Silvia Gabrieli

Banque de France

Paris

France

SCHOLARLY PAPERS

2

DOWNLOADS

207

TOTAL CITATIONS

11

Scholarly Papers (2)

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1.

Assessing Contagion Risks from the CDS Market

ESRB: Occasional Paper Series No. 2013/04
Number of pages: 46 Posted: 05 Nov 2020
Markus K. Brunnermeier, Laurent Clerc, Yanis El Omari, Silvia Gabrieli, Steffen Kern, Christoph Memmel, Tuomas Peltonen, Natalia Podlich, Martin Scheicher and Guillaume Vuillemey
Princeton University - Department of Economics, Banque de France, affiliation not provided to SSRN, Banque de France, European Securities and Markets Authority, Deutsche Bundesbank, European Systemic Risk Board, Deutsche Bundesbank, European Central Bank (ECB) and HEC Paris - Finance Department
Downloads 116 (472,283)
Citation 8

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CDS, contagion, systemic risk, derivatives

2.

Bad Sovereign or Bad Balance Sheets? Euro Interbank Market Fragmentation and Monetary Policy, 2011-2015

Downloads 91 (558,789)
Citation 3

Bad Sovereign or Bad Balance Sheets? Euro Interbank Market Fragmentation and Monetary Policy, 2011-2015

Banque de France Working Paper No. 687
Number of pages: 50 Posted: 01 Aug 2018
Silvia Gabrieli and Claire Labonne
Banque de France and Autorité de Contrôle Prudentiel et de Résolution - Banque de France
Downloads 48 (791,477)
Citation 3

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Interbank market, credit risk, fragmentation, sovereign risk, country risk, credit rationing, market discipline

Bad Sovereign or Bad Balance Sheets? Euro Interbank Market Fragmentation and Monetary Policy, 2011-2015

FRB of Boston Supervisory Research & Analysis Unit Working Paper No. RPA 18-3
Number of pages: 49 Posted: 24 Jan 2019 Last Revised: 13 Oct 2023
Silvia Gabrieli and Claire Labonne
Banque de France and Federal Reserve Bank of Boston
Downloads 43 (828,692)

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interbank markets, credit risks, fragmentation, sovereign risk, country risk, credit rationing, market discipline