Does risk aversion drive financial crises? Testing the predictive power of empirical indicators V Coudert, M Gex Journal of Empirical Finance 15 (2), 167-184, 2008 | 244 | 2008 |
Has the CDS market influenced the borrowing cost of European countries during the sovereign crisis? AL Delatte, M Gex, A López-Villavicencio Journal of international Money and Finance 31 (3), 481-497, 2012 | 185 | 2012 |
Credit default swap and bond markets: which leads the other V Coudert, M Gex Financial Stability Review 14, 161-167, 2010 | 110 | 2010 |
Contagion inside the credit default swaps market: The case of the GM and Ford crisis in 2005 V Coudert, M Gex Journal of International Financial Markets, Institutions and Money 20 (2 …, 2010 | 86 | 2010 |
The interactions between the credit default swap and the bond markets in financial turmoil V Coudert, M Gex Review of International Economics 21 (3), 492-505, 2013 | 70 | 2013 |
The credit default swap market and the settlement of large defaults V Coudert, M Gex Économie internationale 123 (3), 91-120, 2010 | 46 | 2010 |
Can risk aversion indicators anticipate financial crises V Coudert, M Gex Financial Stability Review 9, 67-87, 2006 | 43 | 2006 |
Credit default swaps and financial stability: risks and regulatory issues A Duquerroy, N Gauthier, M Gex Banque de France, Financial stability review 13, 75-88, 2009 | 30 | 2009 |
Contagion in the Credit Default Swap Market: the case of the GM and Ford Crisis in 2005 V Coudert, M Gex CEPII, 2008 | 23 | 2008 |
Disrupted links between credit default swaps, bonds and equities during the GM and Ford crisis in 2005 V Coudert, M Gex Applied Financial Economics 20 (23), 1769-1792, 2010 | 14 | 2010 |
Les indicateurs d’aversion pour le risque peuvent-ils anticiper les crises financières? V COUDERT, M GEX RSF REVUE, 71, 2006 | 10 | 2006 |
Has the CDS market amplified the European sovereign crisis? A non-linear approach AL Delatte, M Gex, A López-Villavicencio Research Paper, 2010 | 8 | 2010 |
Credit default swaps et stabilité financière: quels risques? Quels enjeux pour les régulateurs? A DUQUERROY, M Gex, N Gauthier Banque de France, Revue de la stabilité financière, 79-93, 2009 | 8 | 2009 |
Why the Greek CDS settlement did not lead to the feared meltdown VGE COUDErt, M Gex Banque de France Financial Stability Review 17, 135-150, 2013 | 7 | 2013 |
Stormy Weather in the Credit Default Swap Market V Coudert, M Gex Part ll June-December 2008, 203, 2008 | 7 | 2008 |
Pourquoi le règlement des CDS grecs n’a pas conduit à la débâcle redoutée V Coudert, M Gex Revue de la stabilité financière (Banque de France), 153-170, 2013 | 6 | 2013 |
Le règlement des défauts sur le marché des credit default swaps: le cas de Lehman Brothers V Coudert, M Gex Revue d'économie financière, 15-34, 2010 | 6 | 2010 |
Marché des CDS et marché obligataire: qui dirige l’autre? V Coudert, M Gex Banque de France, Revue de la stabilité financière, juillet, 2010 | 6 | 2010 |
Does sustainability reduce country default risk? M Gex, I Girerd-potin, S Jimenez-Garcès, P Louvet Bankers Markets & Investors: an academic & professional review 150, 2018 | 3 | 2018 |
The interactions between the CDS and the bond markets in financial turmoil V Coudert, M Gex Review of International Economics 21, 2013 | 3 | 2013 |