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 2 2 7 191
Affine Modeling of Credit Risk, Pricing of Credit Events and Contagion 0 0 3 74 0 0 5 152
Credit and Liquidity in Interbank Rates: a Quadratic Approach 0 1 1 66 0 2 5 156
Exploring the TIPS‑Treasury Valuation Puzzle 0 0 7 10 0 1 19 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 1 48 0 1 2 75
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 0 1 0 0 0 18
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 40 0 0 0 53
Fiscal Sustainability in the Presence of Systemic Banks: the Case of EU Countries 0 0 0 75 1 2 2 66
Fiscal Sustainability in the Presence of Systemic Banks: the Case of EU countries 0 0 0 24 1 1 1 19
Fiscal Sustainability in the Presence of Systemic Banks: the Case of EU countries 0 0 0 21 1 1 1 69
Fiscal sustainability in the presence of systemic banks: the case of EU countries 0 0 0 59 1 1 4 143
Preventing COVID-19 Fatalities: State versus Federal Policies 0 0 0 3 1 5 5 20
Staying at Zero with Affine Processes: An Application to Term Structure Modelling 0 0 2 60 2 2 7 205
Total Working Papers 0 1 15 570 9 20 61 1,343

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 4 4 134
Affine Modeling of Credit Risk, Pricing of Credit Events, and Contagion 0 0 0 0 0 1 5 13
Credit and liquidity in interbank rates: A quadratic approach 0 0 1 31 1 3 6 123
Disentangling Credit and Liquidity Risks from Interbank Spreads 1 1 1 12 1 1 3 46
Fiscal sustainability in the presence of systemic banks: the case of EU countries 0 0 0 10 1 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 0 0 1 37 0 1 7 186
Staying at zero with affine processes: an application to term structure modelling 0 0 0 12 2 2 3 74
Total Journal Articles 1 1 4 150 5 16 34 746

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 2025-09-05