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 0 0 6 191
Affine Modeling of Credit Risk, Pricing of Credit Events and Contagion 0 0 2 74 2 2 5 154
Credit and Liquidity in Interbank Rates: a Quadratic Approach 0 0 1 66 1 2 7 159
Exploring the TIPS‑Treasury Valuation Puzzle 0 0 4 10 2 3 15 31
Fiscal Sustainability in the Presence of Systemic Banks: The Case of EU Countries 0 0 0 17 1 1 2 87
Fiscal Sustainability in the Presence of Systemic Banks: the Case of EU Countries 0 0 0 3 3 4 5 46
Fiscal Sustainability in the Presence of Systemic Banks: the Case of EU Countries 0 0 0 2 2 2 3 22
Fiscal Sustainability in the Presence of Systemic Banks: the Case of EU Countries 0 0 0 40 0 1 1 54
Fiscal Sustainability in the Presence of Systemic Banks: the Case of EU Countries 0 0 1 48 1 2 5 78
Fiscal Sustainability in the Presence of Systemic Banks: the Case of EU Countries 0 0 0 1 3 4 4 22
Fiscal Sustainability in the Presence of Systemic Banks: the Case of EU Countries 0 0 0 75 0 0 2 66
Fiscal Sustainability in the Presence of Systemic Banks: the Case of EU countries 0 0 0 21 0 0 1 69
Fiscal Sustainability in the Presence of Systemic Banks: the Case of EU countries 0 0 0 24 2 2 3 21
Fiscal sustainability in the presence of systemic banks: the case of EU countries 0 0 0 59 0 0 3 143
Managing hedge fund liquidity risks 0 0 0 0 0 0 0 0
Managing hedge fund liquidity risks 0 0 0 0 1 1 1 2
Managing hedge fund liquidity risks 0 0 0 0 0 0 0 1
Managing hedge fund liquidity risks 0 0 0 0 0 0 0 1
Managing hedge fund liquidity risks 0 0 0 0 0 0 0 1
Managing hedge fund liquidity risks 0 0 0 0 1 1 1 1
Managing hedge fund liquidity risks 0 0 0 0 0 0 0 4
Managing hedge fund liquidity risks 0 0 0 0 0 0 0 2
Managing hedge fund liquidity risks 0 0 0 0 0 0 0 0
Managing hedge fund liquidity risks 0 0 0 0 0 1 1 1
Managing hedge fund liquidity risks 0 0 0 0 0 1 1 2
Managing hedge fund liquidy risks 0 0 0 0 0 0 1 1
Preventing COVID-19 Fatalities: State versus Federal Policies 0 0 0 3 1 1 6 21
Staying at Zero with Affine Processes: An Application to Term Structure Modelling 0 0 2 60 0 1 8 207
Total Working Papers 0 0 11 570 20 29 81 1,387

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 2 6 136
Affine Modeling of Credit Risk, Pricing of Credit Events, and Contagion 0 1 1 1 0 2 6 15
Credit and liquidity in interbank rates: A quadratic approach 0 0 2 32 0 5 13 130
Disentangling Credit and Liquidity Risks from Interbank Spreads 0 0 1 12 0 1 4 47
Fiscal sustainability in the presence of systemic banks: the case of EU countries 0 0 0 10 1 3 5 84
Scenario generation for long run interest rate risk assessment 0 0 1 21 0 1 4 90
Staying at zero with affine processes: An application to term structure modelling 0 0 2 38 0 0 5 187
Staying at zero with affine processes: an application to term structure modelling 0 0 0 12 1 6 8 80
Total Journal Articles 0 1 7 153 2 20 51 769

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 1 1 1 68
Total Books 0 0 0 22 1 1 1 68

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Statistics updated 2026-01-09