Access Statistics for Guillaume Roussellet

Author contact details at EconPapers.

Working Paper File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
A Quadratic Kalman Filter 0 0 1 67 0 0 6 191
Affine Modeling of Credit Risk, Pricing of Credit Events and Contagion 0 0 2 74 0 0 3 152
Credit and Liquidity in Interbank Rates: a Quadratic Approach 0 0 1 66 1 2 6 158
Exploring the TIPS‑Treasury Valuation Puzzle 0 0 4 10 0 1 14 29
Fiscal Sustainability in the Presence of Systemic Banks: The Case of EU Countries 0 0 0 17 0 0 1 86
Fiscal Sustainability in the Presence of Systemic Banks: the Case of EU Countries 0 0 0 40 1 1 1 54
Fiscal Sustainability in the Presence of Systemic Banks: the Case of EU Countries 0 0 1 48 1 2 4 77
Fiscal Sustainability in the Presence of Systemic Banks: the Case of EU Countries 0 0 0 2 0 0 1 20
Fiscal Sustainability in the Presence of Systemic Banks: the Case of EU Countries 0 0 0 3 1 1 2 43
Fiscal Sustainability in the Presence of Systemic Banks: the Case of EU Countries 0 0 0 1 1 1 1 19
Fiscal Sustainability in the Presence of Systemic Banks: the Case of EU Countries 0 0 0 75 0 0 2 66
Fiscal Sustainability in the Presence of Systemic Banks: the Case of EU countries 0 0 0 21 0 0 1 69
Fiscal Sustainability in the Presence of Systemic Banks: the Case of EU countries 0 0 0 24 0 0 1 19
Fiscal sustainability in the presence of systemic banks: the case of EU countries 0 0 0 59 0 0 3 143
Managing hedge fund liquidity risks 0 0 0 0 0 0 0 0
Managing hedge fund liquidity risks 0 0 0 0 1 1 1 1
Managing hedge fund liquidity risks 0 0 0 0 0 0 0 1
Managing hedge fund liquidity risks 0 0 0 0 0 0 0 2
Managing hedge fund liquidity risks 0 0 0 0 0 1 1 2
Managing hedge fund liquidity risks 0 0 0 0 0 0 0 1
Managing hedge fund liquidity risks 0 0 0 0 0 0 0 1
Managing hedge fund liquidity risks 0 0 0 0 0 0 0 0
Managing hedge fund liquidity risks 0 0 0 0 0 0 0 0
Managing hedge fund liquidity risks 0 0 0 0 0 0 0 4
Managing hedge fund liquidity risks 0 0 0 0 0 0 0 1
Managing hedge fund liquidy risks 0 0 0 0 0 0 1 1
Preventing COVID-19 Fatalities: State versus Federal Policies 0 0 0 3 0 0 5 20
Staying at Zero with Affine Processes: An Application to Term Structure Modelling 0 0 2 60 0 2 8 207
Total Working Papers 0 0 11 570 6 12 62 1,367

Journal Article File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
A Quadratic Kalman Filter 0 0 0 27 2 2 6 136
Affine Modeling of Credit Risk, Pricing of Credit Events, and Contagion 1 1 1 1 1 2 6 15
Credit and liquidity in interbank rates: A quadratic approach 0 1 2 32 3 7 13 130
Disentangling Credit and Liquidity Risks from Interbank Spreads 0 0 1 12 1 1 4 47
Fiscal sustainability in the presence of systemic banks: the case of EU countries 0 0 0 10 2 2 4 83
Scenario generation for long run interest rate risk assessment 0 0 1 21 1 1 4 90
Staying at zero with affine processes: An application to term structure modelling 0 1 2 38 0 1 5 187
Staying at zero with affine processes: an application to term structure modelling 0 0 0 12 2 5 7 79
Total Journal Articles 1 3 7 153 12 21 49 767

Book File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
Non-Negativity, Zero Lower Bound and Affine Interest Rate Models 0 0 0 22 0 0 0 67
Total Books 0 0 0 22 0 0 0 67

logo

LogEc Home

Top Working Papers
Top Journal Articles
Top Books
Top Chapters
Top Software Items

Top Authors

Top Working Paper series and Journals

About LogEc

Authors with papers registered in the RePEc Author Service.

Register yourself as an author or register more papers in the RePEc Author Service.

Authors with no registered papers

RePEc
LogEc provides access and usage statistics for services based on the RePEc data set.

Örebro UniversityLogEc is hosted by the Örebro University School of Business.

Questions or comments? Please see our explanation of how the statistics are collected or e-mail

Statistics updated 2025-12-06