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 3 4 17 208
A Window into Bond Investors’ Uncertainty About R‑Star 3 3 3 3 2 2 2 2
Affine Modeling of Credit Risk, Pricing of Credit Events and Contagion 0 0 0 74 1 1 16 168
Credit and Liquidity in Interbank Rates: a Quadratic Approach 1 1 1 67 2 2 24 180
Exploring the TIPS‑Treasury Valuation Puzzle 0 0 0 10 1 1 8 36
Fiscal Sustainability in the Presence of Systemic Banks: The Case of EU Countries 0 0 1 18 2 3 9 95
Fiscal Sustainability in the Presence of Systemic Banks: the Case of EU Countries 0 0 0 75 0 0 10 76
Fiscal Sustainability in the Presence of Systemic Banks: the Case of EU Countries 0 0 0 1 0 2 10 28
Fiscal Sustainability in the Presence of Systemic Banks: the Case of EU Countries 0 0 0 48 1 1 13 88
Fiscal Sustainability in the Presence of Systemic Banks: the Case of EU Countries 0 0 0 2 0 0 7 27
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 3 0 1 9 51
Fiscal Sustainability in the Presence of Systemic Banks: the Case of EU countries 0 0 0 21 0 0 2 71
Fiscal Sustainability in the Presence of Systemic Banks: the Case of EU countries 0 0 0 24 0 0 6 25
Fiscal sustainability in the presence of systemic banks: the case of EU countries 0 0 0 59 0 0 0 143
Managing hedge fund liquidity risks 0 0 0 0 0 0 1 1
Managing hedge fund liquidity risks 0 0 0 0 0 0 3 4
Managing hedge fund liquidity risks 0 0 0 0 0 0 0 1
Managing hedge fund liquidity risks 0 0 0 0 0 0 2 3
Managing hedge fund liquidity risks 0 0 0 0 0 0 2 2
Managing hedge fund liquidity risks 0 0 0 0 0 0 3 3
Managing hedge fund liquidity risks 0 0 0 0 0 0 2 4
Managing hedge fund liquidity risks 0 0 0 0 1 1 4 8
Managing hedge fund liquidity risks 0 0 0 0 0 1 2 2
Managing hedge fund liquidity risks 0 0 0 0 0 0 3 4
Managing hedge fund liquidity risks 0 0 0 0 0 0 4 5
Managing hedge fund liquidy risks 0 0 0 0 1 1 3 4
Preventing COVID-19 Fatalities: State versus Federal Policies 0 0 0 3 0 2 8 28
Staying at Zero with Affine Processes: An Application to Term Structure Modelling 0 0 0 60 0 0 11 216
When Long-Run Trends Are Unknown: Bond Pricing Implications 0 0 8 8 0 1 4 4
Total Working Papers 4 4 13 583 14 23 187 1,542

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 2 29 1 2 11 145
Affine Modeling of Credit Risk, Pricing of Credit Events, and Contagion 0 0 4 4 0 1 16 29
Credit and liquidity in interbank rates: A quadratic approach 0 0 3 34 1 2 18 141
Disentangling Credit and Liquidity Risks from Interbank Spreads 0 0 0 12 1 1 8 54
Fiscal sustainability in the presence of systemic banks: the case of EU countries 0 0 1 11 0 2 14 95
Scenario generation for long run interest rate risk assessment 0 0 1 22 0 1 12 101
Staying at zero with affine processes: An application to term structure modelling 0 0 1 38 0 1 12 198
Staying at zero with affine processes: an application to term structure modelling 0 0 0 12 1 2 20 94
Total Journal Articles 0 0 12 162 4 12 111 857

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 0 1 8 75
Total Books 0 0 1 23 0 1 8 75

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Statistics updated 2026-09-10