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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

The network structure of the CDS market and its determinants

Journal of Financial Stability, August 2014, vol. 13, pp 118-133, (in coll. with T. PELTONEN, M. SCHEICHER)

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

Journal of Financial and Quantitative Analysis, Forthcoming,

Set-up Costs and the Financing of Young Firms

Management Science, Forthcoming, (in coll. with F. DERRIEN, J.-S. MÉSONNIER)

Books

Working papers

Education

  • Ph.D., in Economics, Sciences Po Paris - France
  • Master of Science/Grande Ecole, in Economics, Ecole Polytechnique / Sciences Po Paris / ENSAE - France
  • 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"