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 1 2 67 0 3 9 189
Affine Modeling of Credit Risk, Pricing of Credit Events and Contagion 0 2 6 74 0 3 12 152
Credit and Liquidity in Interbank Rates: a Quadratic Approach 0 0 0 65 0 2 3 154
Exploring the TIPS‑Treasury Valuation Puzzle 1 3 10 10 1 7 26 26
Fiscal Sustainability in the Presence of Systemic Banks: The Case of EU Countries 0 0 0 17 0 1 2 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 75 0 0 0 64
Fiscal Sustainability in the Presence of Systemic Banks: the Case of EU Countries 0 0 0 2 0 0 0 19
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 0 0 41
Fiscal Sustainability in the Presence of Systemic Banks: the Case of EU Countries 0 0 1 48 0 0 1 74
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 21 0 0 0 68
Fiscal sustainability in the presence of systemic banks: the case of EU countries 0 0 0 59 0 1 2 141
Preventing COVID-19 Fatalities: State versus Federal Policies 0 0 0 3 0 0 0 15
Staying at Zero with Affine Processes: An Application to Term Structure Modelling 0 2 3 60 0 4 18 203
Total Working Papers 1 8 22 569 1 21 73 1,321

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 1 27 0 0 1 130
Affine Modeling of Credit Risk, Pricing of Credit Events, and Contagion 0 0 0 0 0 2 6 12
Credit and liquidity in interbank rates: A quadratic approach 0 1 1 31 0 3 5 120
Disentangling Credit and Liquidity Risks from Interbank Spreads 0 0 0 11 0 2 2 45
Fiscal sustainability in the presence of systemic banks: the case of EU countries 0 0 0 10 0 0 0 79
Scenario generation for long run interest rate risk assessment 0 0 1 20 0 0 3 86
Staying at zero with affine processes: An application to term structure modelling 1 1 1 37 2 3 7 185
Staying at zero with affine processes: an application to term structure modelling 0 0 1 12 0 0 2 72
Total Journal Articles 1 2 5 148 2 10 26 729

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 2025-05-12