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 0 67 2 8 11 199
Affine Modeling of Credit Risk, Pricing of Credit Events and Contagion 0 0 0 74 0 9 9 161
Credit and Liquidity in Interbank Rates: a Quadratic Approach 0 0 1 66 2 13 17 171
Exploring the TIPS‑Treasury Valuation Puzzle 0 0 2 10 0 3 11 32
Fiscal Sustainability in the Presence of Systemic Banks: The Case of EU Countries 0 0 0 17 0 2 3 88
Fiscal Sustainability in the Presence of Systemic Banks: the Case of EU Countries 0 0 0 75 3 5 7 71
Fiscal Sustainability in the Presence of Systemic Banks: the Case of EU Countries 0 0 0 2 1 4 5 24
Fiscal Sustainability in the Presence of Systemic Banks: the Case of EU Countries 0 0 0 48 0 7 10 84
Fiscal Sustainability in the Presence of Systemic Banks: the Case of EU Countries 0 0 0 3 1 6 8 49
Fiscal Sustainability in the Presence of Systemic Banks: the Case of EU Countries 0 0 0 1 1 5 6 24
Fiscal Sustainability in the Presence of Systemic Banks: the Case of EU Countries 0 0 0 40 0 1 2 55
Fiscal Sustainability in the Presence of Systemic Banks: the Case of EU countries 0 0 0 21 0 1 2 70
Fiscal Sustainability in the Presence of Systemic Banks: the Case of EU countries 0 0 0 24 0 5 6 24
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 1 2 3
Managing hedge fund liquidity risks 0 0 0 0 1 2 2 3
Managing hedge fund liquidity risks 0 0 0 0 0 2 2 2
Managing hedge fund liquidity risks 0 0 0 0 0 0 0 1
Managing hedge fund liquidity risks 0 0 0 0 0 1 1 1
Managing hedge fund liquidity risks 0 0 0 0 0 1 1 5
Managing hedge fund liquidity risks 0 0 0 0 0 1 1 2
Managing hedge fund liquidity risks 0 0 0 0 0 1 1 1
Managing hedge fund liquidity risks 0 0 0 0 0 0 1 1
Managing hedge fund liquidity risks 0 0 0 0 0 1 1 2
Managing hedge fund liquidity risks 0 0 0 0 0 2 2 4
Managing hedge fund liquidy risks 0 0 0 0 0 1 2 2
Preventing COVID-19 Fatalities: State versus Federal Policies 0 0 0 3 0 4 9 24
Staying at Zero with Affine Processes: An Application to Term Structure Modelling 0 0 1 60 1 4 9 211
Total Working Papers 0 0 4 570 12 90 134 1,457

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 1 7 137
Affine Modeling of Credit Risk, Pricing of Credit Events, and Contagion 0 2 3 3 1 6 9 21
Credit and liquidity in interbank rates: A quadratic approach 1 1 3 33 2 6 17 136
Disentangling Credit and Liquidity Risks from Interbank Spreads 0 0 1 12 0 3 6 50
Fiscal sustainability in the presence of systemic banks: the case of EU countries 0 0 0 10 0 5 9 88
Scenario generation for long run interest rate risk assessment 1 1 2 22 2 7 11 97
Staying at zero with affine processes: An application to term structure modelling 0 0 2 38 2 5 9 192
Staying at zero with affine processes: an application to term structure modelling 0 0 0 12 1 8 15 87
Total Journal Articles 2 4 11 157 8 41 83 808

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 1 1 23 2 5 5 72
Total Books 0 1 1 23 2 5 5 72

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Statistics updated 2026-03-04