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 4 7 15 204
Affine Modeling of Credit Risk, Pricing of Credit Events and Contagion 0 0 0 74 6 6 15 167
Credit and Liquidity in Interbank Rates: a Quadratic Approach 0 0 1 66 5 8 23 177
Exploring the TIPS‑Treasury Valuation Puzzle 0 0 0 10 2 2 8 34
Fiscal Sustainability in the Presence of Systemic Banks: The Case of EU Countries 0 0 0 17 1 2 4 90
Fiscal Sustainability in the Presence of Systemic Banks: the Case of EU Countries 0 0 0 75 4 8 12 76
Fiscal Sustainability in the Presence of Systemic Banks: the Case of EU Countries 0 0 0 48 3 3 13 87
Fiscal Sustainability in the Presence of Systemic Banks: the Case of EU Countries 0 0 0 3 0 1 8 49
Fiscal Sustainability in the Presence of Systemic Banks: the Case of EU Countries 0 0 0 1 1 3 8 26
Fiscal Sustainability in the Presence of Systemic Banks: the Case of EU Countries 0 0 0 2 2 3 7 26
Fiscal Sustainability in the Presence of Systemic Banks: the Case of EU Countries 0 0 0 40 0 0 2 55
Fiscal Sustainability in the Presence of Systemic Banks: the Case of EU countries 0 0 0 21 1 1 3 71
Fiscal Sustainability in the Presence of Systemic Banks: the Case of EU countries 0 0 0 24 0 0 6 24
Fiscal sustainability in the presence of systemic banks: the case of EU countries 0 0 0 59 0 0 2 143
Managing hedge fund liquidity risks 0 0 0 0 1 1 2 3
Managing hedge fund liquidity risks 0 0 0 0 2 2 4 5
Managing hedge fund liquidity risks 0 0 0 0 1 2 3 4
Managing hedge fund liquidity risks 0 0 0 0 0 0 1 1
Managing hedge fund liquidity risks 0 0 0 0 1 1 2 3
Managing hedge fund liquidity risks 0 0 0 0 0 1 2 2
Managing hedge fund liquidity risks 0 0 0 0 1 1 2 6
Managing hedge fund liquidity risks 0 0 0 0 0 0 1 1
Managing hedge fund liquidity risks 0 0 0 0 0 0 2 4
Managing hedge fund liquidity risks 0 0 0 0 0 0 0 1
Managing hedge fund liquidity risks 0 0 0 0 1 1 3 3
Managing hedge fund liquidy risks 0 0 0 0 1 1 2 3
Preventing COVID-19 Fatalities: State versus Federal Policies 0 0 0 3 2 2 11 26
Staying at Zero with Affine Processes: An Application to Term Structure Modelling 0 0 0 60 4 6 13 216
When Long-Run Trends Are Unknown: Bond Pricing Implications 4 8 8 8 2 3 3 3
Total Working Papers 4 8 9 578 45 65 177 1,510

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 1 1 28 3 5 12 142
Affine Modeling of Credit Risk, Pricing of Credit Events, and Contagion 0 0 3 3 4 7 15 27
Credit and liquidity in interbank rates: A quadratic approach 1 2 3 34 3 5 19 139
Disentangling Credit and Liquidity Risks from Interbank Spreads 0 0 1 12 3 3 8 53
Fiscal sustainability in the presence of systemic banks: the case of EU countries 0 0 0 10 3 4 13 92
Scenario generation for long run interest rate risk assessment 0 1 2 22 1 3 12 98
Staying at zero with affine processes: An application to term structure modelling 0 0 1 38 4 7 12 197
Staying at zero with affine processes: an application to term structure modelling 0 0 0 12 2 5 19 91
Total Journal Articles 1 4 11 159 23 39 110 839

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 1 23 1 4 7 74
Total Books 0 0 1 23 1 4 7 74

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Statistics updated 2026-05-06