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
Management Science, Forthcoming, (in coll. with F. DERRIEN, J.-S. MÉSONNIER)
Journal of Financial Intermediation, 2023, vol. 55, n° 101045,
Annual Review of Financial Economics, November 2021, vol. 13, pp 153-178, (in coll. with A. J. MENKVELD)
Journal of Finance, April 2021, vol. 76, n° 2, pp 495-535, (in coll. with M. KACPERCZYK, C. PERIGNON)
Revue d'Économie Financière, April 2021, vol. 142, n° 2, pp 87-97,
Review of Finance, February 2020, vol. 24, n° 1, pp 99-128, (in coll. with V. BIGNON)
Journal of Finance, August 2020, vol. 75, n° 4, pp 2021-2053,
European Economic Review, February 2020, vol. 122, n° 103352, (in coll. with E. WASMER)
Management Science, December 2019, vol. 65, n° 12, pp 5933-5956,
Review of Financial Studies, August 2019, vol. 32, n° 8, pp 2921-2954, (in coll. with P. HOFFMANN, S. LANGFIELD, F. PIEROBON)
Books
Coédition Seuil / La République
RB Édition
Working papers
Cahier de Recherche du Groupe HEC , 2023
Cahier de Recherche du Groupe HEC , 2023
Cahier de Recherche du Groupe HEC , 2023
Cahier de Recherche du Groupe HEC , 2019
Cahier de Recherche du Groupe HEC , 2018
Scientific articles
Journal of Financial Intermediation, 2023, vol. 55, n° 101045,
Revue d'Économie Financière, April 2021, vol. 142, n° 2, pp 87-97,
Annual Review of Financial Economics, November 2021, vol. 13, pp 153-178, (in coll. with A. J. MENKVELD)
Journal of Finance, April 2021, vol. 76, n° 2, pp 495-535, (in coll. with M. KACPERCZYK, C. PERIGNON)
Books
Coédition Seuil / La République
RB Édition
Working papers
Cahier de Recherche du Groupe HEC , 2023
Cahier de Recherche du Groupe HEC , 2023
Cahier de Recherche du Groupe HEC , 2023
Cahier de Recherche du Groupe HEC , 2019
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"