Jean-Cyprien Heam

Banque de France

Paris

France

SCHOLARLY PAPERS

4

DOWNLOADS

342

SSRN CITATIONS
Rank 28,323

SSRN RANKINGS

Top 28,323

in Total Papers Citations

11

CROSSREF CITATIONS

20

Scholarly Papers (4)

1.

Domino Effects When Banks Hoard Liquidity: The French Network

Banque de France Working Paper No. 432
Number of pages: 40 Posted: 12 Apr 2013
Massachusetts Institute of Technology (MIT) - Sloan School of Management, Banque de France, Independent and Independent
Downloads 198 (183,860)
Citation 21

Abstract:

Loading...

Liquidity hoarding, solvency and funding contagion, financial networks, systemic risk

2.

Bilateral Exposures and Systemic Solvency Risk

Banque de France Working Paper No. 414
Number of pages: 52 Posted: 22 Dec 2012
Christian Gourieroux, Jean-Cyprien Heam and Alain Monfort
University of Toronto - Department of Economics, Banque de France and National Institute of Statistics and Economic Studies (INSEE) - Center for Research in Economics and Statistics (CREST)
Downloads 132 (258,692)
Citation 9

Abstract:

Loading...

contagion, systemic risk, solvency, clearing, liquidation equilibrium, impulse response, Value-of-the Firm Model

3.

The Structure and Resilience of the European Interbank Market

ESRB: Occasional Paper Series No. 2013/03
Number of pages: 44 Posted: 05 Nov 2020
affiliation not provided to SSRN, National Bank of Belgium, affiliation not provided to SSRN, Banque de France, affiliation not provided to SSRN, affiliation not provided to SSRN, European Central Bank, affiliation not provided to SSRN, affiliation not provided to SSRN, Independent and HEC Paris - Finance Department
Downloads 12 (671,344)
Citation 1

Abstract:

Loading...

interbank market, resilience, structure, contagion

4.

Bilateral Exposures and Systemic Solvency Risk (Expositions Bilatérales Et Risque Systémique Pour La Solvabilité)

Canadian Journal of Economics/Revue canadienne d'économique, Vol. 45, Issue 4, pp. 1273-1309, 2012
Number of pages: 37 Posted: 10 Sep 2015
Christian Gourieroux, Jean-Cyprien Heam and Alain Monfort
University of Toronto - Department of Economics, Banque de France and National Institute of Statistics and Economic Studies (INSEE) - Center for Research in Economics and Statistics (CREST)
Downloads 0 (780,600)
Citation 2
  • Add to Cart

Abstract:

Loading...