Access Statistics for Guillaume Roussellet
Author contact details at EconPapers.
| 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 | 1 | 2 | 29 | 0 | 2 | 10 | 144 |
| Affine Modeling of Credit Risk, Pricing of Credit Events, and Contagion | 0 | 1 | 4 | 4 | 0 | 2 | 16 | 29 |
| Credit and liquidity in interbank rates: A quadratic approach | 0 | 0 | 3 | 34 | 1 | 1 | 18 | 140 |
| Disentangling Credit and Liquidity Risks from Interbank Spreads | 0 | 0 | 1 | 12 | 0 | 0 | 8 | 53 |
| Fiscal sustainability in the presence of systemic banks: the case of EU countries | 0 | 1 | 1 | 11 | 1 | 3 | 15 | 95 |
| Scenario generation for long run interest rate risk assessment | 0 | 0 | 1 | 22 | 1 | 3 | 12 | 101 |
| Staying at zero with affine processes: An application to term structure modelling | 0 | 0 | 1 | 38 | 1 | 1 | 12 | 198 |
| Staying at zero with affine processes: an application to term structure modelling | 0 | 0 | 0 | 12 | 0 | 2 | 21 | 93 |
| Total Journal Articles | 0 | 3 | 13 | 162 | 4 | 14 | 112 | 853 |
| 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 | 1 | 23 | 1 | 1 | 8 | 75 |
| Total Books | 0 | 0 | 1 | 23 | 1 | 1 | 8 | 75 |
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