Number of pages: 62 Posted: 30 Oct 2017
Marcin T. Kacperczyk, Christophe Perignon and Guillaume Vuillemey
Imperial College London - Accounting, Finance, and Macroeconomics, HEC Paris - Finance Department and HEC Paris
Downloads 0
  • Add to Cart

Abstract:

Loading...

information sensitivity, safe assets, safety premium

5.

Evading Corporate Responsibilities: Evidence from the Shipping Industry

Number of pages: 60
Guillaume Vuillemey
HEC Paris
Downloads 178

Abstract:

Loading...

Corporate social responsibility; shipping; flags of convenience; limited liability; subsidiary; globalization

6.

Entry in Banking Markets

Number of pages: 44 Posted: 15 Apr 2019
Marina Traversa and Guillaume Vuillemey
HEC Paris and HEC Paris
Downloads 64 (380,003)

Abstract:

Loading...

Banks, Barriers to entry, Branching, Acquisitions, Diversification, Adverse selection

7.

Mitigating Fire Sales with a Central Clearing Counterparty

Number of pages: 51 Posted: 11 Apr 2019 Last Revised: 11 Aug 2020
Guillaume Vuillemey
HEC Paris
Downloads 50 (426,973)
Citation 3

Abstract:

Loading...

fire sales, liquidity, central clearing, CCP

8.

Set-Up Costs and the Financing of Young Firms

CEPR Discussion Paper No. DP14512
Number of pages: 44 Posted: 25 Mar 2020
François Derrien, Jean-Stéphane Mésonnier and Guillaume Vuillemey
HEC Paris - Finance Department, Banque de France -DGEI-DEMFI-RECFIN and HEC Paris
Downloads 1 (715,802)
Citation 1
  • Add to Cart

Abstract:

Loading...

Capital Structure, debt maturity, Financial Frictions, leverage, set-up costs, Young firms

9.

Evading Corporate Responsibilities: Evidence from the Shipping Industry

CEPR Discussion Paper No. DP15291
Number of pages: 57 Posted: 22 Sep 2020
Guillaume Vuillemey
HEC Paris
Downloads 0 (733,861)
  • Add to Cart

Abstract:

Loading...

Corporate social responsibility, flags of convenience, Globalization, limited liability, shipping, subsidiary

10.

Completing Markets with Contracts: Evidence from the First Central Clearing Counterparty

CEPR Discussion Paper No. DP13230
Number of pages: 56 Posted: 15 Oct 2018 Last Revised: 22 Oct 2018
Guillaume Vuillemey
HEC Paris
Downloads 0 (733,861)
  • Add to Cart

Abstract:

Loading...

Central clearing, Contracts, incomplete markets, International trade

11.

Frictional Unemployment with Stochastic Bubbles

CEPR Discussion Paper No. DP11561
Number of pages: 75 Posted: 10 Oct 2016
Guillaume Vuillemey and Etienne Wasmer
HEC Paris and Observatoire Français des Conjonctures Economiques (OFCE)
Downloads 0 (733,861)
  • Add to Cart

Abstract:

Loading...

bubbles, labor frictions, Unemployment volatility