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 1 1 2 67 2 3 11 188
Affine Modeling of Credit Risk, Pricing of Credit Events and Contagion 2 2 6 74 3 3 12 152
Credit and Liquidity in Interbank Rates: a Quadratic Approach 0 0 0 65 2 2 4 154
Exploring the TIPS‑Treasury Valuation Puzzle 1 2 8 8 2 6 21 21
Fiscal Sustainability in the Presence of Systemic Banks: The Case of EU Countries 0 0 0 17 0 0 1 85
Fiscal Sustainability in the Presence of Systemic Banks: the Case of EU Countries 0 0 0 3 0 0 0 41
Fiscal Sustainability in the Presence of Systemic Banks: the Case of EU Countries 0 0 0 40 0 0 0 53
Fiscal Sustainability in the Presence of Systemic Banks: the Case of EU Countries 0 0 0 1 0 0 0 18
Fiscal Sustainability in the Presence of Systemic Banks: the Case of EU Countries 0 0 0 75 0 0 0 64
Fiscal Sustainability in the Presence of Systemic Banks: the Case of EU Countries 0 1 1 48 0 1 2 74
Fiscal Sustainability in the Presence of Systemic Banks: the Case of EU Countries 0 0 0 2 0 0 0 19
Fiscal Sustainability in the Presence of Systemic Banks: the Case of EU countries 0 0 0 24 0 0 0 18
Fiscal Sustainability in the Presence of Systemic Banks: the Case of EU countries 0 0 0 21 0 0 0 68
Fiscal sustainability in the presence of systemic banks: the case of EU countries 0 0 0 59 0 0 1 140
Preventing COVID-19 Fatalities: State versus Federal Policies 0 0 0 3 0 0 0 15
Staying at Zero with Affine Processes: An Application to Term Structure Modelling 1 1 2 59 3 3 17 202
Total Working Papers 5 7 19 566 12 18 69 1,312

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 2 27 0 0 2 130
Affine Modeling of Credit Risk, Pricing of Credit Events, and Contagion 0 0 0 0 2 3 10 12
Credit and liquidity in interbank rates: A quadratic approach 0 0 0 30 2 2 4 119
Disentangling Credit and Liquidity Risks from Interbank Spreads 0 0 0 11 1 1 1 44
Fiscal sustainability in the presence of systemic banks: the case of EU countries 0 0 0 10 0 0 0 79
Scenario generation for long run interest rate risk assessment 0 0 1 20 0 0 4 86
Staying at zero with affine processes: An application to term structure modelling 0 0 1 36 1 1 6 183
Staying at zero with affine processes: an application to term structure modelling 0 0 1 12 0 0 2 72
Total Journal Articles 0 0 5 146 6 7 29 725

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

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Statistics updated 2025-03-03