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 6 189
Affine Modeling of Credit Risk, Pricing of Credit Events and Contagion 0 0 4 74 0 0 6 152
Credit and Liquidity in Interbank Rates: a Quadratic Approach 0 1 1 66 1 2 5 156
Exploring the TIPS‑Treasury Valuation Puzzle 0 0 9 10 0 2 26 28
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 0 0 0 53
Fiscal Sustainability in the Presence of Systemic Banks: the Case of EU Countries 0 0 0 3 1 1 1 42
Fiscal Sustainability in the Presence of Systemic Banks: the Case of EU Countries 0 0 0 2 0 1 1 20
Fiscal Sustainability in the Presence of Systemic Banks: the Case of EU Countries 0 0 1 48 1 1 2 75
Fiscal Sustainability in the Presence of Systemic Banks: the Case of EU Countries 0 0 0 75 0 1 1 65
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 21 0 0 0 68
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 59 0 1 3 142
Preventing COVID-19 Fatalities: State versus Federal Policies 0 0 0 3 1 4 4 19
Staying at Zero with Affine Processes: An Application to Term Structure Modelling 0 0 2 60 0 0 17 203
Total Working Papers 0 1 18 570 4 13 73 1,334

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 3 4 4 134
Affine Modeling of Credit Risk, Pricing of Credit Events, and Contagion 0 0 0 0 1 1 5 13
Credit and liquidity in interbank rates: A quadratic approach 0 0 1 31 2 2 7 122
Disentangling Credit and Liquidity Risks from Interbank Spreads 0 0 0 11 0 0 2 45
Fiscal sustainability in the presence of systemic banks: the case of EU countries 0 0 0 10 1 1 1 80
Scenario generation for long run interest rate risk assessment 0 1 1 21 2 3 4 89
Staying at zero with affine processes: An application to term structure modelling 0 0 1 37 1 1 8 186
Staying at zero with affine processes: an application to term structure modelling 0 0 1 12 0 0 2 72
Total Journal Articles 0 1 4 149 10 12 33 741

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 2025-08-05