Guillaume VUILLEMEY
Associate Professor
Finance
Biography
Guillaume Vuillemey obtained a Ph.D. in economics at Sciences Po (Paris) in 2015, after a master degree in economics from Sciences Po and the Ecole Polytechnique. His main research interests include derivatives markets, the functioning and regulation of banks and financial markets, as well as risk management and economic history.
He has published research articles in the Journal of Finance, the Journal of Financial Economics and the Review of Financial Studies.
Guillaume Vuillemey has been a visiting researcher at several foreign institutions, including the European Central Bank and Harvard University. He has also worked as an economist for the Banque de France. He is also an affiliated researcher to the Autorité de contrôle prudentiel et de résolution (ACPR) Chair in systemic risk.
To access his most recent works: http://sites.google.com/site/guillaumevuillemey/home
Scientific articles
Books
Working papers
Scientific articles
Journal of Financial Stability, August 2014, vol. 13, pp 118-133, (in coll. with T. PELTONEN, M. SCHEICHER)
Journal of Financial and Quantitative Analysis, Forthcoming,
Management Science, Forthcoming, (in coll. with F. DERRIEN, J.-S. MÉSONNIER)
Books
Working papers
Education
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Ph.D., in Economics, Sciences Po Paris - France
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Master of Science/Grande Ecole, in Economics, Ecole Polytechnique / Sciences Po Paris / ENSAE - France
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Bachelor of Science, Economics and Political Science, Sciences Po Paris - France
Academic appointments
Academic Responsibilities at HEC
- 2019- Associate Professor, Finance HEC Paris
Awards & honors
- 2020 HEC Foundation Best Researcher 2019 Award
- 2019 Prix du jeune chercheur en economie 2019 de la Fondation Banque de France pour la recherche
- 2016 Best AFFI 2016 Paper Award for the paper "Wholesale Funding Runs"