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 64 0 1 12 143
Affine Modeling of Credit Risk, Pricing of Credit Events and Contagion 0 1 30 30 2 12 48 48
Credit and Liquidity in Interbank Rates: a Quadratic Approach 1 2 4 62 3 7 20 137
Fiscal Sustainability in the Presence of Systemic Banks: The Case of EU Countries 0 0 0 15 0 0 7 70
Fiscal Sustainability in the Presence of Systemic Banks: the Case of EU Countries 0 0 0 3 0 0 5 27
Fiscal Sustainability in the Presence of Systemic Banks: the Case of EU Countries 0 0 0 2 0 0 2 9
Fiscal Sustainability in the Presence of Systemic Banks: the Case of EU Countries 0 0 1 47 0 1 10 66
Fiscal Sustainability in the Presence of Systemic Banks: the Case of EU Countries 0 0 0 40 0 0 7 48
Fiscal Sustainability in the Presence of Systemic Banks: the Case of EU Countries 0 0 0 0 0 1 3 9
Fiscal Sustainability in the Presence of Systemic Banks: the Case of EU Countries 0 0 0 75 0 0 5 57
Fiscal Sustainability in the Presence of Systemic Banks: the Case of EU countries 0 0 0 20 0 1 8 59
Fiscal Sustainability in the Presence of Systemic Banks: the Case of EU countries 0 0 0 24 0 0 3 15
Fiscal sustainability in the presence of systemic banks: the case of EU countries 0 0 0 59 0 0 6 132
Preventing COVID-19 Fatalities: State versus Federal Policies 0 0 0 0 2 4 4 4
Staying at Zero with Affine Processes: An Application to Term Structure Modelling 0 0 1 55 0 1 26 157
Total Working Papers 1 3 37 496 7 28 166 981


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 3 20 0 1 15 103
Credit and liquidity in interbank rates: A quadratic approach 0 0 4 22 2 4 15 86
Disentangling Credit and Liquidity Risks from Interbank Spreads 1 1 1 8 2 2 3 32
Fiscal sustainability in the presence of systemic banks: the case of EU countries 0 0 1 7 0 0 10 65
Scenario generation for long run interest rate risk assessment 0 1 2 10 1 2 10 52
Staying at zero with affine processes: An application to term structure modelling 1 2 6 21 3 12 39 123
Staying at zero with affine processes: an application to term structure modelling 0 1 1 8 0 1 17 54
Total Journal Articles 2 5 18 96 8 22 109 515


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 3 18 1 2 7 57
Total Books 0 1 3 18 1 2 7 57


Statistics updated 2021-01-03