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 2 7 191
Affine Modeling of Credit Risk, Pricing of Credit Events and Contagion 0 0 2 74 0 0 4 152
Credit and Liquidity in Interbank Rates: a Quadratic Approach 0 0 1 66 1 2 6 157
Exploring the TIPS‑Treasury Valuation Puzzle 0 0 6 10 0 0 17 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 0 1 1 42
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 1 48 1 2 3 76
Fiscal Sustainability in the Presence of Systemic Banks: the Case of EU Countries 0 0 0 75 0 1 2 66
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 21 0 1 1 69
Fiscal Sustainability in the Presence of Systemic Banks: the Case of EU countries 0 0 0 24 0 1 1 19
Fiscal sustainability in the presence of systemic banks: the case of EU countries 0 0 0 59 0 1 4 143
Managing hedge fund liquidity risks 0 0 0 0 0 0 0 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 4
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 1
Managing hedge fund liquidity risks 0 0 0 0 0 0 1 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 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 2 5 20
Staying at Zero with Affine Processes: An Application to Term Structure Modelling 0 0 2 60 1 3 8 206
Total Working Papers 0 0 13 570 3 16 63 1,358

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 0 3 4 134
Affine Modeling of Credit Risk, Pricing of Credit Events, and Contagion 0 0 0 0 0 1 4 13
Credit and liquidity in interbank rates: A quadratic approach 1 1 2 32 2 5 8 125
Disentangling Credit and Liquidity Risks from Interbank Spreads 0 1 1 12 0 1 3 46
Fiscal sustainability in the presence of systemic banks: the case of EU countries 0 0 0 10 0 2 2 81
Scenario generation for long run interest rate risk assessment 0 0 1 21 0 2 4 89
Staying at zero with affine processes: An application to term structure modelling 1 1 2 38 1 2 8 187
Staying at zero with affine processes: an application to term structure modelling 0 0 0 12 0 2 3 74
Total Journal Articles 2 3 6 152 3 18 36 749

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 2025-10-06