Guillaume Vuillemey

HEC Paris

1 rue de la Liberation

Jouy-en-Josas Cedex, 78351

France

SCHOLARLY PAPERS

16

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Top 23,169

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3,883

SSRN CITATIONS
Rank 5,536

SSRN RANKINGS

Top 5,536

in Total Papers Citations

254

CROSSREF CITATIONS

48

Scholarly Papers (16)

1.
Downloads 58 (20,557)
Citation 19

Risk Management in Financial Institutions

NBER Working Paper No. w25698
Number of pages: 1 Posted: 01 Apr 2019 Last Revised: 20 Mar 2023
Adriano A. Rampini, S. Viswanathan and Guillaume Vuillemey
Duke University, Duke University - Fuqua School of Business and HEC Paris
Downloads 56 (637,462)

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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 (1,084,536)
Citation 9
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Derivatives, Financial constraints, financial institutions, Foreign exchange risk, interest rate risk, Risk management

2.
Downloads 57 (48,122)
Citation 46

Wholesale Funding Dry-Ups

ESRB: Working Paper Series No. 2017/49
Number of pages: 68 Posted: 05 Nov 2020
Christophe Pérignon, David Thesmar and Guillaume Vuillemey
HEC Paris - Finance Department, Massachusetts Institute of Technology (MIT) - Sloan School of Management and HEC Paris
Downloads 57 (631,935)
Citation 5

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asymmetric information, market freezes, wholesale bank funding

3.
Downloads 810 (53,179)
Citation 17

The Economics of Central Clearing

Annual Review of Financial Economics, Vol. 13, pp. 153-178, 2021
Posted: 09 Nov 2021
Albert J. Menkveld and Guillaume Vuillemey
Vrije Universiteit Amsterdam and HEC Paris

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The Economics of Central Clearing

Annual Review of Financial Economics (https://doi.org/10.1146/annurev-financial-100520-100321, Forthcoming).
Number of pages: 28 Posted: 08 Dec 2020
Albert J. Menkveld and Guillaume Vuillemey
Vrije Universiteit Amsterdam and HEC Paris
Downloads 810 (52,423)
Citation 17

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Central clearing, Counterparty risk, Margin, Default waterfall, Systemic risk

Evading Corporate Responsibilities: Evidence from the Shipping Industry

Number of pages: 60 Posted: 13 Nov 2020
Guillaume Vuillemey
HEC Paris
Downloads 765 (56,675)
Citation 2

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

Evading Corporate Responsibilities: Evidence from the Shipping Industry

Number of pages: 60 Posted: 18 Feb 2023
Guillaume Vuillemey
HEC Paris
Downloads 39 (746,729)

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Shipping, Corporate social responsibility, Maritime trade, Subsidiaries, Flags of convenience

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

5.

From the Saving Glut to Financial Instability: Evidence from the Silicon Valley Bank Failure

Number of pages: 59 Posted: 18 Apr 2023 Last Revised: 18 Oct 2023
Guillaume Vuillemey
HEC Paris
Downloads 737 (60,652)

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Saving glut; Silicon Valley Bank; Deposits; Financial stability; Wealth inequality; Intangibles

6.
Downloads 1 (70,745)
Citation 30

The Private Production of Safe Assets

CEPR Discussion Paper No. DP12086
Number of pages: 59 Posted: 13 Jun 2017
Marcin T. Kacperczyk, Christophe Pérignon and Guillaume Vuillemey
Imperial College London - Accounting, Finance, and Macroeconomics, HEC Paris - Finance Department and HEC Paris
Downloads 1 (1,093,300)
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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 Pérignon and Guillaume Vuillemey
Imperial College London - Accounting, Finance, and Macroeconomics, HEC Paris - Finance Department and HEC Paris
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Citation 19
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information sensitivity, safe assets, safety premium

7.
Downloads 640 (72,480)
Citation 35

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), European Central Bank, European Central Bank and HEC Paris
Downloads 477 (103,102)
Citation 2

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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), European Central Bank, European Central Bank and HEC Paris
Downloads 163 (310,762)
Citation 31

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interest rate risk, banking, risk management, hedging

8.
Downloads 118 (72,777)
Citation 29

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 114 (412,737)
Citation 12

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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 (1,069,153)
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CCP, Central clearing, Collateral, Derivatives, Failure, Resolution

Mitigating Fire Sales with a Central Clearing Counterparty

Number of pages: 50 Posted: 11 Apr 2019 Last Revised: 21 Feb 2023
Guillaume Vuillemey
HEC Paris
Downloads 183 (280,892)
Citation 5

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fire sales, liquidity, central clearing, CCP

Mitigating Fire Sales with a Central Clearing Counterparty

Number of pages: 50 Posted: 21 Mar 2023
Guillaume Vuillemey
HEC Paris
Downloads 13 (984,485)

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Fire sales, liquidity, central clearing, CCP

10.

Entry in Banking Markets

Number of pages: 44 Posted: 15 Apr 2019
Marina Traversa and Guillaume Vuillemey
HEC Paris and HEC Paris
Downloads 175 (293,892)

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

Cash is Not King: Evidence from the Commercial Paper Market

CEPR Discussion Paper No. DP16043
Number of pages: 70 Posted: 14 May 2021
Sven Klingler, Olav Syrstad and Guillaume Vuillemey
BI Norwegian Business School, BI Norwegian Business School and HEC Paris
Downloads 1 (1,093,300)
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12.

The Origins of Limited Liability: Catering to Safety Demand with Investors' Irresponsibility

Number of pages: 47 Posted: 09 Feb 2023
Guillaume Vuillemey
HEC Paris
Downloads 113 (416,071)

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Limited Liability; Safe Assets; Corporate Responsability; Contracts; Law

13.

Household Finance at the Origin: Home Ownership as a Cultural Heritage from Agriculture

Number of pages: 52 Posted: 09 Feb 2023 Last Revised: 12 May 2023
Guillaume Vuillemey
HEC Paris
Downloads 87 (492,965)

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Homeownership, Culture, Persistence, Immovable assets, Movable assets, Agriculture, Land

14.
Downloads 86 (496,557)
Citation 3

Set-Up Costs and the Financing of Young Firms

Banque de France Working Paper No. 792
Number of pages: 47 Posted: 25 Jan 2021 Last Revised: 22 Jun 2021
François Derrien, Jean-Stéphane Mésonnier and Guillaume Vuillemey
HEC Paris - Finance Department, Banque de France and HEC Paris
Downloads 85 (505,040)
Citation 1

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young firms, capital structure, set-up costs, leverage, debt maturity, financial frictions

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 and HEC Paris
Downloads 1 (1,093,300)
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Capital Structure, debt maturity, Financial Frictions, leverage, set-up costs, Young firms

15.

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
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Central clearing, Contracts, incomplete markets, International trade

16.

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 New York University (NYU) - New York University, Abu Dhabi
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bubbles, labor frictions, Unemployment volatility